846 resultados para Real Interest Rate Differentials


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An explicit Wiener-Hopf solution is derived to describe the scattering of duct modes at a hard-soft wall impedance transition in a circular duct with uniform mean flow. Specifically, we have a circular duct r = 1, - ∞ < x < ∞ with mean flow Mach number M > 0 and a hard wall along x < 0 and a wall of impedance Z along x > 0. A minimum edge condition at x = 0 requires a continuous wall streamline r = 1 + h(x, t), no more singular than h = Ο(x1/2) for x ↓ 0. A mode, incident from x < 0, scatters at x = 0 into a series of reflected modes and a series of transmitted modes. Of particular interest is the role of a possible instability along the lined wall in combination with the edge singularity. If one of the "upstream" running modes is to be interpreted as a downstream-running instability, we have an extra degree of freedom in the Wiener-Hopf analysis that can be resolved by application of some form of Kutta condition at x = 0, for example a more stringent edge condition where h = Ο(x3/2) at the downstream side. The question of the instability requires an investigation of the modes in the complex frequency plane and therefore depends on the chosen impedance model, since Z = Z (ω) is essentially frequency dependent. The usual causality condition by Briggs and Bers appears to be not applicable here because it requires a temporal growth rate bounded for all real axial wave numbers. The alternative Crighton-Leppington criterion, however, is applicable and confirms that the suspected mode is usually unstable. In general, the effect of this Kutta condition is significant, but it is particularly large for the plane wave at low frequencies and should therefore be easily measurable. For ω → 0, the modulus fends to |R001| → (1 + M)/(1 -M) without and to 1 with Kutta condition, while the end correction tends to ∞ without and to a finite value with Kutta condition. This is exactly the same behaviour as found for reflection at a pipe exit with flow, irrespective if this is uniform or jet flow.

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High repetition rate passively mode-locked sources are of significant interest due to their potential for applications including optical clocking, optical sampling, communications and others. Due to their short excited state lifetimes mode-locked VECSELs are ideally suited to high repetition rate operation, however fundamentally mode-locked quantum well-based VECSELs have not achieved repetition rates above 10 GHz due to the limitations placed on the cavity geometry by the requirement that the saturable absorber saturates more quickly than the gain. This issue has been overcome by the use of quantum dot-based saturable absorbers with lower saturation fluences leading to repetition rates up to 50 GHz, but sub-picosecond pulses have not been achieved at these repetition rates. We present a passively harmonically mode-locked VECSEL emitting pulses of 265 fs duration at a repetition rate of 169 GHz with an output power of 20 mW. The laser is based around an antiresonant 6 quantum well gain sample and is mode-locked using a semiconductor saturable absorber mirror. Harmonic modelocking is achieved by using an intracavity sapphire etalon. The sapphire then acts as a coupled cavity, setting the repetition rate of the laser while still allowing a tight focus on the saturable absorber. RF spectra of the laser output show no peaks at harmonics of the fundamental repetition rate up to 26 GHz, indicating stable harmonic modelocking. Autocorrelations reveal groups of pulses circulating in the cavity as a result of an increased tendency towards Q-switched modelocking due to the low pulse energies.

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Published as an article in: Studies in Nonlinear Dynamics & Econometrics, 2004, vol. 8, issue 1, pages 5.

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[EN] The aim of this paper is to study systematic liquidity at the Euronext Lisbon Stock Exchange. The motivation for this research is provided by the growing interest in financial literature about stock liquidity and the implications of commonality in liquidity for asset pricing since it could represent a source of non-diversifiable risk. Namely, it is analysed whether there exist common factors that drive the variation in individual stock liquidity and the causes of the inter-temporal variation of aggregate liquidity. Monthly data for the period between January 1988 and December 2011 is used to compute some of the most used proxies for liquidity: bid-ask spreads, turnover rate, trading volume, proportion of zero returns and the illiquidity ratio. Following Chordia et al. (2000) methodology, some evidence of commonality in liquidity is found in the Portuguese stock market when the proportion of zero returns is used as a measure of liquidity. In relation to the factors that drive the inter-temporal variation of the Portuguese stock market liquidity, the results obtained within a VAR framework suggest that changes in real economy activity, monetary policy (proxied by changes in monetary aggregate M1) and stock market returns play an important role as determinants of commonality in liquidity.

