On Ito's formula for elliptic diffusion processes

Bardina and Jolis [Stochastic process. Appl. 69 (1997) 83-109] prove an extension of Ito's formula for F(Xt, t), where F(x, t) has a locally square-integrable derivative in x that satisfies a mild continuity condition in t and X is a one-dimensional diffusion process such that the law of Xt has a density satisfying certain properties. This formula was expressed using quadratic covariation. Following the ideas of Eisenbaum [Potential Anal. 13 (2000) 303-328] concerning Brownian motion, we show that one can re-express this formula using integration over space and time with respect to local times in place of quadratic covariation. We also show that when the function F has a locally integrable derivative in t, we can avoid the mild continuity condition in t for the derivative of F in x.

Chaotic Kabanov formula for the Azéma martingales

We derive the chaotic expansion of the product of nth- and first-order multiple stochastic integrals with respect to certain normal martingales. This is done by application of the classical and quantum product formulae for multiple stochastic integrals. Our approach extends existing results on chaotic calculus for normal martingales and exhibits properties, relative to multiple stochastic integrals, polynomials and Wick products, that characterize the Wiener and Poisson processes.

Central configurations of nested rotated regular tetrahedra

In this paper we prove that there are only two different classes of central configura- tions with convenient masses located at the vertices of two nested regular tetrahedra: either when one of the tetrahedra is a homothecy of the other one, or when one of the tetrahedra is a homothecy followed by a rotation of Euler angles = = 0 and = of the other one. We also analyze the central configurations with convenient masses located at the vertices of three nested regular tetrahedra when one them is a homothecy of the other one, and the third one is a homothecy followed by a rotation of Euler angles = = 0 and = of the other two. In all these cases we have assumed that the masses on each tetrahedron are equal but masses on different tetrahedra could be different.

On the bicanonical map of irregular varieties

From the point of view of uniform bounds for the birationality of pluricanonical maps, irregular varieties of general type and maximal Albanese dimension behave similarly to curves. In fact Chen-Hacon showed that, at least when their holomorphic Euler characteristic is positive, the tricanonical map of such varieties is always birational. In this paper we study the bicanonical map. We consider the natural subclass of varieties of maximal Albanese dimension formed by primitive varieties of Albanese general type. We prove that the only such varieties with non-birational bicanonical map are the natural higher-dimensional generalization to this context of curves of genus $2$: varieties birationally equivalent to the theta-divisor of an indecomposable principally polarized abelian variety. The proof is based on the (generalized) Fourier-Mukai transform.

Open Labware: 3-D printing your own lab equipment.

The introduction of affordable, consumer-oriented 3-D printers is a milestone in the current "maker movement," which has been heralded as the next industrial revolution. Combined with free and open sharing of detailed design blueprints and accessible development tools, rapid prototypes of complex products can now be assembled in one's own garage--a game-changer reminiscent of the early days of personal computing. At the same time, 3-D printing has also allowed the scientific and engineering community to build the "little things" that help a lab get up and running much faster and easier than ever before.

Modelització i simulació de processos dinàmics en xarxes complexes adaptatives

El 1736, Leonhard Euler va ser pioner en l'estudi de la teoria de grafs, i des de llavorsmúltiples autors com Kirchoff, Seymour, etc. continuaren amb l'estudi de la teoria i topologiade grafs. La teoria de xarxes, part de la teoria de grafs, també ha estat estudiada abastament.D'altra banda, la dinàmica de xarxes fou popularitzada per Dan Gillespie el 1977, en el qual proposà un algorisme que permet la simulació discreta i estocàstica d'un sistema de partícules, el qual és la base del treball ja que serveix per dur a terme les simulacions de processos sobre les xarxes complexes. El camp de l'anàlisi de la dinàmica de xarxes, de fet, és un campemergent en l'actualitat; comprèn tant l'anàlisi estadística com la utilització de simulacions persolucionar problemes de la mateixa dinàmica.Les xarxes complexes (xarxes de característiques complexes, sovint xarxes reals) també sónobjecte d'estudi de l'actualitat, sobretot a causa de l'aparició de les xarxes socials. S'han convertiten un paradigma per l'estudi de processos dinàmics en sistemes formats per molts componentsque interactuen entre si de manera molt homogèniaL'objectiu del treball és triple:1. Estudiar i entendre els conceptes bàsics i la topologia de les xarxes complexes, així comdiferents tipus de dinàmiques de processos sobre elles.2. Programar un simulador estocàstic en llenguatge C++ capaç de generar trajectòries mitjantçant l'algorisme de Gillespie tant pel model epidèmic com pel model de dinàmicad'enllaços amb reconnexió.3. Utilitzar el simulador tant per estudiar casos que ja han estat tractats en la literatura comcasos nous que no han estat tractats i que poden ser assimilables a xarxes reals com, perexemple, xarxes socials

Anticipating linear stochastic differential equations driven by a Lévy process

In this paper we study the existence of a unique solution for linear stochastic differential equations driven by a Lévy process, where the initial condition and the coefficients are random and not necessarily adapted to the underlying filtration. Towards this end, we extend the method based on Girsanov transformations on Wiener space and developped by Buckdahn [7] to the canonical Lévy space, which is introduced in [25].

