Dynamics of crystal size distributions with size-dependent rates

The growth and dissolution dynamics of nonequilibrium crystal size distributions (CSDs) can be determined by solving the governing population balance equations (PBEs) representing reversible addition or dissociation. New PBEs are considered that intrinsically incorporate growth dispersion and yield complete CSDs. We present two approaches to solving the PBEs, a moment method and a numerical scheme. The results of the numerical scheme agree with the moment technique, which can be solved exactly when powers on mass-dependent growth and dissolution rate coefficients are either zero or one. The numerical scheme is more general and can be applied when the powers of the rate coefficients are non-integers or greater than unity. The influence of the size dependent rates on the time variation of the CSDs indicates that as equilibrium is approached, the CSDs become narrow when the exponent on the growth rate is less than the exponent on the dissolution rate. If the exponent on the growth rate is greater than the exponent on the dissolution rate, then the polydispersity continues to broaden. The computation method applies for crystals large enough that interfacial stability issues, such as ripening, can be neglected. (C) 2002 Elsevier Science B.V. All rights reserved.

Energy transfer efficiency distributions in polymers in solution during folding and unfolding

Distribution of fluorescence resonance energy transfer (FRET) efficiency between the two ends of a Lennard-Jones polymer chain both at equilibrium and during folding and unfolding has been calculated, for the first time, by Brownian dynamics simulations. The distribution of FRET efficiency becomes bimodal during folding of the extended state subsequent to a temperature quench, with the width of the distribution for the extended state broader than that for the folded state. The reverse process of unfolding subsequent to a upward temperature jump shows different characteristics. The distributions show significant viscosity dependence which can be tested against experiments.

Thickness And Component Distributions Of Yttrium-Titanium Alloy Films In Electron-Beam Physical Vapor Deposition

Thickness and component distributions of large-area thin films are an issue of international concern in the field of material processing. The present work employs experiments and direct simulation Monte Carlo (DSMC) method to investigate three-dimensional low-density, non-equilibrium jets of yttrium and titanium vapor atoms in an electron-beams physical vapor deposition (EBPVD) system furnished with two or three electron-beams, and obtains their deposition thickness and component distributions onto 4-inch and 6-inch mono-crystal silicon wafers. The DSMC results are found in excellent agreement with our measurements, such as evaporation rates of yttrium and titanium measured in-situ by quartz crystal resonators, deposited film thickness distribution measured by Rutherford backscattering spectrometer (RBS) and surface profilometer and deposited film molar ratio distribution measured by RBS and inductively coupled plasma atomic emission spectrometer (ICP-AES). This can be taken as an indication that a combination of DSMC method with elaborate measurements may be satisfactory for predicting and designing accurately the transport process of EBPVD at the atomic level.

Magnetostatic equilibrium of isolated magnetic-flux tube

In the present paper, an isolated axisymmetric flux tube is discussed for slender magnetic configuration. The magnetostatic model and the stratified atmospheric model are applied, respectively, to the regions inside and outside the flux tube. The problem is described mathematically by the nonlinear partial differential equations under the nonlinear boundary condition at the free boundary of flux tube. According to the approximation of a small expansive angle, the solutions of series expressions are obtained formally. The model of polytropic plasma is discussed in detail especially. The results show the distributions of thermodynamic quantities and magnetic field extending from the high β region to the low β region, and the flux tube may be either divergent or convergent according to the pressure difference outside and inside the flux tube.

The magnetohydrostatic equilibrium of horizontal prominence of torus configuration

There are several examples of horizontal ringlike prominences in the observations of Ha monochromatic image of the sun. In the present paper the statie equilibrium of the plasma loop is discussed. The analytic solutions to magnetic field and density are obtained for the axisymmetrie case under the closed boundary condition. Results show the great influence of the gravity and different force-free factors on the configurations of magnetic surfaces and the distributions of thermodynamical quantities for the prominence.

Numerical simulations of unsteady wet steam flows with non-equilibrium condensation in the nozzle and the steam turbine

