951 resultados para vector auto-regressive model


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A method involving bubbling of air through a fibrous filter immersed in water has recently been investigated (Agranovski et al. [1]). Experimental results showed that the removal efficiency for ultra-fine aerosols by such filters was greatly increased compared to dry filters. Nuclear Magnetic Resonance (NMR) imaging was used to examine the wet filter and to determine the nature of the gas flow inside the filter (Agranovski et al. [2]). It was found that tortuous preferential pathways (or flow tubes) develop within the filter through which the air flows and the distribution of air and water inside the porous medium has been investigated. The aim of this paper is to investigate the geometry of the pathways and to make estimates of the flow velocities and particle removal efficiency in such pathways. A mathematical model of the flow of air along the preferred pathways has been developed and verified experimentally. Even for the highest realistic gas velocity the flow field was essentially laminar (Re approximate to 250). We solved Laplace's equation for stream function to map trajectories of particles and gas molecules to investigate the possibility of their removal from the carrier.

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The Jordan-Wigner fermionization for the one-dimensional Bariev model of three coupled XY chains is formulated. The L-matrix in terms of fermion operators and the R-matrix are presented explicitly. Furthermore, the graded reflection equations and their solutions are discussed.

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The q-deformed supersymmetric t-J model on a semi-infinite lattice is diagonalized by using the level-one vertex operators of the quantum affine superalgebra U-q[sl(2\1)]. We. give the bosonization of the boundary states. We give an integral expression for the correlation functions of the boundary model, and derive the difference equations which they satisfy.

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A model for finely layered visco-elastic rock proposed by us in previous papers is revisited and generalized to include couple stresses. We begin with an outline of the governing equations for the standard continuum case and apply a computational simulation scheme suitable for problems involving very large deformations. We then consider buckling instabilities in a finite, rectangular domain. Embedded within this domain, parallel to the longer dimension we consider a stiff, layered beam under compression. We analyse folding up to 40% shortening. The standard continuum solution becomes unstable for extreme values of the shear/normal viscosity ratio. The instability is a consequence of the neglect of the bending stiffness/viscosity in the standard continuum model. We suggest considering these effects within the framework of a couple stress theory. Couple stress theories involve second order spatial derivatives of the velocities/displacements in the virtual work principle. To avoid C-1 continuity in the finite element formulation we introduce the spin of the cross sections of the individual layers as an independent variable and enforce equality to the spin of the unit normal vector to the layers (-the director of the layer system-) by means of a penalty method. We illustrate the convergence of the penalty method by means of numerical solutions of simple shears of an infinite layer for increasing values of the penalty parameter. For the shear problem we present solutions assuming that the internal layering is oriented orthogonal to the surfaces of the shear layer initially. For high values of the ratio of the normal-to the shear viscosity the deformation concentrates in thin bands around to the layer surfaces. The effect of couple stresses on the evolution of folds in layered structures is also investigated. (C) 2002 Elsevier Science Ltd. All rights reserved.

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Transfer of the herpes simplex virus type I thymidine kinase (HSV-TK) gene into tumor cells using virus-based vectors in conjunction with ganciclovir (GCV) exposure provides a potential gene therapy strategy for the treatment of cancer. Effective gene therapy,, depends on the efficient transfer and specific targeting of therapeutic genes and their protein products to target cells. The purpose of this study was to investigate the anti-tumor effect of Lentivirus-mediated and MUC1 antibody-targeted VP22-TK/GCV suicide gene therapy in animal models. Mouse models were generated with intraperitoneal injection of human epithelial ovarian cancer cells 3AO, which are MUC1-positive. HTV-1-based lentiviral vectors carrying VP22-TK or scFv-VP22-TK were prepared. The animals were injected intraperitoneally with lentivirus containing scFv-VP22-TK, VP22-TK followed by GCV treatment. Combined treatment of lentivirus-expressed scFv-VP22-TK or VP22-TK with GCV inhibited the proliferation and prolonged survival times compared with the control vector. The survival time of animals treated with scFv-VP22-TK/GCV was significantly longer than that of animals treated with VP22-TK/GCV (p = 0.006). Conclusion: Our results suggest that MUC1 antibody-targeted VP22-TK/GCV suicide gene therapy can efficiently inhibit ovarian tumor growth and increase survival in a nude mouse model of ovarian carcinoma. These data support the development of this method for human clinical trials.

