961 resultados para Non-reversible stochastic dynamics


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The steam turbines play a significant role in global power generation. Especially, research on low pressure (LP) steam turbine stages is of special importance for steam turbine man- ufactures, vendors, power plant owners and the scientific community due to their lower efficiency than the high pressure steam turbine stages. Because of condensation, the last stages of LP turbine experience irreversible thermodynamic losses, aerodynamic losses and erosion in turbine blades. Additionally, an LP steam turbine requires maintenance due to moisture generation, and therefore, it is also affecting on the turbine reliability. Therefore, the design of energy efficient LP steam turbines requires a comprehensive analysis of condensation phenomena and corresponding losses occurring in the steam tur- bine either by experiments or with numerical simulations. The aim of the present work is to apply computational fluid dynamics (CFD) to enhance the existing knowledge and understanding of condensing steam flows and loss mechanisms that occur due to the irre- versible heat and mass transfer during the condensation process in an LP steam turbine. Throughout this work, two commercial CFD codes were used to model non-equilibrium condensing steam flows. The Eulerian-Eulerian approach was utilised in which the mix- ture of vapour and liquid phases was solved by Reynolds-averaged Navier-Stokes equa- tions. The nucleation process was modelled with the classical nucleation theory, and two different droplet growth models were used to predict the droplet growth rate. The flow turbulence was solved by employing the standard k-ε and the shear stress transport k-ω turbulence models. Further, both models were modified and implemented in the CFD codes. The thermodynamic properties of vapour and liquid phases were evaluated with real gas models. In this thesis, various topics, namely the influence of real gas properties, turbulence mod- elling, unsteadiness and the blade trailing edge shape on wet-steam flows, are studied with different convergent-divergent nozzles, turbine stator cascade and 3D turbine stator-rotor stage. The simulated results of this study were evaluated and discussed together with the available experimental data in the literature. The grid independence study revealed that an adequate grid size is required to capture correct trends of condensation phenomena in LP turbine flows. The study shows that accurate real gas properties are important for the precise modelling of non-equilibrium condensing steam flows. The turbulence modelling revealed that the flow expansion and subsequently the rate of formation of liquid droplet nuclei and its growth process were affected by the turbulence modelling. The losses were rather sensitive to turbulence modelling as well. Based on the presented results, it could be observed that the correct computational prediction of wet-steam flows in the LP turbine requires the turbulence to be modelled accurately. The trailing edge shape of the LP turbine blades influenced the liquid droplet formulation, distribution and sizes, and loss generation. The study shows that the semicircular trailing edge shape predicted the smallest droplet sizes. The square trailing edge shape estimated greater losses. The analysis of steady and unsteady calculations of wet-steam flow exhibited that in unsteady simulations, the interaction of wakes in the rotor blade row affected the flow field. The flow unsteadiness influenced the nucleation and droplet growth processes due to the fluctuation in the Wilson point.

