941 resultados para generalized second order conditions
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The viscoelastic behavior of dried persimmons at different air-drying temperatures and velocities was evaluated. Air temperatures and velocities were varied according to a second-order central composite design, with temperature ranging from 40degreesC to 70degreesC and air velocity from 0.8 to 2.0 m/s. After drying, persimmons were equilibrated at four different water activities: 0.432, 0.576, 0.625 and 0.751. The rheological behavior of dried and conditioned persimmons was studied under uniaxial compression-relaxation tests. Three different rheological models were fitted to the experimental relaxation curves: Maxwell, Generalized Maxwell and Peleg and Normand. Based on the root mean square of residuals, the Generalized Maxwell model showed the best fit and a regression analysis was applied to obtain response surfaces for the model parameters. The dependence of the rheological properties on water activity was also analysed. Results showed that only the linear effect of air temperature was significant at a 5% level on the equilibrium stress and relaxation times. In a general way, these parameters increased with increasing air temperature and decreasing water activity. (C) 2004 Swiss Society of Food Science and Technology. Published by Elsevier Ltd. All rights reserved.
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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A fourth-order numerical method for solving the Navier-Stokes equations in streamfunction/vorticity formulation on a two-dimensional non-uniform orthogonal grid has been tested on the fluid flow in a constricted symmetric channel. The family of grids is generated algebraically using a conformal transformation followed by a non-uniform stretching of the mesh cells in which the shape of the channel boundary can vary from a smooth constriction to one which one possesses a very sharp but smooth corner. The generality of the grids allows the use of long channels upstream and downstream as well as having a refined grid near the sharp corner. Derivatives in the governing equations are replaced by fourth-order central differences and the vorticity is eliminated, either before or after the discretization, to form a wide difference molecule for the streamfunction. Extra boundary conditions, necessary for wide-molecule methods, are supplied by a procedure proposed by Henshaw et al. The ensuing set of non-linear equations is solved using Newton iteration. Results have been obtained for Reynolds numbers up to 250 for three constrictions, the first being smooth, the second having a moderately sharp corner and the third with a very sharp corner. Estimates of the error incurred show that the results are very accurate and substantially better than those of the corresponding second-order method. The observed order of the method has been shown to be close to four, demonstrating that the method is genuinely fourth-order. © 1977 John Wiley & Sons, Ltd.
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Following the Dirac's technique for constrained systems we performed a detailed analysis of the constraint structure of Podolsky's electromagnetic theory on the null-plane coordinates. The null plane gauge condition was extended to second order theories and appropriate boundary conditions were imposed to guarantee the uniqueness of the inverse of the constraints matrix of the system. Finally, we determined the generalized Dirac brackets of the independent dynamical variables. © 2010 American Institute of Physics.
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In this work we study a Hořava-like 5-dimensional model in the context of braneworld theory. The equations of motion of such model are obtained and, within the realm of warped geometry, we show that the model is consistent if and only if λ takes its relativistic value 1. Furthermore, we show that the elimination of problematic terms involving the warp factor second order derivatives are eliminated by imposing detailed balance condition in the bulk. Afterwards, Israel's junction conditions are computed, allowing the attainment of an effective Lagrangian in the visible brane. In particular, we show that the resultant effective Lagrangian in the brane corresponds to a (3 + 1)-dimensional Hořava-like model with an emergent positive cosmological constant but without detailed balance condition. Now, restoration of detailed balance condition, at this time imposed over the brane, plays an interesting role by fitting accordingly the sign of the arbitrary constant β, insuring a positive brane tension and a real energy for the graviton within its dispersion relation. Also, the brane consistency equations are obtained and, as a result, the model admits positive brane tensions in the compactification scheme if, and only if, β is negative and the detailed balance condition is imposed. © 2013 Springer-Verlag Berlin Heidelberg and Società Italiana di Fisica.