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O presente trabalho objetiva analisar o exercício profissional dos assistentes sociais inseridos nas unidades de pronto atendimento (UPA) municipais da cidade do Rio de Janeiro geridas por Organizações Sociais (OS), no sentido de identificar os reais limites e possibilidades colocados para a efetivação do projeto ético-político do Serviço Social brasileiro como horizonte da prática nesses espaços. Na busca por restaurar suas taxas de lucro, o capital avança sobre o fundo público e tem as políticas sociais como seu lócus privilegiado. A satanização de tudo que é público e a suposta busca por qualidade e eficiência justifica a gestão privada dos serviços públicos. Assim, impõe-se a lógica do lucro, da produtividade, do foco no quantitativo ao setor público. No município do Rio de Janeiro, a expansão da rede de saúde vem se dando por meio da gestão dessas instituições qualificadas como Organizações Sociais (OS). É o caso das UPA que, focadas nos atendimentos de urgência e emergência dentro de uma rede de saúde precarizada que não prioriza ações de prevenção e promoção, são pouco resolutivas e quando geridas por OS estão focadas em números de altas e de transferências. Nesse contexto, o assistente social, um dos profissionais que responde por essa produtividade, uma vez que com prioridade operacionaliza burocraticamente o processo de transferência e alta, fragilizado teoricamente e pelo vínculo precário, não tem sido capaz de criar estratégias e alternativas para uma prática embasada pelo projeto ético-político, ou seja, que caminhe na direção das necessidades e interesses da classe trabalhadora.

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Background Quality of cardiopulmonary resuscitation (CPR) is key to increase survival from cardiac arrest. Providing chest compressions with adequate rate and depth is difficult even for well-trained rescuers. The use of real-time feedback devices is intended to contribute to enhance chest compression quality. These devices are typically based on the double integration of the acceleration to obtain the chest displacement during compressions. The integration process is inherently unstable and leads to important errors unless boundary conditions are applied for each compression cycle. Commercial solutions use additional reference signals to establish these conditions, requiring additional sensors. Our aim was to study the accuracy of three methods based solely on the acceleration signal to provide feedback on the compression rate and depth. Materials and Methods We simulated a CPR scenario with several volunteers grouped in couples providing chest compressions on a resuscitation manikin. Different target rates (80, 100, 120, and 140 compressions per minute) and a target depth of at least 50 mm were indicated. The manikin was equipped with a displacement sensor. The accelerometer was placed between the rescuer's hands and the manikin's chest. We designed three alternatives to direct integration based on different principles (linear filtering, analysis of velocity, and spectral analysis of acceleration). We evaluated their accuracy by comparing the estimated depth and rate with the values obtained from the reference displacement sensor. Results The median (IQR) percent error was 5.9% (2.8-10.3), 6.3% (2.9-11.3), and 2.5% (1.2-4.4) for depth and 1.7% (0.0-2.3), 0.0% (0.0-2.0), and 0.9% (0.4-1.6) for rate, respectively. Depth accuracy depended on the target rate (p < 0.001) and on the rescuer couple (p < 0.001) within each method. Conclusions Accurate feedback on chest compression depth and rate during CPR is possible using exclusively the chest acceleration signal. The algorithm based on spectral analysis showed the best performance. Despite these encouraging results, further research should be conducted to asses the performance of these algorithms with clinical data.

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We have developed a novel human facial tracking system that operates in real time at a video frame rate without needing any special hardware. The approach is based on the use of Lie algebra, and uses three-dimensional feature points on the targeted human face. It is assumed that the roughly estimated facial model (relative coordinates of the three-dimensional feature points) is known. First, the initial feature positions of the face are determined using a model fitting technique. Then, the tracking is operated by the following sequence: (1) capture the new video frame and render feature points to the image plane; (2) search for new positions of the feature points on the image plane; (3) get the Euclidean matrix from the moving vector and the three-dimensional information for the points; and (4) rotate and translate the feature points by using the Euclidean matrix, and render the new points on the image plane. The key algorithm of this tracker is to estimate the Euclidean matrix by using a least square technique based on Lie algebra. The resulting tracker performed very well on the task of tracking a human face.