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One challenge on data assimilation (DA) methods is how the error covariance for the model state is computed. Ensemble methods have been proposed for producing error covariance estimates, as error is propagated in time using the non-linear model. Variational methods, on the other hand, use the concepts of control theory, whereby the state estimate is optimized from both the background and the measurements. Numerical optimization schemes are applied which solve the problem of memory storage and huge matrix inversion needed by classical Kalman filter methods. Variational Ensemble Kalman filter (VEnKF), as a method inspired the Variational Kalman Filter (VKF), enjoys the benefits from both ensemble methods and variational methods. It avoids filter inbreeding problems which emerge when the ensemble spread underestimates the true error covariance. In VEnKF this is tackled by resampling the ensemble every time measurements are available. One advantage of VEnKF over VKF is that it needs neither tangent linear code nor adjoint code. In this thesis, VEnKF has been applied to a two-dimensional shallow water model simulating a dam-break experiment. The model is a public code with water height measurements recorded in seven stations along the 21:2 m long 1:4 m wide flume’s mid-line. Because the data were too sparse to assimilate the 30 171 model state vector, we chose to interpolate the data both in time and in space. The results of the assimilation were compared with that of a pure simulation. We have found that the results revealed by the VEnKF were more realistic, without numerical artifacts present in the pure simulation. Creating a wrapper code for a model and DA scheme might be challenging, especially when the two were designed independently or are poorly documented. In this thesis we have presented a non-intrusive approach of coupling the model and a DA scheme. An external program is used to send and receive information between the model and DA procedure using files. The advantage of this method is that the model code changes needed are minimal, only a few lines which facilitate input and output. Apart from being simple to coupling, the approach can be employed even if the two were written in different programming languages, because the communication is not through code. The non-intrusive approach is made to accommodate parallel computing by just telling the control program to wait until all the processes have ended before the DA procedure is invoked. It is worth mentioning the overhead increase caused by the approach, as at every assimilation cycle both the model and the DA procedure have to be initialized. Nonetheless, the method can be an ideal approach for a benchmark platform in testing DA methods. The non-intrusive VEnKF has been applied to a multi-purpose hydrodynamic model COHERENS to assimilate Total Suspended Matter (TSM) in lake Säkylän Pyhäjärvi. The lake has an area of 154 km2 with an average depth of 5:4 m. Turbidity and chlorophyll-a concentrations from MERIS satellite images for 7 days between May 16 and July 6 2009 were available. The effect of the organic matter has been computationally eliminated to obtain TSM data. Because of computational demands from both COHERENS and VEnKF, we have chosen to use 1 km grid resolution. The results of the VEnKF have been compared with the measurements recorded at an automatic station located at the North-Western part of the lake. However, due to TSM data sparsity in both time and space, it could not be well matched. The use of multiple automatic stations with real time data is important to elude the time sparsity problem. With DA, this will help in better understanding the environmental hazard variables for instance. We have found that using a very high ensemble size does not necessarily improve the results, because there is a limit whereby additional ensemble members add very little to the performance. Successful implementation of the non-intrusive VEnKF and the ensemble size limit for performance leads to an emerging area of Reduced Order Modeling (ROM). To save computational resources, running full-blown model in ROM is avoided. When the ROM is applied with the non-intrusive DA approach, it might result in a cheaper algorithm that will relax computation challenges existing in the field of modelling and DA.

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A detailed non-equilibrium state diagram of shape-anisotropic particle fluids is constructed. The effects of particle shape are explored using Naive Mode Coupling Theory (NMCT), and a single particle Non-linear Langevin Equation (NLE) theory. The dynamical behavior of non-ergodic fluids are discussed. We employ a rotationally frozen approach to NMCT in order to determine a transition to center of mass (translational) localization. Both ideal and kinetic glass transitions are found to be highly shape dependent, and uniformly increase with particle dimensionality. The glass transition volume fraction of quasi 1- and 2- dimensional particles fall monotonically with the number of sites (aspect ratio), while 3-dimensional particles display a non-monotonic dependence of glassy vitrification on the number of sites. Introducing interparticle attractions results in a far more complex state diagram. The ideal non-ergodic boundary shows a glass-fluid-gel re-entrance previously predicted for spherical particle fluids. The non-ergodic region of the state diagram presents qualitatively different dynamics in different regimes. They are qualified by the different behaviors of the NLE dynamic free energy. The caging dominated, repulsive glass regime is characterized by long localization lengths and barrier locations, dictated by repulsive hard core interactions, while the bonding dominated gel region has short localization lengths (commensurate with the attraction range), and barrier locations. There exists a small region of the state diagram which is qualified by both glassy and gel localization lengths in the dynamic free energy. A much larger (high volume fraction, and high attraction strength) region of phase space is characterized by short gel-like localization lengths, and long barrier locations. The region is called the attractive glass and represents a 2-step relaxation process whereby a particle first breaks attractive physical bonds, and then escapes its topological cage. The dynamic fragility of fluids are highly particle shape dependent. It increases with particle dimensionality and falls with aspect ratio for quasi 1- and 2- dimentional particles. An ultralocal limit analysis of the NLE theory predicts universalities in the behavior of relaxation times, and elastic moduli. The equlibrium phase diagram of chemically anisotropic Janus spheres and Janus rods are calculated employing a mean field Random Phase Approximation. The calculations for Janus rods are corroborated by the full liquid state Reference Interaction Site Model theory. The Janus particles consist of attractive and repulsive regions. Both rods and spheres display rich phase behavior. The phase diagrams of these systems display fluid, macrophase separated, attraction driven microphase separated, repulsion driven microphase separated and crystalline regimes. Macrophase separation is predicted in highly attractive low volume fraction systems. Attraction driven microphase separation is charaterized by long length scale divergences, where the ordering length scale determines the microphase ordered structures. The ordering length scale of repulsion driven microphase separation is determined by the repulsive range. At the high volume fractions, particles forgo the enthalpic considerations of attractions and repulsions to satisfy hard core constraints and maximize vibrational entropy. This results in site length scale ordering in rods, and the sphere length scale ordering in Janus spheres, i.e., crystallization. A change in the Janus balance of both rods and spheres results in quantitative changes in spinodal temperatures and the position of phase boundaries. However, a change in the block sequence of Janus rods causes qualitative changes in the type of microphase ordered state, and induces prominent features (such as the Lifshitz point) in the phase diagrams of these systems. A detailed study of the number of nearest neighbors in Janus rod systems reflect a deep connection between this local measure of structure, and the structure factor which represents the most global measure of order.