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In this work we are concerned with the analysis and numerical solution of Black-Scholes type equations arising in the modeling of incomplete financial markets and an inverse problem of determining the local volatility function in a generalized Black-Scholes model from observed option prices. In the first chapter a fully nonlinear Black-Scholes equation which models transaction costs arising in option pricing is discretized by a new high order compact scheme. The compact scheme is proved to be unconditionally stable and non-oscillatory and is very efficient compared to classical schemes. Moreover, it is shown that the finite difference solution converges locally uniformly to the unique viscosity solution of the continuous equation. In the next chapter we turn to the calibration problem of computing local volatility functions from market data in a generalized Black-Scholes setting. We follow an optimal control approach in a Lagrangian framework. We show the existence of a global solution and study first- and second-order optimality conditions. Furthermore, we propose an algorithm that is based on a globalized sequential quadratic programming method and a primal-dual active set strategy, and present numerical results. In the last chapter we consider a quasilinear parabolic equation with quadratic gradient terms, which arises in the modeling of an optimal portfolio in incomplete markets. The existence of weak solutions is shown by considering a sequence of approximate solutions. The main difficulty of the proof is to infer the strong convergence of the sequence. Furthermore, we prove the uniqueness of weak solutions under a smallness condition on the derivatives of the covariance matrices with respect to the solution, but without additional regularity assumptions on the solution. The results are illustrated by a numerical example.
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In this work a modelization of the turbulence in the atmospheric boundary layer, under convective condition, is made. For this aim, the equations that describe the atmospheric motion are expressed through Reynolds averages and, then, they need closures. This work consists in modifying the TKE-l closure used in the BOLAM (Bologna Limited Area Model) forecast model. In particular, the single column model extracted from BOLAM is used, which is modified to obtain other three different closure schemes: a non-local term is added to the flux- gradient relations used to close the second order moments present in the evolution equation of the turbulent kinetic energy, so that the flux-gradient relations become more suitable for simulating an unstable boundary layer. Furthermore, a comparison among the results obtained from the single column model, the ones obtained from the three new schemes and the observations provided by the known case in literature ”GABLS2” is made.
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Using a highly resolved atmospheric general circulation model, the impact of different glacial boundary conditions on precipitation and atmospheric dynamics in the North Atlantic region is investigated. Six 30-yr time slice experiments of the Last Glacial Maximum at 21 thousand years before the present (ka BP) and of a less pronounced glacial state – the Middle Weichselian (65 ka BP) – are compared to analyse the sensitivity to changes in the ice sheet distribution, in the radiative forcing and in the prescribed time-varying sea surface temperature and sea ice, which are taken from a lower-resolved, but fully coupled atmosphere-ocean general circulation model. The strongest differences are found for simulations with different heights of the Laurentide ice sheet. A high surface elevation of the Laurentide ice sheet leads to a southward displacement of the jet stream and the storm track in the North Atlantic region. These changes in the atmospheric dynamics generate a band of increased precipitation in the mid-latitudes across the Atlantic to southern Europe in winter, while the precipitation pattern in summer is only marginally affected. The impact of the radiative forcing differences between the two glacial periods and of the prescribed time-varying sea surface temperatures and sea ice are of second order importance compared to the one of the Laurentide ice sheet. They affect the atmospheric dynamics and precipitation in a similar but less pronounced manner compared with the topographic changes.
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It is well established that hydrodynamic journal bearings are responsible for self-excited vibrations and have the effect of lowering the critical speeds of rotor systems. The forces within the oil film wedge, generated by the vibrating journal, may be represented by displacement and velocity coefficient~ thus allowing the dynamical behaviour of the rotor to be analysed both for stability purposes and for anticipating the response to unbalance. However, information describing these coefficients is sparse, misleading, and very often not applicable to industrial type bearings. Results of a combined analytical and experimental investigation into the hydrodynamic oil film coefficients operating in the laminar region are therefore presented, the analysis being applied to a 120 degree partial journal bearing having a 5.0 in diameter journal and a LID ratio of 1.0. The theoretical analysis shows that for this type of popular bearing, the eight linearized coefficients do not accurately describe the behaviour of the vibrating journal based on the theory of small perturbations, due to them being masked by the presence of nonlinearity. A method is developed using the second order terms of Taylor expansion whereby design charts are provided which predict the twentyeight force coefficients for both aligned, and for varying amounts of journal misalignment. The resulting non-linear equations of motion are solved using a modified Newton-Raphson method whereby the whirl trajectories are obtained, thus providing a physical appreciation of the bearing characteristics under dynamically loaded conditions.
