Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Evaluation of in vitro gas production of roughages and their mixtures using the curves subtraction method

The in vitro gas production of four single roughages and their paired combinations (1:1 on dry matter basis) were evaluated. Two roughage samples (100 mg) per treatment were fermented with ruminal fluid during a 48 h incubation period. Total 48 h gas volumes of fermentation dry matter (DM), neutral detergent fiber (NDF) and soluble compounds in neutral detergent (NDS) were for sugarcane = 16.8, 11.2, 6.9 mL; sugarcane + corn silage = 20.1, 12.6, 9.1 mL; sugarcane + 60-day elephantgrass = 16.5, 17.6 mL; sugarcane + 180-day elephantgrass = 13.8, 8.2, 5.9 mL; corn silage = 18.8, 16.8, 4.7 mL; corn silage + 60-day elephantgrass = 16.3, 15.4, 2.4 mL; corn silage + 180-day elephantgrass = 16.1, 11.8, 4.2 mL; 60-day elephantgrass = 16.9, 19.0 mL and 180-day elephantgrass = fermented 10.7, 12.2 mL, respectively. The NDS gas production was not possible to estimate for sugarcane + 60-day elephantgrass, 60-day elephantgrass and 180-day elephantgrass. The present data shows that the curves subtraction method can be an option to evaluate the contribution of the soluble fractions in roughages to digestion kinetics. However, this method underestimates the NDS gas contribution when roughages are low in crude protein and soluble carbohydrates. It is advisable to directly apply the two-compartmental mathematical model to the digestion curves for roughage DM, when determining the NDS gas volume and the digestion rate. This method is more straightforward and accurate when compared to the curve subtraction method. Non-structural carbohydrates combined with fiber and protein promoted a positive associative effect in sugarcane + corn silage (50:50) mixture. Therefore, it can be concluded that the soluble fraction of roughages greatly contributes to gas production. (C) 2004 Elsevier B.V. All rights reserved.

Investigation on the structure of liquid N-methylformamide-dimethylsulfoxide mixtures

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Relativistic quantum thermodynamics of ideal gases in two dimensions

In this work we study the behavior of relativistic ideal Bose and Fermi gases in two space dimensions. Making use of polylogarithm functions we derive a closed and unified expression for their densities. It is shown that both type of gases are essentially inequivalent, and only in the non-relativistic limit the spinless and equal mass Bose and Fermi gases are equivalent as known in the literature.

Non-nutrient heavy metals in tomato plants cultivated in soil amended with biosolid and sugar-cane bagasse compost

In this study, non-nutrient heavy metal concentrations (Cd, Cr, Ni and Pb) were measured in composts during the composting process, in compost/Red-yellow Latosol mixtures, and in tomato plants. Composts were produced using sugar-cane bagasse, biosolids and cattle manure in the proportions 75-0-25, 75-12.5-12.5, 75-25-0, 50-50-0 or 0-100-0 (composts with 0, 12.5, 25, 50 and 100% biosolids). The composts were applied to the soil, in 6 treatments and a control (mineral fertilization). Control and the 0% biosolids treatments received inorganic nitrogen and all the treatments received the same amount of N, P and K. Tomato plants were cultivated in 24-L pots, in a green house in Jaboticabal, SP, Brazil. The experiment had a split plot design, in randomized blocks. Cadmium, Cr, Ni and Pb concentrations were determined during the composting process (7, 27, 57, 97 and 127 days after compost mounting), in soil (0 and 164 days after mixing) and plants. The samples were subjected to digestion with HNO 3, H2O2 and HCl and the metals were determined by AAS. Negative correlations were observed between Cd, Cr and Pb in the compost and Cd, Cr and Pb plant uptake, as well as Ni in the compost and Ni concentration in the plants. The concentrations of Cd, Cr, Ni and Pb increased during composting. Only Cd levels increased when compost was applied to the soil. The roots accumulated Cr, Ni and Pb, the stems and leaves, Cd and Ni and the fruits did not accumulate any of the metals studied. The composts with biosolids did not increase Cd, Cr, Ni and Pb uptake by plants.

