Random perturbations of stochastic processes with unbounded variable length memory

We consider binary infinite order stochastic chains perturbed by a random noise. This means that at each time step, the value assumed by the chain can be randomly and independently flipped with a small fixed probability. We show that the transition probabilities of the perturbed chain are uniformly close to the corresponding transition probabilities of the original chain. As a consequence, in the case of stochastic chains with unbounded but otherwise finite variable length memory, we show that it is possible to recover the context tree of the original chain, using a suitable version of the algorithm Context, provided that the noise is small enough.

Gibbs random graphs on point processes

Consider a discrete locally finite subset Gamma of R(d) and the cornplete graph (Gamma, E), with vertices Gamma and edges E. We consider Gibbs measures on the set of sub-graphs with vertices Gamma and edges E` subset of E. The Gibbs interaction acts between open edges having a vertex in common. We study percolation properties of the Gibbs distribution of the graph ensemble. The main results concern percolation properties of the open edges in two cases: (a) when Gamma is sampled from a homogeneous Poisson process; and (b) for a fixed Gamma with sufficiently sparse points. (c) 2010 American Institute of Physics. [doi:10.1063/1.3514605]

An oracle approach for interaction neighborhood estimation in random fields

We consider the problem of interaction neighborhood estimation from the partial observation of a finite number of realizations of a random field. We introduce a model selection rule to choose estimators of conditional probabilities among natural candidates. Our main result is an oracle inequality satisfied by the resulting estimator. We use then this selection rule in a two-step procedure to evaluate the interacting neighborhoods. The selection rule selects a small prior set of possible interacting points and a cutting step remove from this prior set the irrelevant points. We also prove that the Ising models satisfy the assumptions of the main theorems, without restrictions on the temperature, on the structure of the interacting graph or on the range of the interactions. It provides therefore a large class of applications for our results. We give a computationally efficient procedure in these models. We finally show the practical efficiency of our approach in a simulation study.

Multifractality in the random parameter model for multivariate time series

The Random Parameter model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we explore the scaling properties of the model, as observed in the multifractal structure of the simulated time series. We use the Wavelet Transform Modulus Maxima technique to obtain the multifractal spectrum dependence with the parameters of the model. The model shows a scaling structure compatible with the stylized facts for a reasonable choice of the parameter values. (C) 2009 Elsevier B.V. All rights reserved.

Constant-random practice and the adaptive process in motor learning with varying amounts of constant practice

The adaptive process in motor learning was examined in terms of effects of varying amounts of constant practice performed before random practice. Participants pressed five response keys sequentially, the last one coincident with the lighting of a final visual stimulus provided by a complex coincident timing apparatus. Different visual stimulus speeds were used during the random practice. 33 children (M age=11.6 yr.) were randomly assigned to one of three experimental groups: constant-random, constant-random 33%, and constant-random 66%. The constant-random group practiced constantly until they reached a criterion of performance stabilization three consecutive trials within 50 msec. of error. The other two groups had additional constant practice of 33 and 66%, respectively, of the number of trials needed to achieve the stabilization criterion. All three groups performed 36 trials under random practice; in the adaptation phase, they practiced at a different visual stimulus speed adopted in the stabilization phase. Global performance measures were absolute, constant, and variable errors, and movement pattern was analyzed by relative timing and overall movement time. There was no group difference in relation to global performance measures and overall movement time. However, differences between the groups were observed on movement pattern, since constant-random 66% group changed its relative timing performance in the adaptation phase.

Profiles of xylose reductase, xylitol dehydrogenase and xylitol production under different oxygen transfer volumetric coefficient values

BACKGROUND: Xylitol is a sugar alcohol (polyalcohol) with many interesting properties for pharmaceutical and food products. It is currently produced by a chemical process, which has some disadvantages such as high energy requirement. Therefore microbiological production of xylitol has been studied as an alternative, but its viability is dependent on optimisation of the fermentation variables. Among these, aeration is fundamental, because xylitol is produced only under adequate oxygen availability. In most experiments with xylitol-producing yeasts, low oxygen transfer volumetric coefficient (K(L)a) values are used to maintain microaerobic conditions. However, in the present study the use of relatively high K(L)a values resulted in high xylitol production. The effect of aeration was also evaluated via the profiles of xylose reductase (XR) and xylitol clehydrogenase (XD) activities during the experiments. RESULTS: The highest XR specific activity (1.45 +/- 0.21 U mg(protein)(-1)) was achieved during the experiment with the lowest K(L)a value (12 h(-1)), while the highest XD specific activity (0.19 +/- 0.03 U mg(protein)(-1)) was observed with a K(L)a value of 25 h(-1). Xylitol production was enhanced when K(L)a was increased from 12 to 50 h(-1), which resulted in the best condition observed, corresponding to a xylitol volumetric productivity of 1.50 +/- 0.08 g(xylitol) L(-1) h(-1) and an efficiency of 71 +/- 6.0%. CONCLUSION: The results showed that the enzyme activities during xylitol bioproduction depend greatly on the initial KLa value (oxygen availability). This finding supplies important information for further studies in molecular biology and genetic engineering aimed at improving xylitol bioproduction. (C) 2008 Society of Chemical Industry

