951 resultados para Second-moment Closure
Resumo:
H-1 and F-19 spin-lattice relaxation times in polycrystalline diammonium hexafluorozirconate have been measured in the temperature range of 10-400 K to elucidate the molecular motion of both cation and anion. Interesting features such as translational diffusion at higher temperatures, molecular reorientational motion of both cation and anion groups at intermediate temperatures and quantum rotational tunneling of the ammonium group at lower temperatures have been observed. Nuclear magnetic resonance (NMR) relaxation time results correlate well with the NMR second moment and conductivity studies reported earlier.
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(CH3)4NGeCl3 is prepared, characterized and studied using 1H NMR spin lattice relaxation time and second moment to understand the internal motions and quantum rotational tunneling. Proton second moment is measured at 7 MHz as function of temperature in the range 300-77 K and spin lattice relaxation time (T1) is measured at two Larmor frequencies, as a function of temperature in the range 270-17 K employing a homemade wide-line/pulsed NMR spectrometers. T1 data are analyzed in two temperature regions using relevant theoretical models. The relaxation in the higher temperatures (270-115 K) is attributed to the hindered reorientations of symmetric groups (CH3 and (CH3)4N). Broad asymmetric T1 minima observed below 115 K down to 17 K are attributed to quantum rotational tunneling of the inequivalent methyl groups.
Resumo:
NMR study of ferrous fluosilicate hexahydrate indicated the presence of motion of both proton and fluorine nuclei. Only a single narrow line was observed for protons for any arbitrary orientation of a single crystal with respect to the applied magnetic field. This can be interpreted in terms of a phase-correlated flip motion of the interproton vectors between two disordered orientations or in terms of a hindered rotation of the Fe(H2O) 6 octahedron about the fourfold axes, together with the flip motion. The fluorine second moment indicated that the SiF6 octahedron also is undergoing reorientation. The temperature variation of the powder linewidth showed a transition around 195°K and led to rather low values for the potential barriers hindering the motions. No significant temperature variation of the linewidth was observed for hexahydrated cobalt fluosilicate in the temperature range between 90°K and room temperature. Similar observations in a powder sample of tetrahydrated copper fluosilicate also showed the presence of internal motions. The linewidth transition in this case took place at about 220°K and was found to be rather abrupt. The potential barrier for the motion was found to be relatively high.
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In this paper, an analytical study considering the effect of uncertainties in the seismic analysis of geosynthetic-reinforced soil (GRS) walls is presented. Using limit equilibrium method and assuming sliding wedge failure mechanism, analysis is conducted to evaluate the external stability of GRS walls when subjected to earthquake loads. Target reliability based approach is used to estimate the probability of failure in three modes of failure, viz., sliding, bearing, and eccentricity failure. The properties of reinforced backfill, retained backfill, foundation soil, and geosynthetic reinforcement are treated as random variables. In addition, the uncertainties associated with horizontal seismic acceleration and surcharge load acting on the wall are considered. The optimum length of reinforcement needed to maintain the stability against three modes of failure by targeting various component and system reliability indices is obtained. Studies have also been made to study the influence of various parameters on the seismic stability in three failure modes. The results are compared with those given by first-order second moment method and Monte Carlo simulation methods. In the illustrative example, external stability of the two walls, Gould and Valencia walls, subjected to Northridge earthquake is reexamined.
Resumo:
In this paper, an analytical study considering the effect of uncertainties in the seismic analysis of geosynthetic-reinforced soil (GRS) walls is presented. Using limit equilibrium method and assuming sliding wedge failure mechanism, analysis is conducted to evaluate the external stability of GRS walls when subjected to earthquake loads. Target reliability based approach is used to estimate the probability of failure in three modes of failure, viz., sliding, bearing, and eccentricity failure. The properties of reinforced backfill, retained backfill, foundation soil, and geosynthetic reinforcement are treated as random variables. In addition, the uncertainties associated with horizontal seismic acceleration and surcharge load acting on the wall are considered. The optimum length of reinforcement needed to maintain the stability against three modes of failure by targeting various component and system reliability indices is obtained. Studies have also been made to study the influence of various parameters on the seismic stability in three failure modes. The results are compared with those given by first-order second moment method and Monte Carlo simulation methods. In the illustrative example, external stability of the two walls, Gould and Valencia walls, subjected to Northridge earthquake is reexamined.
