Survival time of random walk in random environment among soft obstacles

We consider a Random Walk in Random Environment (RWRE) moving in an i.i.d. random field of obstacles. When the particle hits an obstacle, it disappears with a positive probability. We obtain quenched and annealed bounds on the tails of the survival time in the general d-dimensional case. We then consider a simplified one-dimensional model (where transition probabilities and obstacles are independent and the RWRE only moves to neighbour sites), and obtain finer results for the tail of the survival time. In addition, we study also the ""mixed"" probability measures (quenched with respect to the obstacles and annealed with respect to the transition probabilities and vice-versa) and give results for tails of the survival time with respect to these probability measures. Further, we apply the same methods to obtain bounds for the tails of hitting times of Branching Random Walks in Random Environment (BRWRE).

Random perturbations of stochastic processes with unbounded variable length memory

We consider binary infinite order stochastic chains perturbed by a random noise. This means that at each time step, the value assumed by the chain can be randomly and independently flipped with a small fixed probability. We show that the transition probabilities of the perturbed chain are uniformly close to the corresponding transition probabilities of the original chain. As a consequence, in the case of stochastic chains with unbounded but otherwise finite variable length memory, we show that it is possible to recover the context tree of the original chain, using a suitable version of the algorithm Context, provided that the noise is small enough.

Gibbs random graphs on point processes

Consider a discrete locally finite subset Gamma of R(d) and the cornplete graph (Gamma, E), with vertices Gamma and edges E. We consider Gibbs measures on the set of sub-graphs with vertices Gamma and edges E` subset of E. The Gibbs interaction acts between open edges having a vertex in common. We study percolation properties of the Gibbs distribution of the graph ensemble. The main results concern percolation properties of the open edges in two cases: (a) when Gamma is sampled from a homogeneous Poisson process; and (b) for a fixed Gamma with sufficiently sparse points. (c) 2010 American Institute of Physics. [doi:10.1063/1.3514605]

Molecular dynamics simulation of liquid trimethylphosphine

Structural and dynamical properties of liquid trimethylphosphine (TMP), (CH(3))(3)P, as a function of temperature is investigated by molecular dynamics (MD) simulations. The force field used in the MD simulations, which has been proposed from molecular mechanics and quantum chemistry calculations, is able to reproduce the experimental density of liquid TMP at room temperature. Equilibrium structure is investigated by the usual radial distribution function, g(r), and also in the reciprocal space by the static structure factor, S(k). On the basis of center of mass distances, liquid TMP behaves like a simple liquid of almost spherical particles, but orientational correlation due to dipole-dipole interactions is revealed at short-range distances. Single particle and collective dynamics are investigated by several time correlation functions. At high temperatures, diffusion and reorientation occur at the same time range as relaxation of the liquid structure. Decoupling of these dynamic properties starts below ca. 220 K, when rattling dynamics of a given TMP molecules due to the cage effect of neighbouring molecules becomes important. (C) 2011 American Institute of Physics. [doi: 10.1063/1.3624408]

Simulation of sugarcane residue decomposition and aboveground growth

Due to the worldwide increase in demand for biofuels, the area cultivated with sugarcane is expected to increase. For environmental and economic reasons, an increasing proportion of the areas are being harvested without burning, leaving the residues on the soil surface. This periodical input of residues affects soil physical, chemical and biological properties, as well as plant growth and nutrition. Modeling can be a useful tool in the study of the complex interactions between the climate, residue quality, and the biological factors controlling plant growth and residue decomposition. The approach taken in this work was to parameterize the CENTURY model for the sugarcane crop, to simulate the temporal dynamics of aboveground phytomass and litter decomposition, and to validate the model through field experiment data. When studying aboveground growth, burned and unburned harvest systems were compared, as well as the effect of mineral fertilizer and organic residue applications. The simulations were performed with data from experiments with different durations, from 12 months to 60 years, in Goiana, TimbaA(0)ba and Pradpolis, Brazil; Harwood, Mackay and Tully, Australia; and Mount Edgecombe, South Africa. The differentiation of two pools in the litter, with different decomposition rates, was found to be a relevant factor in the simulations made. Originally, the model had a basically unlimited layer of mulch directly available for decomposition, 5,000 g m(-2). Through a parameter optimization process, the thickness of the mulch layer closer to the soil, more vulnerable to decomposition, was set as 110 g m(-2). By changing the layer of mulch at any given time available for decomposition, the sugarcane residues decomposition simulations where close to measured values (R (2) = 0.93), contributing to making the CENTURY model a tool for the study of sugarcane litter decomposition patterns. The CENTURY model accurately simulated aboveground carbon stalk values (R (2) = 0.76), considering burned and unburned harvest systems, plots with and without nitrogen fertilizer and organic amendment applications, in different climates and soil conditions.

