A new variational radial basis function approximation for inference in multivariate diffusions

In this paper we present a radial basis function based extension to a recently proposed variational algorithm for approximate inference for diffusion processes. Inference, for state and in particular (hyper-) parameters, in diffusion processes is a challenging and crucial task. We show that the new radial basis function approximation based algorithm converges to the original algorithm and has beneficial characteristics when estimating (hyper-)parameters. We validate our new approach on a nonlinear double well potential dynamical system.

Wear and corrosion of mechanical seals

Mechanical seals are used extensively to seal machinery such as pumps, mixers and agitators in the oil, petrochemical and chemical industries. The performance of such machinery is critically dependent on these devices. Seal failures may result in the escape of dangerous chemicals, possibly causing injury or loss of life. Seal performance is limited by the choice of face materials available. These range from cast iron and stellited stainless steel to cemented and silicon carbides. The main factors that affect seal performance are the wear and corrosion of seal faces. This research investigated the feasibility of applying surface coating/treatments to seal materials, in order to provide improved seal performance. Various surface coating/treatment methods were considered; these included electroless nickel plating, ion plating, plasma nitriding, thermal spraying and high temperature diffusion processes. The best wear resistance, as evaluated by the Pin-on-Disc wear test method, was conferred by the sprayed tungsten carbide/nickel/tungsten-chromium carbide deposit, produced by the high energy plasma spraying (Jet-Kote) process. In general, no correlation was found between hardness and wear resistance or surface finish and friction. This is due primarily to the complexity of the wear and frictional oxidation, plastic deformation, ploughing, fracture and delamination. Corrosion resistance was evaluated by Tafel extrapolation, linear polarisation and anodic potentiodynamic polarisation techniques. The best corrosion performance was exhibited by an electroless nickel/titanium nitride duplex coating due to the passivity of the titanium nitride layer in the acidified salt solution. The surface coating/treatments were ranked using a systematic method, which also considered other properties such as adhesion, internal stress and resistance to thermal cracking. The sealing behaviour of surface coated/treated seals was investigated on an industrial seal testing rig. The best sealing performances were exhibited by the Jet-Kote and electroless nickel silicon carbide composite coated seals. The failure of the electroless nickel and electroless nickel/titanium nitride duplex coated seals was due to inadequate adhesion of the deposits to the substrate. Abrasion of the seal faces was the principal wear mechanism. For operation in an environment similar to the experimental system employed (acidified salt solution) the Jet-Kote deposit appears to be the best compromise.

Networking - a statistical physics perspective

Networking encompasses a variety of tasks related to the communication of information on networks; it has a substantial economic and societal impact on a broad range of areas including transportation systems, wired and wireless communications and a range of Internet applications. As transportation and communication networks become increasingly more complex, the ever increasing demand for congestion control, higher traffic capacity, quality of service, robustness and reduced energy consumption requires new tools and methods to meet these conflicting requirements. The new methodology should serve for gaining better understanding of the properties of networking systems at the macroscopic level, as well as for the development of new principled optimization and management algorithms at the microscopic level. Methods of statistical physics seem best placed to provide new approaches as they have been developed specifically to deal with nonlinear large-scale systems. This review aims at presenting an overview of tools and methods that have been developed within the statistical physics community and that can be readily applied to address the emerging problems in networking. These include diffusion processes, methods from disordered systems and polymer physics, probabilistic inference, which have direct relevance to network routing, file and frequency distribution, the exploration of network structures and vulnerability, and various other practical networking applications. © 2013 IOP Publishing Ltd.

Study of the physical properties of metals and oxides at extreme pressure and temperature conditions