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Simulations provide a powerful means to help gain the understanding of crustal fault system physics required to progress towards the goal of earthquake forecasting. Cellular Automata are efficient enough to probe system dynamics but their simplifications render interpretations questionable. In contrast, sophisticated elasto-dynamic models yield more convincing results but are too computationally demanding to explore phase space. To help bridge this gap, we develop a simple 2D elastodynamic model of parallel fault systems. The model is discretised onto a triangular lattice and faults are specified as split nodes along horizontal rows in the lattice. A simple numerical approach is presented for calculating the forces at medium and split nodes such that general nonlinear frictional constitutive relations can be modeled along faults. Single and multi-fault simulation examples are presented using a nonlinear frictional relation that is slip and slip-rate dependent in order to illustrate the model.

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Almost all leprosy cases reported in industrialized countries occur amongst immigrants or refugees from developing countries where leprosy continues to be an important health issue. Screening for leprosy is an important question for governments in countries with immigration and refugee programmes. A decision analysis framework is used to evaluate leprosy screening. The analysis uses a set of criteria and parameters regarding leprosy screening, and available data to estimate the number of cases which would be detected by a leprosy screening programme of immigrants from countries with different leprosy prevalences, compared with a policy of waiting for immigrants who develop symptomatic clinical diseases to present for health care. In a cohort of 100,000 immigrants from high leprosy prevalence regions (3.6/10,000), screening would detect 32 of the 42 cases which would arise in the destination country over the 14 years after migration; from medium prevalence areas (0.7/10,000) 6.3 of the total 8.1 cases would be detected, and from low prevalence regions (0.2/10,600) 1.8 of 2.3 cases. Using Australian data, the migrant mix would produce 74 leprosy cases from 10 years intake; screening would detect 54, and 19 would be diagnosed subsequently after migration. Screening would only produce significant case-yield amongst immigrants from regions or social groups with high leprosy prevalence. Since the number of immigrants to Australia from countries of higher endemnicity is not large routine leprosy screening would have a small impact on case incidence.

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We model a buyer who wishes to combine objects owned by two separate sellers in order to realize higher value. Sellers are able to avoid entering into negotiations with the buyer, so that the order in which they negotiate is endogenous. Holdout occurs if at least one of the sellers is not present in the first round of negotiations. We demonstrate that complementarity of the buyer's technology is a necessary condition for equilibrium holdout. Moreover, a rise in complementarity leads to an increased likelihood of holdout, and an increased efficiency loss. Applications include patents, the land assembly problem, and mergers.

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Starting with an initial price vector, prices are adjusted in order to eliminate the excess demand and at the same time to keep the transfers to the sellers as low as possible. In each step of the auction, to which set of sellers should those transfers be made is the key issue in the description of the algorithm. We assume additively separable utilities and introduce a novel distinction by considering multiple sellers owing multiple identical objects and multiple buyers with an exogenously defined quota, consuming more than one object but at most one unit of a seller`s good and having multi-dimensional payoffs. This distinction induces a necessarily more complicated construction of the over-demanded sets than the constructions of these sets for the other assignment games. For this approach, our mechanism yields the buyer-optimal competitive equilibrium payoff, which equals the buyer-optimal stable payoff. The symmetry of the model allows to getting the seller-optimal stable payoff and the seller-optimal competitive equilibrium payoff can then be also derived.

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To attend and obtain the systems and. internal controls mechanisms proposed by Sarbanes-Oxley certifications is actually a big challenge,for most of the multinational companies registered in SEC (US Securities and Exchange Commission). This work has the objective of contributing to the analysis of this methodology, not only to attend the law but to reduce cost and generate value through the strengthen of the internal control systems, turning them into animating value generation process mechanisms. So, the idea is to identify the main gaps in the theory through the literature revision and a case study in order to put a question to the main deficiencies, strong points or contributions through the evaluation of the noticed practices. Finally, we can say that a a result of the research and the analyses made in. this case, the vast majority of executives and other employees recognize the benefit that Sarbanes-Oxley Act has brought to the company searched. Also recognize that, although there is still necessity for systemic adequacy and infrastructure, it helps and reinforce reducing and controlling the risks. the system of internal controls in all areas of expertise. They approach and understand that there is the need for a change in the other employees` culture to be inserted in the day-today routine as internal controls, attention to Sarbanes-Oxley and Corporate Governance, making the control cost smaller when compared to the benefits generated.