Simulation of Soil Carbon Dynamics under Sugarcane with the CENTURY Model

Currently there is a trend for the expansion of the area cropped with sugarcane (Saccharum officinarum L.), driven by an increase in the world demand for biofuels, due to economical, environmental, and geopolitical issues. Although sugarcane is traditionally harvested by burning dried leaves and tops, the unburned, mechanized harvest has been progressively adopted. The use of process based models is useful in understanding the effects of plant litter in soil C dynamics. The objective of this work was to use the CENTURY model in evaluating the effect of sugarcane residue management in the temporal dynamics of soil C. The approach taken in this work was to parameterize the CENTURY model for the sugarcane crop, to simulate the temporal dynamics of soil C, validating the model through field experiment data, and finally to make predictions in the long term regarding soil C. The main focus of this work was the comparison of soil C stocks between the burned and unburned litter management systems, but the effect of mineral fertilizer and organic residue applications were also evaluated. The simulations were performed with data from experiments with different durations, from 1 to 60 yr, in Goiana and Timbauba, Pernambuco, and Pradopolis, Sao Paulo, all in Brazil; and Mount Edgecombe, Kwazulu-Natal, South Africa. It was possible to simulate the temporal dynamics of soil C (R(2) = 0.89). The predictions made with the model revealed that there is, in the long term, a trend for higher soil C stocks with the unburned management. This increase is conditioned by factors such as climate, soil texture, time of adoption of the unburned system, and N fertilizer management.

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.

Energy systems contributions in 2,000 m race simulation: a comparison among rowing ergometers and water

This study investigated the energy system contributions of rowers in three different conditions: rowing on an ergometer without and with the slide and rowing in the water. For this purpose, eight rowers were submitted to 2,000 m race simulations in each of the situations defined above. The fractions of the aerobic (W(AER)), anaerobic alactic (W(PCR)) and anaerobic lactic (W([La-])) systems were calculated based on the oxygen uptake, the fast component of excess post-exercise oxygen uptake and changes in net blood lactate, respectively. In the water, the metabolic work was significantly higher [(851 (82) kJ] than during both ergometer [674 (60) kJ] and ergometer with slide [663 (65) kJ] (P <= 0.05). The time in the water [515 (11) s] was higher (P < 0.001) than in the ergometers with [398 (10) s] and without the slide [402 (15) s], resulting in no difference when relative energy expenditure was considered: in the water [99 (9) kJ min(-1)], ergometer without the slide [99.6 (9) kJ min(-1)] and ergometer with the slide [100.2 (9.6) kJ min(-1)]. The respective contributions of the WAER, WPCR and W[La-] systems were water = 87 (2), 7 (2) and 6 (2)%, ergometer = 84 (2), 7 (2) and 9 (2)%, and ergometer with the slide = 84 (2), 7 (2) and 9 (1)%. (V) over dotO(2), HR and lactate were not different among conditions. These results seem to indicate that the ergometer braking system simulates conditions of a bigger and faster boat and not a single scull. Probably, a 2,500 m test should be used to properly simulate in the water single-scull race.

Constant-random practice and the adaptive process in motor learning with varying amounts of constant practice

The adaptive process in motor learning was examined in terms of effects of varying amounts of constant practice performed before random practice. Participants pressed five response keys sequentially, the last one coincident with the lighting of a final visual stimulus provided by a complex coincident timing apparatus. Different visual stimulus speeds were used during the random practice. 33 children (M age=11.6 yr.) were randomly assigned to one of three experimental groups: constant-random, constant-random 33%, and constant-random 66%. The constant-random group practiced constantly until they reached a criterion of performance stabilization three consecutive trials within 50 msec. of error. The other two groups had additional constant practice of 33 and 66%, respectively, of the number of trials needed to achieve the stabilization criterion. All three groups performed 36 trials under random practice; in the adaptation phase, they practiced at a different visual stimulus speed adopted in the stabilization phase. Global performance measures were absolute, constant, and variable errors, and movement pattern was analyzed by relative timing and overall movement time. There was no group difference in relation to global performance measures and overall movement time. However, differences between the groups were observed on movement pattern, since constant-random 66% group changed its relative timing performance in the adaptation phase.

