Bayesian analysis of the error correction model

This paper presents a method for estimating the posterior probability density of the cointegrating rank of a multivariate error correction model. A second contribution is the careful elicitation of the prior for the cointegrating vectors derived from a prior on the cointegrating space. This prior obtains naturally from treating the cointegrating space as the parameter of interest in inference and overcomes problems previously encountered in Bayesian cointegration analysis. Using this new prior and Laplace approximation, an estimator for the posterior probability of the rank is given. The approach performs well compared with information criteria in Monte Carlo experiments. (C) 2003 Elsevier B.V. All rights reserved.

Effect of sodium dodecylbenzene sulfonate on the motion of three-phase contact lines on the Wilhelmy plate surface

The combined approach of the molecular-kinetic and hydrodynamic theories for description of the motion of three-phase gas-liquid-solid contact lines has been examined using the Wilhelmy plate method. The whole dynamic meniscus has been divided into molecular, hydrodynamic, and static-like regions. The Young-Laplace equation and the molecular-kinetic and hydrodynamic dewetting theories have been applied to describe the meniscus profiles and contact angle. The dissipative forces accompanying the dynamic dewetting have also been investigated. The experiments with a Wilhelmy plate made from an acrylic polymer sheet were carried out using a computerized apparatus for contact angle analysis (OCA 20, DataPhysics, Germany). The extrapolated dynamic contact angle versus velocity of the three-phase contact line for Milli-Q water and 5 x 10(-4) M SDBS solution was experimentally obtained and compared with the combined MHD models with low and moderate Reynolds numbers. The models predict similar results for the extrapolated contact angle. SDBS decreases the equilibrium contact angle and increases the molecular jumping length but does not affect the molecular frequency significantly. The hydrodynamic deformation of the meniscus, viscous dissipation, and friction were also influenced by the SDBS surfactant. (c) 2005 Elsevier Inc. All rights reserved.

Diffusion modeling of percutaneous absorption kinetics: 2. Finite vehicle volume and solvent deposited solids

The diffusion model for percutaneous absorption is developed for the specific case of delivery to the skin being limited by the application of a finite amount of solute. Two cases are considered; in the first, there is an application of a finite donor (vehicle) volume, and in the second, there are solvent-deposited solids and a thin vehicle with a high partition coefficient. In both cases, the potential effect of an interfacial resistance at the stratum corneum surface is also considered. As in the previous paper, which was concerned with the application of a constant donor concentration, clearance limitations due to the viable eqidermis, the in vitro sampling rate, or perfusion rate in vivo are included. Numerical inversion of the Laplace domain solutions was used for simulations of solute flux and cumulative amount absorbed and to model specific examples of percutaneous absorption of solvent-deposited solids. It was concluded that numerical inversions of the Laplace domain solutions for a diffusion model of the percutaneous absorption, using standard scientific software (such as SCIENTIST, MicroMath Scientific software) on modern personal computers, is a practical alternative to computation of infinite series solutions. Limits of the Laplace domain solutions were used to define the moments of the flux-time profiles for finite donor volumes and the slope of the terminal log flux-time profile. The mean transit time could be related to the diffusion time through stratum corneum, viable epidermal, and donor diffusion layer resistances and clearance from the receptor phase. Approximate expressions for the time to reach maximum flux (peak time) and maximum flux were also derived. The model was then validated using reported amount-time and flux-time profiles for finite doses applied to the skin. It was concluded that for very small donor phase volume or for very large stratum corneum-vehicle partitioning coefficients (e.g., for solvent deposited solids), the flux and amount of solute absorbed are affected by receptor conditions to a lesser extent than is obvious for a constant donor constant donor concentrations. (C) 2001 Wiley-Liss, Inc. and the American Pharmaceutical Association J Pharm Sci 90:504-520, 2001.

The rheology of flotation froths

A literature review has highlighted the need to measure flotation froth rheology in order to fully characterise the role of the froth in the flotation process. The initial investigation using a coaxial cylinder viscometer for froth rheology measurement led to the development of a new device employing a vane measuring head. The modified rheometer was used in industrial scale flotation tests at Mt. Isa Copper Concentrator. The measured froth rheograms show a non-Newtonian nature for the flotation froths (pseudoplastic flow). The evidence of the non-Newtonian flow has questioned the validity of application of the Laplace equation in froth motion modelling as used by a number of researchers, since the assumption of irrotational flow is violated. Correlations between the froth rheology and the froth retention time, water hold-up in the froth and concentrate grades have been found. These correlations are independent of air flow rate (test data at various air flow rates fall on one similar trend line). This implies that froth rheology may be used as a lumped parameter for other operating variables in flotation modelling and scale up. (C) 2003 Elsevier Science B.V. All rights reserved.

Uma solução da equação difusão-advecção com o termo contragradiente

Neste trabalho, apresenta­se uma solução para equação de difusão­advecção considerando o  termo  contragradiente  que  é um termo  adicional. Esse termo  adicional  contém informações  sobre a assimetria, escala de tempo Lagrangeana e velocidade turbulenta vertical. A solução  da equação foi obtida pela utilização da técnica de Transformada de Laplace, considerando a  Camada  Limite  Planetária  (CLP)  como  um  sistema  de  multicamadas.  Os  parâmetros  turbulentos foram derivados da teoria de difusão estatística de Taylor, combinada com a teoria  da similaridade. Assim, são apresentadas simulações para diferentes valores de assimetria, o  que  propiciou  a  obtenção  de  uma  concentração  de  contaminantes  em  diferentes  alturas,  em  uma  camada  limite  convectiva.  A  avaliação  do  desempenho  do  modelo,  considerando  a  assimetria  no  processo  de  dispersão  de  poluentes  atmosféricos, foi realizada  através  de  um  experimento  de  tanque  convectivo  tradicional.  Nesse  experimento,  o  termo  contragradiente  influenciou a concentração de poluentes para uma camada limite convectiva. Entretanto, com  as  parametrizações  utilizadas,  o  modelo  não  conseguiu  captar  de  forma  eficiente  o  comportamento da concentração em pontos mais distantes da fonte.

