962 resultados para Mean-Reverting Jump-Diffusion


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This paper describes the energetics and zonal-mean state of the upward extension of the Canadian Middle Atmosphere Model, which extends from the ground to ~210 km. The model includes realistic parameterizations of the major physical processes from the ground up to the lower thermosphere and exhibits a broad spectrum of geophysical variability. The rationale for the extended model is to examine the nature of the physical and dynamical processes in the mesosphere/lower thermosphere (MLT) region without the artificial effects of an imposed sponge layer which can modify the circulation in an unrealistic manner. The zonal-mean distributions of temperature and zonal wind are found to be in reasonable agreement with observations in most parts of the model domain below ~150 km. Analysis of the global-average energy and momentum budgets reveals a balance between solar extreme ultraviolet heating and molecular diffusion and a thermally direct viscous meridional circulation above 130 km, with the viscosity coming from molecular diffusion and ion drag. Below 70 km, radiative equilibrium prevails in the global mean. In the MLT region between ~70 and 120 km, many processes contribute to the global energy budget. At solstice, there is a thermally indirect meridional circulation driven mainly by parameterized nonorographic gravity-wave drag. This circulation provides a net global cooling of up to 25 K d^-1.

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An analysis method for diffusion tensor (DT) magnetic resonance imaging data is described, which, contrary to the standard method (multivariate fitting), does not require a specific functional model for diffusion-weighted (DW) signals. The method uses principal component analysis (PCA) under the assumption of a single fibre per pixel. PCA and the standard method were compared using simulations and human brain data. The two methods were equivalent in determining fibre orientation. PCA-derived fractional anisotropy and DT relative anisotropy had similar signal-to-noise ratio (SNR) and dependence on fibre shape. PCA-derived mean diffusivity had similar SNR to the respective DT scalar, and it depended on fibre anisotropy. Appropriate scaling of the PCA measures resulted in very good agreement between PCA and DT maps. In conclusion, the assumption of a specific functional model for DW signals is not necessary for characterization of anisotropic diffusion in a single fibre.

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The mixing of floes of different thickness caused by repeated deformation of the ice cover is modeled as diffusion, and the mass balance equation for sea ice accounting for mass diffusion is developed. The effect of deformational diffusion on the ice thickness balance is shown to reach 1% of the divergence effect, which describes ridging and lead formation. This means that with the same accuracy the mass balance equation can be written in terms of mean velocity rather than mean mass-weighted velocity, which one should correctly use for a multicomponent fluid such as sea ice with components identified by floe thickness. Mixing (diffusion) of sea ice also occurs because of turbulent variations in wind and ocean drags that are unresolved in models. Estimates of the importance of turbulent mass diffusion on the dynamic redistribution of ice thickness are determined using empirical data for the turbulent diffusivity. For long-time-scale prediction (≫5 days), where unresolved atmospheric motion may have a length scale on the order of the Arctic basin and the time scale is larger than the synoptic time scale of atmospheric events, turbulent mass diffusion can exceed 10% of the divergence effect. However, for short-time-scale prediction, for example, 5 days, the unresolved scales are on the order of 100 km, and turbulent diffusion is about 0.1% of the divergence effect. Because inertial effects are small in the dynamics of the sea ice pack, diffusive momentum transfer can be disregarded.

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The theory of diffusion in many-dimensional Hamiltonian system is applied to asteroidal dynamics. The general formulation developed by Chirikov is applied to the NesvornA1/2-Morbidelli analytic model of three-body (three-orbit) mean-motion resonances (Jupiter-Saturn-asteroid). In particular, we investigate the diffusion along and across the separatrices of the (5, -2, -2) resonance of the (490) Veritas asteroidal family and their relationship to diffusion in semi-major axis and eccentricity. The estimations of diffusion were obtained using the Melnikov integral, a Hadjidemetriou-type sympletic map and numerical integrations for times up to 10(8) years.