On the bicanonical map of irregular varieties

From the point of view of uniform bounds for the birationality of pluricanonical maps, irregular varieties of general type and maximal Albanese dimension behave similarly to curves. In fact Chen-Hacon showed that, at least when their holomorphic Euler characteristic is positive, the tricanonical map of such varieties is always birational. In this paper we study the bicanonical map. We consider the natural subclass of varieties of maximal Albanese dimension formed by primitive varieties of Albanese general type. We prove that the only such varieties with non-birational bicanonical map are the natural higher-dimensional generalization to this context of curves of genus $2$: varieties birationally equivalent to the theta-divisor of an indecomposable principally polarized abelian variety. The proof is based on the (generalized) Fourier-Mukai transform.

An Experimental Model of Prostatic Inflammation for Drug Discovery

There is increasing evidence to support a significant role for chronic non-bacterial, prostatic inflammation in the development of human voiding dysfunction and prostate cancer. Their increased prevalence with age suggests that the decrease of testosterone concentration and/or the ratio of testosterone-to-estradiol in serum may have a role in their development. The main objective of this study was to explore prostatic inflammation and its relationship with voiding dysfunction and prostate carcinogenesis by developing an experimental model. A novel selective estrogen receptor modulator (SERM), fispemifene, was tested for the prevention and treatment of prostatic inflammation in this model. Combined treatment of adult Noble rats with testosterone and estradiol for 3 to 6 weeks induced gradually developing prostatic inflammation in the dorsolateral prostatic lobes. Inflammatory cells, mainly T-lymphocytes, were first seen around capillaries. Thereafter, the lymphocytes migrated into the stroma and into periglandular space. When the treatment time was extended to 13 weeks, the number of inflamed acini increased. Urodynamical recordings indicated voiding dysfunction. When the animals had an above normal testosterone and estradiol concentrations but still had a decreased testosterone-to-estradiol ratio in serum, they developed obstructive voiding. Furthermore, they developed precancerous lesions and prostate cancers in the ducts of the dorsolateral prostatic lobes. Interestingly, inflammatory infiltrates were observed adjacent to precancerous lesions but not in the adjacency of adenocarcinomas suggesting that inflammation has a role in the early stages of prostate carcinogenesis. Fispemifene, a novel SERM tested in this experimental model, showed anti-inflammatory action by attenuating the number of inflamed acini in the dorsolateral prostate. Fispemifene exhibited also antiestrogenic properties by decreasing expression of estrogen-induced biomarkers in the acinar epithelium. These findings suggest that SERMs could be considered as a new therapeutic possibility in the prevention and in the treatment of chronic prostatic inflammation

A Practical Micro Mechanical Model Based Local Approach Methodology for the Analysis of Ductile Fracture of Welded T-Joints

This thesis concentrates on developing a practical local approach methodology based on micro mechanical models for the analysis of ductile fracture of welded joints. Two major problems involved in the local approach, namely the dilational constitutive relation reflecting the softening behaviour of material, and the failure criterion associated with the constitutive equation, have been studied in detail. Firstly, considerable efforts were made on the numerical integration and computer implementation for the non trivial dilational Gurson Tvergaard model. Considering the weaknesses of the widely used Euler forward integration algorithms, a family of generalized mid point algorithms is proposed for the Gurson Tvergaard model. Correspondingly, based on the decomposition of stresses into hydrostatic and deviatoric parts, an explicit seven parameter expression for the consistent tangent moduli of the algorithms is presented. This explicit formula avoids any matrix inversion during numerical iteration and thus greatly facilitates the computer implementation of the algorithms and increase the efficiency of the code. The accuracy of the proposed algorithms and other conventional algorithms has been assessed in a systematic manner in order to highlight the best algorithm for this study. The accurate and efficient performance of present finite element implementation of the proposed algorithms has been demonstrated by various numerical examples. It has been found that the true mid point algorithm (a = 0.5) is the most accurate one when the deviatoric strain increment is radial to the yield surface and it is very important to use the consistent tangent moduli in the Newton iteration procedure. Secondly, an assessment of the consistency of current local failure criteria for ductile fracture, the critical void growth criterion, the constant critical void volume fraction criterion and Thomason's plastic limit load failure criterion, has been made. Significant differences in the predictions of ductility by the three criteria were found. By assuming the void grows spherically and using the void volume fraction from the Gurson Tvergaard model to calculate the current void matrix geometry, Thomason's failure criterion has been modified and a new failure criterion for the Gurson Tvergaard model is presented. Comparison with Koplik and Needleman's finite element results shows that the new failure criterion is fairly accurate indeed. A novel feature of the new failure criterion is that a mechanism for void coalescence is incorporated into the constitutive model. Hence the material failure is a natural result of the development of macroscopic plastic flow and the microscopic internal necking mechanism. By the new failure criterion, the critical void volume fraction is not a material constant and the initial void volume fraction and/or void nucleation parameters essentially control the material failure. This feature is very desirable and makes the numerical calibration of void nucleation parameters(s) possible and physically sound. Thirdly, a local approach methodology based on the above two major contributions has been built up in ABAQUS via the user material subroutine UMAT and applied to welded T joints. By using the void nucleation parameters calibrated from simple smooth and notched specimens, it was found that the fracture behaviour of the welded T joints can be well predicted using present methodology. This application has shown how the damage parameters of both base material and heat affected zone (HAZ) material can be obtained in a step by step manner and how useful and capable the local approach methodology is in the analysis of fracture behaviour and crack development as well as structural integrity assessment of practical problems where non homogeneous materials are involved. Finally, a procedure for the possible engineering application of the present methodology is suggested and discussed.