Non-transposed three-phase line analyses with a single real transformation matrix

In transmission line transient analyses, a single real transformation matrix can obtain exact modes when the analyzed line is transposed. For non-transposed lines, the results are not exact. In this paper, non-symmetrical and non transposed three-phase line samples are analyzed with a single real transformation matrix application (Clarke's matrix). Some interesting characteristics of this matrix application are: single, real, frequency independent, line parameter independent, identical for voltage and current determination. With Clarke's matrix use, mathematical simplifications are obtained and the developed model can be applied directly in programs based on time domain. This model works without convolution procedures to deal with phase-mode transformation. In EMTP programs, Clarke's matrix can be represented by ideal transformers and the frequency dependent line parameters can be represented by modified-circuits. With these representations, the electrical values at any line point can be accessed for phase domain or mode domain using the Clarke matrix or its inverse matrix. For symmetrical and non-transposed lines, the model originates quite small errors. In addition, the application of the proposed model to the non-symmetrical and non-transposed three phase transmission lines is investigated. ©2005 IEEE.

Application of non-isothermal cure kinetics on the interaction of poly(ethylene terephthalate) - Alkyd resin paints

Samples of paint (P), reused PET (PET-R) and paint/PET-R mixtures (PPET-R) were evaluated using DSC to verify their physical-chemical properties and thermal behavior. Films from paints and PPET-R are visually similar. It was possible to establish that the maximum amount of PET-R that can be added to paint without significantly altering its filming properties is 2%. The cure process (80-203°C) was identified through DSC curves. The kinetic parameters, activation energy (E a) and Arrhenius parameters (A) for the samples containing 0.5 to 1% of PET-R, were calculated using the Flynn-Wall-Ozawa isoconversional method. It was observed that for greater amounts of PET-R added, there is a decrease in the E a values for the cure process. A Kinetic compensation effect (KCE), represented by the equation InA=-2.70+0.31E a was observed for all the samples. The most suitable kinetic model to describe this cure process is the autocatalytic Šesták-Berggreen, model applied to heterogeneous systems. © 2007 Springer Science+Business Media, LLC.

Study of antioxidant activity of non-conventional Brazilian fruits

This study aimed to analyze the proximate composition of seeds from some non-conventional Brazilian fruits, as well as to evaluate the antioxidant activity through DPPH • free radical and to quantify the total phenolic compounds. To obtain the extracts, dried and crushed seeds were extracted with ethanol for 30 min, in a ratio of 1:3 (seeds:ethyl alcohol), under continuous agitation, at room temperature. Then, the mixtures were filtered and the supernatants were subjected to rotary evaporator under pressure reduced to 40 °C. The results report that the seeds of non-conventional fruits are remarkable sources of lipids, and the extraction of oil from these seeds could be an alternative for the commercial utilization of waste. They also presented significant percentages of protein and carbohydrates. Ethanol extracts of seeds from non-conventional Brazilian fruits showed relevant antioxidant activity and high amount of phenolic compounds. Therefore Brazilian non-conventional fruits can be used as functional food products or feed. © 2011 Association of Food Scientists & Technologists (India).

Treatment of geophysical data as a non-stationary process

ABSTRACT: The Kalman-Bucy method is here analized and applied to the solution of a specific filtering problem to increase the signal message/noise ratio. The method is a time domain treatment of a geophysical process classified as stochastic non-stationary. The derivation of the estimator is based on the relationship between the Kalman-Bucy and Wiener approaches for linear systems. In the present work we emphasize the criterion used, the model with apriori information, the algorithm, and the quality as related to the results. The examples are for the ideal well-log response, and the results indicate that this method can be used on a variety of geophysical data treatments, and its study clearly offers a proper insight into modeling and processing of geophysical problems.

