938 resultados para Price dynamics model with memory


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The objective of this work is to present the finite element modeling of laminate composite plates with embedded piezoelectric patches or layers that are then connected to active-passive resonant shunt circuits, composed of resistance, inductance and voltage source. Applications to passive vibration control and active control authority enhancement are also presented and discussed. The finite element model is based on an equivalent single layer theory combined with a third-order shear deformation theory. A stress-voltage electromechanical model is considered for the piezoelectric materials fully coupled to the electrical circuits. To this end, the electrical circuit equations are also included in the variational formulation. Hence, conservation of charge and full electromechanical coupling are guaranteed. The formulation results in a coupled finite element model with mechanical (displacements) and electrical (charges at electrodes) degrees of freedom. For a Graphite-Epoxy (Carbon-Fibre Reinforced) laminate composite plate, a parametric analysis is performed to evaluate optimal locations along the plate plane (xy) and thickness (z) that maximize the effective modal electromechanical coupling coefficient. Then, the passive vibration control performance is evaluated for a network of optimally located shunted piezoelectric patches embedded in the plate, through the design of resistance and inductance values of each circuit, to reduce the vibration amplitude of the first four vibration modes. A vibration amplitude reduction of at least 10 dB for all vibration modes was observed. Then, an analysis of the control authority enhancement due to the resonant shunt circuit, when the piezoelectric patches are used as actuators, is performed. It is shown that the control authority can indeed be improved near a selected resonance even with multiple pairs of piezoelectric patches and active-passive circuits acting simultaneously. (C) 2010 Elsevier Ltd. All rights reserved.

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One of the electrical impedance tomography objectives is to estimate the electrical resistivity distribution in a domain based only on electrical potential measurements at its boundary generated by an imposed electrical current distribution into the boundary. One of the methods used in dynamic estimation is the Kalman filter. In biomedical applications, the random walk model is frequently used as evolution model and, under this conditions, poor tracking ability of the extended Kalman filter (EKF) is achieved. An analytically developed evolution model is not feasible at this moment. The paper investigates the identification of the evolution model in parallel to the EKF and updating the evolution model with certain periodicity. The evolution model transition matrix is identified using the history of the estimated resistivity distribution obtained by a sensitivity matrix based algorithm and a Newton-Raphson algorithm. To numerically identify the linear evolution model, the Ibrahim time-domain method is used. The investigation is performed by numerical simulations of a domain with time-varying resistivity and by experimental data collected from the boundary of a human chest during normal breathing. The obtained dynamic resistivity values lie within the expected values for the tissues of a human chest. The EKF results suggest that the tracking ability is significantly improved with this approach.

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For the optimal design of plate heat exchangers (PHEs), an accurate thermal-hydraulic model that takes into account the effect of the flow arrangement on the heat load and pressure drop is necessary. In the present study, the effect of the flow arrangement on the pressure drop of a PHE is investigated. Thirty two different arrangements were experimentally tested using a laboratory scale PHE with flat plates. The experimental data was used for (a) determination of an empirical correlation for the effect of the number of passes and number of flow channels per pass on the pressure drop; (b) validation of a friction factor model through parameter estimation; and (c) comparison with the simulation results obtained with a CFD (computational fluid dynamics) model of the PHE. All three approaches resulted in a good agreement between experimental and predicted values of pressure drop. Moreover, the CFD model is used for evaluating the flow maldistribution in a PHE with two channels Per Pass. (c) 2008 Elsevier Ltd. All rights reserved.

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In this technical note we consider the mean-variance hedging problem of a jump diffusion continuous state space financial model with the re-balancing strategies for the hedging portfolio taken at discrete times, a situation that more closely reflects real market conditions. A direct expression based on some change of measures, not depending on any recursions, is derived for the optimal hedging strategy as well as for the ""fair hedging price"" considering any given payoff. For the case of a European call option these expressions can be evaluated in a closed form.

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We present the temperature dependence of the uniform susceptibility of spin-half quantum antiferromagnets on spatially anisotropic triangular lattices, using high-temperature series expansions. We consider a model with two exchange constants J1 and J2 on a lattice that interpolates between the limits of a square lattice (J1=0), a triangular lattice (J2=J1), and decoupled linear chains (J2=0). In all cases, the susceptibility, which has a Curie-Weiss behavior at high temperatures, rolls over and begins to decrease below a peak temperature Tp. Scaling the exchange constants to get the same peak temperature shows that the susceptibilities for the square lattice and linear chain limits have similar magnitudes near the peak. Maximum deviation arises near the triangular-lattice limit, where frustration leads to much smaller susceptibility and with a flatter temperature dependence. We compare our results to the inorganic materials Cs2CuCl4 and Cs2CuBr4 and to a number of organic molecular crystals. We find that the former (Cs2CuCl4 and Cs2CuBr4) are weakly frustrated and their exchange parameters determined through the temperature dependence of the susceptibility are in agreement with neutron-scattering measurements. In contrast, the organic materials considered are strongly frustrated with exchange parameters near the isotropic triangular-lattice limit.

