Some bounds of loss in classical semideterministic immunization

Since Samuelson, Redington and Fisher and Weil, duration and immunization are very important topics in bond portfolio analysis from both a theoretical and a practical point of view. Many results have been established, especially in semi-deterministic framework. As regards, however, the loss may be sustained, we do not think that the subject has been investigated enough, except for the results found in the wake of the theorem of Fong and Vasicek. In this paper we present some results relating to the limitation of the loss in the case of local immunization for multiple liabilities.

Factors related with adiponectinemia in obese and normal-weight women and with its variation in weight loss programs

Objective: To assess different factors influencing adiponectinemia in obese and normal-weight women; to identify factors associated with the variation (Δ) in adiponectinemia in obese women following a 6-month weight loss program, according to surgical/non-surgical interventions. Methods: We studied 100 normal-weight women and 112 obese premenopausal women; none of them was on any medical treatment. Women were characterized for anthropometrics, daily macronutrient intake, smoking status, contraceptives use, adiponectin as well as IL-6 and TNF-α serum concentrations. Results: Adiponectinemia was lower in obese women (p < 0.001), revealing an inverse association with waist-to-hip ratio (p < 0.001; r = –0.335). Normal-weight women presented lower adiponectinemia among smokers (p = 0.041); body fat, waist-to-hip ratio, TNF-α levels, carbohydrate intake, and smoking all influence adiponectinemia (r 2 = 0.436). After weight loss interventions, a significant modification in macronutrient intake occurs followed by anthropometrics decrease (chiefly after bariatric procedures) and adiponectinemia increase (similar after surgical and non-surgical interventions). After bariatric intervention, Δ adiponectinemia was inversely correlated to Δ waist circumference and Δ carbohydrate intake (r 2 = 0.706). Conclusion: Anthropometrics, diet, smoking, and TNF-α levels all influence adiponectinemia in normal-weight women, although explaining less than 50% of it. In obese women, anthropometrics modestly explain adiponectinemia. Opposite to non-surgical interventions, after bariatric surgery adiponectinemia increase is largely explained by diet composition and anthropometric changes.

A hybrid procedure to identify the optimal stiffness coefficients of elastically restrained beams

The formulation of a bending vibration problem of an elastically restrained Bernoulli-Euler beam carrying a finite number of concentrated elements along its length is presented. In this study, the authors exploit the application of the differential evolution optimization technique to identify the torsional stiffness properties of the elastic supports of a Bernoulli-Euler beam. This hybrid strategy allows the determination of the natural frequencies and mode shapes of continuous beams, taking into account the effect of attached concentrated masses and rotational inertias, followed by a reconciliation step between the theoretical model results and the experimental ones. The proposed optimal identification of the elastic support parameters is computationally demanding if the exact eigenproblem solving is considered. Hence, the use of a Gaussian process regression as a meta-model is addressed. An experimental application is used in order to assess the accuracy of the estimated parameters throughout the comparison of the experimentally obtained natural frequency, from impact tests, and the correspondent computed eigenfrequency.

Viscosity and self-diffusion coefficients of dialkyl adipates: a correlation scheme with predictive capabilities

A correlation and predictive scheme for the viscosity and self-diffusivity of liquid dialkyl adipates is presented. The scheme is based on the kinetic theory for dense hard-sphere fluids, applied to the van der Waals model of a liquid to predict the transport properties. A "universal" curve for a dimensionless viscosity of dialkyl adipates was obtained using recently published experimental viscosity and density data of compressed liquid dimethyl (DMA), dipropyl (DPA), and dibutyl (DBA) adipates. The experimental data are described by the correlation scheme with a root-mean-square deviation of +/- 0.34 %. The parameters describing the temperature dependence of the characteristic volume, V-0, and the roughness parameter, R-eta, for each adipate are well correlated with one single molecular parameter. Recently published experimental self-diffusion coefficients of the same set of liquid dialkyl adipates at atmospheric pressure were correlated using the characteristic volumes obtained from the viscosity data. The roughness factors, R-D, are well correlated with the same single molecular parameter found for viscosity. The root-mean-square deviation of the data from the correlation is less than 1.07 %. Tests are presented in order to assess the capability of the correlation scheme to estimate the viscosity of compressed liquid diethyl adipate (DEA) in a range of temperatures and pressures by comparison with literature data and of its self-diffusivity at atmospheric pressure in a range of temperatures. It is noteworthy that no data for DEA were used to build the correlation scheme. The deviations encountered between predicted and experimental data for the viscosity and self-diffusivity do not exceed 2.0 % and 2.2 %, respectively, which are commensurate with the estimated experimental measurement uncertainty, in both cases.