937 resultados para Mean Reversion


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Multiaction learning automata which update their action probabilities on the basis of the responses they get from an environment are considered in this paper. The automata update the probabilities according to whether the environment responds with a reward or a penalty. Learning automata are said to possess ergodicity of the mean if the mean action probability is the state probability (or unconditional probability) of an ergodic Markov chain. In an earlier paper [11] we considered the problem of a two-action learning automaton being ergodic in the mean (EM). The family of such automata was characterized completely by proving the necessary and sufficient conditions for automata to be EM. In this paper, we generalize the results of [11] and obtain necessary and sufficient conditions for the multiaction learning automaton to be EM. These conditions involve two families of probability updating functions. It is shown that for the automaton to be EM the two families must be linearly dependent. The vector defining the linear dependence is the only vector parameter which controls the rate of convergence of the automaton. Further, the technique for reducing the variance of the limiting distribution is discussed. Just as in the two-action case, it is shown that the set of absolutely expedient schemes and the set of schemes which possess ergodicity of the mean are mutually disjoint.

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The mean flow development in an initially turbulent boundary layer subjected to a large favourable pressure gradient beginning at a point x0 is examined through analyses expected a priori to be valid on either side of relaminarization. The ‘quasi-laminar’ flow in the later stages of reversion, where the Reynolds stresses have by definition no significant effect on the mean flow, is described by an asymptotic theory constructed for large values of a pressure-gradient parameter Λ, scaled on a characteristic Reynolds stress gradient. The limiting flow consists of an inner laminar boundary layer and a matching inviscid (but rotational) outer layer. There is consequently no entrainment to lowest order in Λ−1, and the boundary layer thins down to conserve outer vorticity. In fact, the predictions of the theory for the common measures of boundary-layer thickness are in excellent agreement with experimental results, almost all the way from x0. On the other hand the development of wall parameters like the skin friction suggests the presence of a short bubble-shaped reverse-transitional region on the wall, where neither turbulent nor quasi-laminar calculations are valid. The random velocity fluctuations inherited from the original turbulence decay with distance, in the inner layer, according to inverse-power laws characteristic of quasi-steady perturbations on a laminar flow. In the outer layer, there is evidence that the dominant physical mechanism is a rapid distortion of the turbulence, with viscous and inertia forces playing a secondary role. All the observations available suggest that final retransition to turbulence quickly follows the onset of instability in the inner layer.It is concluded that reversion in highly accelerated flows is essentially due to domination of pressure forces over the slowly responding Reynolds stresses in an originally turbulent flow, accompanied by the generation of a new laminar boundary layer stabilized by the favourable pressure gradient.

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In this paper a study of the free, forced and self-excited vibrations of non-linear, two degrees of freedom systems is reported. The responses are obtained by linearizing the nonlinear equations using the weighted mean square linearization approach. The scope of this approach, in terms of the type of non-linearities the method can tackle, is also discussed.

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The average dimensions of the peptide unit have been obtained from the data reported in recent crystal structure analyses of di- and tripeptides. The bond lengths and bond angles agree with those in common use, except for the bond angle C---N---H, which is about 4° less than the accepted value, and the angle C2α---N---H which is about 4° more. The angle τ (Cα) has a mean value of 114° for glycyl residues and 110° for non-glycyl residues. Attention is directed to these mean values as observed in crystal structures, as they are relevant for model building of peptide chain structures.

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In this paper a study of the free, forced and self-excited vibrations of non-linear, two degrees of freedom systems is reported. The responses are obtained by linearizing the nonlinear equations using the weighted mean square linearization approach. The scope of this approach, in terms of the type of non-linearities the method can tackle, is also discussed.

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A zonally averaged version of the Goddard Laboratory for Atmospheric Sciences (GLAS) climate model is used to study the sensitivity of the northern hemisphere (NH) summer mean meridional circulation to changes in the large scale eddy forcing. A standard solution is obtained by prescribing the latent heating field and climatological horizontal transports of heat and momentum by the eddies. The radiative heating and surface fluxes are calculated by model parameterizations. This standard solution is compared with the results of several sensitivity studies. When the eddy forcing is reduced to 0.5 times or increased to 1.5 times the climatological values, the strength of the Ferrel cells decrease or increase proportionally. It is also seen that such changes in the eddy forcing can influence the strength of theNH Hadley cell significantly. Possible impact of such changes in the large scale eddy forcing on the monsoon circulation via changes in the Hadley circulation is discussed. Sensitivity experiments including only one component of eddy forcing at a time show that the eddy momentum fluxes seem to be more important in maintaining the Ferrel cells than the eddy heat fluxes. In the absence of the eddy heat fluxes, the observed eddy momentum fluxes alone produce subtropical westerly jets which are weaker than those in the standard solution. On the other hand, the observed eddy heat fluxes alone produce subtropical westerly jets which are stronger than those in the standard solution.