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This paper presents the first performance evaluation of interest points on scalar volumetric data. Such data encodes 3D shape, a fundamental property of objects. The use of another such property, texture (i.e. 2D surface colouration), or appearance, for object detection, recognition and registration has been well studied; 3D shape less so. However, the increasing prevalence of depth sensors and the diminishing returns to be had from appearance alone have seen a surge in shape-based methods. In this work we investigate the performance of several detectors of interest points in volumetric data, in terms of repeatability, number and nature of interest points. Such methods form the first step in many shape-based applications. Our detailed comparison, with both quantitative and qualitative measures on synthetic and real 3D data, both point-based and volumetric, aids readers in selecting a method suitable for their application. © 2011 IEEE.

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The Spoken Dialog Challenge 2010 was an exercise to investigate how different spoken dialog systems perform on the same task. The existing Let's Go Pittsburgh Bus Information System was used as a task and four teams provided systems that were first tested in controlled conditions with speech researchers as users. The three most stable systems were then deployed to real callers. This paper presents the results of the live tests, and compares them with the control test results. Results show considerable variation both between systems and between the control and live tests. Interestingly, relatively high task completion for controlled tests did not always predict relatively high task completion for live tests. Moreover, even though the systems were quite different in their designs, we saw very similar correlations between word error rate and task completion for all the systems. The dialog data collected is available to the research community. © 2011 Association for Computational Linguistics.

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Real-time cardiac ultrasound allows monitoring the heart motion during intracardiac beating heart procedures. Our application assists atrial septal defect (ASD) closure techniques using real-time 3D ultrasound guidance. One major image processing challenge is the processing of information at high frame rate. We present an optimized block flow technique, which combines the probability-based velocity computation for an entire block with template matching. We propose adapted similarity constraints both from frame to frame, to conserve energy, and globally, to minimize errors. We show tracking results on eight in-vivo 4D datasets acquired from porcine beating-heart procedures. Computing velocity at the block level with an optimized scheme, our technique tracks ASD motion at 41 frames/s. We analyze the errors of motion estimation and retrieve the cardiac cycle in ungated images. © 2007 IEEE.

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The airflow and thermal stratification produced by a localised heat source located at floor level in a closed room is of considerable practical interest and is commonly referred to as a 'filling box'. In rooms with low aspect ratios H/R ≲ 1 (room height H to characteristic horizontal dimension R) the thermal plume spreads laterally on reaching the ceiling and a descending horizontal 'front' forms separating a stably stratified, warm upper region from cooler air below. The stratification is well predicted for H/R ≲ 1 by the original filling box model of Baines and Turner (J. Fluid. Mech. 37 (1968) 51). This model represents a somewhat idealised situation of a plume rising from a point source of buoyancy alone-in particular the momentum flux at the source is zero. In practical situations, real sources of heating and cooling in a ventilation system often include initial fluxes of both buoyancy and momentum, e.g. where a heating system vents warm air into a space. This paper describes laboratory experiments to determine the dependence of the 'front' formation and stratification on the source momentum and buoyancy fluxes of a single source, and on the location and relative strengths of two sources from which momentum and buoyancy fluxes were supplied separately. For a single source with a non-zero input of momentum, the rate of descent of the front is more rapid than for the case of zero source momentum flux and increases with increasing momentum input. Increasing the source momentum flux effectively increases the height of the enclosure, and leads to enhanced overturning motions and finally to complete mixing for highly momentum-driven flows. Stratified flows may be maintained by reducing the aspect ratio of the enclosure. At these low aspect ratios different long-time behaviour is observed depending on the nature of the heat input. A constant heat flux always produces a stratified interior at large times. On the other hand, a constant temperature supply ultimately produces a well-mixed space at the supply temperature. For separate sources of momentum and buoyancy, the developing stratification is shown to be strongly dependent on the separation of the sources and their relative strengths. Even at small separation distances the stratification initially exhibits horizontal inhomogeneity with localised regions of warm fluid (from the buoyancy source) and cool fluid. This inhomogeneity is less pronounced as the strength of one source is increased relative to the other. Regardless of the strengths of the sources, a constant buoyancy flux source dominates after sufficiently large times, although the strength of the momentum source determines whether the enclosure is initially well mixed (strong momentum source) or stably stratified (weak momentum source). © 2001 Elsevier Science Ltd. All rights reserved.

