937 resultados para mean reversion


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Consider a sequence of closed, orientable surfaces of fixed genus g in a Riemannian manifold M with uniform upper bounds on the norm of mean curvature and area. We show that on passing to a subsequence, we can choose parametrisations of the surfaces by inclusion maps from a fixed surface of the same genus so that the distance functions corresponding to the pullback metrics converge to a pseudo-metric and the inclusion maps converge to a Lipschitz map. We show further that the limiting pseudo-metric has fractal dimension two. As a corollary, we obtain a purely geometric result. Namely, we show that bounds on the mean curvature, area and genus of a surface F subset of M, together with bounds on the geometry of M, give an upper bound on the diameter of F. Our proof is modelled on Gromov's compactness theorem for J-holomorphic curves.

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We develop a model of the solar dynamo in which, on the one hand, we follow the Babcock-Leighton approach to include surface processes, such as the production of poloidal field from the decay of active regions, and, on the other hand, we attempt to develop a mean field theory that can be studied in quantitative detail. One of the main challenges in developing such models is to treat the buoyant rise of the toroidal field and the production of poloidal field from it near the surface. A previous paper by Choudhuri, Schüssler, & Dikpati in 1995 did not incorporate buoyancy. We extend this model by two contrasting methods. In one method, we incorporate the generation of the poloidal field near the solar surface by Durney's procedure of double-ring eruption. In the second method, the poloidal field generation is treated by a positive α-effect concentrated near the solar surface coupled with an algorithm for handling buoyancy. The two methods are found to give qualitatively similar results.

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We report an experimental study of a new type of turbulent flow that is driven purely by buoyancy. The flow is due to an unstable density difference, created using brine and water, across the ends of a long (length/diameter=9) vertical pipe. The Schmidt number Sc is 670, and the Rayleigh number (Ra) based on the density gradient and diameter is about 108. Under these conditions the convection is turbulent, and the time-averaged velocity at any point is ‘zero’. The Reynolds number based on the Taylor microscale, Reλ, is about 65. The pipe is long enough for there to be an axially homogeneous region, with a linear density gradient, about 6–7 diameters long in the midlength of the pipe. In the absence of a mean flow and, therefore, mean shear, turbulence is sustained just by buoyancy. The flow can be thus considered to be an axially homogeneous turbulent natural convection driven by a constant (unstable) density gradient. We characterize the flow using flow visualization and particle image velocimetry (PIV). Measurements show that the mean velocities and the Reynolds shear stresses are zero across the cross-section; the root mean squared (r.m.s.) of the vertical velocity is larger than those of the lateral velocities (by about one and half times at the pipe axis). We identify some features of the turbulent flow using velocity correlation maps and the probability density functions of velocities and velocity differences. The flow away from the wall, affected mainly by buoyancy, consists of vertically moving fluid masses continually colliding and interacting, while the flow near the wall appears similar to that in wall-bound shear-free turbulence. The turbulence is anisotropic, with the anisotropy increasing to large values as the wall is approached. A mixing length model with the diameter of the pipe as the length scale predicts well the scalings for velocity fluctuations and the flux. This model implies that the Nusselt number would scale as Ra1/2Sc1/2, and the Reynolds number would scale as Ra1/2Sc−1/2. The velocity and the flux measurements appear to be consistent with the Ra1/2 scaling, although it must be pointed out that the Rayleigh number range was less than 10. The Schmidt number was not varied to check the Sc scaling. The fluxes and the Reynolds numbers obtained in the present configuration are much higher compared to what would be obtained in Rayleigh–Bénard (R–B) convection for similar density differences.

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Vehicular ad hoc network (VANET) applications are principally categorized into safety and commercial applications. Efficient traffic management for routing an emergency vehicle is of paramount importance in safety applications of VANETs. In the first case, a typical example of a high dense urban scenario is considered to demonstrate the role of penetration ratio for achieving reduced travel time between source and destination points. The major requirement for testing these VANET applications is a realistic simulation approach which would justify the results prior to actual deployment. A Traffic Simulator coupled with a Network Simulator using a feedback loop feature is apt for realistic simulation of VANETs. Thus, in this paper, we develop the safety application using traffic control interface (TraCI), which couples SUMO (traffic simulator) and NS2 (network simulator). Likewise, the mean throughput is one of the necessary performance measures for commercial applications of VANETs. In the next case, commercial applications have been considered wherein the data is transferred amongst vehicles (V2V) and between roadside infrastructure and vehicles (I2V), for which the throughput is assessed.

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This paper is focused on the development of a model for predicting the mean drop size in effervescent sprays. A combinatorial approach is followed in this modeling scheme, which is based on energy and entropy principles. The model is implemented in cascade in order to take primary breakup (due to exploding gas bubbles) and secondary breakup (due to shearing action of surrounding medium) into account. The approach in this methodology is to obtain the most probable drop size distribution by maximizing the entropy while satisfying the constraints of mass and energy balance. The comparison of the model predictions with the past experimental data is presented for validation. A careful experimental study is conducted over a wide range of gas-to-liquid ratios, which shows a good agreement with the model predictions: It is observed that the model gives accurate results in bubbly and annular flow regimes. However, discrepancies are observed in the transitional slug flow regime of the atomizer.