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This paper provides an empirical estimation of energy efficiency and other proximate factors that explain energy intensity in Australia for the period 1978-2009. The analysis is performed by decomposing the changes in energy intensity by means of energy efficiency, fuel mix and structural changes using sectoral and sub-sectoral levels of data. The results show that the driving forces behind the decrease in energy intensity in Australia are efficiency effect and sectoral composition effect, where the former is found to be more prominent than the latter. Moreover, the favourable impact of the composition effect has slowed consistently in recent years. A perfect positive association characterizes the relationship between energy intensity and carbon intensity in Australia. The decomposition results indicate that Australia needs to improve energy efficiency further to reduce energy intensity and carbon emissions. © 2012 Elsevier Ltd.

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The paper deals with an exact analysis of standing waves in an impedance tube with mean flow. A method is offered for the experimental evaluation of the various wave parameters. Navier–Stokes equations have been solved for evaluating the volume velocity taking into account mean flow, viscosity, etc. The engine exhaust system has been characterized as an acoustic source with an acoustic pressure and internal impedance. A method is suggested for the evaluation of these hypothetical parameters using the exhaust pipe as an impedance tube.Subject Classification: [43]85.20; [43]20.40.

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The paper deals with a method for the evaluation of exhaust muffers with mean flow. A new set of variables, convective pressure and convective mass velocity, have been defined to replace the acoustic variables. An expression for attenuation (insertion loss) of a muffler has been proposed in terms of convective terminal impedances and a velocity ratio, on the lines of the one existing for acoustic filters. In order to evaluate the velocity ratio in terms of convective variables, transfer matrices for various muffler elements have been derived from the basic relations of energy, mass and momentum. Finally, the velocity ratiocum-transfer matrix method is illustrated for a typical straight-through muffler.

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An experimental investigation of the mean flow characteristics of two-dimensional turbulent boundary layers over surfaces of mild longitudinal curvature is reported. The study covered both convex and concave walls of \d/Rw I « 0.013 (d being the boundary-layer thickness and Rw being the wall radius). It was found that, whereas the region close to the wall was not affected significantly by wall curvature, the outer region was very sensitive to even mild wall curvature. A detailed study of the wake region using present and other available data suggests a systematic effect of b/Rw on the wake structure. The paper also discusses in detail the effect of mild wall curvature on the boundary-layer development with particular emphasis on the difference in behavior of the boundary layer at short and long distances from the leading edge of the curved wall, an aspect which has not received sufficient attention in previous experimental investigations. An attempt has been made to explain this behavior from a consideration of the structure of turbulence in boundary layers over curved surfaces taken into account.

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The transmission-line or the impedance-tube method for the measurement of the acoustic impedance of any termination involves a search for various minima and maxima of pressure. For this purpose, arrangement has to be made for the microphone to travel along the length of the impedance tube, and this complicates the design of the tube considerably. The present paper discusses a method which consists in evaluating the tube attenuation factor at any convenient frequency by making use of measured SPL's at two (or more) fixed locations with a rigid termination, calculating the tube attenuation factor and wave number at the required frequency of interest with or without mean flow (as applicable), and finally evaluating the impedance of the given termination by measuring and using SPL's at three (or more) fixed locations. Thus, the required impedance tube is considerably smaller in length, simpler in design, easier to manufacture, cheaper in cost and more convenient to use. The design of the tube is also discussed. Incidentally, it is also possible to evaluate the impedance at any low frequency without having to use a larger impedance tube.

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A theoretical study on the propagation of plane waves in the presence of a hot mean flow in a uniform pipe is presented. The temperature variation in the pipe is taken to be a linear temperature gradient along the axis. The theoretical studies include the formulation of a wave equation based on continuity, momentum, and state equation, and derivation of a general four-pole matrix, which is shown to yield the well-known transfer matrices for several other simpler cases.

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How blood was able to reach the heads of the long-necked sauropod dinosaurs has long been a matter of debate and several hypotheses have been presented. For example, it has been proposed that sauropods had exceptionally large hearts, multiple ‘normal’ sized hearts spaced at regular intervals up the neck or held their necks horizontal, or that the siphon effect was in operation. By means of an experimental model, we demonstrate that the siphon principle is able to explain how blood was able to adequately perfuse the sauropod brain. The return venous circulation may have been protected from complete collapse by a structure akin to the vertebral venous plexus. We derive an equation relating neck height and mean arterial pressure, which indicates that with a mean arterial pressure similar to that of the giraffe, the maximum safe vertical distance between heart and head would have been about 12 m. A hypothesis is presented that the maximum neck length in the fossil record is due to the siphon height limit. The equation indicates that to migrate over high ground, sauropods would have had to either significantly increase their mean arterial pressure or keep their necks below a certain height dependent on altitude.

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We generalize the mean-field theory for the spinless Bose-Hubbard model to account for the different types of superfluid phases that can arise in the spin-1 case. In particular, our mean-field theory can distinguish polar and ferromagnetic superfluids, Mott insulator, that arise at integer fillings at zero temperature, and normal Bose liquids into which the Mott insulators evolve at finite temperatures. We find, in contrast to the spinless case, that several of the superfluid-Mott insulator transitions are of first order at finite temperatures. Our systematic study yields rich phase diagrams that include first-order and second-order transitions and a variety of tricritical points. We discuss the possibility of realizing such phase diagrams in experimental systems.