The high-pressure and temperature investigations on transition metals, metal doped-oxide system, nanocrystalline materials are presented in this dissertation. The metal-doped oxide systems are technologically important because of their applications, e.g. LSC, opto electronic applications, luminescence from lasers, etc., and from the earth sciences point of view, e.g. the study of trace elements in the MgO-SiO2 system, which accounts for 50% of the Earth's chondritic model. We have carried out thorough investigations on Cr2O3 and on chromium bearing oxides at high PT-conditions using in situ X-ray diffractometry and florescence spectroscopy techniques. Having obtained exciting results, an attempt to focus on the mechanism of the coordination of transition metals in oxides has been made. Additionally, the florescence from the metals in host oxides was found to be helpful to obtain information on structural variations like changes in the coordination of the doped element, formation of new phases, the diffusion processes. The possible reactions taking place at extreme conditions in the MgO-SiO2 system has been observed using florescence as markers. A new heating assemblage has been designed and fabricated for a precise determination of temperature at high pressures. An equation combining pressure shifts of ruby wavelength and temperature has been proposed. We observed that the compressibility of nanocrystalline material (MgO and Ni) is independent of crystallite size. A reduction in the transition pressure of nanocrystalline ceria at high-pressure has been observed as compare to the corresponding bulk material. ^

Explorando a execução de técnicas estendidas no oboé encontradas em quatro peças contemporâneas

This dissertation presents an investigation of the evolutionary process of extended oboe techniques, through literary analysis and practical research. The objective of this work is to provide assistance to oboists interested in learning these techniques. Additionally, this work encourages the student, through the process of experimentation, to explore the questions that may arise around the aesthetics of sound, the concept of gesture as an additional visual and aural element in music, and the collaboration and “real-time” creation processes. Discussed within the work, are the relationship between the instrument (the oboe) and extended techniques, and two possible definitions of extended techniques, provided by Luk Vaes (2009) and Gardner Read (1993). Also explored are the how and why some composers have utilized extended techniques in their compositions, including brief discussions relating to extended techniques in real-time composition (improvisation), extended techniques and technological resources, theatrical gesture as an extended technique, and suggestions of how musicians might approach theatrical gestures in performance. Four works were visited: “I Know This Room So Well” – Lisa Bielawa (2007-9); “Four Pieces for Oboe and Piano” – Ernst Krenek (1966); “In Freundschaft” – Karlheinz Stockhausen (1978); “Atem” – Mauricio Kagel (1969-70); and an exploration of the difficulties and solutions associated with each extended technique found within these pieces, was carried out. The following founding works on extended oboe techniques were used, as a basis for research: books - Heinz Holliger’s Pro Musica Nova (1972); Gardner Read’s Compendium of Modern Instrumental Techniques (1993); Peter Veale & Claus-Steffen Mahnkopf’s The Techniques of Oboe Playing (1994); and Libby Van Cleve’s Oboe Unbound: Contemporary Techniques (2004); and articles - Nora Post’s “Monophonic sound resources for the oboe: Part I – Timbre” (1984), “Part II- Pitch and other techniques” (1984), and “Multiphonics for the oboe” (1982).

Table 3.1 Content and composition of air in an ice profile from Camp III i Greenland

The air trapped in freshly formed ice gives information concerning the ice formation processes as weH as concerning severa,l environmental parameters at the time of ice formation. Air arnount, air composition, and the size and form of bubbles may change with time. Possible processes responsible for such changes are discussed. In very cold ice air content and air composition remain almost unchanged. Samples of ancient atmospheric air are therefore very weH preserved in cold ice. In temperate ice changes of the air amount and air composition depend on the intergranular water fiow through the glacier. This waterfiow can be estimated by measuring air amount and air composition in ice sampIes.