Resumo:
In this thesis we deal with the concept of risk. The objective is to bring together and conclude on some normative information regarding quantitative portfolio management and risk assessment. The first essay concentrates on return dependency. We propose an algorithm for classifying markets into rising and falling. Given the algorithm, we derive a statistic: the Trend Switch Probability, for detection of long-term return dependency in the first moment. The empirical results suggest that the Trend Switch Probability is robust over various volatility specifications. The serial dependency in bear and bull markets behaves however differently. It is strongly positive in rising market whereas in bear markets it is closer to a random walk. Realized volatility, a technique for estimating volatility from high frequency data, is investigated in essays two and three. In the second essay we find, when measuring realized variance on a set of German stocks, that the second moment dependency structure is highly unstable and changes randomly. Results also suggest that volatility is non-stationary from time to time. In the third essay we examine the impact from market microstructure on the error between estimated realized volatility and the volatility of the underlying process. With simulation-based techniques we show that autocorrelation in returns leads to biased variance estimates and that lower sampling frequency and non-constant volatility increases the error variation between the estimated variance and the variance of the underlying process. From these essays we can conclude that volatility is not easily estimated, even from high frequency data. It is neither very well behaved in terms of stability nor dependency over time. Based on these observations, we would recommend the use of simple, transparent methods that are likely to be more robust over differing volatility regimes than models with a complex parameter universe. In analyzing long-term return dependency in the first moment we find that the Trend Switch Probability is a robust estimator. This is an interesting area for further research, with important implications for active asset allocation.
Resumo:
Utilizing concurrent 5-minute returns, the intraday dynamics and inter-market dependencies in international equity markets were investigated. A strong intraday cyclical autocorrelation structure in the volatility process was observed to be caused by the diurnal pattern. A major rise in contemporaneous cross correlation among European stock markets was also noticed to follow the opening of the New York Stock Exchange. Furthermore, the results indicated that the returns for UK and Germany responded to each other’s innovations, both in terms of the first and second moment dependencies. In contrast to earlier research, the US stock market did not cause significant volatility spillover to the European markets.
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In this paper, direct numerical simulation of autoignition in an initially non-premixed medium under isotropic, homogeneous, and decaying turbulence is presented. The pressure-based method developed herein is a spectral implementation of the sequential steps followed in the predictor-corrector type of algorithms; it includes the effects of density fluctuations caused by spatial inhomogeneities ill temperature and species. The velocity and pressure field are solved in the spectral space while the scalars and density field are solved in the physical space. The presented results reveal that the autoignition spots originate and evolve at locations where (1) the composition corresponds to a small range around a specific mixture fraction, and (2) the conditional scaler dissipation rate is low. A careful examination of the data obtained indicates that the autoignition spots originate in the vortex cores, and the hot gases travel outward as combustion progresses. Hence, the applicability of the transient laminar flamelet model for this problem is questioned. The dependence of autoignition characteristics on parameters such as (1) die initial eddy-turnover time and (2) the initial ratio of length scale of scalars to that of velocities are investigated. Certain implications of new results on the conditional moment closure modeling are discussed.
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The effect of high hydrostatic pressure up to 1.5 GPa on ionic motion in (NH4)4Fe(CN)6.1.5H2O has been studied by wide-line 1H NMR experiments performed in the temperature range from room temperature to 77 K. The experiments at room temperature have shown a large increase in the second moment at 0.45 GPa as a result of a pressure-induced phase transition. The temperature dependence study up to 0.425 GPa has shown a gradual increase in the values of activation energy and attempt frequency with increase in pressure. The activation volume for motion at 300 K has been estimated to be 6% of molar volume. Vacancy-assisted ionic jumps are concluded to be the mode of charge transport. Second moments estimated at 77 K show evidence for tunnelling reorientation of at least one of the two NH4+ groups in the compound.
Resumo:
The temperature dependence of 1H spin-lattice relaxation time, T1, and that of the second moment, M2, are analysed in the temperature range 390 K to 77 K. A plot of T1 vs inverse temperature shows three phase transitions at 250 K, 167 K and 111 K. At 167 K, T1 displays a large jump while it shows changes in slope at 250 K and 111 K. In the high temperature phase (> 167 K), the correlated motion of CH3 and NH3 groups is found to cause the relaxation while their uncorrelated motion takes over in the low temperature phases (< 167 K). The unusual T1 behaviour in phase II (250 K-167 K) is ascribed to the small angle torsion of the cation. A constant M2 value of ∼ 9.7 G2, throughout the range of temperature studied, indicates the presence of reorientation of CH3 and NH3 groups.
