Comparison between molecular dynamics abd Monte Carlo simulations of an ordering process in a binary alloy

Ordering in a binary alloy is studied by means of a molecular-dynamics (MD) algorithm which allows to reach the domain growth regime. Results are compared with Monte Carlo simulations using a realistic vacancy-atom (MC-VA) mechanism. At low temperatures fast growth with a dynamical exponent x>1/2 is found for MD and MC-VA. The study of a nonequilibrium ordering process with the two methods shows the importance of the nonhomogeneity of the excitations in the system for determining its macroscopic kinetics.

Clarifying the Quadrennial Needs Study Process, December 1993

The Quadrennial Needs Study was developed to assist in the identification of highway needs and the distribution of road funds in Iowa among the various highway entities. During the period 1978 to 1990, the process has seen large shifts in needs and associated funding distribution in individual counties with no apparent reasons. This study investigated the reasons for such shifts. The study identified program inputs that can result in major shifts in needs either up or down from minor changes in the input values. The areas of concern were identified as the condition ratings for roads and structures, traffic volume and mix counts, and the assignment of construction cost areas. Eight counties exhibiting the large shifts (greater than 30%) in needs over time were used to test the sensitivity of the variables. A ninth county was used as the base line for the study. Recommendations are identified for improvements in the process of data collection in the areas of road and structure condition--rating, traffic, and in the assignment of construction cost areas. Advice is also offered in how to account for changes in jurisdiction between successive studies. Maintenance cost area assignment and levels of maintenance service are identified as requiring additional detailed research.

Development of a Model for the Ice Scraping Process, October 1996

A laboratory study has been conducted with two aims in mind. The first goal was to develop a description of how a cutting edge scrapes ice from the road surface. The second goal was to investigate the extent, if any, to which serrated blades were better than un-serrated or "classical" blades at ice removal. The tests were conducted in the Ice Research Laboratory at the Iowa Institute of Hydraulic Research of the University of Iowa. A specialized testing machine, with a hydraulic ram capable of attaining scraping velocities of up to 30 m.p.h. was used in the testing. In order to determine the ice scraping process, the effects of scraping velocity, ice thickness, and blade geometry on the ice scraping forces were determined. Higher ice thickness lead to greater ice chipping (as opposed to pulverization at lower thicknesses) and thus lower loads. Behavior was observed at higher velocities. The study of blade geometry included the effect of rake angle, clearance angle, and flat width. The latter were found to be particularly important in developing a clear picture of the scraping process. As clearance angle decreases and flat width increases, the scraping loads show a marked increase, due to the need to re-compress pulverized ice fragments. The effect of serrations was to decrease the scraping forces. However, for the coarsest serrated blades (with the widest teeth and gaps) the quantity of ice removed was significantly less than for a classical blade. Finer serrations appear to be able to match the ice removal of classical blades at lower scraping loads. Thus, one of the recommendations of this study is to examine the use of serrated blades in the field. Preliminary work (by Nixon and Potter, 1996) suggests such work will be fruitful. A second and perhaps more challenging result of the study is that chipping of ice is more preferable to pulverization of the ice. How such chipping can be forced to occur is at present an open question.

Laser-induced forward transfer of liquids: Study of the droplet ejection process

Laser-induced forward transfer (LIFT) is a laser direct-write technique that offers the possibility of printing patterns with a high spatial resolution from a wide range of materials in a solid or liquid state, such as conductors, dielectrics, and biomolecules in solution. This versatility has made LIFT a very promising alternative to lithography-based processes for the rapid prototyping of biomolecule microarrays. Here, we study the transfer process through the LIFT of droplets of a solution suitable for microarray preparation. The laser pulse energy and beam size were systematically varied, and the effect on the transferred droplets was evaluated. Controlled transfers in which the deposited droplets displayed optimal features could be obtained by varying these parameters. In addition, the transferred droplet volume displayed a linear dependence on the laser pulse energy. This dependence allowed determining a threshold energy density value, independent of the laser focusing conditions, which acted as necessary conditions for the transfer to occur. The corresponding sufficient condition was given by a different total energy threshold for each laser beam dimension. The threshold energy density was found to be the dimensional parameter that determined the amount of the transferred liquid per laser pulse, and there was no substantial loss of material due to liquid vaporization during the transfer.