Iglesia y cuestión social: la intervención de la Iglesia Católica en la construcción de demandas de educación, tierra y vivienda en el Gran Buenos Aires

En este trabajo nuestro objetivo es analizar las modalidades de intervención de agencias de la Iglesia Católica en la construcción territorializada de demandas sectoriales de sectores populares del conurbano bonaerense, mostrando su relación con la transformación de las políticas sociales del Estado hacia el asistencialismo y la terciarización durante las últimas décadas. Para ello presentaremos comparativamente dos casos de estudio, encarados desde un enfoque etnográfico: la construcción de demandas educativas y su progresiva integración en estructuras referenciadas en el marco del Obispado de San Isidro; y la intervención de la Vicaría de Pastoral Social del Obispado de Quilmes en los conflictos sociales entre organizaciones de tierra y vivienda y el estado local. De esta manera nuestro propósito es visibilizar los límites y posibilidades que suponen estas formas de intervención de la Iglesia Católica sobre la recomposición de formas organizativas del campo popular, marcando tanto las especificidades locales e históricas de cada diócesis como la lógica común que las atraviesa y orienta.

Contact angle of a hemispherical bubble: An analytical approach

We have calculated the equilibrium shape of the axially symmetric Plateau border along which a spherical bubble contacts a flat wall, by analytically integrating Laplace's equation in the presence of gravity, in the limit of small Plateau border sizes. This method has the advantage that it provides closed-form expressions for the positions and orientations of the Plateau border surfaces. Results are in very good overall agreement with those obtained from a numerical solution procedure, and are consistent with experimental data. In particular we find that the effect of gravity on Plateau border shape is relatively small for typical bubble sizes, leading to a widening of the Plateau border for sessile bubbles and to a narrowing for pendant bubbles. The contact angle of the bubble is found to depend even more weakly on gravity. (C) 2009 Elsevier Inc. All rights reserved.

The shape of soap films and Plateau borders

We have calculated the shapes of flat liquid films, and of the transition region to the associated Plateau borders (PBs), by integrating the Laplace equation with a position-dependent surface tension γ(x), where 2x is the local film thickness. We discuss films in either zero or non-zero gravity, using standard γ(x) potentials for the interaction between the two bounding surfaces. We have investigated the effects of the film flatness, liquid underpressure, and gravity on the shape of films and their PBs. Films may exhibit 'humps' and/or 'dips' associated with inflection points and minima of the film thickness. Finally, we propose an asymptotic analytical solution for the film width profile.

Geradores eólicos. Caraterísticas elétricas

A produção de eletricidade a partir de energia eólica tem vindo a crescer de forma rápida e sustentada desde 1985. Atualmente, existem geradores eólicos localizados em todo o mundo cuja potência já atinge valores superiores a 3000 MW. As principais tecnologias utilizadas na conversão eletromecânica de energia eólica em energia elétrica são baseadas principalmente em três tipos de máquinas elétricas: • A máquina de Corrente Contínua (Máquina DC) • A máquina Síncrona de Corrente Alternada • A máquina Assíncrona de Indução Estas máquinas apresentam um princípio de funcionamento baseado nas leis da indução eletromagnética, assente no princípio das ações e reações eletromagnéticas, devidamente justificadas pelas leis de Faraday, Lenz e Laplace.

Fractional analysis of traffic dynamics

This article presents a dynamical analysis of several traffic phenomena, applying a new modelling formalism based on the embedding of statistics and Laplace transform. The new dynamic description integrates the concepts of fractional calculus leading to a more natural treatment of the continuum of the Transfer Function parameters intrinsic in this system. The results using system theory tools point out that it is possible to study traffic systems, taking advantage of the knowledge gathered with automatic control algorithms. Dynamics, Games and Science I Dynamics, Games and Science I Look Inside Other actions Export citation About this Book Reprints and Permissions Add to Papers Share Share this content on Facebook Share this content on Twitter Share this content on LinkedIn

A coherent approach to non-integer order derivatives

Signal Processing, vol. 86, nº 10

On the initial conditions in continuous-time fractional linear systems

Signal Processing, Vol. 83, nº 11

A signal processing view of differintegration

Proceedings of the European Control Conference, ECC’01, Porto, Portugal, September 2001

A new approach to the initial value problem

5th Portuguese Conference on Automatic Control, September, 5-7, 2002, Aveiro, Portugal

Simulation and dynamics of freeway traffic

This paper presents the new package entitled Simulator of Intelligent Transportation Systems (SITS) and a computational oriented analysis of traffic dynamics. The SITS adopts a microscopic simulation approach to reproduce real traffic conditions considering different types of vehicles, drivers and roads. A set of experiments with the SITS reveal the dynamic phenomena exhibited by this kind of system. For this purpose a modelling formalism is developed that embeds the statistics and the Laplace transform. The results make possible the adoption of classical system theory tools and point out that it is possible to study traffic systems taking advantage of the knowledge gathered with automatic control algorithms. A complementary perspective for the analysis of the traffic flow is also quantified through the entropy measure.