996 resultados para Fluid models


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We present new populational growth models, generalized logistic models which are proportional to beta densities with shape parameters p and 2, where p > 1, with Malthusian parameter r. The complex dynamical behaviour of these models is investigated in the parameter space (r, p), in terms of topological entropy, using explicit methods, when the Malthusian parameter r increases. This parameter space is split into different regions, according to the chaotic behaviour of the models.

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Recent literature has proved that many classical pricing models (Black and Scholes, Heston, etc.) and risk measures (V aR, CV aR, etc.) may lead to “pathological meaningless situations”, since traders can build sequences of portfolios whose risk leveltends to −infinity and whose expected return tends to +infinity, i.e., (risk = −infinity, return = +infinity). Such a sequence of strategies may be called “good deal”. This paper focuses on the risk measures V aR and CV aR and analyzes this caveat in a discrete time complete pricing model. Under quite general conditions the explicit expression of a good deal is given, and its sensitivity with respect to some possible measurement errors is provided too. We point out that a critical property is the absence of short sales. In such a case we first construct a “shadow riskless asset” (SRA) without short sales and then the good deal is given by borrowing more and more money so as to invest in the SRA. It is also shown that the SRA is interested by itself, even if there are short selling restrictions.

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The aim of this paper is to analyze the forecasting ability of the CARR model proposed by Chou (2005) using the S&P 500. We extend the data sample, allowing for the analysis of different stock market circumstances and propose the use of various range estimators in order to analyze their forecasting performance. Our results show that there are two range-based models that outperform the forecasting ability of the GARCH model. The Parkinson model is better for upward trends and volatilities which are higher and lower than the mean while the CARR model is better for downward trends and mean volatilities.

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We study the implications for two-Higgs-doublet models of the recent announcement at the LHC giving a tantalizing hint for a Higgs boson of mass 125 GeV decaying into two photons. We require that the experimental result be within a factor of 2 of the theoretical standard model prediction, and analyze the type I and type II models as well as the lepton-specific and flipped models, subject to this requirement. It is assumed that there is no new physics other than two Higgs doublets. In all of the models, we display the allowed region of parameter space taking the recent LHC announcement at face value, and we analyze the W+W-, ZZ, (b) over barb, and tau(+)tau(-) expectations in these allowed regions. Throughout the entire range of parameter space allowed by the gamma gamma constraint, the numbers of events for Higgs decays into WW, ZZ, and b (b) over bar are not changed from the standard model by more than a factor of 2. In contrast, in the lepton-specific model, decays to tau(+)tau(-) are very sensitive across the entire gamma gamma-allowed region.

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The idiomatic expression “In Rome be a Roman” can be applied to leadership training and development as well. Leaders who can act as role models inspire other future leaders in their behaviour, attitudes and ways of thinking. Based on two examples of current leaders in the fields of Politics and Public Administration, I support the idea that exposure to role models during their training was decisive for their career paths and current activities as prominent characters in their profession. Issues such as how students should be prepared for community or national leadership as well as cross-cultural engagement are raised here. The hypothesis of transculturalism and cross-cultural commitment as a factor of leadership is presented. Based on current literature on Leadership as well as the presented case studies, I expect to raise a debate focusing on strategies for improving leaders’ training in their cross-cultural awareness.

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Long-term contractual decisions are the basis of an efficient risk management. However those types of decisions have to be supported with a robust price forecast methodology. This paper reports a different approach for long-term price forecast which tries to give answers to that need. Making use of regression models, the proposed methodology has as main objective to find the maximum and a minimum Market Clearing Price (MCP) for a specific programming period, and with a desired confidence level α. Due to the problem complexity, the meta-heuristic Particle Swarm Optimization (PSO) was used to find the best regression parameters and the results compared with the obtained by using a Genetic Algorithm (GA). To validate these models, results from realistic data are presented and discussed in detail.

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We investigate the effect of distinct bonding energies on the onset of criticality of low functionality fluid mixtures. We focus on mixtures ofparticles with two and three patches as this includes the mixture where "empty" fluids were originally reported. In addition to the number of patches, thespecies differ in the type of patches or bonding sites. For simplicity, we consider that the patches on each species are identical: one species has threepatches of type A and the other has two patches of type B. We have found a rich phase behavior with closed miscibility gaps, liquid-liquid demixing, and negative azeotropes. Liquid-liquid demixing was found to pre-empt the "empty" fluid regime, of these mixtures, when the AB bonds are weaker than the AA or BB bonds. By contrast, mixtures in this class exhibit "empty" fluid behavior when the AB bonds are stronger than at least one of the other two. Mixtureswith bonding energies epsilon(BB) = epsilon(AB) and epsilon(AA) < epsilon(BB), were found to exhibit an unusual negative azeotrope. (C) 2011 American Institute of Physics. [doi:10.1063/1.3561396]

