An extension of an over-dispersion test for count data

While over-dispersion in capture–recapture studies is well known to lead to poor estimation of population size, current diagnostic tools to detect the presence of heterogeneity have not been specifically developed for capture–recapture studies. To address this, a simple and efficient method of testing for over-dispersion in zero-truncated count data is developed and evaluated. The proposed method generalizes an over-dispersion test previously suggested for un-truncated count data and may also be used for testing residual over-dispersion in zero-inflation data. Simulations suggest that the asymptotic distribution of the test statistic is standard normal and that this approximation is also reasonable for small sample sizes. The method is also shown to be more efficient than an existing test for over-dispersion adapted for the capture–recapture setting. Studies with zero-truncated and zero-inflated count data are used to illustrate the test procedures.

The vibrational spectrum and ultimate modulus of polyethylene

We have performed the first completely ab initio lattice dynamics calculation of the full orthorhombic cell of polyethylene using periodic density functional theory in the local density approximation (LDA) and the generalized gradient approximation (GGA). Contrary to current perceptions, we show that LDA accurately describes the structure whereas GGA fails. We emphasize that there is no parametrization of the results. We then rigorously tested our calculation by computing the phonon dispersion curves across the entire Brillouin zone and comparing them to the vibrational spectra, in particular the inelastic neutron scattering (INS) spectra, of polyethylene (both polycrystalline and aligned) and perdeuteriopolyethylene. The F-point frequencies (where the infrared and Raman active modes occur) are in good agreement with the latest low temperature data. The near-perfect reproduction of the INS spectra, gives confidence in the results and allows Lis to deduce a number of physical properties including the elastic moduli, parallel and perpendicular to the chain. We find that the Young's modulus for an infinitely long, perfectly crystalline polyethylene is 360.2 GPa at 0 K. The highest experimental value is 324 GPa, indicating that current high modulus fibers are similar to 90% of their maximum possible strength.

Beta-lactoglobulin fibers under capillary flow

We describe the capillary flow behavior of gels of beta-lactoglobulin (beta-lg) containing droplets of fibrils and the shear flow alignment of beta-lg fibers in dilute aqueous solutions. Polarized optical microscopy and laser scanning confocal microscopy are used to show that capillary shear flow does not affect the fibril droplet sizes in the beta-lg gels, the system behaving in this respect as a solution of compact colloidal particles under shear flow. Small-angle X-ray scattering (SAXS) on dilute aqueous solutions indicates that the fibers can be initially aligned under capillary shear, but this alignment is lost after 18 min of shear. Transmission electron microscopy experiments on the samples studied by SAXS suggest that the loss of orientation is due to a shear-induced breakup of the swollen fibril network. Dynamic and static light scattering on dilute beta-lg fibril aqueous solutions are used to show that before shear beta-lg fibrils behave as strongly interacting semiflexible polymers, while they behave as weakly interacting rods after 18 min of capillary shear.

Vacuum-induced bubble formation in liquid-tempered chocolate

Bubble inclusion is one of the fastest growing operations practiced in the food industry. A variety of aerated foods is currently available in supermarkets, and newer products are emerging all the time. This paper aims to combine knowledge on chocolate aeration with studies performed on bubble formation and dispersion characteristics. More specifically, we have investigated bubble formation induced by applying vacuum. Experimental methods to determine gas hold-up (volume fraction of air), bubble section distributions along specific planes, and chocolate rheological properties are presented. This study concludes that decreasing pressures elevate gas hold-up values due to an increase in the number of bubble nuclei being formed and release of a greater volume of dissolved gases. Furthermore, bubbles are observed to be larger at lower pressures for a set amount of gas because the internal pressure needs to be in equilibrium with the surrounding pressures. Temperature-induced changes to the properties of the chocolate have less of an effect on bubble formation. On the other hand, when different fats and emulsifiers are added to a standard chocolate recipe, milk fat was found to increase, significantly, the gas hold-up values and the mean bubble-section diameters. It is hypothesized that this behavior is related to the way milk fats, which contain different fatty acids to cocoa butter, crystallize and influence the setting properties of the final product. It is highlighted that apparent viscosity values at low shear rate, as well as setting behavior, play an important role in terms of bubble formation and entrainment.