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Using a model derived from lubrication theory, we consider the evolution of a thin viscous film coating the interior or exterior of a cylindrical tube. The flow is driven by surface tension and gravity and the liquid is assumed to wet the cylinder perfectly. When the tube is horizontal, we use large-time simulations to describe the bifurcation structure of the capillary equilibria appearing at low Bond number. We identify a new film configuration in which an isolated dry patch appears at the top of the tube and demonstrate hysteresis in the transition between rivulets and annular collars as the tube length is varied. For a tube tilted to the vertical, we show how a long initially uniform rivulet can break up first into isolated drops and then annular collars, which subsequently merge. We also show that the speed at which a localized drop moves down the base of a tilted tube is non-monotonic in tilt angle.

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Ocean acidification poses a serious threat to a broad suite of calcifying organisms. Scleractinian corals and cal- careous algae that occupy shallow, tropical waters are vulnerable to global changes in ocean chemistry be- cause they already are subject to stressful and variable carbon dynamics at the local scale. For example, net heterotrophy increases carbon dioxide concentrations, and pH varies with diurnal fluctuations in photosyn- thesis and respiration. Few researchers, however, have investigated the possibility that carbon dioxide con- sumption during photosynthesis by non-calcifying photoautotrophs, such as seagrasses, can ameliorate deleterious effects of ocean acidi fi cation on sympatric calcareous algae. Naturally occurring variations in the density of seagrasses and associated calcareous algae provide an ecologically relevant test of the hypoth- esis that diel fl uctuations in water chemistry driven by cycles of photosynthesis and respiration within seagrass beds create microenvironments that enhance macroalgal calci fi cation. In Grape Tree Bay off Little Cayman Island BWI, we quanti fi ed net production and characterized calci fi cation for thalli of the calcareous green alga Halimeda incrassata growing within beds of Thalassia testudinum with varying shoot densities. Re- sults indicated that individual H . incrassata thalli were ~6% more calci fi ed in dense seagrass beds. On an areal basis, however, far more calcium carbonate was produced by H . incrassata in areas where seagrasses were less dense due to higher rates of production. In addition, diel pH regimes in vegetated and unvegetated areas within the lagoon were not signi fi cantly different, suggesting a high degree of water exchange and mixing throughout the lagoon. These results suggest that, especially in well-mixed lagoons, carbonate pro- duction by calcareous algae may be more related to biotic interactions between seagrasses and calcareous algae than to seagrass-mediated changes in local water chemistry.