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An integrable eight-state supersymmetric U model is proposed, which is a fermion model with correlated single-particle and pair hoppings as well as uncorrelated triple-particle hopping. It has a gl(3/1) supersymmetry and contains one symmetry-preserving free parameter. The model is solved and the Bethe ansatz equations are obtained. [S0163-1829(98)00616-X].

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Many harvested marine and terrestrial populations have segments of their range protected in areas free from exploitation. Reasons for areas being protected from harvesting include conservation, tourism, research, protection of breeding grounds, stock recovery, harvest regulation, or habitat that is uneconomical to exploit. In this paper we consider the problem of optimally exploiting a single species local population that is connected by dispersing larvae to an unharvested local population. We define a spatially-explicit population dynamics model and apply dynamic optimization techniques to determine policies for harvesting the exploited patch. We then consider how reservation affects yield and spawning stock abundance when compared to policies that have not recognised the spatial structure of the metapopulation. Comparisons of harvest strategies between an exploited metapopulation with and without a harvest refuge are also made. Results show that in a 2 local population metapopulation with unidirectional larval transfer, the optimal exploitation of the harvested population should be conducted as if it were independent of the reserved population. Numerical examples suggest that relative source populations should be exploited if the objective is to maximise spawning stock abundance within a harvested metapopulation that includes a protected local population. However, this strategy can markedly reduce yield over a sink harvested reserve system and may require strict regulation for conservation goals to be realised. If exchange rates are high, results indicate that spawning stock abundance can be less in a reserve system than in a fully exploited metapopulation. In order to maximise economic gain in the reserve system, results indicate that relative sink populations should be harvested. Depending on transfer levels, loss in harvest through reservation can be minimal, and is likely to be compensated by the potential environmental and economic benefits of the reserve.

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The convection-dispersion model and its extended form have been used to describe solute disposition in organs and to predict hepatic availabilities. A range of empirical transit-time density functions has also been used for a similar purpose. The use of the dispersion model with mixed boundary conditions and transit-time density functions has been queried recently by Hisaka and Sugiyanaa in this journal. We suggest that, consistent with soil science and chemical engineering literature, the mixed boundary conditions are appropriate providing concentrations are defined in terms of flux to ensure continuity at the boundaries and mass balance. It is suggested that the use of the inverse Gaussian or other functions as empirical transit-time densities is independent of any boundary condition consideration. The mixed boundary condition solutions of the convection-dispersion model are the easiest to use when linear kinetics applies. In contrast, the closed conditions are easier to apply in a numerical analysis of nonlinear disposition of solutes in organs. We therefore argue that the use of hepatic elimination models should be based on pragmatic considerations, giving emphasis to using the simplest or easiest solution that will give a sufficiently accurate prediction of hepatic pharmacokinetics for a particular application. (C) 2000 Wiley-Liss Inc. and the American Pharmaceutical Association J Pharm Sci 89:1579-1586, 2000.

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Stability of matchings was proved to be a new cooperative equilibrium concept in Sotomayor (Dynamics and equilibrium: essays in honor to D. Gale, 1992). That paper introduces the innovation of treating as multi-dimensional the payoff of a player with a quota greater than one. This is done for the many-to-many matching model with additively separable utilities, for which the stability concept is defined. It is then proved, via linear programming, that the set of stable outcomes is nonempty and it may be strictly bigger than the set of dual solutions and strictly smaller than the core. The present paper defines a general concept of stability and shows that this concept is a natural solution concept, stronger than the core concept, for a much more general coalitional game than a matching game. Instead of mutual agreements inside partnerships, the players are allowed to make collective agreements inside coalitions of any size and to distribute his labor among them. A collective agreement determines the level of labor at which the coalition operates and the division, among its members, of the income generated by the coalition. An allocation specifies a set of collective agreements for each player.