Mixtures of colloidal rods and spheres in bulk and in confinement

When non-adsorbing polymers are added to an isotropic suspension of rod-like colloids, the colloids effectively attract each other via depletion forces. Monte Carlo simulations were performed to study the phase diagram of such rod-polymer mixtures. The colloidal rods were modelled as hard spherocylinders; the polymers were described as spheres of the same diameter as the rods. The polymers may overlap with no energy cost, while overlap of polymers and rods is forbidden. In this thesis the emphasis was on the depletion effects caused by the addition of spheres on the isotropic phase of rod-like particles. Although most of the present experimental studies consider systems close to or beyond the isotropic-nematic transition, the isotropic phase with depletion interactions turns out to be a not less interesting topic. First, the percolation problem was studied in canonical simulations of a system of hard rods and soft spheres, where the amount of depletant was kept low to prevent phase separation of the mixture. The lowering of the percolation threshold seen in experiment is confirmed to be due to the depletion interactions. The local changes in the structure of the fluid of rods, which were measured in the simulations, indicated that the depletion forces enhance local alignment and aggregation of the rods. Then, the phase diagram of isotropic-isotropic demixing of short spherocylinders was calculated using grand canonical ensemble simulations with successive umbrella sampling. Finite size scaling analysis allowed to estimate the location of the critical point. Also, estimates for the interfacial tension between the coexisting isotropic phases and analyses of its power-law behaviour on approach of the critical point are presented. The obtained phase diagram was compared to the predictions of the free volume theory. After an analysis of the bulk, the phase behaviour in confinement was studied. The critical point of gas-liquid demixing is shifted to higher concentrations of rods and smaller concentrations of spheres due to the formation of an orientationally ordered surface film. If the separation between the walls becomes very small, the critical point is shifted back to smaller concentrations of rods because the surface film breaks up. A method to calculate the contact angle of the liquid-gas interface with the wall is introduced and the wetting behaviour on the approach to the critical point is analysed.

Dynamics, rheology and critical properties of colloidal fluid mixtures

Liquids under the influence of external fields exhibit a wide range of intriguing phenomena that can be markedly different from the behaviour of a quiescent system. This work considers two different systems — a glassforming Yukawa system and a colloid-polymer mixture — by Molecular Dynamics (MD) computer simulations coupled to dissipative particle dynamics. The former consists of a 50-50 binary mixture of differently-sized, like-charged colloids interacting via a screened Coulomb (Yukawa) potential. Near the glass transition the influence of an external shear field is studied. In particular, the transition from elastic response to plastic flow is of interest. At first, this model is characterised in equilibrium. Upon decreasing temperature it exhibits the typical dynamics of glassforming liquids, i.e. the structural relaxation time τα grows strongly in a rather small temperature range. This is discussed with respect to the mode-coupling theory of the glass transition (MCT). For the simulation of bulk systems under shear, Lees-Edwards boundary conditions are applied. At constant shear rates γ˙ ≫ 1/τα the relevant time scale is given by 1/γ˙ and the system shows shear thinning behaviour. In order to understand the pronounced differences between a quiescent system and a system under shear, the response to a suddenly commencing or terminating shear flow is studied. After the switch-on of the shear field the shear stress shows an overshoot, marking the transition from elastic to plastic deformation, which is connected to a super-diffusive increase of the mean squared displacement. Since the average static structure only depends on the value of the shear stress, it does not discriminate between those two regimes. The distribution of local stresses, in contrast, becomes broader as soon as the system starts flowing. After a switch-off of the shear field, these additional fluctuations are responsible for the fast decay of stresses, which occurs on a time scale 1/γ˙ . The stress decay after a switch-off in the elastic regime, on the other hand, happens on the much larger time scale of structural relaxation τα. While stresses decrease to zero after a switch-off for temperatures above the glass transition, they decay to a finite value for lower temperatures. The obtained results are important for advancing new theoretical approaches in the framework of mode-coupling theory. Furthermore, they suggest new experimental investigations on colloidal systems. The colloid-polymer mixture is studied in the context of the behaviour near the critical point of phase separation. For the MD simulations a new effective model with soft interaction potentials is introduced and its phase diagram is presented. Here, mainly the equilibrium properties of this model are characterised. While the self-diffusion constants of colloids and polymers do not change strongly when the critical point is approached, critical slowing down of interdiffusion is observed. The order parameter fluctuations can be determined through the long-wavelength limit of static structure factors. For this strongly asymmetric mixture it is shown how the relevant structure factor can be extracted by a diagonalisation of a matrix that contains the partial static structure factors. By presenting first results of this model under shear it is demonstrated that it is suitable for non-equilibrium simulations as well.

