Simulação de fluxo de fluidos em meios porosos desordenados uma análise de efeito de escala na estimativa da permeabilidade e do coeficiente de arrasto

The present study provides a methodology that gives a predictive character the computer simulations based on detailed models of the geometry of a porous medium. We using the software FLUENT to investigate the flow of a viscous Newtonian fluid through a random fractal medium which simplifies a two-dimensional disordered porous medium representing a petroleum reservoir. This fractal model is formed by obstacles of various sizes, whose size distribution function follows a power law where exponent is defined as the fractal dimension of fractionation Dff of the model characterizing the process of fragmentation these obstacles. They are randomly disposed in a rectangular channel. The modeling process incorporates modern concepts, scaling laws, to analyze the influence of heterogeneity found in the fields of the porosity and of the permeability in such a way as to characterize the medium in terms of their fractal properties. This procedure allows numerically analyze the measurements of permeability k and the drag coefficient Cd proposed relationships, like power law, for these properties on various modeling schemes. The purpose of this research is to study the variability provided by these heterogeneities where the velocity field and other details of viscous fluid dynamics are obtained by solving numerically the continuity and Navier-Stokes equations at pore level and observe how the fractal dimension of fractionation of the model can affect their hydrodynamic properties. This study were considered two classes of models, models with constant porosity, MPC, and models with varying porosity, MPV. The results have allowed us to find numerical relationship between the permeability, drag coefficient and the fractal dimension of fractionation of the medium. Based on these numerical results we have proposed scaling relations and algebraic expressions involving the relevant parameters of the phenomenon. In this study analytical equations were determined for Dff depending on the geometrical parameters of the models. We also found a relation between the permeability and the drag coefficient which is inversely proportional to one another. As for the difference in behavior it is most striking in the classes of models MPV. That is, the fact that the porosity vary in these models is an additional factor that plays a significant role in flow analysis. Finally, the results proved satisfactory and consistent, which demonstrates the effectiveness of the referred methodology for all applications analyzed in this study.

Essays on employment / education, investment in education and student achievement

Méthodologie: Modèle de régression quantile de variable instrumentale pour données de Panel utilisant la fonction de production partielle

A Unified Model for XVA, including Interest Rates and Rating

We start in Chapter 2 to investigate linear matrix-valued SDEs and the Itô-stochastic Magnus expansion. The Itô-stochastic Magnus expansion provides an efficient numerical scheme to solve matrix-valued SDEs. We show convergence of the expansion up to a stopping time τ and provide an asymptotic estimate of the cumulative distribution function of τ. Moreover, we show how to apply it to solve SPDEs with one and two spatial dimensions by combining it with the method of lines with high accuracy. We will see that the Magnus expansion allows us to use GPU techniques leading to major performance improvements compared to a standard Euler-Maruyama scheme. In Chapter 3, we study a short-rate model in a Cox-Ingersoll-Ross (CIR) framework for negative interest rates. We define the short rate as the difference of two independent CIR processes and add a deterministic shift to guarantee a perfect fit to the market term structure. We show how to use the Gram-Charlier expansion to efficiently calibrate the model to the market swaption surface and price Bermudan swaptions with good accuracy. We are taking two different perspectives for rating transition modelling. In Section 4.4, we study inhomogeneous continuous-time Markov chains (ICTMC) as a candidate for a rating model with deterministic rating transitions. We extend this model by taking a Lie group perspective in Section 4.5, to allow for stochastic rating transitions. In both cases, we will compare the most popular choices for a change of measure technique and show how to efficiently calibrate both models to the available historical rating data and market default probabilities. At the very end, we apply the techniques shown in this thesis to minimize the collateral-inclusive Credit/ Debit Valuation Adjustments under the constraint of small collateral postings by using a collateral account dependent on rating trigger.

