Mean sea-level rise impacts on Santos Bay, Southeastern Brazil - physical modelling study

The greenhouse effect and resulting increase in the Earth`s temperature may accelerate the mean sea-level rise. The natural response of bays and estuaries to this rise, such as this case study of Santos Bay (Brazil), will include change in shoreline position, land flooding and wetlands impacts. The main impacts of this scenario were studied in a physical model built in the Coastal and Harbour Division of Hydraulic Laboratory, University of Sao Paulo, and the main conclusions are presented in this paper. The model reproduces near 1,000 km(2) of the study area, including Santos, Sao Vicente, Praia Grande, Cubatao, Guaruja and Bertioga cities.

Volumetric reconstruction of the mean flow around circular cylinders fitted with strakes

The volumetric reconstruction technique presented in this paper employs a two-camera stereoscopic particle image velocimetry (SPIV) system in order to reconstruct the mean flow behind a fixed cylinder fitted with helical strakes, which are commonly used to suppress vortex-induced vibrations (VIV). The technique is based on the measurement of velocity fields at equivalent adjacent planes that results in pseudo volumetric fields. The main advantage over proper volumetric techniques is the avoidance of additional equipment and complexity. The averaged velocity fields behind the straked cylinders and the geometrical periodicity of the three-start configuration are used to further simplify the reconstruction process. Two straked cylindrical models with the same pitch (p = 10d) and two different heights (h = 0.1 and 0.2d) are tested. The reconstructed flow shows that the strakes introduce in the wake flow a well-defined wavelength of one-third of the pitch. Measurements of hydrodynamic forces, fluctuating velocity, vortex formation length, and vortex shedding frequency show the interdependence of the wake parameters. The vortex formation length is increased by the strakes, which is an important effect for the suppression of vortex-induced vibrations. The results presented complement previous investigations concerning the effectiveness of strakes as VIV suppressors and provide a basis of comparison to numerical simulations.

Scheduling in a two-machine flowshop for the minimization of the mean absolute deviation from a common due date

This paper addresses the minimization of the mean absolute deviation from a common due date in a two-machine flowshop scheduling problem. We present heuristics that use an algorithm, based on proposed properties, which obtains an optimal schedule fora given job sequence. A new set of benchmark problems is presented with the purpose of evaluating the heuristics. Computational experiments show that the developed heuristics outperform results found in the literature for problems up to 500 jobs. (C) 2007 Elsevier Ltd. All rights reserved.

Sampled Control for Mean-Variance Hedging in a Jump Diffusion Financial Market

In this technical note we consider the mean-variance hedging problem of a jump diffusion continuous state space financial model with the re-balancing strategies for the hedging portfolio taken at discrete times, a situation that more closely reflects real market conditions. A direct expression based on some change of measures, not depending on any recursions, is derived for the optimal hedging strategy as well as for the ""fair hedging price"" considering any given payoff. For the case of a European call option these expressions can be evaluated in a closed form.

Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise

In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.

Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises

In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman type filter conveniently implementable in a recurrence form. The stationary case is also studied and a proof for the convergence of the error covariance matrix of the LMMSE to a stationary value under the assumption of mean square stability of the system and ergodicity of the associated Markov chain is obtained. It is shown that there exists a unique positive semi-definite solution for the stationary Riccati-like filter equation and, moreover, this solution is the limit of the error covariance matrix of the LMMSE. The advantage of this scheme is that it is very easy to implement and all calculations can be performed offline. (c) 2011 Elsevier Ltd. All rights reserved.

A generalized multi-period mean-variance portfolio optimization with Markov switching parameters

In this paper, we deal with a generalized multi-period mean-variance portfolio selection problem with market parameters Subject to Markov random regime switchings. Problems of this kind have been recently considered in the literature for control over bankruptcy, for cases in which there are no jumps in market parameters (see [Zhu, S. S., Li, D., & Wang, S. Y. (2004). Risk control over bankruptcy in dynamic portfolio selection: A generalized mean variance formulation. IEEE Transactions on Automatic Control, 49, 447-457]). We present necessary and Sufficient conditions for obtaining an optimal control policy for this Markovian generalized multi-period meal-variance problem, based on a set of interconnected Riccati difference equations, and oil a set of other recursive equations. Some closed formulas are also derived for two special cases, extending some previous results in the literature. We apply the results to a numerical example with real data for Fisk control over bankruptcy Ill a dynamic portfolio selection problem with Markov jumps selection problem. (C) 2008 Elsevier Ltd. All rights reserved.

