Multifractal regime transition in a modified minority game model

The search for more realistic modeling of financial time series reveals several stylized facts of real markets. In this work we focus on the multifractal properties found in price and index signals. Although the usual minority game (MG) models do not exhibit multifractality, we study here one of its variants that does. We show that the nonsynchronous MG models in the nonergodic phase is multifractal and in this sense, together with other stylized facts, constitute a better modeling tool. Using the structure function (SF) approach we detected the stationary and the scaling range of the time series generated by the MG model and, from the linear (non-linear) behavior of the SF we identified the fractal (multifractal) regimes. Finally, using the wavelet transform modulus maxima (WTMM) technique we obtained its multifractal spectrum width for different dynamical regimes. (C) 2009 Elsevier Ltd. All rights reserved.

Multifractality in the random parameter model for multivariate time series

The Random Parameter model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we explore the scaling properties of the model, as observed in the multifractal structure of the simulated time series. We use the Wavelet Transform Modulus Maxima technique to obtain the multifractal spectrum dependence with the parameters of the model. The model shows a scaling structure compatible with the stylized facts for a reasonable choice of the parameter values. (C) 2009 Elsevier B.V. All rights reserved.

Sugarcane bagasse cellulose/HDPE composites obtained by extrusion

Natural fibers used in this study were both pre-treated and modified residues from sugarcane bagasse. Polymer of high density polyethylene (HDPE) was employed as matrix in to composites, which were prodUced by mixing high density polyethylene with cellulose (10%) and Cell/ZrO(2)center dot nH(2)O (10%), using an extruder and hydraulic press. Tensile tests showed that the Cell/ZrO(2)center dot nH(2)O (10%)/HDPE composites present better tensile strength than cellulose (10%)/HDPE composites. Cellulose agglomerations were responsible for poor adhesion between fiber and matrix in cellulose (10%)/HDPE composites. HDPF/natural fibers composites showed also lower tensile strength in comparison to the polymer. The increase in Young`s modulus is associated to fibers reinforcement. SEM analysis showed that the cellulose fibers insertion in the matrix Caused all increase of defects, which were reduced When modified cellulose fibers were Used. (C) 2008 Elsevier Ltd. All rights reserved.

Production, microstructural characterization and mechanical properties of as-cast Ti-10Mo-xNb alloys

Beta titanium (Ti) alloys are one of the most promising groups of Ti alloys for biomedical applications. This work presents the production, microstructural characterization, and mechanical properties of as-cast Ti-10Mo-xNb (x = 0, 3, 6, 9, 20, and 30) alloys. They were produced via arc melting and characterized by scanning electron microscopy and X-ray diffraction. The density of each alloy was measured by the Archimedes method and the mechanical characterization was carried out by using the Vickers microhardness test and Young`s modulus measurements. The results show a near beta microstructure for niobium (Nb) contents lower or equal to 9 wt% while beta single-phase microstructure was obtained for higher Nb additions. The microhardness values decreased with the increase of Nb content in the alloys. The elastic modulus values of Ti-10Mo-3Nb and Ti-10Mo-20Nb alloys were lower than those of cp Ti and Ti-6Al-4V.

Composites from Brazilian natural fibers with polypropylene: mechanical and thermal properties

Brazil has a well established ethanol production program based on sugarcane. Sugarcane bagasse and straw are the main by-products that may be used as reinforcement in natural fiber composites. Current work evaluated the influence of fiber insertion within a polypropylene (PP) matrix by tensile, TGA and DSC measurements. Thus, the mechanical properties, weight loss, degradation, melting and crystallization temperatures, heat of melting and crystallization and percentage of crystallinity were attained. Fiber insertion in the matrix improved the tensile modulus and changed the thermal stability of composites (intermediary between neat fibers and PP). The incorporation of natural fibers in PP promoted also apparent T(c) and Delta H(c) increases. As a Conclusion, the fibers added to polypropylene increased the nucleating ability, accelerating the crystallization process, improving the mechanical properties and consequently the fiber/matrix interaction.

EIS study of Ti-23Ta alloy in artificial saliva

Although titanium and Ti-6Al-4V alloy have been widely used as dental materials, possible undesirable effects such as cytotoxic reactions and neurological disorder due to metal release led to the development of more corrosion resistant and V and Al free titanium alloys, containing Nb, Zr, Mo and Ta atoxic elements. Fluoride containing products used in the prevention of plaque formation and dental caries can affect the stability of the passive oxide films formed on the Ti alloys. In this work, the corrosion behaviour of the new Ti-23Ta alloy has been evaluated in artificial saliva of different pH and fluoride concentration using electrochemical impedance spectroscopy. Electrochemical impedance spectroscopy study showed that the oxide film formed on the alloy in artificial saliva consists of an inner compact film and an outer porous layer. The corrosion resistance of Ti-23Ta alloy which is reduced by increasing F concentration or decreasing pH is related to the resistance of the inner compact layer. The presence of fluoride and low pH of the saliva enhance the porosity of the oxide film and its dissolution.

