Smoothness of scale functions for spectrally negative Lévy processes

Scale functions play a central role in the fluctuation theory of spectrally negative Lévy processes and often appear in the context of martingale relations. These relations are often require excursion theory rather than Itô calculus. The reason for the latter is that standard Itô calculus is only applicable to functions with a sufficient degree of smoothness and knowledge of the precise degree of smoothness of scale functions is seemingly incomplete. The aim of this article is to offer new results concerning properties of scale functions in relation to the smoothness of the underlying Lévy measure. We place particular emphasis on spectrally negative Lévy processes with a Gaussian component and processes of bounded variation. An additional motivation is the very intimate relation of scale functions to renewal functions of subordinators. The results obtained for scale functions have direct implications offering new results concerning the smoothness of such renewal functions for which there seems to be very little existing literature on this topic.

Velocities of compressional and shear waves in limestones

Carbonate rocks are important hydrocarbon reservoir rocks with complex textures and petrophysical properties (porosity and permeability) mainly resulting from various diagenetic processes (compaction, dissolution, precipitation, cementation, etc.). These complexities make prediction of reservoir characteristics (e.g. porosity and permeability) from their seismic properties very difficult. To explore the relationship between the seismic, petrophysical and geological properties, ultrasonic compressional- and shear-wave velocity measurements were made under a simulated in situ condition of pressure (50 MPa hydrostatic effective pressure) at frequencies of approximately 0.85 MHz and 0.7 MHz, respectively, using a pulse-echo method. The measurements were made both in vacuum-dry and fully saturated conditions in oolitic limestones of the Great Oolite Formation of southern England. Some of the rocks were fully saturated with oil. The acoustic measurements were supplemented by porosity and permeability measurements, petrological and pore geometry studies of resin-impregnated polished thin sections, X-ray diffraction analyses and scanning electron microscope studies to investigate submicroscopic textures and micropores. It is shown that the compressional- and shear-wave velocities (V-p and V-s, respectively) decrease with increasing porosity and that V-p decreases approximately twice as fast as V-s. The systematic differences in pore structures (e.g. the aspect ratio) of the limestones produce large residuals in the velocity versus porosity relationship. It is demonstrated that the velocity versus porosity relationship can be improved by removing the pore-structure-dependent variations from the residuals. The introduction of water into the pore space decreases the shear moduli of the rocks by about 2 GPa, suggesting that there exists a fluid/matrix interaction at grain contacts, which reduces the rigidity. The predicted Biot-Gassmann velocity values are greater than the measured velocity values due to the rock-fluid interaction. This is not accounted for in the Biot-Gassmann velocity models and velocity dispersion due to a local flow mechanism. The velocities predicted by the Raymer and time-average relationships overestimated the measured velocities even more than the Biot model.

Variation in dynamic elastic shear modulus of sandstone upon fluid saturation and substitution

Experimental acoustic measurements on sandstone rocks at both sonic and ultrasonic frequencies show that fluid saturation can cause a noticeable change in both the dynamic bulk and shear elastic moduli of sandstones. We observed that the change in dynamic shear modulus upon fluid saturation is highly dependent on the type of saturant, its viscosity, rock microstructure, and applied pressures. Frequency dispersion has some influence on dynamic elastic moduli too, but its effect is limited to the ultrasonic frequency ranges and above. We propose that viscous coupling, reduction in free surface energy, and, to a limited extent, frequency dispersion due to both local and global flow are the main mechanisms responsible for the change in dynamic shear elastic modulus upon fluid saturation and substitution, and we quantify influences.

Linear and nonlinear microrheology of dense colloidal suspensions

The length and time scales accessible to optical tweezers make them an ideal tool for the examination of colloidal systems. Embedded high-refractive-index tracer particles in an index-matched hard sphere suspension provide 'handles' within the system to investigate the mechanical behaviour. Passive observations of the motion of a single probe particle give information about the linear response behaviour of the system, which can be linked to the macroscopic frequency-dependent viscous and elastic moduli of the suspension. Separate 'dragging' experiments allow observation of a sample's nonlinear response to an applied stress on a particle-by particle basis. Optical force measurements have given new data about the dynamics of phase transitions and particle interactions; an example in this study is the transition from liquid-like to solid-like behaviour, and the emergence of a yield stress and other effects attributable to nearest-neighbour caging effects. The forces needed to break such cages and the frequency of these cage breaking events are investigated in detail for systems close to the glass transition.