Multiple random crack propagation using a boundary element formulation

This paper proposes a boundary element method (BEM) model that is used for the analysis of multiple random crack growth by considering linear elastic fracture mechanics problems and structures subjected to fatigue. The formulation presented in this paper is based on the dual boundary element method, in which singular and hyper-singular integral equations are used. This technique avoids singularities of the resulting algebraic system of equations, despite the fact that the collocation points coincide for the two opposite crack faces. In fracture mechanics analyses, the displacement correlation technique is applied to evaluate stress intensity factors. The maximum circumferential stress theory is used to evaluate the propagation angle and the effective stress intensity factor. The fatigue model uses Paris` law to predict structural life. Examples of simple and multi-fractured structures loaded until rupture are considered. These analyses demonstrate the robustness of the proposed model. In addition, the results indicate that this formulation is accurate and can model localisation and coalescence phenomena. (C) 2010 Elsevier Ltd. All rights reserved.

The random barrier-crossing problem

This paper addresses the time-variant reliability analysis of structures with random resistance or random system parameters. It deals with the problem of a random load process crossing a random barrier level. The implications of approximating the arrival rate of the first overload by an ensemble-crossing rate are studied. The error involved in this so-called ""ensemble-crossing rate"" approximation is described in terms of load process and barrier distribution parameters, and in terms of the number of load cycles. Existing results are reviewed, and significant improvements involving load process bandwidth, mean-crossing frequency and time are presented. The paper shows that the ensemble-crossing rate approximation can be accurate enough for problems where load process variance is large in comparison to barrier variance, but especially when the number of load cycles is small. This includes important practical applications like random vibration due to impact loadings and earthquake loading. Two application examples are presented, one involving earthquake loading and one involving a frame structure subject to wind and snow loadings. (C) 2007 Elsevier Ltd. All rights reserved.

CONCENTRATION FIELDS NEAR AIR-WATER INTERFACES DURING INTERFACIAL MASS TRANSPORT: OXYGEN TRANSPORT AND RANDOM SQUARE WAVE ANALYSIS

Mass transfer across a gas-liquid interface was studied theoretically and experimentally, using transfer of oxygen into water as the gas-liquid system. The experimental results support the conclusions of a theoretical description of the concentration field that uses random square waves approximations. The effect of diffusion over the concentration records was quantified. It is shown that the peak of the normalized rills concentration fluctuation profiles must be lower than 0.5, and that the position of the peak of the rms value is an adequate measure of the thickness of the diffusive layer. The position of the peak is the boundary between the regions more subject to molecular diffusion or to turbulent transport of dissolved mass.

Surface treatment of reinforced concrete in marine environment: Influence on chloride diffusion coefficient and capillary water absorption

There are currently many types of protective materials for reinforced concrete structures and the influence of these materials in the chloride diffusion coefficient still needs more research. The aim of this paper is to study the efficacy of certain surface treatments (such as hydrophobic agents, acrylic coating, polyurethane coating and double systems) in inhibiting chloride penetration in concrete. The results indicated that all tested surface protection significantly reduced the sorptivity of concrete (reduction rate > 70%). However, only the polyurethane coating was highly effective in reducing the chloride diffusion coefficient (reduction rate of 86%). (C) 2008 Elsevier Ltd. All rights reserved.