The influence of microstructure on the maximum load and fracture energy of refractory castables

Refractory castables are composed of fractions of fine to fairly coarse particles. The fine fraction is constituted primarily of raw materials and calcium aluminate cement, which becomes hydrated, forming chemical bonds that stiffen the concrete during the curing process. The present study focused on an evaluation of several characteristics of two refractory castables with similar chemical compositions but containing aggregates of different sizes. The features evaluated were the maximum load, the fracture energy, and the ""relative crack-propagation work"" of the two castables heat-treated at 110, 650, 1100 and 1550 degrees C. The results enabled us to draw the following conclusions: the heat treatment temperature exerts a significant influence on the matrix/aggregate interaction, different microstructures form in the castables with temperature, and a relationship was noted between the maximum load and the fracture energy. (C) 2009 Elsevier Ltd and Techna Group S.r.l. All rights reserved.

Concretes and mortars recycled with water treatment sludge and construction and demolition rubble

There are about 7500 water treatment plants in Brazil. The wastes these plants generate in their decantation tanks and filters are discharged directly into the same brooks and rivers that supply water for treatment. Another serious environmental problem is the unregulated disposal of construction and demolition rubble, which increases the expenditure of public resources by degrading the urban environment and contributing to aggravate flooding and the proliferation of vectors harmful to public health. In this study, an evaluation was made of the possibility of recycling water treatment sludge in construction and demolition waste recycling plants. The axial compressive strength and water absorption of concretes and mortars produced with the exclusive and joint addition of these two types of waste was also determined. The ecoefficiency of this recycling was evaluated by determining the concentration of aluminum in the leached extract resulting from the solubilization of the recycled products. The production of concretes and mortars with the joint addition of water treatment sludge and recycled concrete rubble aggregates proved to be a viable recycling alternative from the standpoint of axial compression strength, modulus of elasticity, water absorption and tensile strength by the Brazilian test method. (C) 2008 Elsevier Ltd. All rights reserved.

Mechanical properties and cytotoxicity of 3Y-TZP bioceramics reinforced with Al(2)O(3) particles

The influence of Al(2)O(3) addition and sintering parameters on the mechanical properties and cytotoxicity of tetragonal ZrO(2)-3 mol% Y(2)O(3) ceramics was evaluated. Samples containing 0, 10, 20 and 30 wt.% of Al(2)O(3) particles were prepared by cold uniaxial pressing (80 MPa) and sintered in air at 1500, 1550 and 1600 degrees C for 120 min. The effects of the sintering conditions on the microstructure were analyzed by X-ray diffraction analysis and scanning electron microscopy. Hardness and fracture toughness were determined by the Vickers indentation method and the mechanical resistance by four-point bending tests. As a preliminary biological evaluation, ""in vitro"" cytotoxicity tests were realized to determine the cytotoxic level of the ZrO(2)-Al(2)O(3) composites, using the neutral red uptake method with NCTC clones L929 from the American Type Culture Collection (ATCC) bank. Fully dense ceramic materials were obtained with a hardness ranging between 1340 HV and 1585 HV, depending on the amount of Al(2)O(3) in the ZrO(2) matrix. On the other hand, no significant influence of the Al(2)O(3) addition on fracture toughness was observed, exhibiting values near 8 MPa m(1/2) for all compositions and sintering conditions studied. The non-cytotoxic behavior, the elevated fracture toughness, the good bending strength (sigma(f) = 690 MPa) and the elevated Weibull`s modulus (m = 11) exhibited by the material, show that these ceramic composites are highly suitable biomaterials for dental implant applications. (C) 2008 Elsevier Ltd and Techna Group S.r.l. All rights reserved.

Corrosion behavior of Ti-xNb-13Zr alloys in Ringer`s solution

Ti-6Al-4V alloy has been widely used in restorative surgery due to its high corrosion resistance and biocompatibility. Nevertheless, some studies showed that V and Al release in the organism might induce cytotoxic effects and neurological disorders, which led to the development of V-free alloys and both V- and Al-free alloys containing Nb, Zr, Ta, or Mo. Among these alloys, Ti-13Nb-13Zr alloy is promising due to its better biomechanical compatibility than Ti-6Al-4V. In this work, the corrosion behavior of Ti, Ti-6Al-4V, and Ti-xNb-13Zr alloys (x=5, 13, and 20) was evaluated in Ringer`s solution (pH 7.5) at 37 degrees C through open-circuit potential measurements, potentiodynamic polarization, and electrochemical impedance spectroscopy. Spontaneous passivity was observed for all materials in this medium. Low corrosion current densities (in the order of 10(-7) A/cm(2)) and high impedance values (in the order of 10(5) Omega cm(2) at low frequencies) indicated their high corrosion resistance. EIS results showed that the passivating films were constituted of an outer porous layer (very low resistance) and an inner compact layer (high resistance), the latter providing the corrosion resistance of the materials. There was evidence that the Ti-xNb-13Zr alloys were more corrosion resistant than both Ti and Ti-6Al-4V in Ringer`s solution.