Aqueous gels of mixtures of ionic surfactant SDS with pluronic copolymers P123 or F127

Gel diagrams based on tube inversion and oscillatory rheometry are reported for Pluronic copolymers F127 (E98P67E98) and P123 (E21P67E21) in mixtures with anionic surfactant sodium dodecyl sulfate (SDS). Total concentrations (e, SDS+copolymer) were as high as 50 wt% with mole ratios SDS/copolymer (mr) in the ranges 1-5 (F127) a lid 1-7 (PI 23). Temperatures were its high as 90 degrees C. Determination of the temperature dependences of the dynamic moduli served to confirm the gel boundaries from tube inversion and to reveal the high elastic moduli of the gels, e.g., compared at corn parable positions in the gel phase, a 50 wt% SDS/P123 wit h mr = 7 had G' three times that of a corresponding gel of P123 alone. Sin all-angle X-ray scattering (SAX S) was used to show that the structures of all the SDS/F127 gels were bee and that the structures of the SDS/P123 gels with mr = I were either fcc(c = 30 wt%) or hex (c = 40 wt%). Assignment of structures to SDS/P123 gels with values of mr in the range 3-7 was more difficult, as high-order scattering peaks Could be very weak, and at the higher values of c and mr, the SAXS peaks included multiple reflections.

The influence of hydration on the tensile and compressive properties of avian keratinous tissues

Despite recent research exploring the elastic properties of avian keratins, data on failure properties are less common in the literature. In this paper we present data on the failure properties and moduli of both avian feather and claw keratin in tension and the modulus of claw keratin in compression. Increased water content acts to decrease stiffness and strength but to increase strain at failure. The modulus of claw did not differ significantly when tested under tension and compression.

Effect of high-hydrostatic pressure and pH on the rheological properties of gum arabic

The effect on the viscoelastic behaviour, of pressure-treating hydrated gumarabic samples (800 MPa) at different pH values (2.8, 4.2 and 8.0) was investigated, using controlled stress rheometry. The treated samples were analysed for their complex (G∗), storage (G′) and loss (G″) moduli as a function of frequency, using dynamic oscillatory testing. Significant changes in the rheologicalproperties were observed in both the pressurised gum solutions and in those previously buffered at pH 2.8. The gum, at its natural pH (4.25) and at alkaline pH (8.0), was enhanced by pressure treatment, but only for the already “good” quality gum samples. High-pressure treatment had substantial effects on the frequency-dependence of the moduli of both the pressurised and the pressurised/pH-treated solutions, with the latter being more pronounced, suggesting differing structures or changes in the overall degree of interaction of the gum systems after pressure treatment.

Modelling the rheology of anisotropic particles adsorbed on a two-dimensional fluid interface

We present a general approach based on nonequilibrium thermodynamics for bridging the gap between a well-defined microscopic model and the macroscopic rheology of particle-stabilised interfaces. Our approach is illustrated by starting with a microscopic model of hard ellipsoids confined to a planar surface, which is intended to simply represent a particle-stabilised fluid–fluid interface. More complex microscopic models can be readily handled using the methods outlined in this paper. From the aforementioned microscopic starting point, we obtain the macroscopic, constitutive equations using a combination of systematic coarse-graining, computer experiments and Hamiltonian dynamics. Exemplary numerical solutions of the constitutive equations are given for a variety of experimentally relevant flow situations to explore the rheological behaviour of our model. In particular, we calculate the shear and dilatational moduli of the interface over a wide range of surface coverages, ranging from the dilute isotropic regime, to the concentrated nematic regime.