A simulation-based evolutionary multiobjective approach to manufacturing cell formation

The purpose of this paper is to propose a multiobjective optimization approach for solving the manufacturing cell formation problem, explicitly considering the performance of this said manufacturing system. Cells are formed so as to simultaneously minimize three conflicting objectives, namely, the level of the work-in-process, the intercell moves and the total machinery investment. A genetic algorithm performs a search in the design space, in order to approximate to the Pareto optimal set. The values of the objectives for each candidate solution in a population are assigned by running a discrete-event simulation, in which the model is automatically generated according to the number of machines and their distribution among cells implied by a particular solution. The potential of this approach is evaluated via its application to an illustrative example, and a case from the relevant literature. The obtained results are analyzed and reviewed. Therefore, it is concluded that this approach is capable of generating a set of alternative manufacturing cell configurations considering the optimization of multiple performance measures, greatly improving the decision making process involved in planning and designing cellular systems. (C) 2010 Elsevier Ltd. All rights reserved.

Cluster identification and characterization in the riser of a circulating fluidized bed from numerical simulation results

A methodology of identification and characterization of coherent structures mostly known as clusters is applied to hydrodynamic results of numerical simulation generated for the riser of a circulating fluidized bed. The numerical simulation is performed using the MICEFLOW code, which includes the two-fluids IIT`s hydrodynamic model B. The methodology for cluster characterization that is used is based in the determination of four characteristics, related to average life time, average volumetric fraction of solid, existing time fraction and frequency of occurrence. The identification of clusters is performed by applying a criterion related to the time average value of the volumetric solid fraction. A qualitative rather than quantitative analysis is performed mainly owing to the unavailability of operational data used in the considered experiments. Concerning qualitative analysis, the simulation results are in good agreement with literature. Some quantitative comparisons between predictions and experiment were also presented to emphasize the capability of the modeling procedure regarding the analysis of macroscopic scale coherent structures. (c) 2007 Elsevier Inc. All rights reserved.

Bending of stochastic Kirchhoff plates on Winkler foundations via the Galerkin method and the Askey-Wiener scheme

In this paper, the method of Galerkin and the Askey-Wiener scheme are used to obtain approximate solutions to the stochastic displacement response of Kirchhoff plates with uncertain parameters. Theoretical and numerical results are presented. The Lax-Milgram lemma is used to express the conditions for existence and uniqueness of the solution. Uncertainties in plate and foundation stiffness are modeled by respecting these conditions, hence using Legendre polynomials indexed in uniform random variables. The space of approximate solutions is built using results of density between the space of continuous functions and Sobolev spaces. Approximate Galerkin solutions are compared with results of Monte Carlo simulation, in terms of first and second order moments and in terms of histograms of the displacement response. Numerical results for two example problems show very fast convergence to the exact solution, at excellent accuracies. The Askey-Wiener Galerkin scheme developed herein is able to reproduce the histogram of the displacement response. The scheme is shown to be a theoretically sound and efficient method for the solution of stochastic problems in engineering. (C) 2009 Elsevier Ltd. All rights reserved.

Chaos-Galerkin solution of stochastic Timoshenko bending problems

This paper presents an accurate and efficient solution for the random transverse and angular displacement fields of uncertain Timoshenko beams. Approximate, numerical solutions are obtained using the Galerkin method and chaos polynomials. The Chaos-Galerkin scheme is constructed by respecting the theoretical conditions for existence and uniqueness of the solution. Numerical results show fast convergence to the exact solution, at excellent accuracies. The developed Chaos-Galerkin scheme accurately approximates the complete cumulative distribution function of the displacement responses. The Chaos-Galerkin scheme developed herein is a theoretically sound and efficient method for the solution of stochastic problems in engineering. (C) 2011 Elsevier Ltd. All rights reserved.

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.