Timoshenko versus Euler beam theory: Pitfalls of a deterministic approach

The selection criteria for Euler-Bernoulli or Timoshenko beam theories are generally given by means of some deterministic rule involving beam dimensions. The Euler-Bernoulli beam theory is used to model the behavior of flexure-dominated (or ""long"") beams. The Timoshenko theory applies for shear-dominated (or ""short"") beams. In the mid-length range, both theories should be equivalent, and some agreement between them would be expected. Indeed, it is shown in the paper that, for some mid-length beams, the deterministic displacement responses for the two theories agrees very well. However, the article points out that the behavior of the two beam models is radically different in terms of uncertainty propagation. In the paper, some beam parameters are modeled as parameterized stochastic processes. The two formulations are implemented and solved via a Monte Carlo-Galerkin scheme. It is shown that, for uncertain elasticity modulus, propagation of uncertainty to the displacement response is much larger for Timoshenko beams than for Euler-Bernoulli beams. On the other hand, propagation of the uncertainty for random beam height is much larger for Euler beam displacements. Hence, any reliability or risk analysis becomes completely dependent on the beam theory employed. The authors believe this is not widely acknowledged by the structural safety or stochastic mechanics communities. (C) 2010 Elsevier Ltd. All rights reserved.

Galerkin Solution of Stochastic Beam Bending on Winkler Foundations

In this paper, the Askey-Wiener scheme and the Galerkin method are used to obtain approximate solutions to stochastic beam bending on Winkler foundation. The study addresses Euler-Bernoulli beams with uncertainty in the bending stiffness modulus and in the stiffness of the foundation. Uncertainties are represented by parameterized stochastic processes. The random behavior of beam response is modeled using the Askey-Wiener scheme. One contribution of the paper is a sketch of proof of existence and uniqueness of the solution to problems involving fourth order operators applied to random fields. From the approximate Galerkin solution, expected value and variance of beam displacement responses are derived, and compared with corresponding estimates obtained via Monte Carlo simulation. Results show very fast convergence and excellent accuracies in comparison to Monte Carlo simulation. The Askey-Wiener Galerkin scheme presented herein is shown to be a theoretically solid and numerically efficient method for the solution of stochastic problems in engineering.

Hardened properties of self-compacting concrete - A statistical approach

This work presents a statistical study on the variability of the mechanical properties of hardened self-compacting concrete, including the compressive strength, splitting tensile strength and modulus of elasticity. The comparison of the experimental results with those derived from several codes and recommendations allows evaluating if the hardened behaviour of self-compacting concrete can be appropriately predicted by the existing formulations. The variables analyzed include the maximum size aggregate, paste and gravel content. Results from the analyzed self-compacting concretes presented variability measures in the same range than the expected for conventional vibrated concrete, with all the results within a confidence level of 95%. From several formulations for conventional concrete considered in this study, it was observed that a safe estimation of the modulus of elasticity can be obtained from the value of compressive strength; with lower strength self-compacting concretes presenting higher safety margins. However, most codes overestimate the material tensile strength. (C) 2010 Elsevier Ltd. All rights reserved.

Cellulose modified fibres in cement based composites

The objective of the present work is to evaluate the effect of surface modification of cellulose pulp fibres on the mechanical and microstructure of fibre-cement composites. Surface modification of the cellulose pulps was performed with Methacryloxypropyltri-methoxysilane (MPTS) and Aminopropyltri-ethoxysilane (APTS) in an attempt to improve their durability into fibre-cement composites. The surface modification showed significant influence on the microstructure of the composites on the fibre-matrix interface and in the mineralization of the fibre lumen as seen by scanning electron microscopy (SEM) with back-scattered electron (BSE) detector. Accelerated ageing cycles decreased modulus of rupture (MOR) and toughness (TE) of the composites. Composites reinforced with MPTS-modified fibres presented fibres free from cement hydration products, while APTS-modified fibres presented accelerated mineralization. Higher mineralization of the fibres led to higher embrittlement of the composite after accelerated ageing cycles. These observations are therefore very useful for understanding the mechanisms of degradation of fibre-cement composites. (C) 2009 Elsevier Ltd. All rights reserved.

On the analysis of notched concrete beams: From measurement with digital image correlation to identification with boundary element method of a cohesive model

A way of coupling digital image correlation (to measure displacement fields) and boundary element method (to compute displacements and tractions along a crack surface) is presented herein. It allows for the identification of Young`s modulus and fracture parameters associated with a cohesive model. This procedure is illustrated to analyze the latter for an ordinary concrete in a three-point bend test on a notched beam. In view of measurement uncertainties, the results are deemed trustworthy thanks to the fact that numerous measurement points are accessible and used as entries to the identification procedure. (C) 2010 Elsevier Ltd. All rights reserved.