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The optimal dosing schedule for melphalan therapy of recurrent malignant melanoma in isolated limb perfusions has been examined using a physiological pharmacokinetic model with data from isolated rat hindlimb perfusions (IRHP), The study included a comparison of melphalan distribution in IRHP under hyperthermia and normothermia conditions. Rat hindlimbs were perfused with Krebs-Henseleit buffer containing 4.7% bovine serum albumin at 37 or 41.5 degrees C at a flow rate of 4 ml/min. Concentrations of melphalan in perfusate and tissues were determined by high performance liquid chromatography with fluorescence detection, The concentration of melphalan in perfusate and tissues was linearly related to the input concentration. The rate and amount of melphalan uptake into the different tissues was higher at 41.5 degrees C than at 37 degrees C. A physiological pharmacokinetic model was validated from the tissue and perfusate time course of melphalan after melphalan perfusion. Application of the model involved the amount of melphalan exposure in the muscle, skin and fat in a recirculation system was related to the method of melphalan administration: single bolus > divided bolus > infusion, The peak concentration of melphalan in the perfusate was also related to the method of administration in the same order, Infusing the total dose of melphalan over 20 min during a 60 min perfusion optimized the exposure of tissues to melphalan whilst minimizing the peak perfusate concentration of melphalan. It is suggested that this method of melphalan administration may be preferable to other methods in terms of optimizing the efficacy of melphalan whilst minimizing the limb toxicity associated with its use in isolated limb perfusion.

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This investigation focused on the finite element analyses of elastic and plastic properties of aluminium/alumina composite materials with ultrafine microstructure. The commonly used unit cell model was used to predict the elastic properties. By combining the unit cell model with an indentation model, coupled with experimental indentation measurements, the plastic properties of the composites and the associated strengthening mechanism within the metal matrix material were investigated. The grain size of the matrix material was found to be an important factor influencing the mechanical properties of the composites studied. (C) 1997 Elsevier Science S.A.

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The dispersion model with mixed boundary conditions uses a single parameter, the dispersion number, to describe the hepatic elimination of xenobiotics and endogenous substances. An implicit a priori assumption of the model is that the transit time density of intravascular indicators is approximated by an inverse Gaussian distribution. This approximation is limited in that the model poorly describes the tail part of the hepatic outflow curves of vascular indicators. A sum of two inverse Gaussian functions is proposed as ail alternative, more flexible empirical model for transit time densities of vascular references. This model suggests that a more accurate description of the tail portion of vascular reference curves yields an elimination rate constant (or intrinsic clearance) which is 40% less than predicted by the dispersion model with mixed boundary conditions. The results emphasize the need to accurately describe outflow curves in using them as a basis for determining pharmacokinetic parameters using hepatic elimination models. (C) 1997 Society for Mathematical Biology.

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This paper considers a stochastic frontier production function which has additive, heteroscedastic error structure. The model allows for negative or positive marginal production risks of inputs, as originally proposed by Just and Pope (1978). The technical efficiencies of individual firms in the sample are a function of the levels of the input variables in the stochastic frontier, in addition to the technical inefficiency effects. These are two features of the model which are not exhibited by the commonly used stochastic frontiers with multiplicative error structures, An empirical application is presented using cross-sectional data on Ethiopian peasant farmers. The null hypothesis of no technical inefficiencies of production among these farmers is accepted. Further, the flexible risk models do not fit the data on peasant farmers as well as the traditional stochastic frontier model with multiplicative error structure.

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Although many mathematical models exist predicting the dynamics of transposable elements (TEs), there is a lack of available empirical data to validate these models and inherent assumptions. Genomes can provide a snapshot of several TE families in a single organism, and these could have their demographics inferred by coalescent analysis, allowing for the testing of theories on TE amplification dynamics. Using the available genomes of the mosquitoes Aedes aegypti and Anopheles gambiae, we indicate that such an approach is feasible. Our analysis follows four steps: (1) mining the two mosquito genomes currently available in search of TE families; (2) fitting, to selected families found in (1), a phylogeny tree under the general time-reversible (GTR) nucleotide substitution model with an uncorrelated lognormal (UCLN) relaxed clock and a nonparametric demographic model; (3) fitting a nonparametric coalescent model to the tree generated in (2); and (4) fitting parametric models motivated by ecological theories to the curve generated in (3).

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In this Letter we study the process of gluon fusion into a pair of Higgs bosons in a model with one universal extra dimension. We find that the contributions from the extra top quark Kaluza-Klem excitations lead to a Higgs pair production cross section at the LHC that can be significantly altered compared to the Standard Model value for small values of the compactification scale. (C) 2007 Elsevier B.V. All rights reserved.