Numerical techniques for non-equilibrium condensing flows are presented. Conservation equations for homogeneous gas-liquid two-phase compressible flows are solved by using a finite volume method based on an approximate Riemann solver. The phase change consists of the homogeneous nucleation and growth of existing droplets. Nucleation is computed with the classical Volmer-Frenkel model, corrected for the influence of the droplet temperature being higher than the steam temperature due to latent heat release. For droplet growth, two types of heat transfer model between droplets and the surrounding steam are used: a free molecular flow model and a semi-empirical two-layer model which is deemed to be valid over a wide range of Knudsen number. The computed pressure distribution and Sauter mean droplet diameters in a convergent-divergent (Laval) nozzle are compared with experimental data. Both droplet growth models capture qualitatively the pressure increases due to sudden heat release by the non-equilibrium condensation. However the agreement between computed and experimental pressure distributions is better for the two-layer model. The droplet diameter calculated by this model also agrees well with the experimental value, whereas that predicted by the free molecular model is too small. Condensing flows in a steam turbine cascade are calculated at different Mach numbers and inlet superheat conditions and are compared with experiments. Static pressure traverses downstream from the blade and pressure distributions on the blade surface agree well with experimental results in all cases. Once again, droplet diameters computed with the two-layer model give best agreement with the experiments. Droplet sizes are found to vary across the blade pitch due to the significant variation in expansion rate. Flow patterns including oblique shock waves and condensation-induced pressure increases are also presented and are similar to those shown in the experimental Schlieren photographs. Finally, calculations are presented for periodically unsteady condensing flows in a low expansion rate, convergent-divergent (Laval) nozzle. Depending on the inlet stagnation subcooling, two types of self-excited oscillations appear: a symmetric mode at lower inlet subcooling and an asymmetric mode at higher subcooling. Plots of oscillation frequency versus inlet sub-cooling exhibit a hysteresis loop, in accord with observations made by other researchers for moist air flow. Copyright © 2006 by ASME.

Non-competitive phenotypic differences can have a strong effect on ideal free distributions

1. We present a model of the ideal free distribution (IFD) where differences between phenotypes other than those involved in direct competition for resources are considered. We show that these post-acquisitional differences can have a dramatic impact on the predicted distributions of individuals.

2. Specifically, we predict that, when the relative abilities of phenotypes are independent of location, there will be a continuum of mixed evolutionarily stable strategy (ESS) distributions (where all phenotypes are present in all patches).

3, When the relative strengths of the post-acquisitional trait in the two phenotypes differ between patches, however, we predict only a single ESS at equilibrium. Further, this distribution may be fully or partially segregated (with the distribution of at least one phenotype being spatially restricted) but it will never be mixed.

4, Our results for post-acquisitional traits mirror those of Parker (1982) for direct competitive traits. This comparison illustrates that it does not matter whether individual differences are expressed before or after competition for resources, they will still exert considerable influence on the distribution of the individuals concerned.

Methods to Estimate Dynamic Stochastic General Equilibrium Models

This paper employs the one-sector Real Business Cycle model as a testing ground for four different procedures to estimate Dynamic Stochastic General Equilibrium (DSGE) models. The procedures are: 1 ) Maximum Likelihood, with and without measurement errors and incorporating Bayesian priors, 2) Generalized Method of Moments, 3) Simulated Method of Moments, and 4) Indirect Inference. Monte Carlo analysis indicates that all procedures deliver reasonably good estimates under the null hypothesis. However, there are substantial differences in statistical and computational efficiency in the small samples currently available to estimate DSGE models. GMM and SMM appear to be more robust to misspecification than the alternative procedures. The implications of the stochastic singularity of DSGE models for each estimation method are fully discussed.

A stochastic parameterization for deep convection based on equilibrium statistics

A stochastic parameterization scheme for deep convection is described, suitable for use in both climate and NWP models. Theoretical arguments and the results of cloud-resolving models, are discussed in order to motivate the form of the scheme. In the deterministic limit, it tends to a spectrum of entraining/detraining plumes and is similar to other current parameterizations. The stochastic variability describes the local fluctuations about a large-scale equilibrium state. Plumes are drawn at random from a probability distribution function (pdf) that defines the chance of finding a plume of given cloud-base mass flux within each model grid box. The normalization of the pdf is given by the ensemble-mean mass flux, and this is computed with a CAPE closure method. The characteristics of each plume produced are determined using an adaptation of the plume model from the Kain-Fritsch parameterization. Initial tests in the single column version of the Unified Model verify that the scheme is effective in producing the desired distributions of convective variability without adversely affecting the mean state.

Approach to Equilibrium for a Class of Random Quantum Models of Infinite Range

We consider random generalizations of a quantum model of infinite range introduced by Emch and Radin. The generalizations allow a neat extension from the class l (1) of absolutely summable lattice potentials to the optimal class l (2) of square summable potentials first considered by Khanin and Sinai and generalised by van Enter and van Hemmen. The approach to equilibrium in the case of a Gaussian distribution is proved to be faster than for a Bernoulli distribution for both short-range and long-range lattice potentials. While exponential decay to equilibrium is excluded in the nonrandom l (1) case, it is proved to occur for both short and long range potentials for Gaussian distributions, and for potentials of class l (2) in the Bernoulli case. Open problems are discussed.

Affiliation, equilibrium existence and the revenue ranking of auctions

We consider private value auctions where bidders’ types are dependent, a case usually treated by assuming affiliation. We show that affiliation is a restrictive assumption in three senses: topological, measure-theoretic and statistical (affiliation is a very restrictive characterization of positive dependence). We also show that affiliation’s main implications do not generalize for alternative definitions of positive dependence. From this, we propose new approaches to the problems of pure strategy equilibrium existence in first-price auctions (PSEE) and the characterization of the revenue ranking of auctions. For equilibrium existence, we slightly restrict the set of distributions considered, without loss of economic generality, and offer a complete characterization of PSEE. For revenue ranking, we obtain a characterization of the expected revenue differences between second and first price auctions with general dependence of types.