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We study a symplectic chain with a non-local form of coupling by means of a standard map lattice where the interaction strength decreases with the lattice distance as a power-law, in Such a way that one can pass continuously from a local (nearest-neighbor) to a global (mean-field) type of coupling. We investigate the formation of map clusters, or spatially coherent structures generated by the system dynamics. Such clusters are found to be related to stickiness of chaotic phase-space trajectories near periodic island remnants, and also to the behavior of the diffusion coefficient. An approximate two-dimensional map is derived to explain some of the features of this connection. (C) 2008 Elsevier Ltd. All rights reserved.

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Since the discovery of high-temperature superconductivity of cuprate oxides, it has been clear that it is strongly affected by the oxygen content, which is also a crucial factor to determine other physical properties of high T-c superconductors. Non-stoichiometric (interstitial) oxygen strongly influences the physical properties of various superconducting oxides, in particular by creating conducting holes. It is now ascertained that the amount of holes injected depends not only on the content of interstitial oxygen, but also on its ordering. Rearrangement of the oxygen ordering may occur even below room temperature due to the unusual high mobility of these atoms. This way, mechanical spectroscopy is one of the most adequate techniques for the study of the mobility (diffusion) of oxygen atoms. This technique allows the determination of the jump frequency of an atomic species precisely, regardless of the model or the different possible types of jumps. In order to evaluate the mobility and the effect of oxygen content on these oxides, ceramic samples we prepared and submitted to several oxygen removal cycles alternately with mechanical relaxation measurements. As for SBCO, it was assumed that the peak was due to O(1)-O(5) jumps of oxygen atoms at the chain terminals or in chain fragments in the orthorhombic phase. In the case of BSCCO, the results showed complex anelastic relaxation structures, which were attributed to interstitial oxygen atom jumps between two adjacent CuO planes.

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The aims of this study were (a) to assess the ability of the rating of perceived exertion (RPE) to predict performance (i.e. number of vertical jumps performed to a fixed jump height) of an intermittent vertical jump exercise, and (b) to determine the ability of RPE to describe the physiological demand of such exercise. Eight healthy men performed intermittent vertical jumps with rest periods of 4, 5, and 6s until fatigue. Heart rate and RPE were recorded every five jumps throughout the sessions. The number of vertical jumps performed was also recorded. Random coefficient growth curve analysis identified relationships between the number of vertical jumps and both RPE and heart rate for which there were similar slopes. In addition, there were no differences between individual slopes and the mean slope for either RPE or heart rate. Moreover, RPE and number of jumps were highly correlated throughout all sessions (r=0.97-0.99; P0.001), as were RPE and heart rate (r=0.93-0.97; P0.001). The findings suggest that RPE can both predict the performance of intermittent vertical jump exercise and describe the physiological demands of such exercise.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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The top faces of float glass samples were exposed to vapors resulting from the decomposition of KNO3 at 565 degrees C for up to 32 h. X-ray dispersive spectra (EDS) show that K+ ions migrate into the glass. The K+ concentration profile was obtained and its diffusion coefficient was calculated by the Boltzmann-Matano technique. The mean diffusion coefficient was approximately 10 X 10(-11) cm(2) s(-1). It was observed that the refractive index and the Vickers hardness decrease with the depth (after the removal of successive layers), and their profiles were thus obtained. These profiles enabled the calculation of the diffusion coefficient of K+ through the Boltzmann-Matano technique, with mean results ranging between 6 x 10(-11) and 30 x 10(-11) cm(2) s(-1). (c) 2006 Elsevier B.V. All rights reserved.