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An important aspect of speech perception is the ability to group or select formants using cues in the acoustic source characteristics-for example, fundamental frequency (F0) differences between formants promote their segregation. This study explored the role of more radical differences in source characteristics. Three-formant (F1+F2+F3) synthetic speech analogues were derived from natural sentences. In Experiment 1, F1+F3 were generated by passing a harmonic glottal source (F0 = 140 Hz) through second-order resonators (H1+H3); in Experiment 2, F1+F3 were tonal (sine-wave) analogues (T1+T3). F2 could take either form (H2 or T2). In some conditions, the target formants were presented alone, either monaurally or dichotically (left ear = F1+F3; right ear = F2). In others, they were accompanied by a competitor for F2 (F1+F2C+F3; F2), which listeners must reject to optimize recognition. Competitors (H2C or T2C) were created using the time-reversed frequency and amplitude contours of F2. Dichotic presentation of F2 and F2C ensured that the impact of the competitor arose primarily through informational masking. In the absence of F2C, the effect of a source mismatch between F1+F3 and F2 was relatively modest. When F2C was present, intelligibility was lowest when F2 was tonal and F2C was harmonic, irrespective of which type matched F1+F3. This finding suggests that source type and context, rather than similarity, govern the phonetic contribution of a formant. It is proposed that wideband harmonic analogues are more effective informational maskers than narrowband tonal analogues, and so become dominant in across-frequency integration of phonetic information when placed in competition.
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In this thesis, novel analog-to-digital and digital-to-analog generalized time-interleaved variable bandpass sigma-delta modulators are designed, analysed, evaluated and implemented that are suitable for high performance data conversion for a broad-spectrum of applications. These generalized time-interleaved variable bandpass sigma-delta modulators can perform noise-shaping for any centre frequency from DC to Nyquist. The proposed topologies are well-suited for Butterworth, Chebyshev, inverse-Chebyshev and elliptical filters, where designers have the flexibility of specifying the centre frequency, bandwidth as well as the passband and stopband attenuation parameters. The application of the time-interleaving approach, in combination with these bandpass loop-filters, not only overcomes the limitations that are associated with conventional and mid-band resonator-based bandpass sigma-delta modulators, but also offers an elegant means to increase the conversion bandwidth, thereby relaxing the need to use faster or higher-order sigma-delta modulators. A step-by-step design technique has been developed for the design of time-interleaved variable bandpass sigma-delta modulators. Using this technique, an assortment of lower- and higher-order single- and multi-path generalized A/D variable bandpass sigma-delta modulators were designed, evaluated and compared in terms of their signal-to-noise ratios, hardware complexity, stability, tonality and sensitivity for ideal and non-ideal topologies. Extensive behavioural-level simulations verified that one of the proposed topologies not only used fewer coefficients but also exhibited greater robustness to non-idealties. Furthermore, second-, fourth- and sixth-order single- and multi-path digital variable bandpass digital sigma-delta modulators are designed using this technique. The mathematical modelling and evaluation of tones caused by the finite wordlengths of these digital multi-path sigmadelta modulators, when excited by sinusoidal input signals, are also derived from first principles and verified using simulation and experimental results. The fourth-order digital variable-band sigma-delta modulator topologies are implemented in VHDL and synthesized on Xilinx® SpartanTM-3 Development Kit using fixed-point arithmetic. Circuit outputs were taken via RS232 connection provided on the FPGA board and evaluated using MATLAB routines developed by the author. These routines included the decimation process as well. The experiments undertaken by the author further validated the design methodology presented in the work. In addition, a novel tunable and reconfigurable second-order variable bandpass sigma-delta modulator has been designed and evaluated at the behavioural-level. This topology offers a flexible set of choices for designers and can operate either in single- or dual-mode enabling multi-band implementations on a single digital variable bandpass sigma-delta modulator. This work is also supported by a novel user-friendly design and evaluation tool that has been developed in MATLAB/Simulink that can speed-up the design, evaluation and comparison of analog and digital single-stage and time-interleaved variable bandpass sigma-delta modulators. This tool enables the user to specify the conversion type, topology, loop-filter type, path number and oversampling ratio.
