968 resultados para Multifractal Products, Multifractal Spectrum, Renyi Function, Stationary Diffusion


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As discussed in the preceding paper [Wiseman and Vaccaro, preceding paper, Phys. Rev. A 65, 043605 (2002)], the stationary state of an optical or atom laser far above threshold is a mixture of coherent field states with random phase, or, equivalently, a Poissonian mixture of number states. We are interested in which, if either, of these descriptions of rho(ss) as a stationary ensemble of pure states, is more natural. In the preceding paper we concentrated upon the question of whether descriptions such as these are physically realizable (PR). In this paper we investigate another relevant aspect of these ensembles, their robustness. A robust ensemble is one for which the pure states that comprise it survive relatively unchanged for a long time under the system evolution. We determine numerically the most robust ensembles as a function of the parameters in the laser model: the self-energy chi of the bosons in the laser mode, and the excess phase noise nu. We find that these most robust ensembles are PR ensembles, or similar to PR ensembles, for all values of these parameters. In the ideal laser limit (nu=chi=0), the most robust states are coherent states. As the phase noise or phase dispersion is increased through nu or the self-interaction of the bosons chi, respectively, the most robust states become more and more amplitude squeezed. We find scaling laws for these states, and give analytical derivations for them. As the phase diffusion or dispersion becomes so large that the laser output is no longer quantum coherent, the most robust states become so squeezed that they cease to have a well-defined coherent amplitude. That is, the quantum coherence of the laser output is manifest in the most robust PR ensemble being an ensemble of states with a well-defined coherent amplitude. This lends support to our approach of regarding robust PR ensembles as the most natural description of the state of the laser mode. It also has interesting implications for atom lasers in particular, for which phase dispersion due to self-interactions is expected to be large.

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In this paper the diffusion and flow of carbon tetrachloride, benzene and n-hexane through a commercial activated carbon is studied by a differential permeation method. The range of pressure is covered from very low pressure to a pressure range where significant capillary condensation occurs. Helium as a non-adsorbing gas is used to determine the characteristics of the porous medium. For adsorbing gases and vapors, the motion of adsorbed molecules in small pores gives rise to a sharp increase in permeability at very low pressures. The interplay between a decreasing behavior in permeability due to the saturation of small pores with adsorbed molecules and an increasing behavior due to viscous flow in larger pores with pressure could lead to a minimum in the plot of total permeability versus pressure. This phenomenon is observed for n-hexane at 30degreesC. At relative pressure of 0.1-0.8 where the gaseous viscous flow dominates, the permeability is a linear function of pressure. Since activated carbon has a wide pore size distribution, the mobility mechanism of these adsorbed molecules is different from pore to pore. In very small pores where adsorbate molecules fill the pore the permeability decreases with an increase in pressure, while in intermediate pores the permeability of such transport increases with pressure due to the increasing build-up of layers of adsorbed molecules. For even larger pores, the transport is mostly due to diffusion and flow of free molecules, which gives rise to linear permeability with respect to pressure. (C) 2002 Elsevier Science Ltd. All rights reserved.

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Surface diffusion of strongly adsorbing hydrocarbon vapours on activated carbon was measured by using a constant molar flow method (D.D. Do, Dynamics of a semi-batch adsorber with constant molar supply rate: a method for studying adsorption rate of pure gas, Chem. Eng. Sci. 50 (1995) 549), where pure adsorbate is introduced into a semi-batch adsorber at a constant molar flow rate. The surface diffusivity was determined from the analysis of pressure response versus time, using a linear mathematical model developed earlier. To apply the linear theory over the non-linear range of the adsorption isotherm, we implement a differential increment method on the system which is initially equilibrated with some pre-determined loading. By conducting the experiments at different initial loadings, the surface diffusivity can be extracted as a function of loading. Propane, n-butane, n-hexane, benzene, and ethanol were used as diffusing adsorbate on a commercial activated carbon. It is found that the surface diffusivity of these strongly adsorbing vapours increases rapidly with loading, and the surface diffusion flux contributes significantly to the total flux and cannot be ignored. The surface diffusivity increases with temperature according to the Arrhenius law, and for the paraffins tested it decreases with the molecular weight of the adsorbate. (C) 2002 Elsevier Science Ltd. All rights reserved.