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This paper reports the construction of an axisymmetric nonpremixed piloted jet burner, with well-defined initial and boundary conditions, known as the Delft burner, to assess turbulence-chemistry interaction in non-premixed turbulent flames. Detailed experimental information is described, involving hot-wire anemometry, thin-wire thermocouples and chemiluminescence visualization measurements. Radial profile of the axial mean velocity indicates excellent agreement between flow patterns developed within Delft installation and the one described herein. Chemiluminescence emissions from CH and C2 free-radicals were acquired with a CCD camera. Tomography reconstruction analysis was utilised to compare radical emissions and temperature spatial distributions. There was a strong dependence between temperature and CH/C 2 emissions. This is an indication that these radicals can be used in flame front studies.

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There are currently many types of protective materials for reinforced concrete structures and the influence of these materials in the chloride diffusion coefficient and water penetration still needs more research. The aim of this work is to analyze the contributions regarding the typical three surface concrete protection systems (coatings, linings and pore blockers) and discusses the results of three pore blockers (sodium silicate) tested in this work. To this end, certain tests were used: one involving permeability mechanism (low pressure-immersion absorption), one involving capillary water absorption, and the last, a migration test used to estimate the effective chloride diffusion coefficient in saturated condition. Results indicated reduction in chloride diffusion coefficients and capillary water absorption, therefore, restrictions to water penetration from external environmental. As a consequence, a reduction of the corrosion kinetics and a control of the chloride ingress are expected.

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Background: The study of myofiber reorganization in the remote zone after myocardial infarction has been performed in 2D. Microstructural reorganization in remodeled hearts, however, can only be fully appreciated by considering myofibers as continuous 3D entities. The aim of this study was therefore to develop a technique for quantitative 3D diffusion CMR tractography of the heart, and to apply this method to quantify fiber architecture in the remote zone of remodeled hearts. Methods: Diffusion Tensor CMR of normal human, sheep, and rat hearts, as well as infarcted sheep hearts was performed ex vivo. Fiber tracts were generated with a fourth-order Runge-Kutta integration technique and classified statistically by the median, mean, maximum, or minimum helix angle (HA) along the tract. An index of tract coherence was derived from the relationship between these HA statistics. Histological validation was performed using phase-contrast microscopy. Results: In normal hearts, the subendocardial and subepicardial myofibers had a positive and negative HA, respectively, forming a symmetric distribution around the midmyocardium. However, in the remote zone of the infarcted hearts, a significant positive shift in HA was observed. The ratio between negative and positive HA variance was reduced from 0.96 +/- 0.16 in normal hearts to 0.22 +/- 0.08 in the remote zone of the remodeled hearts (p<0.05). This was confirmed histologically by the reduction of HA in the subepicardium from -52.03 degrees +/- 2.94 degrees in normal hearts to -37.48 degrees +/- 4.05 degrees in the remote zone of the remodeled hearts (p < 0.05). Conclusions: A significant reorganization of the 3D fiber continuum is observed in the remote zone of remodeled hearts. The positive (rightward) shift in HA in the remote zone is greatest in the subepicardium, but involves all layers of the myocardium. Tractography-based quantification, performed here for the first time in remodeled hearts, may provide a framework for assessing regional changes in the left ventricle following infarction.

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In this paper, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noises under two criteria. The first one is an unconstrained mean-variance trade-off performance criterion along the time, and the second one is a minimum variance criterion along the time with constraints on the expected output. We present explicit conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. We conclude the paper by presenting a numerical example of a multi-period portfolio selection problem with regime switching in which it is desired to minimize the sum of the variances of the portfolio along the time under the restriction of keeping the expected value of the portfolio greater than some minimum values specified by the investor. (C) 2011 Elsevier Ltd. All rights reserved.