Interacting Bose-Fermi mixtures in optical lattices

In this thesis, we investigate mixtures of quantum degenerate Bose and Fermi gases of neutral atoms in threedimensional optical lattices. Feshbach resonances allow to control interspecies interactions in these systems precisely, by preparing suitable combinations of internal atomic states and applying external magnetic fields. This way, the system behaviour can be tuned continuously from mutual transparency to strongly interacting correlated phases, up to the stability boundary.rnThe starting point for these investigations is the spin-polarized fermionic band insulator. The properties of this non-interacting system are fully determined by the Pauli exclusion principle for the occupation of states in the lattice. A striking demonstration of the latter can be found in the antibunching of the density-density correlation of atoms released from the lattice. If bosonic atoms are added to this system, isolated heteronuclear molecules can be formed on the lattice sites via radio-frequency stimulation. The efficiency of this process hints at a modification of the atom number distribution over the lattice caused by interspecies interaction.rnIn the following, we investigate systems with tunable interspecies interaction. To this end, a method is developed which allows to assess the various contributions to the system Hamiltonian both qualitatively and quantitatively by following the quantum phase diffusion of the bosonic matter wave.rnBesides a modification of occupation number statistics, these measurements show a significant renormalization of the bosonic Hubbard parameters. The final part of the thesis considers the implications of this renormalization effect on the many particle physics in the mixture. Here, we demonstrate how the quantum phase transition from a bosonic superfluid to a Mott insulator state is shifted towards considerably shallower lattices due to renormalization.

Chiral properties of two-flavour QCD at zero and non-zero temperature

Lattice Quantum Chromodynamics (LQCD) is the preferred tool for obtaining non-perturbative results from QCD in the low-energy regime. It has by nowrnentered the era in which high precision calculations for a number of phenomenologically relevant observables at the physical point, with dynamical quark degrees of freedom and controlled systematics, become feasible. Despite these successes there are still quantities where control of systematic effects is insufficient. The subject of this thesis is the exploration of the potential of todays state-of-the-art simulation algorithms for non-perturbativelyrn$\mathcal{O}(a)$-improved Wilson fermions to produce reliable results in thernchiral regime and at the physical point both for zero and non-zero temperature. Important in this context is the control over the chiral extrapolation. Thisrnthesis is concerned with two particular topics, namely the computation of hadronic form factors at zero temperature, and the properties of the phaserntransition in the chiral limit of two-flavour QCD.rnrnThe electromagnetic iso-vector form factor of the pion provides a platform to study systematic effects and the chiral extrapolation for observables connected to the structure of mesons (and baryons). Mesonic form factors are computationally simpler than their baryonic counterparts but share most of the systematic effects. This thesis contains a comprehensive study of the form factor in the regime of low momentum transfer $q^2$, where the form factor is connected to the charge radius of the pion. A particular emphasis is on the region very close to $q^2=0$ which has not been explored so far, neither in experiment nor in LQCD. The results for the form factor close the gap between the smallest spacelike $q^2$-value available so far and $q^2=0$, and reach an unprecedented accuracy at full control over the main systematic effects. This enables the model-independent extraction of the pion charge radius. The results for the form factor and the charge radius are used to test chiral perturbation theory ($\chi$PT) and are thereby extrapolated to the physical point and the continuum. The final result in units of the hadronic radius $r_0$ is rn$$ \left\langle r_\pi^2 \right\rangle^{\rm phys}/r_0^2 = 1.87 \: \left(^{+12}_{-10}\right)\left(^{+\:4}_{-15}\right) \quad \textnormal{or} \quad \left\langle r_\pi^2 \right\rangle^{\rm phys} = 0.473 \: \left(^{+30}_{-26}\right)\left(^{+10}_{-38}\right)(10) \: \textnormal{fm} \;, $$rn which agrees well with the results from other measurements in LQCD and experiment. Note, that this is the first continuum extrapolated result for the charge radius from LQCD which has been extracted from measurements of the form factor in the region of small $q^2$.rnrnThe order of the phase transition in the chiral limit of two-flavour QCD and the associated transition temperature are the last unkown features of the phase diagram at zero chemical potential. The two possible scenarios are a second order transition in the $O(4)$-universality class or a first order transition. Since direct simulations in the chiral limit are not possible the transition can only be investigated by simulating at non-zero quark mass with a subsequent chiral extrapolation, guided by the universal scaling in the vicinity of the critical point. The thesis presents the setup and first results from a study on this topic. The study provides the ideal platform to test the potential and limits of todays simulation algorithms at finite temperature. The results from a first scan at a constant zero-temperature pion mass of about 290~MeV are promising, and it appears that simulations down to physical quark masses are feasible. Of particular relevance for the order of the chiral transition is the strength of the anomalous breaking of the $U_A(1)$ symmetry at the transition point. It can be studied by looking at the degeneracies of the correlation functions in scalar and pseudoscalar channels. For the temperature scan reported in this thesis the breaking is still pronounced in the transition region and the symmetry becomes effectively restored only above $1.16\:T_C$. The thesis also provides an extensive outline of research perspectives and includes a generalisation of the standard multi-histogram method to explicitly $\beta$-dependent fermion actions.