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The social landscape is filled with an intricate web of species-specific desired objects and course of actions. Humans are highly social animals and, as they navigate this landscape, they need to produce adapted decision-making behaviour. Traditionally social and non-social neural mechanisms affecting choice have been investigated using different approaches. Recently, in an effort to unite these findings, two main theories have been proposed to explain how the brain might encode social and non-social motivational decision-making: the extended common currency and the social valuation specific schema (Ruff & Fehr 2014). One way to test these theories is to directly compare neural activity related to social and non-social decision outcomes within the same experimental setting. Here we address this issue by focusing on the neural substrates of social and non-social forms of uncertainty. Using functional magnetic resonance imaging (fMRI) we directly compared the neural representations of reward and risk prediction and errors (RePE and RiPE) in social and non- social situations using gambling games. We used a trust betting game to vary uncertainty along a social dimension (trustworthiness), and a card game (Preuschoff et al. 2006) to vary uncertainty along a non-social dimension (pure risk). The trust game was designed to maintain the same structure of the card game. In a first study, we exposed a divide between subcortical and cortical regions when comparing the way these regions process social and non-social forms of uncertainty during outcome anticipation. Activity in subcortical regions reflected social and non-social RePE, while activity in cortical regions correlated with social RePE and non-social RiPE. The second study focused on outcome delivery and integrated the concept of RiPE in non-social settings with that of fairness and monetary utility maximisation in social settings. In particular these results corroborate recent models of anterior insula function (Singer et al. 2009; Seth 2013), and expose a possible neural mechanism that weights fairness and uncertainty but not monetary utility. The third study focused on functionally defined regions of the early visual cortex (V1) showing how activity in these areas, traditionally considered only visual, might reflect motivational prediction errors in addition to known perceptual prediction mechanisms (den Ouden et al 2012). On the whole, while our results do not support unilaterally one or the other theory modeling the underlying neural dynamics of social and non-social forms of decision making, they provide a working framework where both general mechanisms might coexist.

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Exhaled breath (EB) and exhaled breath condensate (EBC) contain numerous volatile gases and a wide-array of non-volatile compounds, several of which have been investigated as markers of lower airway inflammation in human and veterinary medicine and have been used to diagnose and monitor diseases associated with pulmonary inflammation. The identification of reliable biomarkers within EB and EBC is an active research focus with the common goal of establishing non-invasive and repeatable assessment of respiratory health and disease in mammals. The application of EB and EBC analysis holds considerable appeal in the investigation of respiratory disease in Thoroughbred racehorses, as inflammatory airway disease (IAD) is a common cause for poor performance in this population of animals. This study documented that EB and EBC samples can be safely collected from Thoroughbred racehorses in their own environment, without adverse effect or interference with the horse’s training regimen. The use of off-line collection and analysis of exhaled gases via chemiluminescence is suitable for the measurement of exhaled carbon monoxide, but is not appropriate for analyzing exhaled nitric oxide in horses. Significant changes in the concentration of exhaled CO and the pH of EBC occurred in response to strenuous exercise and when exercising in different environmental temperatures. Exhaled CO was associated with tracheal mucus score (and the number of neutrophils in the mucus) and EBC pH was significantly different in horses with evidence of neutrophilic IAD compared to horses without IAD. Numerous physiological and environmental variables were identified as confounding factors in the assessment of both exhaled CO and EBC pH, with respiratory rate prior to EB collection, and during EBC collection, consistently identified as an explanatory variable influencing the concentration of exhaled biomarkers. Further studies in EB and EBC analysis in horses need to focus on objectively accounting for key respiratory dynamics during sample collection.