Microscopic origin of non-Gaussian distributions of financial returns

In this paper we study the possible microscopic origin of heavy-tailed probability density distributions for the price variation of financial instruments. We extend the standard log-normal process to include another random component in the so-called stochastic volatility models. We study these models under an assumption, akin to the Born-Oppenheimer approximation, in which the volatility has already relaxed to its equilibrium distribution and acts as a background to the evolution of the price process. In this approximation, we show that all models of stochastic volatility should exhibit a scaling relation in the time lag of zero-drift modified log-returns. We verify that the Dow-Jones Industrial Average index indeed follows this scaling. We then focus on two popular stochastic volatility models, the Heston and Hull-White models. In particular, we show that in the Hull-White model the resulting probability distribution of log-returns in this approximation corresponds to the Tsallis (t-Student) distribution. The Tsallis parameters are given in terms of the microscopic stochastic volatility model. Finally, we show that the log-returns for 30 years Dow Jones index data is well fitted by a Tsallis distribution, obtaining the relevant parameters. (c) 2007 Elsevier B.V. All rights reserved.

Allele frequency distributions of six hypervariable loci (D1S80, APOB, D4S43, vW1, F13A and DYS19) in two African-Brazilian communities from the Amazon region

ABSTRACT: The allele frequency distributions of three VNTR (D1S80, APOB and D4S43) and three STR (vW1, F13A1 and DYS19) loci were investigated in two Afro-Brazilian populations from the Amazon: Curiau and Pacoval. Exact tests for population differentiation revealed significant differences in allele frequency between populations only for the D1S80 and APOB loci. A statistically significant deviation from the Hardy-Weinberg equilibrium was observed only in the D1S80 locus of the Pacoval sample. A neighbor-joining tree was constructed based on DA genetic distances of allele frequencies in four Afro-Brazilian populations from the Amazon (Pacoval, Curiau, Trombetas, and Cametá), along with those from Congo, Cameroon, Brazilian Amerindians, and Europeans. This analysis revealed the usefulness of these Amp-FLPs for population studies - African and African-derived populations were closely grouped, and clearly separated from Amerindians and Europeans. Estimates of admixture components based on the gene identity method revealed the prevalence of the African component in both populations studied, amounting to 51% in Pacoval, and to 43% in Curiau. The Amerindian component was also important in both populations (37% in Pacoval, and 24% in Curiau). The European component reached 33% in Curiau.

Constraining age distributions of groundwater from public supply wells in diverse hydrogeological settings in Scania, Sweden

Twenty-five public supply wells throughout the hydrogeologically diverse region of Scania, southern Sweden are subjected to environmental tracer analysis (³H–³He,⁴He, CFCs, SF₆ and for one well only also ⁸⁵Kr and ³⁹Ar) to study well and aquifer vulnerability and evaluate possibilities of groundwater age distribution assessment. We find CFC and SF₆ concentrations well above solubility equilibrium with modern atmosphere, indicating local contamination, as well as indications of CFC degradation. The tracer-specific complications considerably constrain possibilities for sound quantitative regional ground- water age distribution assessment and demonstrate the importance of initial qualitative assessment of tracer-specific reliability, as well a need for additional, complementary tracers (e.g. ⁸⁵Kr,³⁹Ar and potentially also ¹⁴C). Lumped parameter modelling yields credible age distribution assessments for representative wells in four type aquifers. Pollution vulnerability of the aquifer types was based on the selected LPM models and qualitative age characterisation. Most vulnerable are unconfined dual porosity and fractured bedrock aquifers, due to a large component of very young groundwater. Unconfined sedimentary aquifers are vulnerable due to young groundwater and a small pre-modern component. Less vulnerable are semi-confined sedimentary or dual-porosity aquifers, due to older age of the modern component and a larger pre-modern component. Confined aquifers appear least vulnerable, due an entirely pre-modern groundwater age distribution (recharged before 1963). Tracer complications aside, environmental tracer analyses and lumped parameter modelling aid in vulnerability assessment and protection of regional groundwater resources.

Chapter 2 Equilibrium locations of upstream and downstream firms

This paper explores the interaction between upstream firms and downstream firms in a two-region general equilibrium model. In many countries, lower tariff rates are set for intermediate manufactured goods and higher tariff rates are set for final manufactured goods. The derived results imply that such settings of tariff rates tend to preserve a symmetric spread of upstream and downstream firms, and continuing tariff reduction may cause core-periphery structures. In the case in which the circular causality between upstream and downstream firms is focused as agglomeration forces, the present model is fully solved. Thus, we find that (1) the present model displays, at most, three interior steady states, (2) when the asymmetric steady-states exist, they are unstable and (3) location displays hysteresis when the transport costs of intermediate manufactured goods are sufficiently high.