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A detailed numerical simulation of ethanol turbulent spray combustion on a rounded jet flame is pre- sented in this article. The focus is to propose a robust mathematical model with relatively low complexity sub- models to reproduce the main characteristics of the cou- pling between both phases, such as the turbulence modulation, turbulent droplets dissipation, and evaporative cooling effect. A RANS turbulent model is implemented. Special features of the model include an Eulerian– Lagrangian procedure under a fully two-way coupling and a modified flame sheet model with a joint mixture fraction– enthalpy b -PDF. Reasonable agreement between measured and computed mean profiles of temperature of the gas phase and droplet size distributions is achieved. Deviations found between measured and predicted mean velocity profiles are attributed to the turbulent combustion modeling adopted

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In der vorliegenden Arbeit wurde die Morphologie von zweiphasigen Polymermischungen unter Scherung in situ mit Hilfe einer Kombination aus optischer Scherzelle, Durchlichtmikroskop und computergestützten CCD-Kamera untersucht. Als Modellblends dienten die unverträglichen, bei Raumtemperatur flüssigen Polymersysteme Polyisobutylen (PIB)/Polydimethylsiloxan (PDMS) (I) und Poly(dimethyl-co-methylphenyl)siloxan/PDMS (II). Alle Komponenten verhalten sich bei den verwendeten Scherraten newtonisch.Eine der wichtigsten Einflussgrößen für die Blendmorphologie ist die Grenzflächenspannung gamma 12. Sie wurde für I und II mit Hilfe der Methode der Tropfenrelaxation (dynamisch) als Funktion der Zeit bestimmt. Diese Methode erlaubt die Messung von gamma 12 für Tropfen der Phase A in B sowie von Tropfen B in A. Bei der Methode des hängenden Tropfens (statisch) muss der Tropfen aus der Phase mit der höheren Dichte bestehen. Wo der Vergleich der beiden Methoden möglich ist, stimmen die Ergebnisse für beide Systeme sehr gut überein. Bei II sind die aus der Tropfenrelaxation erhaltenen gamma 12-Werte der beiden komplementären Zusammensetzungen im Rahmen des Fehlers gleich, bei I zeigt ein PIB-Tropfen in PDMS einen um 40 % niedrigeren Wert als ein PDMS-Tropfen in PIB, dies wird auf die Diffusion von kurzkettigen Anteilen des PDMS in die Grenzschicht zurückgeführt. Die Grenzflächenspannung hängt also unter Umständen auch bei binären Systemen deutlich von der Zusammensetzung ab.Für II wurde die Blendmorphologie über den gesamten Zusammensetzungsbereich untersucht. Die häufig beobachteten cokontinuierlichen Strukturen treten bei keiner Zusammensetzung auf. Die Phaseninversion erkennt man in einer sprunghaften Änderung der Tropfengröße zwischen phiPDMS <= 0,400 und 0,500; zudem lässt sich die Zeitabhängigkeit der Radien durch Auftragung gegen das Produkt aus der Deformation und dem Quadrat des Volumenbruchs der Tropfenphase für 0 <= phiPDMS <= 0,400 sowie 0,500 <= phiPDMS <= 1 normieren. Für I und II wurde die Morphologieentwicklung bei 25 °C nach Vorscherung bei 100 bzw. 50 s-1 und anschließendem Sprung der Scherrate auf deutlich niedrigere Werte als Funktion der Zeit verfolgt. Hierbei erhält man bei genügend langer Messdauer (mindestens 200 000-300 000 Schereinheiten) konstante Tropfengrößen. Zum einen handelt es sich dabei um pseudo-stationäre Werte, die nur durch Koaleszenz bestimmt sind, zum anderen um echte stationäre Radien, die durch gleichzeitig ablaufende Koaleszenz und Zerteilung entstehen. Für I liegen die stationären Mittelwerte auf der Zerteilungskurve, für II hingegen auf der Koaleszenzkurve.Der Einfluss eines grenzflächenwirksamen Additivs wurde anhand von I durch Zugabe des Blockcopolymer PIB-b-PDMS zu PIB untersucht. Der Vergleich des zeitlichen Verlaufs von gamma 12 mit der Morphologieentwicklung zeigt, dass das Additiv eine Stabilisierung der feinen Tropfen/Matrix-Struktur des Blends durch Hinderung der Koaleszenz und nicht durch Reduktion der Grenzflächenspannung bewirkt.