Modelli di diffusion MRI avanzati per lo studio microstrutturale del cervello

La quantificazione non invasiva delle caratteristiche microstrutturali del cervello, utilizzando la diffusion MRI (dMRI), è diventato un campo sempre più interessante e complesso negli ultimi due decenni. Attualmente la dMRI è l’unica tecnica che permette di sondare le proprietà diffusive dell’acqua, in vivo, grazie alla quale è possibile inferire informazioni su scala mesoscopica, scala in cui si manifestano le prime alterazioni di malattie neurodegenerative, da tale tipo di dettaglio è potenzialmente possibile sviluppare dei biomarcatori specifici per le fasi iniziali di malattie neurodegenerative. L’evoluzione hardware degli scanner clinici, hanno permesso lo sviluppo di modelli di dMRI avanzati basati su acquisizioni multi shell, i quali permettono di ovviare alle limitazioni della Diffusion Tensor Imaging, in particolare tali modelli permettono una migliore ricostruzione trattografica dei fasci di sostanza bianca, grazie ad un’accurata stima della Orientation Distribution Function e la stima quantitativa di parametri che hanno permesso di raggiungere una miglior comprensione della microstruttura della sostanza bianca e delle sue eventuali deviazioni dalla norma. L’identificazione di biomarcatori sensibili alle prime alterazioni microstrutturali delle malattie neurodegenerative è uno degli obbiettivi principali di tali modelli, in quanto consentirebbero una diagnosi precoce e di conseguenza un trattamento terapeutico tempestivo prima di una significante perdità cellulare. La trattazione è suddivisa in una prima parte di descrizione delle nozioni fisiche di base della dMRI, dell’imaging del tensore di diffusione e le relative limitazioni, ed in una seconda parte dove sono analizzati tre modelli avanzati di dMRI: Diffusion Kurtosis Imaging, Neurite Orientation Dispersion and Density Imaging e Multi Shell Multi Tissue Constrained Spherical Deconvolution. L'obiettivo della trattazione è quello di offrire una panoramica sulle potenzialità di tali modelli.

Automatic classification of stellar orbits in axisymmetric potentials

Within the classification of orbits in axisymmetric stellar systems, we present a new algorithm able to automatically classify the orbits according to their nature. The algorithm involves the application of the correlation integral method to the surface of section of the orbit; fitting the cumulative distribution function built with the consequents in the surface of section of the orbit, we can obtain the value of its logarithmic slope m which is directly related to the orbit’s nature: for slopes m ≈ 1 we expect the orbit to be regular, for slopes m ≈ 2 we expect it to be chaotic. With this method we have a fast and reliable way to classify orbits and, furthermore, we provide an analytical expression of the probability that an orbit is regular or chaotic given the logarithmic slope m of its correlation integral. Although this method works statistically well, the underlying algorithm can fail in some cases, misclassifying individual orbits under some peculiar circumstances. The performance of the algorithm benefits from a rich sampling of the traces of the SoS, which can be obtained with long numerical integration of orbits. Finally we note that the algorithm does not differentiate between the subtypes of regular orbits: resonantly trapped and untrapped orbits. Such distinction would be a useful feature, which we leave for future work. Since the result of the analysis is a probability linked to a Gaussian distribution, for the very definition of distribution, some orbits even if they have a certain nature are classified as belonging to the opposite class and create the probabilistic tails of the distribution. So while the method produces fair statistical results, it lacks in absolute classification precision.

A bidirectional relationship between executive function and health behavior : evidence, implications, and future directions

This work was supported by a grant from the UK Economic and Social Research Council (ES/L010437/1).

Surface reflectance properties of Antarctic moss and their relationship to plant species, pigment composition and photosynthetic function

In this study the variations in surface reflectance properties and pigment concentrations of Antarctic moss over species, sites, microtopography and with water content were investigated. It was found that species had significantly different surface reflectance properties, particularly in the region of the red edge (approximately 700 nm), but this did not correlate strongly with pigment concentrations. Surface reflectance of moss also varied in the visible region and in the characteristics of the red edge over different sites. Reflectance parameters, such as the photochemical reflectance index (PRI) and cold hard band were useful discriminators of site, microtopographic position and water content. The PRI was correlated both with the concentrations of active xanthophyll-cycle pigments and the photosynthetic light use efficiency, F-v/F-m, measured using chlorophyll fluorescence. Water content of moss strongly influenced the amplitude and position of the red-edge as well as the PRI, and may be responsible for observed differences in reflectance properties for different species and sites. All moss showed sustained high levels of photoprotective xanthophyll pigments, especially at exposed sites, indicating moss is experiencing continual high levels of photochemical stress.

Influence of emphysema distribution on pulmonary function parameters in COPD patients