Computer simulation of rod-coil block copolymers and tetrapod,polymer mixtures

In this thesis I present a new coarse-grained model suitable to investigate the phase behavior of rod-coil block copolymers on mesoscopic length scales. In this model the rods are represented by hard spherocylinders, whereas the coil block consists of interconnected beads. The interactions between the constituents are based on local densities. This facilitates an efficient Monte-Carlo sampling of the phase space. I verify the applicability of the model and the simulation approach by means of several examples. I treat pure rod systems and mixtures of rod and coil polymers. Then I append coils to the rods and investigate the role of the different model parameters. Furthermore, I compare different implementations of the model. I prove the capability of the rod-coil block copolymers in our model to exhibit typical micro-phase separated configurations as well as extraordinary phases, such as the wavy lamellar state, percolating structuresrnand clusters. Additionally, I demonstrate the metastability of the observed zigzag phase in our model. A central point of this thesis is the examination of the phase behavior of the rod-coil block copolymers in dependence of different chain lengths and interaction strengths between rods and coil. The observations of these studies are summarized in a phase diagram for rod-coil block copolymers. Furthermore, I validate a stabilization of the smectic phase with increasing coil fraction.rnIn the second part of this work I present a side project in which I derive a model permitting the simulation of tetrapods with and without grafted semiconducting block copolymers. The effect of these polymers is added in an implicit manner by effective interactions between the tetrapods. While the depletion interaction is described in an approximate manner within the Asakura-Oosawa model, the free energy penalty for the brush compression is calculated within the Alexander-de Gennes model. Recent experiments with CdSe tetrapods show that grafted tetrapods are clearly much better dispersed in the polymer matrix than bare tetrapods. My simulations confirm that bare tetrapods tend to aggregate in the matrix of excess polymers, while clustering is significantly reduced after grafting polymer chains to the tetrapods. Finally, I propose a possible extension enabling the simulation of a system with fluctuating volume and demonstrate its basic functionality. This study is originated in a cooperation with an experimental group with the goal to analyze the morphology of these systems in order to find the ideal morphology for hybrid solar cells.

Non-water-suppressed proton MR spectroscopy improves spectral quality in the human spinal cord

Magnetic resonance spectroscopy enables insight into the chemical composition of spinal cord tissue. However, spinal cord magnetic resonance spectroscopy has rarely been applied in clinical work due to technical challenges, including strong susceptibility changes in the region and the small cord diameter, which distort the lineshape and limit the attainable signal to noise ratio. Hence, extensive signal averaging is required, which increases the likelihood of static magnetic field changes caused by subject motion (respiration, swallowing), cord motion, and scanner-induced frequency drift. To avoid incoherent signal averaging, it would be ideal to perform frequency alignment of individual free induction decays before averaging. Unfortunately, this is not possible due to the low signal to noise ratio of the metabolite peaks. In this article, frequency alignment of individual free induction decays is demonstrated to improve spectral quality by using the high signal to noise ratio water peak from non-water-suppressed proton magnetic resonance spectroscopy via the metabolite cycling technique. Electrocardiography (ECG)-triggered point resolved spectroscopy (PRESS) localization was used for data acquisition with metabolite cycling or water suppression for comparison. A significant improvement in the signal to noise ratio and decrease of the Cramér Rao lower bounds of all metabolites is attained by using metabolite cycling together with frequency alignment, as compared to water-suppressed spectra, in 13 healthy volunteers.