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Conventional kinesin is a microtubule-based molecular motor involved in the transport of membranous and non-membranous cargoes. The kinesin holoenzyme exists as a heterotetramer, consisting of two heavy chain and two light chain subunits. It is thought that one function of the light chains is to interact with the cargo. Alternative splicing of kinesin light chain pre-mRNA has been observed in lower organisms, although evidence for alternative splicing of the human gene has not been reported. We have identified 19 variants of the human KNS2 gene (KLC1) that are generated by alternative splicing of downstream exons, but calculate that KNS2 has the potential to produce 285919 spliceforms. Corresponding spliceforms of the mouse KLC1 gene were also identified. The alternative exons are all located 3' of exon 12 and the novel spliceforms produce both alternative carboxy termini and alternative 3' untranslated regions. The observation of multiple light chain isoforms is consistent with their proposed role in specific cargo attachment.

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Conventional methods to determine surface diffusion of adsorbed molecules are proven to be inadequate for strongly adsorbing vapors on activated carbon. Knudsen diffusion permeability (B-k) for strongly adsorbing vapors cannot be directly estimated from that of inert gases such as helium. In this paper three models are considered to elucidate the mechanism of surface diffusion in activated carbon. The transport mechanism in all three models is a combination of Knudsen diffusion, viscous flow and surface diffusion. The collision reflection factor f (which is the fraction of molecules undergoing collision to the solid surface over reflection from the surface) of the Knudsen diffusivity is assumed to be a function of loading. It was found to be 1.79 in the limit of zero loading, and decreases as loading increases. The surface diffusion permeability increases sharply at very low pressures and then starts to decrease after it has reached a maximum (B(mum)s) at a threshold pressure. The initial rapid increase in the total permeability is mainly attributed to surface diffusion. Interestingly the B(mum)s for all adsorbates appear at the same volumetric adsorbed phase concentration, suggesting that the volume of adsorbed molecules may play an important role in the surface diffusion mechanism in activated carbon. (C) 2003 Elsevier Ltd. All rights reserved.

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The evolution of the topography of titanium surfaces treated with femtosecond laser radiation in stationary conditions as a function of radiation fluence and number of laser pulses is investigated. Depending on the processing parameters, ripples, microcolumns, wavy or smooth surfaces can be obtained. The ripples predominate for fluences near the damage threshold of titanium (0.2+/-0.1) J/cm(2), while microcolumns form during the first 200 pulses for fluences between (0.6+/-0.2) and (1.7+/-0.2) J/cm(2). A wavy topography develops for fluences and number of pulses higher than (1.7+/-0.2) J/cm(2) and 300, respectively. A bimodal surface topography consisting of surface ripples overlapping a microcolumnar topography can be obtained if the surfaces are firstly treated to create microcolumns followed by laser treatment with a lower fluence near the ablation threshold of the material, in order to generate periodic ripple

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O risco associado a um navio em manobra pode ser avaliado pela probabilidade do movimento vertical de um ponto do navio ultrapassar um determinado limiar pré-definido. Essa excedência pode originar danos tanto no próprio navio como nas estruturas portuárias envolventes. Este trabalho surge no seguimento de um estudo efectuado no Laboratório Nacional de Engenharia Civil (LNEC), no qual foi desenvolvido um conjunto de ferramentas de avaliação da função resposta do navio quando sujeito à agitação marítima e, partindo dessas ferramentas, foi obtido um procedimento para determinação do espectro dos movimentos verticais de um ponto de um navio parado sujeito àquele estado de agitação (Rodrigues, 2010). No presente estudo, estendeu-se esse procedimento de modo a avaliar a influência da velocidade de avanço do navio no espectro dos movimentos verticais do mesmo. O percurso de entrada do “N/M Fernão Gomes” no porto da Praia da Vitória foi o caso de estudo considerado. A agitação marítima incidente no navio cobriu o período de Janeiro de 2009 a Dezembro de 2010 e foi obtida com base no modelo previsão de escala regional (WAVEWATCH III) e posteriormente transferida para o interior do porto com o recurso a modelos numéricos de propagação de ondas (SWAN e DREAMS). Foi também assumido que a altura do movimento vertical do navio segue uma distribuição de Rayleigh, a qual possibilita a determinação da altura significativa desse movimento vertical, bem como a implementação de um procedimento para determinar a probabilidade de a altura do movimento vertical do navio não exceder um limiar pré-definido e consequentemente mostrar, através da análise dos resultados, a influência da velocidade de avanço do navio. Da análise dos resultados concluiu-se que a velocidade tem uma influência significativa nos resultados. No final avaliou-se a contribuição dos resultados anteriormente determinados, para a análise do risco associado aos movimentos verticais do navio quando em manobra no porto em estudo.