Using a New Criterion to Identify Sites for Mean Soil Water Storage Evaluation

Establishing a few sites in which measurements of soil water storage (SWS) are time stable significantly reduces the efforts involved in determining average values of SWS. This study aimed to apply a new criterion the mean absolute bias error (MABE)-to identify temporally stable sites for mean SWS evaluation. The performance of MABE was compared with that of the commonly used criterion, the standard deviation of relative difference (SDRD). From October 2004 to October 2008, SWS of four soil layers (0-1.0, 1.0-2.0,2.0-3.0, and 3.0-4.0 m) was measured, using a neutron probe, at 28 sites on a hillslope of the Loess Plateau, China. A total of 37 SWS data sets taken over time were divided into two subsets, the first consisting of 22 dates collected during the calibration period from October 2004 to September 2006, and the second with 15 dates collected during the validation period from October 2006 to October 2008. The results showed that if a critical value of 5% for MABE was defined, more than half the sites were temporally stable for both periods, and the number of temporally stable sires generally increased with soil depth. Compared with SDRD, MABE was more suitable for the identification of time-stable sites for mean SS prediction. Since the absolute prediction error of drier sites is more sensitive to changes in relative difference in terms of mean SWS prediction, the sites of wet sectors should be preferable for mean SWS prediction for the same changes in relative difference.

On Quasi-Hopf Superalgebras

In this work we investigate several important aspects of the structure theory of the recently introduced quasi-Hopf superalgebras (QHSAs), which play a fundamental role in knot theory and integrable systems. In particular we introduce the opposite structure and prove in detail (for the graded case) Drinfeld's result that the coproduct Delta ' =_ (S circle times S) (.) T (.) Delta (.) S-1 induced on a QHSA is obtained from the coproduct Delta by twisting. The corresponding "Drinfeld twist" F-D is explicitly constructed, as well as its inverse, and we investigate the complete QHSA associated with Delta '. We give a universal proof that the coassociator Phi ' = (S circle times S circle times S) Phi (321) and canonical elements alpha ' = S(beta), beta ' = S(alpha) correspond to twisting, the original coassociator Phi = Phi (123) and canonical elements alpha, beta with the Drinfeld twist F-D. Moreover in the quasi-tri angular case, it is shown algebraically that the R-matrix R ' = (S circle times S)R corresponds to twisting the original R-matrix R with F-D. This has important consequences in knot theory, which will be investigated elsewhere.

Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process

Quasi-birth-and-death (QBD) processes with infinite “phase spaces” can exhibit unusual and interesting behavior. One of the simplest examples of such a process is the two-node tandem Jackson network, with the “phase” giving the state of the first queue and the “level” giving the state of the second queue. In this paper, we undertake an extensive analysis of the properties of this QBD. In particular, we investigate the spectral properties of Neuts’s R-matrix and show that the decay rate of the stationary distribution of the “level” process is not always equal to the convergence norm of R. In fact, we show that we can obtain any decay rate from a certain range by controlling only the transition structure at level zero, which is independent of R. We also consider the sequence of tandem queues that is constructed by restricting the waiting room of the first queue to some finite capacity, and then allowing this capacity to increase to infinity. We show that the decay rates for the finite truncations converge to a value, which is not necessarily the decay rate in the infinite waiting room case. Finally, we show that the probability that the process hits level n before level 0 given that it starts in level 1 decays at a rate which is not necessarily the same as the decay rate for the stationary distribution.

Characterization of turbulent jets from high-aspect-ratio rectangular nozzles

Turbulent free jets issuing from rectangular slots with various high aspect ratios (15-120) are characterized. The centerline mean and rms velocities are measured using hot-wire anemometry over a downstream distance of up to 160 slot heights at a slot-height-based Reynolds number of 10000. Experimental results suggest that a rectangular jet with sufficiently high aspect ratio (> 15) may be distinguished between three flow zones: an initial quasi-plane-jet zone, a transition zone, and a final quasi-axisymmetric-jet zone. In the quasi-plane-jet zone, the turbulent velocity field is statistically similar, but not identical, to those of a plane jet. (c) 2005 American Institute of Physics.