Urban tracer dispersion experiment in London (DAPPLE) 2003: field study and comparison with empirical prediction

The DAPPLE (Dispersion of Air Pollutants and their Penetration into the Local Environment) project seeks to characterise near-field urban atmospheric dispersion using a multidisciplinary approach. In this paper we report on the first tracer dispersion experiment carried out in May 2003. Results of concurrent meteorological measurements are presented. Variations of receptor tracer concentration with time are presented. Meteorological observations suggest that in-street channelling and flow-switching at intersections take place. A comparison between roof top and surface measurements suggest that rapid vertical mixing occurs, and a comparison between a simple dispersion model and maximum concentrations observed are presented

Urban tracer dispersion experiments during the second DAPPLE field campaign in London 2004

As part of the DAPPLE programme two large scale urban tracer experiments using multiple simultaneous releases of cyclic perfluoroalkanes from fixed location point sources was performed. The receptor concentrations along with relevant meteorological parameters measured are compared with a three screening dispersion models in order to best predict the decay of pollution sources with respect to distance. It is shown here that the simple dispersion models tested here can provide a reasonable upper bound estimate of the maximum concentrations measured with an empirical model derived from field observations and wind tunnel studies providing the best estimate. An indoor receptor was also used to assess indoor concentrations and their pertinence to commonly used evacuation procedures.

Validation of the FALL3D ash dispersion model using observations of the 2010 Eyjafjallajökull volcanic ash clouds

During April-May 2010 volcanic ash clouds from the Icelandic Eyjafjallajökull volcano reached Europe causing an unprecedented disruption of the EUR/NAT region airspace. Civil aviation authorities banned all flight operations because of the threat posed by volcanic ash to modern turbine aircraft. New quantitative airborne ash mass concentration thresholds, still under discussion, were adopted for discerning regions contaminated by ash. This has implications for ash dispersal models routinely used to forecast the evolution of ash clouds. In this new context, quantitative model validation and assessment of the accuracies of current state-of-the-art models is of paramount importance. The passage of volcanic ash clouds over central Europe, a territory hosting a dense network of meteorological and air quality observatories, generated a quantity of observations unusual for volcanic clouds. From the ground, the cloud was observed by aerosol lidars, lidar ceilometers, sun photometers, other remote-sensing instru- ments and in-situ collectors. From the air, sondes and multiple aircraft measurements also took extremely valuable in-situ and remote-sensing measurements. These measurements constitute an excellent database for model validation. Here we validate the FALL3D ash dispersal model by comparing model results with ground and airplane-based measurements obtained during the initial 14e23 April 2010 Eyjafjallajökull explosive phase. We run the model at high spatial resolution using as input hourly- averaged observed heights of the eruption column and the total grain size distribution reconstructed from field observations. Model results are then compared against remote ground-based and in-situ aircraft-based measurements, including lidar ceilometers from the German Meteorological Service, aerosol lidars and sun photometers from EARLINET and AERONET networks, and flight missions of the German DLR Falcon aircraft. We find good quantitative agreement, with an error similar to the spread in the observations (however depending on the method used to estimate mass eruption rate) for both airborne and ground mass concentration. Such verification results help us understand and constrain the accuracy and reliability of ash transport models and it is of enormous relevance for designing future operational mitigation strategies at Volcanic Ash Advisory Centers.