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Agências Financiadoras: FCT e MIUR

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Não existe uma definição única de processo de memória de longo prazo. Esse processo é geralmente definido como uma série que possui um correlograma decaindo lentamente ou um espectro infinito de frequência zero. Também se refere que uma série com tal propriedade é caracterizada pela dependência a longo prazo e por não periódicos ciclos longos, ou que essa característica descreve a estrutura de correlação de uma série de longos desfasamentos ou que é convencionalmente expressa em termos do declínio da lei-potência da função auto-covariância. O interesse crescente da investigação internacional no aprofundamento do tema é justificado pela procura de um melhor entendimento da natureza dinâmica das séries temporais dos preços dos ativos financeiros. Em primeiro lugar, a falta de consistência entre os resultados reclama novos estudos e a utilização de várias metodologias complementares. Em segundo lugar, a confirmação de processos de memória longa tem implicações relevantes ao nível da (1) modelação teórica e econométrica (i.e., dos modelos martingale de preços e das regras técnicas de negociação), (2) dos testes estatísticos aos modelos de equilíbrio e avaliação, (3) das decisões ótimas de consumo / poupança e de portefólio e (4) da medição de eficiência e racionalidade. Em terceiro lugar, ainda permanecem questões científicas empíricas sobre a identificação do modelo geral teórico de mercado mais adequado para modelar a difusão das séries. Em quarto lugar, aos reguladores e gestores de risco importa saber se existem mercados persistentes e, por isso, ineficientes, que, portanto, possam produzir retornos anormais. O objetivo do trabalho de investigação da dissertação é duplo. Por um lado, pretende proporcionar conhecimento adicional para o debate da memória de longo prazo, debruçando-se sobre o comportamento das séries diárias de retornos dos principais índices acionistas da EURONEXT. Por outro lado, pretende contribuir para o aperfeiçoamento do capital asset pricing model CAPM, considerando uma medida de risco alternativa capaz de ultrapassar os constrangimentos da hipótese de mercado eficiente EMH na presença de séries financeiras com processos sem incrementos independentes e identicamente distribuídos (i.i.d.). O estudo empírico indica a possibilidade de utilização alternativa das obrigações do tesouro (OT’s) com maturidade de longo prazo no cálculo dos retornos do mercado, dado que o seu comportamento nos mercados de dívida soberana reflete a confiança dos investidores nas condições financeiras dos Estados e mede a forma como avaliam as respetiva economias com base no desempenho da generalidade dos seus ativos. Embora o modelo de difusão de preços definido pelo movimento Browniano geométrico gBm alegue proporcionar um bom ajustamento das séries temporais financeiras, os seus pressupostos de normalidade, estacionariedade e independência das inovações residuais são adulterados pelos dados empíricos analisados. Por isso, na procura de evidências sobre a propriedade de memória longa nos mercados recorre-se à rescaled-range analysis R/S e à detrended fluctuation analysis DFA, sob abordagem do movimento Browniano fracionário fBm, para estimar o expoente Hurst H em relação às séries de dados completas e para calcular o expoente Hurst “local” H t em janelas móveis. Complementarmente, são realizados testes estatísticos de hipóteses através do rescaled-range tests R/S , do modified rescaled-range test M - R/S e do fractional differencing test GPH. Em termos de uma conclusão única a partir de todos os métodos sobre a natureza da dependência para o mercado acionista em geral, os resultados empíricos são inconclusivos. Isso quer dizer que o grau de memória de longo prazo e, assim, qualquer classificação, depende de cada mercado particular. No entanto, os resultados gerais maioritariamente positivos suportam a presença de memória longa, sob a forma de persistência, nos retornos acionistas da Bélgica, Holanda e Portugal. Isto sugere que estes mercados estão mais sujeitos a maior previsibilidade (“efeito José”), mas também a tendências que podem ser inesperadamente interrompidas por descontinuidades (“efeito Noé”), e, por isso, tendem a ser mais arriscados para negociar. Apesar da evidência de dinâmica fractal ter suporte estatístico fraco, em sintonia com a maior parte dos estudos internacionais, refuta a hipótese de passeio aleatório com incrementos i.i.d., que é a base da EMH na sua forma fraca. Atendendo a isso, propõem-se contributos para aperfeiçoamento do CAPM, através da proposta de uma nova fractal capital market line FCML e de uma nova fractal security market line FSML. A nova proposta sugere que o elemento de risco (para o mercado e para um ativo) seja dado pelo expoente H de Hurst para desfasamentos de longo prazo dos retornos acionistas. O expoente H mede o grau de memória de longo prazo nos índices acionistas, quer quando as séries de retornos seguem um processo i.i.d. não correlacionado, descrito pelo gBm(em que H = 0,5 , confirmando- se a EMH e adequando-se o CAPM), quer quando seguem um processo com dependência estatística, descrito pelo fBm(em que H é diferente de 0,5, rejeitando-se a EMH e desadequando-se o CAPM). A vantagem da FCML e da FSML é que a medida de memória de longo prazo, definida por H, é a referência adequada para traduzir o risco em modelos que possam ser aplicados a séries de dados que sigam processos i.i.d. e processos com dependência não linear. Então, estas formulações contemplam a EMH como um caso particular possível.