First-passage times for non-Markovian processes: Correlated impacts on a free process

We develop a method to obtain first-passage-time statistics for non-Markovian processes driven by dichotomous fluctuations. The fluctuations themselves need not be Markovian. We calculate analytic first-passage-time distributions and mean first-passage times for exponential, rectangular, and long-tail temporal distributions of the fluctuations.

On the problematic of reserving and stochastic loss models

Abstract Traditionally, the common reserving methods used by the non-life actuaries are based on the assumption that future claims are going to behave in the same way as they did in the past. There are two main sources of variability in the processus of development of the claims: the variability of the speed with which the claims are settled and the variability between the severity of the claims from different accident years. High changes in these processes will generate distortions in the estimation of the claims reserves. The main objective of this thesis is to provide an indicator which firstly identifies and quantifies these two influences and secondly to determine which model is adequate for a specific situation. Two stochastic models were analysed and the predictive distributions of the future claims were obtained. The main advantage of the stochastic models is that they provide measures of variability of the reserves estimates. The first model (PDM) combines one conjugate family Dirichlet - Multinomial with the Poisson distribution. The second model (NBDM) improves the first one by combining two conjugate families Poisson -Gamma (for distribution of the ultimate amounts) and Dirichlet Multinomial (for distribution of the incremental claims payments). It was found that the second model allows to find the speed variability in the reporting process and development of the claims severity as function of two above mentioned distributions' parameters. These are the shape parameter of the Gamma distribution and the Dirichlet parameter. Depending on the relation between them we can decide on the adequacy of the claims reserve estimation method. The parameters have been estimated by the Methods of Moments and Maximum Likelihood. The results were tested using chosen simulation data and then using real data originating from the three lines of business: Property/Casualty, General Liability, and Accident Insurance. These data include different developments and specificities. The outcome of the thesis shows that when the Dirichlet parameter is greater than the shape parameter of the Gamma, resulting in a model with positive correlation between the past and future claims payments, suggests the Chain-Ladder method as appropriate for the claims reserve estimation. In terms of claims reserves, if the cumulated payments are high the positive correlation will imply high expectations for the future payments resulting in high claims reserves estimates. The negative correlation appears when the Dirichlet parameter is lower than the shape parameter of the Gamma, meaning low expected future payments for the same high observed cumulated payments. This corresponds to the situation when claims are reported rapidly and fewer claims remain expected subsequently. The extreme case appears in the situation when all claims are reported at the same time leading to expectations for the future payments of zero or equal to the aggregated amount of the ultimate paid claims. For this latter case, the Chain-Ladder is not recommended.

Viral self-assembly as a thermodynamic process

The protein shells, or capsids, of nearly all spherelike viruses adopt icosahedral symmetry. In the present Letter, we propose a statistical thermodynamic model for viral self-assembly. We find that icosahedral symmetry is not expected for viral capsids constructed from structurally identical protein subunits and that this symmetry requires (at least) two internal switching configurations of the protein. Our results indicate that icosahedral symmetry is not a generic consequence of free energy minimization but requires optimization of internal structural parameters of the capsid proteins

Influence of hydrodynamic interactions on the adsoption process of large particles

We have studied the adsorption process of non-Brownian particles on a line. Our work differs from previously proposed models in that we have incorporated hydrodynamic interactions between the incoming particles and the preadsorbed particles as well as the surface. We then numerically analyze the effect of these interactions on quantities related to the adsorption process. Comparing our model to the ballistic deposition model (BM) shows a significant discrepancy in the pair correlation function. These results can explain some differences between recent experiments and BM predictions. Finally, the limitations of the applicability of BM are addressed.

Exact temporal evolution for some non-linear diffusion process

Exact solutions to FokkerPlanck equations with nonlinear drift are considered. Applications of these exact solutions for concrete models are studied. We arrive at the conclusion that for certain drifts we obtain divergent moments (and infinite relaxation time) if the diffusion process can be extended without any obstacle to the whole space. But if we introduce a potential barrier that limits the diffusion process, moments converge with a finite relaxation time.