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Under contact metamorphic conditions, carbonate rocks in the direct vicinity of the Adamello pluton reflect a temperature-induced grain coarsening. Despite this large-scale trend, a considerable grain size scatter occurs on the outcrop-scale indicating local influence of second-order effects such as thermal perturbations, fluid flow and second-phase particles. Second-phase particles, whose sizes range from nano- to the micron-scale, induce the most pronounced data scatter resulting in grain sizes too small by up to a factor of 10, compared with theoretical grain growth in a pure system. Such values are restricted to relatively impure samples consisting of up to 10 vol.% micron-scale second-phase particles, or to samples containing a large number of nano-scale particles. The obtained data set suggests that the second phases induce a temperature-controlled reduction on calcite grain growth. The mean calcite grain size can therefore be expressed in the form D 1⁄4 C2 eQ*/RT(dp/fp)m*, where C2 is a constant, Q* is an activation energy, T the temperature and m* the exponent of the ratio dp/fp, i.e. of the average size of the second phases divided by their volume fraction. However, more data are needed to obtain reliable values for C2 and Q*. Besides variations in the average grain size, the presence of second-phase particles generates crystal size distribution (CSD) shapes characterized by lognormal distributions, which differ from the Gaussian-type distributions of the pure samples. In contrast, fluid-enhanced grain growth does not change the shape of the CSDs, but due to enhanced transport properties, the average grain sizes increase by a factor of 2 and the variance of the distribution increases. Stable d18O and d13C isotope ratios in fluid-affected zones only deviate slightly from the host rock values, suggesting low fluid/rock ratios. Grain growth modelling indicates that the fluid-induced grain size variations can develop within several ka. As inferred from a combination of thermal and grain growth modelling, dykes with widths of up to 1 m have only a restricted influence on grain size deviations smaller than a factor of 1.1.To summarize, considerable grain size variations of up to one order of magnitude can locally result from second-order effects. Such effects require special attention when comparing experimentally derived grain growth kinetics with field studies.
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In this paper we consider the second order discontinuous equation in the real line, (a(t)φ(u′(t)))′ = f(t,u(t),u′(t)), a.e.t∈R, u(-∞) = ν⁻, u(+∞)=ν⁺, with φ an increasing homeomorphism such that φ(0)=0 and φ(R)=R, a∈C(R,R\{0})∩C¹(R,R) with a(t)>0, or a(t)<0, for t∈R, f:R³→R a L¹-Carathéodory function and ν⁻,ν⁺∈R such that ν⁻<ν⁺. We point out that the existence of heteroclinic solutions is obtained without asymptotic or growth assumptions on the nonlinearities φ and f. Moreover, as far as we know, this result is even new when φ(y)=y, that is, for equation (a(t)u′(t))′=f(t,u(t),u′(t)), a.e.t∈R.
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In this thesis, we perform a next-to-leading order calculation of the impact of primordial magnetic fields (PMF) into the evolution of scalar cosmological perturbations and the cosmic microwave background (CMB) anisotropy. Magnetic fields are everywhere in the Universe at all scales probed so far, but their origin is still under debate. The current standard picture is that they originate from the amplification of initial seed fields, which could have been generated as PMFs in the early Universe. The most robust way to test their presence and constrain their features is to study how they impact on key cosmological observables, in particular the CMB anisotropies. The standard way to model a PMF is to consider its contribution (quadratic in the magnetic field) at the same footing of first order perturbations, under the assumptions of ideal magneto-hydrodynamics and compensated initial conditions. In the perspectives of ever increasing precision of CMB anisotropies measurements and of possible uncounted non-linear effects, in this thesis we study effects which go beyond the standard assumptions. We study the impact of PMFs on cosmological perturbations and CMB anisotropies with adiabatic initial conditions, the effect of Alfvén waves on the speed of sound of perturbations and possible non-linear behavior of baryon overdensity for PMFs with a blue spectral index, by modifying and improving the publicly available Einstein-Boltzmann code SONG, which has been written in order to take into account all second-order contributions in cosmological perturbation theory. One of the objectives of this thesis is to set the basis to verify by an independent fully numerical analysis the possibility to affect recombination and the Hubble constant.
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The Bell-Lavis model for liquid water is investigated through numerical simulations. The lattice-gas model on a triangular lattice presents orientational states and is known to present a highly bonded low density phase and a loosely bonded high density phase. We show that the model liquid-liquid transition is continuous, in contradiction with mean-field results on the Husimi cactus and from the cluster variational method. We define an order parameter which allows interpretation of the transition as an order-disorder transition of the bond network. Our results indicate that the order-disorder transition is in the Ising universality class. Previous proposal of an Ehrenfest second order transition is discarded. A detailed investigation of anomalous properties has also been undertaken. The line of density maxima in the HDL phase is stabilized by fluctuations, absent in the mean-field solution. (C) 2009 American Institute of Physics. [doi:10.1063/1.3253297]