Friction coefficient and abrasive wear modes in ball-cratering tests conducted at constant normal force and constant pressure-Preliminary results

The micro-scale abrasive wear test by rotative ball has gained large acceptance in universities and research centers, being widely used in studies on the abrasive wear of materials. Two wear modes are usually observed in this type of test: ""rolling abrasion"" results when the abrasive particles roll on the surface of the tested specimen, while ""grooving abrasion"" is observed when the abrasive particles slide; the type of wear mode has a significant effect on the overall behaviour of a tribological system. Several works on the friction coefficient during abrasive wear tests are available in the literature, but only a few were dedicated to the friction coefficient in micro-abrasive wear tests conducted with rotating ball. Additionally, recent works have identified that results may also be affected by the change in contact pressure that occurs when tests are conducted with constant applied force. Thus, the purpose of this work is to study the relationship between friction coefficient and abrasive wear modes in ball-cratering wear tests conducted at ""constant normal force"" and ""constant pressure"". Micro-scale abrasive wear tests were conducted with a ball of AISI52100 steel and a specimen of AISIH10 tool steel. The abrasive slurry was prepared with black silicon carbide (SiC) particles (average particle size of 3 mu m) and distilled water. Two constant normal force values and two constant pressure values were selected for the tests. The tangential and normal loads were monitored throughout the tests and their ratio was calculated to provide an indication of the friction coefficient. In all cases, optical microscopy analysis of the worn craters revelated only the presence of grooving abrasion. However, a more detailed analysis conducted by SEM has indicated that different degrees of rolling abrasion have also occurred along the grooves. The results have also shown that: (i) for the selected values of constant normal force and constant pressure, the friction coefficient presents, approximately, the same range of values and (ii) loading conditions play an important role on the occurrence of rolling abrasion or grooving abrasion and, consequently, on the average value and scatter of the friction coefficient in micro-abrasive wear tests. (C) 2009 Elsevier B.V. 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.

Ultrasonic Viscosity Measurement Using the Shear-Wave Reflection Coefficient with a Novel Signal Processing Technique

Real-time viscosity measurement remains a necessity for highly automated industry. To resolve this problem, many studies have been carried out using an ultrasonic shear wave reflectance method. This method is based on the determination of the complex reflection coefficient`s magnitude and phase at the solid-liquid interface. Although magnitude is a stable quantity and its measurement is relatively simple and precise, phase measurement is a difficult task because of strong temperature dependence. A simplified method that uses only the magnitude of the reflection coefficient and that is valid under the Newtonian regimen has been proposed by some authors, but the obtained viscosity values do not match conventional viscometry measurements. In this work, a mode conversion measurement cell was used to measure glycerin viscosity as a function of temperature (15 to 25 degrees C) and corn syrup-water mixtures as a function of concentration (70 to 100 wt% of corn syrup). Tests were carried out at 1 MHz. A novel signal processing technique that calculates the reflection coefficient magnitude in a frequency band, instead of a single frequency, was studied. The effects of the bandwidth on magnitude and viscosity were analyzed and the results were compared with the values predicted by the Newtonian liquid model. The frequency band technique improved the magnitude results. The obtained viscosity values came close to those measured by the rotational viscometer with percentage errors up to 14%, whereas errors up to 96% were found for the single frequency method.

Viscosity measurement of Newtonian liquids using the complex reflection coefficient

This work presents the implementation of the ultrasonic shear reflectance method for viscosity measurement of Newtonian liquids using wave mode conversion from longitudinal to shear waves and vice versa. The method is based on the measurement of the complex reflection coefficient (magnitude and phase) at a solid-liquid interface. The implemented measurement cell is composed of an ultrasonic transducer, a water buffer, an aluminum prism, a PMMA buffer rod, and a sample chamber. Viscosity measurements were made in the range from 1 to 3.5 MHz for olive oil and for automotive oils (SAE 40, 90, and 250) at 15 and 22.5 degrees C, respectively. Moreover, olive oil and corn oil measurements were conducted in the range from 15 to 30 degrees C at 3.5 and 2.25 MHz, respectively. The ultrasonic measurements, in the case of the less viscous liquids, agree with the results provided by a rotational viscometer, showing Newtonian behavior. In the case of the more viscous liquids, a significant difference was obtained, showing a clear non-Newtonian behavior that cannot be described by the Kelvin-Voigt model.

Methodological analysis of gamma tomography system for large random packed columns

Gamma ray tomography experiments have been carried out to detect spatial patterns in the porosity in a 0.27 m diameter column packed with steel Rashig rings of different sizes: 12.6, 37.9, and 76 mm. using a first generation CT system (Chen et al., 1998). A fast Fourier transform tomographic reconstruction algorithm has been used to calculate the spatial variation over the column cross section. Cross-sectional gas porosity and solid holdup distribution were determinate. The values of cross-sectional average gas porosity were epsilon=0.849, 0.938 and 0.966 for the 12.6, 37.9, and 76 mm rings, respectively. Radial holdup variation within the packed bed has been determined. The variation of the circumferentially averaged gas holdup in the radial direction indicates that the porosity in the column wall region is a somewhat higher than that in the bulk region, due to the effect of the column wall. (C) 2009 Elsevier Ltd. All rights reserved.