Resumo:
Wide-line proton NMR spectra of ammonium thiocyanate have been recorded at 77 K as a function of external hydrostatic pressure. Contrary to expectations the line-width and the second moment decrease with the increase of pressure. This, however, is in accordance with the anomalous behaviour observed in other magnetic resonance studies of this compound and can be understood in terms of the change of electron density around the nitrogen atom of the SCN- group.
Resumo:
The proton second moment M2 and spin-lattice relaxation time T1 have been measured in ammonium tribromo stannate (NH4SnBr3) in the temperature range 77–300 K, to determine the ammonium dynamics. The continuous wave signal is strong and narrow at 77 and 300 K but has revealed an interesting intensity anomaly between 210 and 125 K. T1 shows a maximum (13 s) around 220 K. No minimum in the T1 vs 1000/T plot was observed down to 77 K. M2 and T1 results are interpreted in terms of NH+4 ion dynamics. The activation energy Ea for NH+4 ion reorientation is estimated to be 1.4 kcal mol−1.
Resumo:
The proton second moment (M2) and spin-lattice relaxation time (T1) have been measured in (NH4)2ZnBr4 in the range 77-300 K. The room-temperature spectrum shows a structure which disappears around 243 K. The signal is strong and narrow even at 77 K. Proton T1 shows a maximum at 263 K, caused by spin rotation interaction and decreases with decreasing temperature till 235 K, where it shows a sudden increase. Below 235 K, again it decreases and shows a slope change around 216.5 K (reported Tc). From 216.5 K, T1 decreases continuously without exhibiting any minimum down to 77 K. The narrow line at 77 K, and absence of a T1 minimum down to 77 K indicate the possibility of quantum mechanical tunnelling in this system. Motional parameters such as activation energy and pre-exponential factor have been evaluated for the reorientational motion of the NH+4 ion.
Resumo:
In the theoretical treatments of the dynamics of solvation of a newly created ion in a dipolar solvent, the self-motion of the solute is usually ignored. Recently, it has been shown that for a light ion the translational motion of the ion can significantly enhance its own rate of solvation. Therefore, solvation itself may not be the rate determining step in the equilibration. Instead, the rate determining step is the search of the low energy configuration which serves to localize the light ion. In this article a microscopic calculation of the probability distribution of the interaction energy of the nascent charge with the dipolar solvent molecules is presented in order to address this problem of solute trapping. It is found that to a good approximation, this distribution is Gaussian and the second moment of this distribution is exactly equal to the half of its own solvation energy. It is shown that this is in excellent agreement with the simulation results that are available for the model Brownian dipolar lattice and for liquid acetonitrile. If the distortion of the solvent by the ion is negligible then the same relation gives the energy distribution for the solvated ion, with the average centered at the final equilibrium solvation energy. These results are expected to be useful in understanding various chemical processes in dipolar liquids. Another interesting outcome of the present study is a simple dynamic argument that supports Onsager's ''inverse snow-ball'' conjecture of solvation of a light ion. A simple derivation of the semi-phenomenological relation between the solvation time correlation function and the single particle orientation, reported recently by Maroncelli et al. (J. Phys. Chem. 97 (1993) 13), is also presented.
Resumo:
In this paper the use of probability theory in reliability based optimum design of reinforced gravity retaining wall is described. The formulation for computing system reliability index is presented. A parametric study is conducted using advanced first order second moment method (AFOSM) developed by Hasofer-Lind and Rackwitz-Fiessler (HL-RF) to asses the effect of uncertainties in design parameters on the probability of failure of reinforced gravity retaining wall. Totally 8 modes of failure are considered, viz overturning, sliding, eccentricity, bearing capacity failure, shear and moment failure in the toe slab and heel slab. The analysis is performed by treating back fill soil properties, foundation soil properties, geometric properties of wall, reinforcement properties and concrete properties as random variables. These results are used to investigate optimum wall proportions for different coefficients of variation of φ (5% and 10%) and targeting system reliability index (βt) in the range of 3 – 3.2.