Colloidal gas aphrons (CGA): dispersion and structural features

Colloidal gas aphrons (CGA) have previously been defined as surfactant stabilized gas microbubbles and characterized for a number of surfactants in terms of stability, gas holdup and bubble size even though there is no conclusive evidence of their structure (that is, orientation of surfactant molecules at the gas–liquid interface, thickness of gas–liquid interface, and/or number of surfactant layers). Knowledge of the structure would enable us to use these dispersions more efficiently for their diverse applications (such as for removal of dyes, recovery of proteins, and enhancement of mass transfer in bioreactors). This study investigates dispersion and structural features of CGA utilizing a range of novel predictive (for prediction of aphron size and drainage rate) and experimental (electron microscopy and X-ray diffraction) methods. Results indicate structural differences between foams and CGA, which may have been caused by a multilayer structure of the latter as suggested by the electron and X-ray diffraction analysis.

Dispersion of a point-source release of a passive scalar through an urban-like array for different wind directions

The dispersion of a point-source release of a passive scalar in a regular array of cubical, urban-like, obstacles is investigated by means of direct numerical simulations. The simulations are conducted under conditions of neutral stability and fully rough turbulent flow, at a roughness Reynolds number of Reτ = 500. The Navier–Stokes and scalar equations are integrated assuming a constant rate release from a point source close to the ground within the array. We focus on short-range dispersion, when most of the material is still within the building canopy. Mean and fluctuating concentrations are computed for three different pressure gradient directions (0◦ , 30◦ , 45◦). The results agree well with available experimental data measured in a water channel for a flow angle of 0◦ . Profiles of mean concentration and the three-dimensional structure of the dispersion pattern are compared for the different forcing angles. A number of processes affecting the plume structure are identified and discussed, including: (i) advection or channelling of scalar down ‘streets’, (ii) lateral dispersion by turbulent fluctuations and topological dispersion induced by dividing streamlines around buildings, (iii) skewing of the plume due to flow turning with height, (iv) detrainment by turbulent dispersion or mean recirculation, (v) entrainment and release of scalar in building wakes, giving rise to ‘secondary sources’, (vi) plume meandering due to unsteady turbulent fluctuations. Finally, results on relative concentration fluctuations are presented and compared with the literature for point source dispersion over flat terrain and urban arrays. Keywords Direct numerical simulation · Dispersion modelling · Urban array

Evidence of dispersion relations for the nonlinear response of the Lorenz 63 system

Along the lines of the nonlinear response theory developed by Ruelle, in a previous paper we have proved under rather general conditions that Kramers-Kronig dispersion relations and sum rules apply for a class of susceptibilities describing at any order of perturbation the response of Axiom A non equilibrium steady state systems to weak monochromatic forcings. We present here the first evidence of the validity of these integral relations for the linear and the second harmonic response for the perturbed Lorenz 63 system, by showing that numerical simulations agree up to high degree of accuracy with the theoretical predictions. Some new theoretical results, showing how to derive asymptotic behaviors and how to obtain recursively harmonic generation susceptibilities for general observables, are also presented. Our findings confirm the conceptual validity of the nonlinear response theory, suggest that the theory can be extended for more general non equilibrium steady state systems, and shed new light on the applicability of very general tools, based only upon the principle of causality, for diagnosing the behavior of perturbed chaotic systems and reconstructing their output signals, in situations where the fluctuation-dissipation relation is not of great help.

Portfolio size and the reduction of dispersion: the case of the United Kingdom commercial real estate market

This paper investigates the potential benefits and limitations of equal and value-weighted diversification using as the example the UK institutional property market. To achieve this it uses the largest sample (392) of actual property returns that is currently available, over the period 1981 to 1996. To evaluate these issues two approaches are adopted; first, an analysis of the correlations within the sectors and regions and secondly simulations of property portfolios of increasing size constructed both naively and with value-weighting. Using these methods it is shown that the extent of possible risk reduction is limited because of the high positive correlations between assets in any portfolio, even when naively diversified. It is also shown that portfolios exhibit high levels of variability around the average risk, suggesting that previous work seriously understates the number of properties needed to achieve a satisfactory level of diversification. The results have implications for the development and maintenance of a property portfolio because they indicate that the achievable level of risk reduction depends upon the availability of assets, the weighting system used and the investor’s risk tolerance.