Separation of Gas Bubbles from Circulation Waters and Pulp Suspensions in Open Channel Flow

The objective of this thesis was to study the removal of gases from paper mill circulation waters experimentally and to provide data for CFD modeling. Flow and bubble size measurements were carried out in a laboratory scale open gas separation channel. Particle Image Velocimetry (PIV) technique was used to measure the gas and liquid flow fields, while bubble size measurements were conducted using digital imaging technique with back light illumination. Samples of paper machine waters as well as a model solution were used for the experiments. The PIV results show that the gas bubbles near the feed position have the tendency to escape from the circulation channel at a faster rate than those bubbles which are further away from the feed position. This was due to an increased rate of bubble coalescence as a result of the relatively larger bubbles near the feed position. Moreover, a close similarity between the measured slip velocities of the paper mill waters and that of literature values was obtained. It was found that due to dilution of paper mill waters, the observed average bubble size was considerably large as compared to the average bubble sizes in real industrial pulp suspension and circulation waters. Among the studied solutions, the model solution has the highest average drag coefficient value due to its relatively high viscosity. The results were compared to a 2D steady sate CFD simulation model. A standard Euler-Euler k-ε turbulence model was used in the simulations. The channel free surface was modeled as a degassing boundary. From the drag models used in the simulations, the Grace drag model gave velocity fields closest to the experimental values. In general, the results obtained from experiments and CFD simulations are in good qualitative agreement.

Modelo dinâmico de simulação e otimização da força normal de reação do solo para um mecanismo de corte basal

O modelo físico foi baseado no método de Newton-Euler, sendo o mesmo desenvolvido utilizando o programa computacional científico Mathematica®. Realizaram-se várias simulações, nas quais se procurou obter a força normal de reação do solo variando velocidades de avanço (0,69; 1,12; 1,48; 1,82 e 2,12 m s-1); perfis de solo (senoidal, rampa ascendente e descendente) e altura do camalhão (0,025 e 0,05 m). Após as simulações iniciais, o mecanismo foi otimizado utilizando o programa computacional científico Matlab®, tendo como critério (função-objetivo) a minimização da força normal de reação do perfil (F N) e como variáveis de projeto os comprimentos das barras (L1y, L2, l3 e L4), altura da operação (L7), o comprimento inicial da mola (Lmo) e a constante elástica da mola (k t). A falta de robustez do mecanismo em relação à variável altura de operação foi contornada por meio do uso de mola com baixa rigidez e grande comprimento. Os resultados demonstraram que o mecanismo otimizado obteve desempenho de flutuação muito bom, em relação ao mecanismo inicial.

Projeto de um cortador de base para colhedora de cana-de-açúcar utilizando otimização matemática

Um cortador de base representado por um mecanismo de quatro barras foi desenvolvido utilizando-se do programa Autocad. Suas partes constituintes foram pré-dimensionadas em função das características operacionais de uma colhedora de cana-de-açúcar em sistema de cana crua e inteira, colhendo uma linha de cana por passada. A força normal de reação do perfil no ponto de contato foi determinada por meio da análise dinâmica, sendo as equações de equilíbrio dinâmico baseadas nas leis de Newton-Euler. O processo de otimização teve como objetivo minimizar a força normal de reação do solo, submetida a restrições de posição, trajetória, comprimento das barras, constante da mola e da força normal. Implementou-se o Algoritmo de Programação Quadrática Seqüencial - SQP do módulo de otimização do programa computacional Matlab. Os resultados mostraram melhora significativa no desempenho de flutuação do mecanismo, representada pela força normal de reação do perfil, a qual foi reduzida de 4.250,33 para 237,13 N. Posteriormente, outras variáveis foram incorporadas ao mecanismo otimizado e um segundo processo de otimização foi implementado.