Metabolite mean transit times in the liver as predicted by various models of hepatic elimination

Predicted area under curve (AUC), mean transit time (MTT) and normalized variance (CV2) data have been compared for parent compound and generated metabolite following an impulse input into the liver, Models studied were the well-stirred (tank) model, tube model, a distributed tube model, dispersion model (Danckwerts and mixed boundary conditions) and tanks-in-series model. It is well known that discrimination between models for a parent solute is greatest when the parent solute is highly extracted by the liver. With the metabolite, greatest model differences for MTT and CV2 occur when parent solute is poorly extracted. In all cases the predictions of the distributed tube, dispersion, and tasks-in-series models are between the predictions of the rank and tube models. The dispersion model with mixed boundary conditions yields identical predictions to those for the distributed tube model (assuming an inverse gaussian distribution of tube transit times). The dispersion model with Danckwerts boundary conditions and the tanks-in series models give similar predictions to the dispersion (mixed boundary conditions) and the distributed tube. The normalized variance for parent compound is dependent upon hepatocyte permeability only within a distinct range of permeability values. This range is similar for each model but the order of magnitude predicted for normalized variance is model dependent. Only for a one-compartment system is the MIT for generated metabolite equal to the sum of MTTs for the parent compound and preformed metabolite administered as parent.

Violation of Kohler's rule by the magnetoresistance of a quasi-two-dimensional organic metal

The interlayer magnetoresistance of the quasi-two-dimensional metal alpha-(BEDT-TTF)(2)KHg(SCN)(4) is considered. In the temperature range from 0.5 to 10 K and for fields up to 10 T the magnetoresistance has a stronger temperature dependence than the zero-field resistance. Consequently Kohler's rule is not obeyed for any range of temperatures or fields. This means that the magnetoresistance cannot be described in terms of semiclassical transport on a single Fermi surface with a single scattering time. Possible explanations for the violations of Kohler's rule are considered, both within the framework of semiclassical transport theory and involving incoherent interlayer transport. The issues considered are similar to those raised by the magnetotransport of the cuprate superconductors. [S0163-1829(98)13219-8].

Quantum oscillations in quasi-one-dimensional metals with spin-density-wave ground states

We consider the magnetoresistance oscillation phenomena in the Bechgaard salts (TMTSF)(2)X, where X = ClO4, PF6, and AsF6 in pulsed magnetic fields to 51 T. Of particular importance is the observation of a new magnetoresistance oscillation for X = ClO4 in its quenched state. In the absence of any Fermi-surface reconstruction due to anion order at low temperatures, all three materials exhibit nonmonotonic temperature dependence of the oscillation amplitude in the spin-density-wave (SDW) state. We discuss a model where, below a characteristic temperature T* within the SDW state, a magnetic breakdown gap opens. [S0163-1829(99)00904-2].

The continuum of quasi-psychotic beliefs and experiences in the Australian general public

When surveyed, many individuals without psychosis report a range of beliefs and experiences that are shared by patients with psychosis. This study aimed to examine quasi-psychotic beliefs and experiences in a sample of well Australians. 303 individuals were recruited from a defined catchment area as part of the Brisbane Psychosis Study. All subjects were screened with a modified SCAN in order to exclude psychoses. The Peters Delusional Inventory (PDI 40 items), items from the Chapmans' Psychosis Proneness Scale (PPS), the Communication Awareness Scale (CAS: a measure of awareness of thought disorder), items related to perceptions and beliefs from various schizotypy questionnaires and the Social Desirability (SD) items from the EPQ were administered. There was a significant negative correlation between age and total score on the PDI. There were significant positive correlations between the PDI, the PPS, the CAS and the items related to perception. There were no significant gender differences on any of the scores apart from SD (females had higher scores). Those with a positive family history of mental illness other than schizophrenia (n = 118) scored significantly higher on the PDI and scores related to perception, however they were no different on SD or the Psychosis Proneness items. There were no group differences on any of these items when those with a positive family history of schizophrenia (n = 27) were compared to the rest of the group. Well individuals who endorse delusional beliefs also tend to endorse items related to abnormal perceptions and awareness of thought disorder. The results of the study support the concept of a 'continuum of beliefs and experiences' in the general community that should inform our neurocognitive models of the symptoms of psychosis. The Stanley Foundation supported this project.