Numerical prediction of gas concentrations and fluctuations above a triangular hill within a turbulent boundary layer

The objective of the present work is to propose a numerical and statistical approach, using computational fluid dynamics, for the study of the atmospheric pollutant dispersion. Modifications in the standard k-epsilon turbulence model and additional equations for the calculation of the variance of concentration are introduced to enhance the prediction of the flow field and scalar quantities. The flow field, the mean concentration and the variance of a flow over a two-dimensional triangular hill, with a finite-size point pollutant source, are calculated by a finite volume code and compared with published experimental results. A modified low Reynolds k-epsilon turbulence model was employed in this work, using the constant of the k-epsilon model C(mu)=0.03 to take into account the inactive atmospheric turbulence. The numerical results for the velocity profiles and the position of the reattachment point are in good agreement with the experimental results. The results for the mean and the variance of the concentration are also in good agreement with experimental results from the literature. (C) 2009 Elsevier Ltd. All rights reserved.

Simulation of the Barkhausen Noise using random field Ising model with long-range interaction

We present a method to simulate the Magnetic Barkhausen Noise using the Random Field Ising Model with magnetic long-range interaction. The method allows calculating the magnetic flux density behavior in particular sections of the lattice reticule. The results show an internal demagnetizing effect that proceeds from the magnetic long-range interactions. This demagnetizing effect induces the appearing of a magnetic pattern in the region of magnetic avalanches. When compared with the traditional method, the proposed numerical procedure neatly reduces computational costs of simulation. (c) 2008 Published by Elsevier B.V.

Directional Wave Spectrum Estimation Based on Vessel`s 1st-order Motions: Field Results

In this paper, 2 different approaches for estimating the directional wave spectrum based on a vessel`s 1st-order motions are discussed, and their predictions are compared to those provided by a wave buoy. The real-scale data were obtained in an extensive monitoring campaign based on an FPSO unit operating at Campos Basin, Brazil. Data included vessel motions, heading and tank loadings. Wave field information was obtained by means of a heave-pitch-roll buoy installed in the vicinity of the unit. `two of the methods most widely used for this kind of analysis are considered, one based on Bayesian statistical inference, the other consisting of a parametrical representation of the wave spectrum. The performance of both methods is compared, and their sensitivity to input parameters is discussed. This analysis complements a set of previous validations based on numerical and towing-tank results and allows for a preliminary evaluation of reliability when applying the methodology at full scale.

Modeling the kinetics of the coalescence of water droplets in crude oil emulsions subject to an electric field, with the cellular automata technique

In this study, the concept of cellular automata is applied in an innovative way to simulate the separation of phases in a water/oil emulsion. The velocity of the water droplets is calculated by the balance of forces acting on a pair of droplets in a group, and cellular automata is used to simulate the whole group of droplets. Thus, it is possible to solve the problem stochastically and to show the sequence of collisions of droplets and coalescence phenomena. This methodology enables the calculation of the amount of water that can be separated from the emulsion under different operating conditions, thus enabling the process to be optimized. Comparisons between the results obtained from the developed model and the operational performance of an actual desalting unit are carried out. The accuracy observed shows that the developed model is a good representation of the actual process. (C) 2010 Published by Elsevier Ltd.

Scheduling in a two-machine flowshop for the minimization of the mean absolute deviation from a common due date

This paper addresses the minimization of the mean absolute deviation from a common due date in a two-machine flowshop scheduling problem. We present heuristics that use an algorithm, based on proposed properties, which obtains an optimal schedule fora given job sequence. A new set of benchmark problems is presented with the purpose of evaluating the heuristics. Computational experiments show that the developed heuristics outperform results found in the literature for problems up to 500 jobs. (C) 2007 Elsevier Ltd. All rights reserved.

Silicon Field-Emission Devices Fabricated Using the Hydrogen Implantation-Porous Silicon (HI-PS) Micromachining Technique

This paper presents a relatively simple method to fabricate field-emitter arrays from silicon substrates. These devices are obtained from silicon micromachining by means of the HI-PS technique-a combination of hydrogen ion implantation and porous silicon used as sacrificial layer. Also, a new process sequence is proposed and implemented to fabricate self-aligned integrated field-emission devices based on this technique. Electrical characteristics of the microtips obtained show good agreement with the Fowler-Nordheim theory, which are suitable for the proposed application.