Probabilistic downscaling of remote sensing data with applications for multi-scale biogeochemical flux modeling

Upscaling ecological information to larger scales in space and downscaling remote sensing observations or model simulations to finer scales remain grand challenges in Earth system science. Downscaling often involves inferring subgrid information from coarse-scale data, and such ill-posed problems are classically addressed using regularization. Here, we apply two-dimensional Tikhonov Regularization (2DTR) to simulate subgrid surface patterns for ecological applications. Specifically, we test the ability of 2DTR to simulate the spatial statistics of high-resolution (4 m) remote sensing observations of the normalized difference vegetation index (NDVI) in a tundra landscape. We find that the 2DTR approach as applied here can capture the major mode of spatial variability of the high-resolution information, but not multiple modes of spatial variability, and that the Lagrange multiplier (γ) used to impose the condition of smoothness across space is related to the range of the experimental semivariogram. We used observed and 2DTR-simulated maps of NDVI to estimate landscape-level leaf area index (LAI) and gross primary productivity (GPP). NDVI maps simulated using a γ value that approximates the range of observed NDVI result in a landscape-level GPP estimate that differs by ca 2% from those created using observed NDVI. Following findings that GPP per unit LAI is lower near vegetation patch edges, we simulated vegetation patch edges using multiple approaches and found that simulated GPP declined by up to 12% as a result. 2DTR can generate random landscapes rapidly and can be applied to disaggregate ecological information and compare of spatial observations against simulated landscapes.

Developing skin analogues for a robotic octopus

In order to fabricate a biomimetic skin for an octopus inspired robot, a new process was developed based on mechanical properties measured from real octopus skin. Various knitted nylon textiles were tested and the one of 10-denier nylon was chosen as reinforcement. A combination of Ecoflex 0030 and 0010 silicone rubbers was used as matrix of the composite to obtain the right stiffness for the skin-analogue system. The open mould fabrication process developed allows air bubble to escape easily and the artificial skin produced was thin and waterproof. Material properties of the biomimetic skin were characterised using static tensile and instrumented scissors cutting tests. The Young’s moduli of the artificial skin are 0.08 MPa and 0.13 MPa in the longitudinal and transverse directions, which are much lower than those of the octopus skin. The strength and fracture toughness of the artificial skin, on the other hand are higher than those of real octopus skins. Conically-shaped skin prototypes to be used to cover the robotic arm unit were manufactured and tested. The biomimetic skin prototype was stiff enough to maintain it conical shape when filled with water. The driving force for elongation was reduced significantly compared with previous prototypes.

Influence of inherent structure shear stress of supercooled liquids on their shear moduli

Configurations of supercooled liquids residing in their local potential minimum (i.e. in their inherent structure, IS) were found to support a non-zero shear stress. This IS stress was attributed to the constraint to the energy minimization imposed by boundary conditions, which keep size and shape of the simulation cell fixed. In this paper we further investigate the influence of these boundary conditions on the IS stress. We investigate its importance for the computation of the low frequency shear modulus of a glass obtaining a consistent picture for the low- and high frequency shear moduli over the full temperature range. Hence, we find that the IS stress corresponds to a non-thermal contribution to the fluctuation term in the Born-Green expression. This leads to an unphysical divergence of the moduli in the low temperature limit if no proper correction for this term is applied. Furthermore, we clarify the IS stress dependence on the system size and put its origin on a more formal basis.

Microscopic Mechanisms of Strain Hardening in Glassy Polymers

The mechanisms underlying the increase in stress for large mechanical strains of a polymer glass, quantified by the strain-hardening modulus, are still poorly understood. In the present paper we aim to elucidate this matter and present new mechanisms. Molecular-dynamics simulations of two polymers with very different strain-hardening moduli (polycarbonate and polystyrene) have been carried out. Nonaffine displacements occur because of steric hindrances and connectivity constraints. We argue that it is not necessary to introduce the concept of entanglements to understand strain hardening, but that hardening is rather coupled with the increase in the rate of nonaffine particle displacements. This rate increases faster for polycarbonate, which has the higher strain-hardening modulus. Also more nonaffine chain stretching is present for polycarbonate. It is shown that the inner distances of such a nonaffinely deformed chain can be well described by the inner distances of the worm-like chain, but with an effective stiffness length (equal to the Kuhn length for an infinite worm-like chain) that increases during deformation. It originates from the finite extensibility of the chain. In this way the increase in nonaffine particle displacement can be understood as resulting from an increase in the effective stiffness length of the perturbed chain during deformation, so that at larger strains a higher rate of plastic events in terms of nonaffine displacement is necessary, causing in turn the observed strain hardening in polymer glasses.