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This Thesis describes the application of automatic learning methods for a) the classification of organic and metabolic reactions, and b) the mapping of Potential Energy Surfaces(PES). The classification of reactions was approached with two distinct methodologies: a representation of chemical reactions based on NMR data, and a representation of chemical reactions from the reaction equation based on the physico-chemical and topological features of chemical bonds. NMR-based classification of photochemical and enzymatic reactions. Photochemical and metabolic reactions were classified by Kohonen Self-Organizing Maps (Kohonen SOMs) and Random Forests (RFs) taking as input the difference between the 1H NMR spectra of the products and the reactants. The development of such a representation can be applied in automatic analysis of changes in the 1H NMR spectrum of a mixture and their interpretation in terms of the chemical reactions taking place. Examples of possible applications are the monitoring of reaction processes, evaluation of the stability of chemicals, or even the interpretation of metabonomic data. A Kohonen SOM trained with a data set of metabolic reactions catalysed by transferases was able to correctly classify 75% of an independent test set in terms of the EC number subclass. Random Forests improved the correct predictions to 79%. With photochemical reactions classified into 7 groups, an independent test set was classified with 86-93% accuracy. The data set of photochemical reactions was also used to simulate mixtures with two reactions occurring simultaneously. Kohonen SOMs and Feed-Forward Neural Networks (FFNNs) were trained to classify the reactions occurring in a mixture based on the 1H NMR spectra of the products and reactants. Kohonen SOMs allowed the correct assignment of 53-63% of the mixtures (in a test set). Counter-Propagation Neural Networks (CPNNs) gave origin to similar results. The use of supervised learning techniques allowed an improvement in the results. They were improved to 77% of correct assignments when an ensemble of ten FFNNs were used and to 80% when Random Forests were used. This study was performed with NMR data simulated from the molecular structure by the SPINUS program. In the design of one test set, simulated data was combined with experimental data. The results support the proposal of linking databases of chemical reactions to experimental or simulated NMR data for automatic classification of reactions and mixtures of reactions. Genome-scale classification of enzymatic reactions from their reaction equation. The MOLMAP descriptor relies on a Kohonen SOM that defines types of bonds on the basis of their physico-chemical and topological properties. The MOLMAP descriptor of a molecule represents the types of bonds available in that molecule. The MOLMAP descriptor of a reaction is defined as the difference between the MOLMAPs of the products and the reactants, and numerically encodes the pattern of bonds that are broken, changed, and made during a chemical reaction. The automatic perception of chemical similarities between metabolic reactions is required for a variety of applications ranging from the computer validation of classification systems, genome-scale reconstruction (or comparison) of metabolic pathways, to the classification of enzymatic mechanisms. Catalytic functions of proteins are generally described by the EC numbers that are simultaneously employed as identifiers of reactions, enzymes, and enzyme genes, thus linking metabolic and genomic information. Different methods should be available to automatically compare metabolic reactions and for the automatic assignment of EC numbers to reactions still not officially classified. In this study, the genome-scale data set of enzymatic reactions available in the KEGG database was encoded by the MOLMAP descriptors, and was submitted to Kohonen SOMs to compare the resulting map with the official EC number classification, to explore the possibility of predicting EC numbers from the reaction equation, and to assess the internal consistency of the EC classification