Sampled Control for Mean-Variance Hedging in a Jump Diffusion Financial Market

In this technical note we consider the mean-variance hedging problem of a jump diffusion continuous state space financial model with the re-balancing strategies for the hedging portfolio taken at discrete times, a situation that more closely reflects real market conditions. A direct expression based on some change of measures, not depending on any recursions, is derived for the optimal hedging strategy as well as for the ""fair hedging price"" considering any given payoff. For the case of a European call option these expressions can be evaluated in a closed form.

Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise

In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.

Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises

In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman type filter conveniently implementable in a recurrence form. The stationary case is also studied and a proof for the convergence of the error covariance matrix of the LMMSE to a stationary value under the assumption of mean square stability of the system and ergodicity of the associated Markov chain is obtained. It is shown that there exists a unique positive semi-definite solution for the stationary Riccati-like filter equation and, moreover, this solution is the limit of the error covariance matrix of the LMMSE. The advantage of this scheme is that it is very easy to implement and all calculations can be performed offline. (c) 2011 Elsevier Ltd. All rights reserved.

Determining the effect of grain size and maximum induction upon coercive field of electrical steels

Although theoretical models have already been proposed, experimental data is still lacking to quantify the influence of grain size upon coercivity of electrical steels. Some authors consider a linear inverse proportionality, while others suggest a square root inverse proportionality. Results also differ with regard to the slope of the reciprocal of grain size-coercive field relation for a given material. This paper discusses two aspects of the problem: the maximum induction used for determining coercive force and the possible effect of lurking variables such as the grain size distribution breadth and crystallographic texture. Electrical steel sheets containing 0.7% Si, 0.3% Al and 24 ppm C were cold-rolled and annealed in order to produce different grain sizes (ranging from 20 to 150 mu m). Coercive field was measured along the rolling direction and found to depend linearly on reciprocal of grain size with a slope of approximately 0.9 (A/m)mm at 1.0 T induction. A general relation for coercive field as a function of grain size and maximum induction was established, yielding an average absolute error below 4%. Through measurement of B(50) and image analysis of micrographs, the effects of crystallographic texture and grain size distribution breadth were qualitatively discussed. (C) 2011 Elsevier B.V. All rights reserved.

KDP/PEDOT: PSS mixture as a new alternative in the fabrication of pressure sensing devices

In this work we studied the mixture of poly(3,4-ethylenedioxythiophene): poly(styrenesulfonate) (PEDOT:PSS), a commercial polymer, with monobasic potassium phosphate (KDP), a piezoelectric salt, as a possible novel material in the fabrication of a low cost, easy-to-make,flexible pressure sensing device. The mixture between KDP and PEDOT: PSS was painted in a flexible polyester substrate and dried. Afterwards, I x V curves were carried out. The samples containing KDP presented higher values of current in smaller voltages than the PEDOT: PSS without KDP. This can mean a change in the chain arrays. Other results showed that the material responds to directly applied pressure to the sample that can be useful to sensors fabrication. (c) 2008 Elsevier B.V. All rights reserved.

A generalized multi-period mean-variance portfolio optimization with Markov switching parameters

In this paper, we deal with a generalized multi-period mean-variance portfolio selection problem with market parameters Subject to Markov random regime switchings. Problems of this kind have been recently considered in the literature for control over bankruptcy, for cases in which there are no jumps in market parameters (see [Zhu, S. S., Li, D., & Wang, S. Y. (2004). Risk control over bankruptcy in dynamic portfolio selection: A generalized mean variance formulation. IEEE Transactions on Automatic Control, 49, 447-457]). We present necessary and Sufficient conditions for obtaining an optimal control policy for this Markovian generalized multi-period meal-variance problem, based on a set of interconnected Riccati difference equations, and oil a set of other recursive equations. Some closed formulas are also derived for two special cases, extending some previous results in the literature. We apply the results to a numerical example with real data for Fisk control over bankruptcy Ill a dynamic portfolio selection problem with Markov jumps selection problem. (C) 2008 Elsevier Ltd. All rights reserved.

Herbicide distribution in soils of a riparian forest and neighboring sugar cane field

Riparian forests are protected by Brazilian law to preserve rivers and their margins. A sugar cane field adjacent to a strip of young riparian forest bordering an older riparian forest along a stream was used to study the riparian forest as a buffer zone to prevent pesticides pollution. Concentrations of the herbicides diuron, hexazinone and tebuthiuron were determined in different soil layers of a Red Yellow Oxisol during 2003 and 2004. The determination was done by High Performance Liquid Chromatography with reverse phase C-18 column, through two mobile phases. Diuron and hexazinone concentration diminished between the sugar cane and riparian forest as buffer strip demonstrating a protective effect. However, tebuthiuron had about four times higher concentrations in the old riparian forest compared to the other areas. Concentrations were higher in the surface and decreased in deeper soil layers in the old riparian forest suggesting that this herbicide probably was introduced by air pollution. This pesticide concentrated in the canopy could be washed by rain to the soil adjacent to the stream. Our data suggest that climate conditions were responsible for enhanced volatilization exposing the old riparian forest to more air pollution that was captured by the higher canopy. (C) 2010 Elsevier B.V. All rights reserved.