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This thesis proves certain results concerning an important question in non-equilibrium quantum statistical mechanics which is the derivation of effective evolution equations approximating the dynamics of a system of large number of bosons initially at equilibrium (ground state at very low temperatures). The dynamics of such systems are governed by the time-dependent linear many-body Schroedinger equation from which it is typically difficult to extract useful information due to the number of particles being large. We will study quantitatively (i.e. with explicit bounds on the error) how a suitable one particle non-linear Schroedinger equation arises in the mean field limit as number of particles N → ∞ and how the appropriate corrections to the mean field will provide better approximations of the exact dynamics. In the first part of this thesis we consider the evolution of N bosons, where N is large, with two-body interactions of the form N³ᵝv(Nᵝ⋅), 0≤β≤1. The parameter β measures the strength and the range of interactions. We compare the exact evolution with an approximation which considers the evolution of a mean field coupled with an appropriate description of pair excitations, see [18,19] by Grillakis-Machedon-Margetis. We extend the results for 0 ≤ β < 1/3 in [19, 20] to the case of β < 1/2 and obtain an error bound of the form p(t)/Nᵅ, where α>0 and p(t) is a polynomial, which implies a specific rate of convergence as N → ∞. In the second part, utilizing estimates of the type discussed in the first part, we compare the exact evolution with the mean field approximation in the sense of marginals. We prove that the exact evolution is close to the approximate in trace norm for times of the order o(1)√N compared to log(o(1)N) as obtained in Chen-Lee-Schlein [6] for the Hartree evolution. Estimates of similar type are obtained for stronger interactions as well.

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Sediment oxygen demand (SOD) can be a significant oxygen sink in various types of water bodies, particularly slow-moving waters with substantial organic sediment accumulation. In most settings where SOD is a concern, the prevailing hydraulic conditions are such that the impact of sediment resuspension on SOD is not considered. However, in the case of Bubbly Creek in Chicago, Illinois, the prevailing slack water conditions are interrupted by infrequent intervals of very high flow rates associated with pumped combined sewer overflow (CSO) during intense hydrologic events. These events can cause resuspension of the highly organic, nutrient-rich bottom sediments, resulting in precipitous drawdown of dissolved oxygen (DO) in the water column. While many past studies have addressed the dependence of SOD on near-bed velocity and bed shear stress prior to the point of sediment resuspension, there has been limited research that has attempted to characterize the complex and dynamic phenomenon of resuspended-sediment oxygen demand. To address this issue, a new in situ experimental apparatus referred to as the U of I Hydrodynamic SOD Sampler was designed to achieve a broad range of velocities and associated bed shear stresses. This allowed SOD to be analyzed across the spectrum of no sediment resuspension associated with low velocity/ bed shear stress through full sediment resuspension associated with high velocity / bed shear stress. The current study split SOD into two separate components: (1) SODNR is the sediment oxygen demand associated with non-resuspension conditions and is a surface sink calculated using traditional methods to yield a value with units (g/m2/day); and (2) SODR is the oxygen demand associated with resuspension conditions, which is a volumetric sink most accurately characterized using non-traditional methods and units that reflect suspension in the water column (mg/L/day). In the case of resuspension, the suspended sediment concentration was analyzed as a function of bed shear stress, and a formulation was developed to characterize SODR as a function of suspended sediment concentration in a form similar to first-order biochemical oxygen demand (BOD) kinetics with Monod DO term. The results obtained are intended to be implemented into a numerical model containing hydrodynamic, sediment transport, and water quality components to yield oxygen demand varying in both space and time for specific flow events. Such implementation will allow evaluation of proposed Bubbly Creek water quality improvement alternatives which take into account the impact of SOD under various flow conditions. Although the findings were based on experiments specific to the conditions in Bubbly Creek, the techniques and formulations developed in this study should be applicable to similar sites.

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Stochastic methods based on time-series modeling combined with geostatistics can be useful tools to describe the variability of water-table levels in time and space and to account for uncertainty. Monitoring water-level networks can give information about the dynamic of the aquifer domain in both dimensions. Time-series modeling is an elegant way to treat monitoring data without the complexity of physical mechanistic models. Time-series model predictions can be interpolated spatially, with the spatial differences in water-table dynamics determined by the spatial variation in the system properties and the temporal variation driven by the dynamics of the inputs into the system. An integration of stochastic methods is presented, based on time-series modeling and geostatistics as a framework to predict water levels for decision making in groundwater management and land-use planning. The methodology is applied in a case study in a Guarani Aquifer System (GAS) outcrop area located in the southeastern part of Brazil. Communication of results in a clear and understandable form, via simulated scenarios, is discussed as an alternative, when translating scientific knowledge into applications of stochastic hydrogeology in large aquifers with limited monitoring network coverage like the GAS.