at the class level. A general agreement with the EC classification was observed, i.e. a relationship between the similarity of MOLMAPs and the similarity of EC numbers. At the same time, MOLMAPs were able to discriminate between EC sub-subclasses. EC numbers could be assigned at the class, subclass, and sub-subclass levels with accuracies up to 92%, 80%, and 70% for independent test sets. The correspondence between chemical similarity of metabolic reactions and their MOLMAP descriptors was applied to the identification of a number of reactions mapped into the same neuron but belonging to different EC classes, which demonstrated the ability of the MOLMAP/SOM approach to verify the internal consistency of classifications in databases of metabolic reactions. RFs were also used to assign the four levels of the EC hierarchy from the reaction equation. EC numbers were correctly assigned in 95%, 90%, 85% and 86% of the cases (for independent test sets) at the class, subclass, sub-subclass and full EC number level,respectively. Experiments for the classification of reactions from the main reactants and products were performed with RFs - EC numbers were assigned at the class, subclass and sub-subclass level with accuracies of 78%, 74% and 63%, respectively. In the course of the experiments with metabolic reactions we suggested that the MOLMAP / SOM concept could be extended to the representation of other levels of metabolic information such as metabolic pathways. Following the MOLMAP idea, the pattern of neurons activated by the reactions of a metabolic pathway is a representation of the reactions involved in that pathway - a descriptor of the metabolic pathway. This reasoning enabled the comparison of different pathways, the automatic classification of pathways, and a classification of organisms based on their biochemical machinery. The three levels of classification (from bonds to metabolic pathways) allowed to map and perceive chemical similarities between metabolic pathways even for pathways of different types of metabolism and pathways that do not share similarities in terms of EC numbers. Mapping of PES by neural networks (NNs). In a first series of experiments, ensembles of Feed-Forward NNs (EnsFFNNs) and Associative Neural Networks (ASNNs) were trained to reproduce PES represented by the Lennard-Jones (LJ) analytical potential function. The accuracy of the method was assessed by comparing the results of molecular dynamics simulations (thermal, structural, and dynamic properties) obtained from the NNs-PES and from the LJ function. The results indicated that for LJ-type potentials, NNs can be trained to generate accurate PES to be used in molecular simulations. EnsFFNNs and ASNNs gave better results than single FFNNs. A remarkable ability of the NNs models to interpolate between distant curves and accurately reproduce potentials to be used in molecular simulations is shown. The purpose of the first study was to systematically analyse the accuracy of different NNs. Our main motivation, however, is reflected in the next study: the mapping of multidimensional PES by NNs to simulate, by Molecular Dynamics or Monte Carlo, the adsorption and self-assembly of solvated organic molecules on noble-metal electrodes. Indeed, for such complex and heterogeneous systems the development of suitable analytical functions that fit quantum mechanical interaction energies is a non-trivial or even impossible task. The data consisted of energy values, from Density Functional Theory (DFT) calculations, at different distances, for several molecular orientations and three electrode adsorption sites. The results indicate that NNs require a data set large enough to cover well the diversity of possible interaction sites, distances, and orientations. NNs trained with such data sets can perform equally well or even better than analytical functions. Therefore, they can be used in molecular simulations, particularly for the ethanol/Au (111) interface which is the case studied in the present Thesis. Once properly trained, the networks are able to produce, as output, any required number of energy points for accurate interpolations.