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Mufflers with at least one acoustically absorptive duct are generally called dissipative mufflers. Generally, for want of systems approach, these mufflers are characterized by transmission loss of the lined duct with overriding corrections for the terminations, mean flow, etc. In this article, it is proposed that dissipative duct should be integrated with other muffler elements, source impedance and radiation impedance, by means of transfer matrix approach. Towards this end, the transfer matrix for rectangular duct with mean flow has been derived here, for the least attenuated mode. Mean flow introduces a coupling between transverse wave numbers and axial wave number, the evaluation of which therefore calls for simultaneous solution of two or three transcendental equations. This is done by means of a Newton-Raphson iteration scheme, which is illustrated here for square ducts lined with porous ceramic tiles.

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A general differential equation for the propagation of sound in a variable area duct or nozzle carrying incompressible mean flow (of low Mach number) is derived and solved for hyperbolic and parabolic shapes. Expressions for the state variables of acoustic pressure and acoustic mass velocity of the shapes are derived. Self‐consistent expressions for the four‐pole parameters are developed. The conical, exponential, catenoidal, sine, and cosine ducts are shown to be special cases of hyperbolic ducts. Finally, it is shown that if the mean flow in computing the transmission loss of the mufflers involving hyperbolic and parabolic shapes was not neglected, little practical benefit would be derived.

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We develop an inhomogeneous mean-field theory for the extended Bose-Hubbard model with a quadratic, confining potential. In the absence of this potential, our mean-field theory yields the phase diagram of the homogeneous extended Bose-Hubbard model. This phase diagram shows a superfluid (SF) phase and lobes of Mott-insulator (MI), density-wave (DW), and supersolid (SS) phases in the plane of the chemical potential mu and on-site repulsion U; we present phase diagrams for representative values of V, the repulsive energy for bosons on nearest-neighbor sites. We demonstrate that, when the confining potential is present, superfluid and density-wave order parameters are nonuniform; in particular, we obtain, for a few representative values of parameters, spherical shells of SF, MI, DW, and SS phases. We explore the implications of our study for experiments on cold-atom dipolar condensates in optical lattices in a confining potential.

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We present an extensive study of Mott insulator (MI) and superfluid (SF) shells in Bose-Hubbard (BH) models for bosons in optical lattices with harmonic traps. For this we apply the inhomogeneous mean-field theory developed by Sheshadri et al. Phys. Rev. Lett. 75, 4075 (1995)]. Our results for the BH model with one type of spinless bosons agree quantitatively with quantum Monte Carlo simulations. Our approach is numerically less intensive than such simulations, so we are able to perform calculations on experimentally realistic, large three-dimensional systems, explore a wide range of parameter values, and make direct contact with a variety of experimental measurements. We also extend our inhomogeneous mean-field theory to study BH models with harmonic traps and (a) two species of bosons or (b) spin-1 bosons. With two species of bosons, we obtain rich phase diagrams with a variety of SF and MI phases and associated shells when we include a quadratic confining potential. For the spin-1 BH model, we show, in a representative case, that the system can display alternating shells of polar SF and MI phases, and we make interesting predictions for experiments in such systems.

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We consider the asymptotics of the invariant measure for the process of spatial distribution of N coupled Markov chains in the limit of a large number of chains. Each chain reflects the stochastic evolution of one particle. The chains are coupled through the dependence of transition rates on the spatial distribution of particles in the various states. Our model is a caricature for medium access interactions in wireless local area networks. Our model is also applicable in the study of spread of epidemics in a network. The limiting process satisfies a deterministic ordinary differential equation called the McKean-Vlasov equation. When this differential equation has a unique globally asymptotically stable equilibrium, the spatial distribution converges weakly to this equilibrium. Using a control-theoretic approach, we examine the question of a large deviation from this equilibrium.

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Analysis of high resolution satellite images has been an important research topic for urban analysis. One of the important features of urban areas in urban analysis is the automatic road network extraction. Two approaches for road extraction based on Level Set and Mean Shift methods are proposed. From an original image it is difficult and computationally expensive to extract roads due to presences of other road-like features with straight edges. The image is preprocessed to improve the tolerance by reducing the noise (the buildings, parking lots, vegetation regions and other open spaces) and roads are first extracted as elongated regions, nonlinear noise segments are removed using a median filter (based on the fact that road networks constitute large number of small linear structures). Then road extraction is performed using Level Set and Mean Shift method. Finally the accuracy for the road extracted images is evaluated based on quality measures. The 1m resolution IKONOS data has been used for the experiment.

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Water-tert-butyl alcohol (TBA) binary mixture exhibits a large number of thermodynamic and dynamic anomalies. These anomalies are observed at surprisingly low TBA mole fraction, with x(TBA) approximate to 0.03-0.07. We demonstrate here that the origin of the anomalies lies in the local structural changes that occur due to self-aggregation of TBA molecules. We observe a percolation transition of the TBA molecules at x(TBA) approximate to 0.05. We note that ``islands'' of TBA clusters form even below this mole fraction, while a large spanning cluster emerges above that mole fraction. At this percolation threshold, we observe a lambda-type divergence in the fluctuation of the size of the largest TBA cluster, reminiscent of a critical point. Alongside, the structure of water is also perturbed, albeit weakly, by the aggregation of TBA molecules. There is a monotonic decrease in the tetrahedral order parameter of water, while the dipole moment correlation shows a weak nonlinearity. Interestingly, water molecules themselves exhibit a reverse percolation transition at higher TBA concentration, x(TBA) approximate to 0.45, where large spanning water clusters now break-up into small clusters. This is accompanied by significant divergence of the fluctuations in the size of largest water cluster. This second transition gives rise to another set of anomalies around. Both the percolation transitions can be regarded as manifestations of Janus effect at small molecular level. (C) 2014 AIP Publishing LLC.