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We model the way in which polymers bind to DNA and neutralise its charged backbone by analysing the dynamics of the distribution of gaps along the DNA. We generalise existing theory for irreversible binding to construct new deterministic models which include polymer removal, movement along the DNA and allow for binding with overlaps. We show that reversible binding alters the capacity of the DNA for polymers by allowing the rearrangement of polymer positions over a longer timescale than when binding is irreversible. When the polymers do not overlap, allowing reversible binding increases the number of polymers adhered and hence the charge that the DNA can accommodate; in contrast, when overlaps occur, reversible binding reduces the amount of charge neutralised by the polymers.

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The dynamics of intracellular Ca²⁺ is driven by random events called Ca²⁺ puffs, in which Ca²⁺ is liberated from intracellular stores. We show that the emergence of Ca²⁺ puffs can be mapped to an escape process. The mean first passage times that correspond to the stochastic fraction of puff periods are computed from a novel master equation and two Fokker-Planck equations. Our results demonstrate that the mathematical modeling of Ca²⁺ puffs has to account for the discrete character of the Ca²⁺ release sites and does not permit a continuous description of the number of open channels.

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Objectives To investigate the molecular interaction between beta-cyclodextrin (beta CD) or hydroxypropyl-beta-cyclodextrin (HP beta CD) and riboflavin (RF), and to test the anticancer potential of these formulations. Methods The physicochemical characterization of the association between RF and CDs was performed by UV-vis absorption, fluorescence, differential scanning calorimetry and NMR techniques. Molecular dynamics simulation was used to shed light on the mechanism of interaction of RF and CDs. Additionally, in-vitro cell culture tests were performed to evaluate the cytotoxicity of the RFCD complexes against prostate cancer cells. Key findings Neither beta CD nor HP beta CD led to substantial changes in the physicochemical properties of RF (with the exception of solubility). Additionally, rotating frame Overhauser effect spectroscopy experiments detected no spatial correlations between hydrogens from the internal cavity of CDs and RF, while molecular dynamics simulations revealed out-of-ring RFCD interactions. Notwithstanding, both RF beta CD and RFHP beta CD complexes were cytotoxic to PC3 prostate cancer cells. Conclusions The interaction between RF and either beta CD or HP beta CD, at low concentrations, seems to be made through hydrogen bonding between the flavonoid and the external rim of both CDs. Regardless of the mechanism of complexation, our findings indicate that RFCD complexes significantly increase RF solubility and potentiate its antitumour effect.

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[en] It is known that most of the problems applied in the real life present uncertainty. In the rst part of the dissertation, basic concepts and properties of the Stochastic Programming have been introduced to the reader, also known as Optimization under Uncertainty. Moreover, since stochastic programs are complex to compute, we have presented some other models such as wait-and-wee, expected value and the expected result of using expected value. The expected value of perfect information and the value of stochastic solution measures quantify how worthy the Stochastic Programming is, with respect to the other models. In the second part, it has been designed and implemented with the modeller GAMS and the optimizer CPLEX an application that optimizes the distribution of non-perishable products, guaranteeing some nutritional requirements with minimum cost. It has been developed within Hazia project, managed by Sortarazi association and associated with Food Bank of Biscay and Basic Social Services of several districts of Biscay.

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We evaluate the effectiveness of the Colombian Central Bank´s interventions in the foreign exchange market during the period 2000 to 2014 -- We examine the stochastic process that describes the exchange rate, with a focus on the detection of structural breaks or unit roots in the data to determine whether the Central Bank´s interventions were effective -- We find that the exchange rate can be described either by a random walk or by a trend-stationary model with multiple breaks -- In neither cases do we find any evidence that the exchange rate was affected by the Central Bank interventions