Time stability of soil water storage measured by neutron probe and the effects of calibration procedures in a small watershed

The knowledge of soil water storage (SWS) of soil profiles is crucial for the adoption of vegetation restoration practices. With the aim of identifying representative sites to obtain the mean SWS of a watershed, a time stability analysis of neutron probe evaluations of SWS was performed by the means of relative differences and Spearman rank correlation coefficients. At the same time, the effects of different neutron probe calibration procedures were explored on time stability analysis. mean SWS estimation. and preservation of the spatial variability of SWS. The selected watershed, with deep gullies and undulating slopes which cover an area of 20 ha, is characterized by an Ust-Sandiic Entisol and an Aeolian sandy soil. The dominant vegetation species are bunge needlegrass (Stipa bungeana Trim) and korshinsk peashrub (Carugano Korshinskii kom.). From June 11, 2007 to July 23,2008, SWS of the top1 m soil layer was evaluated for 20 dates, based on neutron probe data of 12 sampling sites. Three calibration procedures were employed: type 1, most complete, with each site having its own linear calibration equation (TrE); type II. with TrE equations extended over the whole field: and type III, with one single linear calibration curve for the whole field (UnE) and also correcting its intercept based on site specific relative difference analysis (RdE) and on linear fitting of data (RcE), both maintaining the same slope. A strong time stability of SWS estimated by TrE equations was identified. Soil particle size and soil organic matter content were recognized as the influencing factors for spatial variability of SWS. Land use influenced neither the spatial variability nor the time stability of SWS. Time stability analysis identified one site to represent the mean SWS of the whole watershed with mean absolute percentage errors of less than 10%, therefore. this site can be used as a predictor for the mean SWS of the watershed. Some equations of type II were found to be unsatisfactory to yield reliable mean SWS values or in preserving the associated soil spatial variability. Hence, it is recommended to be cautious in extending calibration equations to other sites since they might not consider the field variability. For the equations with corrected intercept (type III), which consider the spatial variability of calibration in a different way in relation to TrE, it was found that they can yield satisfactory means and standard deviation of SWS, except for the RdE equations, which largely leveled off the SWS values in the watershed. Correlation analysis showed that the neutron probe calibration was linked to soil bulk density and to organic matter content. Therefore, spatial variability of soil properties should be taken into account during the process of neutron probe calibration. This study provides useful information on the mean SWS observation with a time stable site and on distinct neutron probe calibration procedures, and it should be extended to soil water management studies with neutron probes, e.g., the process of vegetation restoration in wider area and soil types of the Loess Plateau in China. (C) 2009 Elsevier B.V. All rights reserved.

Spatio-temporal variability behavior of land surface soil water content in shrub- and grass-land

The knowledge of the relationship between spatial variability of the surface soil water content (theta) and its mean across a spatial domain (theta(m)) is crucial for hydrological modeling and understanding soil water dynamics at different scales. With the aim to compare the soil moisture dynamics and variability between the two land uses and to explore the relationship between the spatial variability of theta and theta(m), this study analyzed sets of surface theta measurements performed with an impedance soil moisture probe, collected 136 times during a period of one year in two transects covering different land uses, i.e., korshinsk peashrub transect (KPT) and bunge needlegrass transect (BNT), in a watershed of the Loess Plateau, China. Results showed that the temporal pattern of theta behaved similarly for the two land uses, with both relative wetter soils during wet period and relative drier soils during dry period recognized in BNT. Soil moisture tended to be temporally stable among different dates, and more stable patterns could be observed for dates with more similar soil water conditions. The magnitude of the spatial variation of theta in KPT was greater than that in ENT. For both land uses, the standard deviation (SD) of theta in general increased as theta(m) increased, a behavior that could be well described with a natural logarithmic function. Convex relationship of CV and theta(m) and the maximum CV for both land uses (43.5% in KPT and 41.0% in BNT) can, therefore, be ascertained. Geostatistical analysis showed that the range in KPT (9.1 m) was shorter than that in BNT (15.1 m). The nugget effects, the structured variability, hence the total variability increased as theta(m) increased. For both land uses, the spatial dependency in general increased with increasing theta(m). 2011 Elsevier B.V. All rights reserved.