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We study some properties of the monotone solutions of the boundary value problem (p(u'))' - cu' + f(u) = 0, u(-infinity) = 0, u(+infinity) = 1, where f is a continuous function, positive in (0, 1) and taking the value zero at 0 and 1, and P may be an increasing homeomorphism of (0, 1) or (0, +infinity) onto [0, +infinity). This problem arises when we look for travelling waves for the reaction diffusion equation partial derivative u/partial derivative t = partial derivative/partial derivative x [p(partial derivative u/partial derivative x)] + f(u) with the parameter c representing the wave speed. A possible model for the nonlinear diffusion is the relativistic curvature operator p(nu)= nu/root 1-nu(2). The same ideas apply when P is given by the one- dimensional p- Laplacian P(v) = |v|(p-2)v. In this case, an advection term is also considered. We show that, as for the classical Fisher- Kolmogorov- Petrovski- Piskounov equations, there is an interval of admissible speeds c and we give characterisations of the critical speed c. We also present some examples of exact solutions. (C) 2014 Elsevier Inc. All rights reserved.

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Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia Química

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The thesis is divided into two parts corresponding to structural studies on two different proteins. The first part concerns the study of two UDP-glucose dehydrogenases (UGDs) from Sphingomonas elodea ATCC 31461 and Burkholderia cepacia IST 408, both involved in exopolysaccharide production. Their relevance arises because some of these bacterial exopolysaccharides are valuable as established biotechnological products, the former case, whilst others are highly problematic, when used by pathogens in biofilm formation over biological surfaces, as the latter case, namely in the human lungs. The goal of these studies is to increase our knowledge regarding UGDs structural properties, which can potentiate either the design of activity enhancers to respond to the increased demand of useful biofilms, or the design of inhibitors of biofilm production, in order to fight invading pathogens present in several infections. The thesis reports the production and crystallisation of both proteins, the determination of initial phases by single-wavelength anomalous dispersion (SAD) in S. elodea crystals using a seleno-methionine isoform, and phasing of B. cepacia crystals by molecular replacement (MR) using the S. elodea model, as well as the refinement, structural analysis and comparison between the several UGDs structures available during this work.(...)

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Part of the optical clearing study in biological tissues concerns the determination of the diffusion characteristics of water and optical clearing agents in the subject tissue. Such information is sufficient to characterize the time dependence of the optical clearing mechanisms—tissue dehydration and refractive index (RI) matching. We have used a simple method based on collimated optical transmittance measurements made from muscle samples under treatment with aqueous solutions containing different concentrations of ethylene glycol (EG), to determine the diffusion time values of water and EG in skeletal muscle. By representing the estimated mean diffusion time values from each treatment as a function of agent concentration in solution, we could identify the real diffusion times for water and agent. These values allowed for the calculation of the correspondent diffusion coefficients for those fluids. With these results, we have demonstrated that the dehydration mechanism is the one that dominates optical clearing in the first minute of treatment, while the RI matching takes over the optical clearing operations after that and remains for a longer time of treatment up to about 10 min, as we could see for EG and thin tissue samples of 0.5 mm.

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The study of agent diffusion in biological tissues is very important to understand and characterize the optical clearing effects and mechanisms involved: tissue dehydration and refractive index matching. From measurements made to study the optical clearing, it is obvious that light scattering is reduced and that the optical properties of the tissue are controlled in the process. On the other hand, optical measurements do not allow direct determination of the diffusion properties of the agent in the tissue and some calculations are necessary to estimate those properties. This fact is imposed by the occurrence of two fluxes at optical clearing: water typically directed out of and agent directed into the tissue. When the water content in the immersion solution is approximately the same as the free water content of the tissue, a balance is established for water and the agent flux dominates. To prove this concept experimentally, we have measured the collimated transmittance of skeletal muscle samples under treatment with aqueous solutions containing different concentrations of glucose. After estimating the mean diffusion time values for each of the treatments we have represented those values as a function of glucose concentration in solution. Such a representation presents a maximum diffusion time for a water content in solution equal to the tissue free water content. Such a maximum represents the real diffusion time of glucose in the muscle and with this value we could calculate the corresponding diffusion coefficient.