LDA or GGA? A combined experimental inelastic neutron scattering and ab initio lattice dynamics study of alkali metal hydrides

In a previous work, we carried out inelastic neutron scattering (INS) spectroscopy experiments and preliminary first principles calculations on alkali metal hydrides. The complete series of alkali metal hydrides, LiH, NaH, KH, RbH and CsH was measured in the high-resolution TOSCA INS spectrometer at ISIS. Here, we present the results of ab initio electronic structure calculations of the properties of the alkali metal hydrides using both the local density approximation (LDA) and the generalized gradient approximation (GGA), using the Perdew–Burke–Ernzerhof (PBE) parameterization. Properties calculated were lattice parameters, bulk moduli, dielectric constants, effective charges, electronic densities and inelastic neutron scattering (INS) spectra. We took advantage of the currently available computer power to use full lattice dynamics theory to calculate thermodynamic properties for these materials. For the alkali metal hydrides (LiH, NaH, KH, RbH and CsH) using lattice dynamics, we found that the INS spectra calculated using LDA agreed better with the experimental data than the spectra calculated using GGA. Both zero-point effects and thermal contributions to free energies had an important effect on INS and several thermodynamic properties.

The vibrational spectrum and ultimate modulus of polyethylene

We have performed the first completely ab initio lattice dynamics calculation of the full orthorhombic cell of polyethylene using periodic density functional theory in the local density approximation (LDA) and the generalized gradient approximation (GGA). Contrary to current perceptions, we show that LDA accurately describes the structure whereas GGA fails. We emphasize that there is no parametrization of the results. We then rigorously tested our calculation by computing the phonon dispersion curves across the entire Brillouin zone and comparing them to the vibrational spectra, in particular the inelastic neutron scattering (INS) spectra, of polyethylene (both polycrystalline and aligned) and perdeuteriopolyethylene. The F-point frequencies (where the infrared and Raman active modes occur) are in good agreement with the latest low temperature data. The near-perfect reproduction of the INS spectra, gives confidence in the results and allows Lis to deduce a number of physical properties including the elastic moduli, parallel and perpendicular to the chain. We find that the Young's modulus for an infinitely long, perfectly crystalline polyethylene is 360.2 GPa at 0 K. The highest experimental value is 324 GPa, indicating that current high modulus fibers are similar to 90% of their maximum possible strength.

Effect of ethanol on the micellization and gelation of Pluronic P123

In certain applications copolymer P123 (E21P67E21) is dissolved in water-ethanol mixtures, initially to form micellar solutions and eventually to gel. For P123 in 10, 20, and 30 wt % aqueous ethanol we used dynamic light scattering from dilute solutions to confirm micellization, oscillatory rheometry, and visual observation of mobility (tube inversion) to determine gel formation in concentrated solutions and small-angle X-ray scattering (SAXS) to determine gel structure. Except for solutions in 30 wt % aqueous ethanol, a clear-turbid transition was encountered on heating dilute and concentrated micellar solutions alike, and as for solutions in water alone (Chaibundit et al. Langmuir 2007, 23, 9229) this could be ascribed to formation of wormlike micelles. Dense clouding, typical of phase separation, was observed at higher temperatures. Regions of isotropic and birefringent gel were defined for concentrated solutions and shown (by SAXS) to have Cubic (fcc and hcp) and hexagonal structures, consistent with packed spherical and elongated micelles, respectively. The cubic gels (0, 10, and 20 wt % ethanol) were clear, while the hex gels were either turbid (0 and 10 wt % ethanol), turbid enclosing a clear region (20 wt % ethanol), or entirely clear (30 wt % ethanol). The SAXS profile was unchanged between turbid and clear regions of the 20 wt % ethanol gel. Temperature scans of dynamic moduli showed (as expected) a clear distinction between high-modulus cubic gels (G'(max) approximate to 20-30 kPa) and lower modulus hex gels (G'(max) < 10 kPa).