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Neste trabalho aborda-se o desenvolvimento da carroçaria do Veículo Eléctrico Ecológico – VEECO recorrendo a tecnologias assistidas por computador. Devido à impossibilidade de abranger toda a temática das tecnologias assistidas por computador, associadas ao desenvolvimento de uma carroçaria automóvel, o foco deste trabalho assenta no processo de obtenção de um modelo digital válido e no estudo do desempenho aerodinâmico da carroçaria. A existência de um modelo digital válido é a base de qualquer processo de desenvolvimento associado a tecnologias assistidas por computador. Neste sentido, numa primeira etapa, foram aplicadas e desenvolvidas técnicas e metodologias que permitem o desenvolvimento de uma carroçaria desde a sua fase de “design” até à obtenção de um modelo digital CAD. Estas abrangem a conversão e importação de dados, a realização de engenharia inversa, a construção/reconstrução CAD em CATIA V5 e a preparação/correcção de modelos CAD para a análise numérica. Numa segunda etapa realizou-se o estudo da aerodinâmica exterior da carroçaria, recorrendo à ferramenta de análise computacional de fluidos (CFD) Flow Simulation da CosmosFloworks integrado no programa SolidWorks 2010. Associado à temática do estudo aerodinâmico e devido à elevada importância da validação dos resultados numéricos por meio de dados experimentais, foi realizado o estudo de análise dimensional que permite a realização de ensaios experimentais à escala, bem como a análise dos resultados experimentais obtidos.

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We present a new dynamical approach to the Blumberg's equation, a family of unimodal maps. These maps are proportional to Beta(p, q) probability densities functions. Using the symmetry of the Beta(p, q) distribution and symbolic dynamics techniques, a new concept of mirror symmetry is defined for this family of maps. The kneading theory is used to analyze the effect of such symmetry in the presented models. The main result proves that two mirror symmetric unimodal maps have the same topological entropy. Different population dynamics regimes are identified, when the intrinsic growth rate is modified: extinctions, stabilities, bifurcations, chaos and Allee effect. To illustrate our results, we present a numerical analysis, where are demonstrated: monotonicity of the topological entropy with the variation of the intrinsic growth rate, existence of isentropic sets in the parameters space and mirror symmetry.

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In this work a new probabilistic and dynamical approach to an extension of the Gompertz law is proposed. A generalized family of probability density functions, designated by Beta* (p, q), which is proportional to the right hand side of the Tsoularis-Wallace model, is studied. In particular, for p = 2, the investigation is extended to the extreme value models of Weibull and Frechet type. These models, described by differential equations, are proportional to the hyper-Gompertz growth model. It is proved that the Beta* (2, q) densities are a power of betas mixture, and that its dynamics are determined by a non-linear coupling of probabilities. The dynamical analysis is performed using techniques of symbolic dynamics and the system complexity is measured using topological entropy. Generally, the natural history of a malignant tumour is reflected through bifurcation diagrams, in which are identified regions of regression, stability, bifurcation, chaos and terminus.

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We consider the quark sector of theories containing three scalar SU(2)(L) doublets in the triplet representation of A(4) (or S-4) and three generations of quarks in arbitrary A(4) (or S-4) representations. We show that for all possible choices of quark field representations and for all possible alignments of the Higgs vacuum expectation values that can constitute global minima of the scalar potential, it is not possible to obtain simultaneously nonvanishing quark masses and a nonvanishing CP-violating phase in the Cabibbo-Kobayashi-Maskawa quark mixing matrix. As a result, in this minimal form, models with three scalar fields in the triplet representation of A(4) or S-4 cannot be extended to the quark sector in a way consistent with experiment. DOI: 10.1103/PhysRevD.87.055010.

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We produce five flavour models for the lepton sector. All five models fit perfectly well - at the 1 sigma level - the existing data on the neutrino mass-squared differences and on the lepton mixing angles. The models are based on the type I seesaw mechanism, on a Z(2) symmetry for each lepton flavour, and either on a (spontaneously broken) symmetry under the interchange of two lepton flavours or on a (spontaneously broken) CP symmetry incorporating that interchange - or on both symmetries simultaneously. Each model makes definite predictions both for the scale of the neutrino masses and for the phase delta in lepton mixing; the fifth model also predicts a correlation between the lepton mixing angles theta(12) and theta(23).

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We study neutrino masses and mixing in the context of flavor models with A(4) symmetry, three scalar doublets in the triplet representation, and three lepton families. We show that there is no representation assignment that yields a dimension-5 mass operator consistent with experiment. We then consider a type-I seesaw with three heavy right-handed neutrinos, explaining in detail why it fails, and allowing us to show that agreement with the present neutrino oscillation data can be recovered with the inclusion of dimension-3 heavy neutrino mass terms that break softly the A(4) symmetry.

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In this contribution, we investigate the low-temperature, low-density behaviour of dipolar hard-sphere (DHS) particles, i.e., hard spheres with dipoles embedded in their centre. We aim at describing the DHS fluid in terms of a network of chains and rings (the fundamental clusters) held together by branching points (defects) of different nature. We first introduce a systematic way of classifying inter-cluster connections according to their topology, and then employ this classification to analyse the geometric and thermodynamic properties of each class of defects, as extracted from state-of-the-art equilibrium Monte Carlo simulations. By computing the average density and energetic cost of each defect class, we find that the relevant contribution to inter-cluster interactions is indeed provided by (rare) three-way junctions and by four-way junctions arising from parallel or anti-parallel locally linear aggregates. All other (numerous) defects are either intra-cluster or associated to low cluster-cluster interaction energies, suggesting that these defects do not play a significant part in the thermodynamic description of the self-assembly processes of dipolar hard spheres. (C) 2013 AIP Publishing LLC.