971 resultados para Zero-coupon yield curve
Resumo:
Common water ice (ice I-h) is an unusual solid-the oxygen atoms form a periodic structure but the hydrogen atoms are highly disordered due to there being two inequivalent O-H bond lengths'. Pauling showed that the presence of these two bond lengths leads to a macroscopic degeneracy of possible ground states(2,3), such that the system has finite entropy as the temperature tends towards zero. The dynamics associated with this degeneracy are experimentally inaccessible, however, as ice melts and the hydrogen dynamics cannot be studied independently of oxygen motion(4). An analogous system(5) in which this degeneracy can be studied is a magnet with the pyrochlore structure-termed 'spin ice'-where spin orientation plays a similar role to that of the hydrogen position in ice I-h. Here we present specific-heat data for one such system, Dy2Ti2O7, from which we infer a total spin entropy of 0.67Rln2. This is similar to the value, 0.71Rln2, determined for ice I-h, SO confirming the validity of the correspondence. We also find, through application of a magnetic field, behaviour not accessible in water ice-restoration of much of the ground-state entropy and new transitions involving transverse spin degrees of freedom.
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Zero padded systems with linear receivers are shown to be robust and amenable to fast implementations in single antenna scenarios. In this paper, properties of such systems are investigated when multiple antennas are present at both ends of the communication link. In particular, their diversity and complexity are evaluated for precoded transmissions. The linear receivers are shown to exploit multipath and receive diversities, even in the absence of any coding at the transmitter. Use of additional redundancy to improve performance is considered and the effect of transmission rate on diversity order is analyzed. Low complexity implementations of Zero Forcing receivers are devised to further enhance their applicability.
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There exists a maximum in the products of the saturation properties such as T(p(c) - p) and p(T-c - T) in the vapour-liquid coexistence region for all liquids. The magnitudes of those maxima on the reduced coordinate system provide an insight to the molecular complexity of the liquid. It is shown that the gradients of the vapour pressure curve at temperatures where those maxima occur are directly given by simple relations involving the reduced pressures and temperatures at that point. A linear relation between the maximum values of those products of the form [p(r)(1 - T-r)](max) = 0.2095 - 0.2415 [T-r(1 - p(r))](max) has been found based on a study of 55 liquids ranging from non-polar monatomic cryogenic liquids to polar high boiling point liquids.
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A method has been presented to establish the theoretical dispersion curve for performing the inverse analysis for the Rayleigh wave propagation. The proposed formulation is similar to the one available in literature, and is based on the finite difference formulation of the governing partial differential equations of motion. The method is framed in such a way that it ultimately leads to an Eigen value problem for which the solution can be obtained quite easily with respect to unknown frequency. The maximum absolute value of the vertical displacement at the ground surface is formed as the basis for deciding the governing mode of propagation. With the proposed technique, the numerical solutions were generated for a variety of problems, comprising of a number of different layers, associated with both ground and pavements. The results are found to be generally satisfactory. (C) 2011 Elsevier Ltd. All rights reserved.
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We explore the salient features of the `Kitaev ladder', a two-legged ladder version of the spin-1/2 Kitaev model on a honeycomb lattice, by mapping it to a one-dimensional fermionic p-wave superconducting system. We examine the connections between spin phases and topologically non-trivial phases of non-interacting fermionic systems, demonstrating the equivalence between the spontaneous breaking of global Z(2) symmetry in spin systems and the existence of isolated Majorana modes. In the Kitaev ladder, we investigate topological properties of the system in different sectors characterized by the presence or absence of a vortex in each plaquette of the ladder. We show that vortex patterns can yield a rich parameter space for tuning into topologically non-trivial phases. We introduce and employ a new topological invariant for explicitly determining the presence of zero energy Majorana modes at the boundaries of such phases. Finally, we discuss dynamic quenching between topologically non-trivial phases in the Kitaev ladder and, in particular, the post-quench dynamics governed by tuning through a quantum critical point.
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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.
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Competition for available resources is natural amongst coexisting species, and the fittest contenders dominate over the rest in evolution. The. dynamics of this selection is studied using a simple linear model. It has similarities to features of quantum computation, in particular conservation laws leading to destructive interference. Compared to an altruistic scenario, competition introduces instability and eliminates the weaker species in a finite time.
Resumo:
This paper brings out the existence of the maximum in the curvature of the vapour pressure curve. It occurs in the reduced temperature range of 0.6–0.7 for all liquids and has a value of 3.8–4.8. A set of 17 working fluids consisting of several refrigerants, carbon dioxide, cryogenic liquids and water are taken as test fluids. There exists also a minimum close to the critical point which can be observed only when a thermodynamically consistent functional form of the vapour pressure equation is chosen. This feature, in addition to throwing some light on the behaviour of the vapour pressure curve, could provide some useful inputs to the choice of working fluids for vapour pressure thermometers and thermostatic expansion valves.