Objective: To evaluate the impact that the distribution of emphysema has on clinical and functional severity in patients with COPD. Methods: The distribution of the emphysema was analyzed in COPD patients, who were classified according to a 5-point visual classification system of lung CT findings. We assessed the influence of emphysema distribution type on the clinical and functional presentation of COPD. We also evaluated hypoxemia after the six-minute walk test (6MWT) and determined the six-minute walk distance (6MWD). Results: Eighty-six patients were included. The mean age was 65.2 ± 12.2 years, 91.9% were male, and all but one were smokers (mean smoking history, 62.7 ± 38.4 pack-years). The emphysema distribution was categorized as obviously upper lung-predominant (type 1), in 36.0% of the patients; slightly upper lung-predominant (type 2), in 25.6%; homogeneous between the upper and lower lung (type 3), in 16.3%; and slightly lower lung-predominant (type 4), in 22.1%. Type 2 emphysema distribution was associated with lower FEV1 , FVC, FEV1 /FVC ratio, and DLCO. In comparison with the type 1 patients, the type 4 patients were more likely to have an FEV1 < 65% of the predicted value (OR = 6.91, 95% CI: 1.43-33.45; p = 0.016), a 6MWD < 350 m (OR = 6.36, 95% CI: 1.26-32.18; p = 0.025), and post-6MWT hypoxemia (OR = 32.66, 95% CI: 3.26-326.84; p = 0.003). The type 3 patients had a higher RV/TLC ratio, although the difference was not significant. Conclusions: The severity of COPD appears to be greater in type 4 patients, and type 3 patients tend to have greater hyperinflation. The distribution of emphysema could have a major impact on functional parameters and should be considered in the evaluation of COPD patients.

The Molecular Chaperone Hsp70 Family Members Function by a Bidirectional Heterotrophic Allosteric Mechanism

The Hsp70 family is one of the most important and conserved molecular chaperone families. It is well documented that Hsp70 family members assist many cellular processes involving protein quality control, as follows: protein folding, transport through membranes, protein degradation, escape from aggregation, intracellular signaling, among several others. The Hsp70 proteins act as a cellular pivot capable of receiving and distributing substrates among the other molecular chaperone families. Despite the high identity of the Hsp70 proteins, there are several homologue Hsp70 members that do not have the same role in the cell, which allow them to develop and participate in such large number of activities. The Hsp70 proteins are composed of two main domains: one that binds ATP and hydrolyses it to ADP and another which directly interacts with substrates. These domains present bidirectional heterotrophic allosteric regulation allowing a fine regulated cycle of substrate binding and release. The general mechanism of the Hsp70s cycle is under the control of ATP hydrolysis that modulates the low (ATP-bound state) and high (ADP-bound state) affinity states of Hsp70 for substrates. An important feature of the Hsp70s cycle is that they have several co-chaperones that modulate their cycle and that can also interact and select substrates. Here, we review some known details of the bidirectional heterotrophic allosteric mechanism and other important features for Hsp70s regulating cycle and function.

In-Office dental bleaching efficacy assessment in function of the light exposure regime by digital colometric reflectance spectroscopy

In-office dental bleaching has been subject of several studies. Generally those studies quantify through visual analysis, the shade reduction of the teeth submitted to different bleaching protocols (light sources, bleaching agent concentrations and irradiation time). The objective of this work is the determination of the influence of four irradiation protocols on the obtainment of better aesthetic results using a colorimetric spectrophotometer that quantifies color changes in each situation imposed. Forty bovine incisors were selected in function of similar anatomic characteristics; a concentrated coffee solution was used to stain the teeth. A commercial spectrophotometer was used to measure the color changes during evolution of the experiment (stain and bleaching phases) and the obtained data was analyzed by the ANOVA test. The obtained data showed the evolution of teeth color during the staining period, as well as, the color reduction that each bleaching protocol achieved. Based on our findings it is possible to conclude that bleaching protocols with larger irradiation periods did not showed significant differences when compared with shorter irradiation protocols, in that way the use of protocols with 30 min or more of consecutive irradiation are not clinically justified and also can cause several side effects.

Cardiogoniometric parameters for detection of coronary artery disease at rest as a function of stenosis localization and distribution

Cardiogoniometry (CGM), a spatiotemporal electrocardiologic 5-lead method with automated analysis, may be useful in primary healthcare for detecting coronary artery disease (CAD) at rest. Our aim was to systematically develop a stenosis-specific parameter set for global CAD detection. In 793 consecutively admitted patients with presumed non-acute CAD, CGM data were collected prior to elective coronary angiography and analyzed retrospectively. 658 patients fulfilled the inclusion criteria, 405 had CAD verified by coronary angiography; the 253 patients with normal coronary angiograms served as the non-CAD controls. Study patients--matched for age, BMI, and gender--were angiographically assigned to 8 stenosis-specific CAD categories or to the controls. One CGM parameter possessing significance (P < .05) and the best diagnostic accuracy was matched to one CAD category. The area under the ROC curve was .80 (global CAD versus controls). A set containing 8 stenosis-specific CGM parameters described variability of R vectors and R-T angles, spatial position and potential distribution of R/T vectors, and ST/T segment alterations. Our parameter set systematically combines CAD categories into an algorithm that detects CAD globally. Prospective validation in clinical studies is ongoing.