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This paper presents the first performance evaluation of interest points on scalar volumetric data. Such data encodes 3D shape, a fundamental property of objects. The use of another such property, texture (i.e. 2D surface colouration), or appearance, for object detection, recognition and registration has been well studied; 3D shape less so. However, the increasing prevalence of 3D shape acquisition techniques and the diminishing returns to be had from appearance alone have seen a surge in 3D shape-based methods. In this work, we investigate the performance of several state of the art interest points detectors in volumetric data, in terms of repeatability, number and nature of interest points. Such methods form the first step in many shape-based applications. Our detailed comparison, with both quantitative and qualitative measures on synthetic and real 3D data, both point-based and volumetric, aids readers in selecting a method suitable for their application. © 2012 Springer Science+Business Media, LLC.

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The standard design process for the Siemens Industrial Turbomachinery, Lincoln, Dry Low Emissions combustion systems has adopted the Eddy Dissipation Model with Finite Rate Chemistry for reacting computational fluid dynamics simulations. The major drawbacks of this model have been the over-prediction of temperature and lack of species data limiting the applicability of the model. A novel combustion model referred to as the Scalar Dissipation Rate Model has been developed recently based on a flamelet type assumption. Previous attempts to adopt the flamelet philosophy with alternative closure models have failed, with the prediction of unphysical phenomenon. The Scalar Dissipation Rate Model (SDRM) was developed from a physical understanding of scalar dissipation rate, signifying the rate of mixing of hot and cold fluids at scales relevant to sustain combustion, in flames and was validated using direct numerical simulations data and experimental measurements. This paper reports on the first industrial application of the SDRM to SITL DLE combustion system. Previous applications have considered ideally premixed laboratory scale flames. The industrial application differs significantly in the complexity of the geometry, unmixedness and operating pressures. The model was implemented into ANSYS-CFX using their inbuilt command language. Simulations were run transiently using Scale Adaptive Simulation turbulence model, which switches between Large Eddy Simulation and Unsteady Reynolds Averaged Navier Stokes using a blending function. The model was validated in a research SITL DLE combustion system prior to being applied to the actual industrial geometry at real operating conditions. This system consists of the SGT-100 burner with a glass square-sectioned combustor allowing for detailed diagnostics. This paper shows the successful validation of the SDRM against time averaged temperature and velocity within measurement errors. The successful validation allowed application of the SDRM to the SGT-100 twin shaft at the relevant full load conditions. Limited validation data was available due to the complexity of measurement in the real geometry. Comparison of surface temperatures and combustor exit temperature profiles showed an improvement compared to EDM/FRC model. Furthermore, no unphysical phenomena were predicted. This paper presents the successful application of the SDRM to the industrial combustion system. The model shows a marked improvement in the prediction of temperature over the EDM/FRC model previously used. This is of significant importance in the future applications of combustion CFD for understanding of hardware mechanical integrity, combustion emissions and dynamics of the flame. Copyright © 2012 by ASME.

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Superradiance (SR), or cooperative spontaneous emission, has been predicted by R. Dicke before the invention of the laser. During the last few years one can see a renaissance of both experimental and theoretical studies of the superradiant phase transition in a variety of media, ranging from quantum dots and Bose condensates through to black holes. Until recently, despite of many years of research, SR has been considered as a phenomenon of pure scientific interest without obvious potential applications. However, recent investigations of the femtosecond SR emission generation from semiconductors have opened up some practical opportunities for the exploitation of this quantum optics phenomenon. Here we present a brief review of some features, advantages and potential applications of the SR generation from semiconductor laser structures

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Using remote sensing technique, we investigated real-time Nostoc sphaeroides Kiltz (Cyanobacterium) in Closed System under microgravity by SHENZHOU-2 spacecraft in January 2001. The experiments had 1g centrifuges in space for control and ground control group experiments were also carried out in the same equipments and under the same controlled condition. The data about the population growth of Nostoc sp. of experiments and temperature changes of system were got from spacecraft every minute. From the data, we can find that population growth of Nostoc sp. in microgravity group was higher than that of other groups in space or on ground, even though both the control I g group in space and I g group on ground indicated same increasing characteristics in experiments. The growth rate of 1.4g group (centrifuged group on ground) was also promoted during experiment. The temperature changes of systems are also affected by gravity and light. Some aspects about those differences were discussed. From the discussion of these results during experiment, it can be found that gravity is the major factor to lead to these changes. (C) 2004 Elsevier Ltd. All rights reserved.