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Syntactic foam made by mechanical mixing of glass hollow spheres in epoxy resin matrix is characterized for compressive properties in the present study. Volume fraction of hollow spheres in the syntactic foam under investigation is kept at 67.8%. Effect of specimen aspect ratio on failure behavior and stress-strain curve of the material is highlighted. Considerable differences are noted in the macroscopic fracture features of the specimen and the stress-strain curve with the variation in specimen aspect ratio, although compressive yield strength values were within a narrow range. Post compression test scanning electron microscopic observations coupled with the macroscopic observations taken during the test helped in explaining the deviation in specimen behavior and in gathering support for the proposed arguments.
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We report an experimental study of a new type of turbulent flow that is driven purely by buoyancy. The flow is due to an unstable density difference, created using brine and water, across the ends of a long (length/diameter=9) vertical pipe. The Schmidt number Sc is 670, and the Rayleigh number (Ra) based on the density gradient and diameter is about 108. Under these conditions the convection is turbulent, and the time-averaged velocity at any point is ‘zero’. The Reynolds number based on the Taylor microscale, Reλ, is about 65. The pipe is long enough for there to be an axially homogeneous region, with a linear density gradient, about 6–7 diameters long in the midlength of the pipe. In the absence of a mean flow and, therefore, mean shear, turbulence is sustained just by buoyancy. The flow can be thus considered to be an axially homogeneous turbulent natural convection driven by a constant (unstable) density gradient. We characterize the flow using flow visualization and particle image velocimetry (PIV). Measurements show that the mean velocities and the Reynolds shear stresses are zero across the cross-section; the root mean squared (r.m.s.) of the vertical velocity is larger than those of the lateral velocities (by about one and half times at the pipe axis). We identify some features of the turbulent flow using velocity correlation maps and the probability density functions of velocities and velocity differences. The flow away from the wall, affected mainly by buoyancy, consists of vertically moving fluid masses continually colliding and interacting, while the flow near the wall appears similar to that in wall-bound shear-free turbulence. The turbulence is anisotropic, with the anisotropy increasing to large values as the wall is approached. A mixing length model with the diameter of the pipe as the length scale predicts well the scalings for velocity fluctuations and the flux. This model implies that the Nusselt number would scale as Ra1/2Sc1/2, and the Reynolds number would scale as Ra1/2Sc−1/2. The velocity and the flux measurements appear to be consistent with the Ra1/2 scaling, although it must be pointed out that the Rayleigh number range was less than 10. The Schmidt number was not varied to check the Sc scaling. The fluxes and the Reynolds numbers obtained in the present configuration are much higher compared to what would be obtained in Rayleigh–Bénard (R–B) convection for similar density differences.
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In the present work, we study the transverse vortex-induced vibrations of an elastically mounted rigid cylinder in a fluid flow. We employ a technique to accurately control the structural damping, enabling the system to take on both negative and positive damping. This permits a systematic study of the effects of system mass and damping on the peak vibration response. Previous experiments over the last 30 years indicate a large scatter in peak-amplitude data ($A^*$) versus the product of mass–damping ($\alpha$), in the so-called ‘Griffin plot’. A principal result in the present work is the discovery that the data collapse very well if one takes into account the effect of Reynolds number ($\mbox{\textit{Re}}$), as an extra parameter in a modified Griffin plot. Peak amplitudes corresponding to zero damping ($A^*_{{\alpha}{=}0}$), for a compilation of experiments over a wide range of $\mbox{\textit{Re}}\,{=}\,500-33000$, are very well represented by the functional form $A^*_{\alpha{=}0} \,{=}\, f(\mbox{\textit{Re}}) \,{=}\, \log(0.41\,\mbox{\textit{Re}}^{0.36}$). For a given $\mbox{\textit{Re}}$, the amplitude $A^*$ appears to be proportional to a function of mass–damping, $A^*\propto g(\alpha)$, which is a similar function over all $\mbox{\textit{Re}}$. A good best-fit for a wide range of mass–damping and Reynolds number is thus given by the following simple expression, where $A^*\,{=}\, g(\alpha)\,f(\mbox{\textit{Re}})$: \[ A^* \,{=}\,(1 - 1.12\,\alpha + 0.30\,\alpha^2)\,\log (0.41\,\mbox{\textit{Re}}^{0.36}). \] In essence, by using a renormalized parameter, which we define as the ‘modified amplitude’, $A^*_M\,{=}\,A^*/A^*_{\alpha{=}0}$, the previously scattered data collapse very well onto a single curve, $g(\alpha)$, on what we refer to as the ‘modified Griffin plot’. There has also been much debate over the last three decades concerning the validity of using the product of mass and damping (such as $\alpha$) in these problems. Our results indicate that the combined mass–damping parameter ($\alpha$) does indeed collapse peak-amplitude data well, at a given $\mbox{\textit{Re}}$, independent of the precise mass and damping values, for mass ratios down to $m^*\,{=}\,1$.
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We describe a QCD motivated model for total cross-sections which uses the eikonal representation and incorporates QCD mini-jets to drive the rise with energy of the cross-section, while the impact parameter distribution is obtained through the Fourier transform of the transverse momentum distribution of soft gluons emitted in the parton-parton interactions giving rise to mini-jets in the final state. A singular but integral expression for the running coupling constant in the infrared region is part of this model.