Enjeux de la cueca chilienne : vocalité et représentations sociales

Cette recherche aborde le chant de la cueca chilienne à travers le spectre de la voix dans la construction de représentations sociales, et ce, sur la base d’une méthodologie mixte qui combine la recherche bibliographique, l’observation participante, les entrevues et l’analyse musicale. Comme point de départ, on remarque la pratique d’une cueca surnommée urbana, brava ou chilenera, caractérisée par un timbre vocal singulier associé au milieu « populaire » des chanteurs. Remontant aux premières traces de la cueca, au Chili, le chapitre 2 aborde les descriptions de la voix de la zamacueca au XIXe siècle publié dans des récits de voyage. L’analyse du contexte dans lequel ces récits se publient permet de constater que l’idée du caractère nasal de la cueca s’associe à la constitution d’altérité. Le chapitre 3 aborde la façon dont une théorie spécifique sur l’origine de la cueca chilienne contribue aux conceptions de la voix dans le genre. Le sujet de la nasalité apparaît encore, cette fois-ci imbriqué dans l’imagination de l’origine arabo-andalouse de la cueca. S’intéressant à la représentation du sujet populaire, le chapitre 4 expose deux figures centrales de la culture chilienne : le huaso et le roto, représentants du paysan et du sujet urbain, tous deux entremêlés avec des discours nationalistes. Le « parler populaire » apparaît représenté dans divers styles de cueca, en produisant des vocalités affectées par l’imagination de la classe sociale, et ce dans le contexte de débats sur l’authenticité. Le chapitre 5 aborde finalement l’expérience vécue par de jeunes chanteurs actifs sur une scène de revitalisation. Leurs dynamiques de chant en groupe soulignent l’impact de la compétition sur le déploiement de la voix. La pratique structurée selon le chant en ronde - chant à la rueda – montrera que la production d’un « bon pito », soit d’une voix adéquate à la cueca, révèle la nécessité d’adapter les voix aux besoins du groupe. La conclusion met en lumière que le rapport entre voix et style se présente comme une correlation cruciale pour comprendre non seulement la diversité des variantes de cuecas existantes à un moment donné, mais également leurs transformations au cours du temps par l’entremise d’un processus de stylisation. Au-delà du style, pourtant, la voix paraît exprimer quelque chose du sujet qui la fait résonner. Par ce biais, les diverses étiquettes accompagnant le terme cueca nous informent sur les caractéristiques ethniques, du genre et de classe des chanteurs, y compris les différentes voix d’un même sujet qui chante.

First-passage-time noninteger moments for some diffusion and dichotomous processes

We calculate noninteger moments ¿tq¿ of first passage time to trapping, at both ends of an interval (0,L), for some diffusion and dichotomous processes. We find the critical behavior of ¿tq¿, as a function of q, for free processes. We also show that the addition of a potential can destroy criticality.

Non-Markovian stochastic processes and their applications: from anomalous diffusion to time series analysis

This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.

Application of NMR RDC’s, relaxation and self-diffusion for the study of dynamic processes of small molecules in solution

Spin-lattice Relaxation, self-Diffusion coefficients and Residual Dipolar Couplings (RDC’s) are the basis of well established Nuclear Magnetic Resonance techniques for the physicochemical study of small molecules (typically organic compounds and natural products with MW < 1000 Da), as they proved to be a powerful and complementary source of information about structural dynamic processes in solution. The work developed in this thesis consists in the application of the earlier-mentioned NMR techniques to explore, analyze and systematize patterns of the molecular dynamic behavior of selected small molecules in particular experimental conditions. Two systems were chosen to investigate molecular dynamic behavior by these techniques: the dynamics of ion-pair formation and ion interaction in ionic liquids (IL) and the dynamics of molecular reorientation when molecules are placed in oriented phases (alignment media). The application of NMR spin-lattice relaxation and self-diffusion measurements was applied to study the rotational and translational molecular dynamics of the IL: 1-butyl-3-methylimidazolium tetrafluoroborate [BMIM][BF4]. The study of the cation-anion dynamics in neat and IL-water mixtures was systematically investigated by a combination of multinuclear NMR relaxation techniques with diffusion data (using by H1, C13 and F19 NMR spectroscopy). Spin-lattice relaxation time (T1), self-diffusion coefficients and nuclear Overhauser effect experiments were combined to determine the conditions that favor the formation of long lived [BMIM][BF4] ion-pairs in water. For this purpose and using the self-diffusion coefficients of cation and anion as a probe, different IL-water compositions were screened (from neat IL to infinite dilution) to find the conditions where both cation and anion present equal diffusion coefficients (8% water fraction at 25 ºC). This condition as well as the neat IL and the infinite dilution were then further studied by 13C NMR relaxation in order to determine correlation times (c) for the molecular reorientational motion using a mathematical iterative procedure and experimental data obtained in a temperature range between 273 and 353 K. The behavior of self-diffusion and relaxation data obtained in our experiments point at the combining parameters of molar fraction 8 % and temperature 298 K as the most favorable condition for the formation of long lived ion-pairs. When molecules are subjected to soft anisotropic motion by being placed in some special media, Residual Dipolar Couplings (RDCs), can be measured, because of the partial alignment induced by this media. RDCs are emerging as a powerful routine tool employed in conformational analysis, as it complements and even outperforms the approaches based on the classical NMR NOE or J3 couplings. In this work, three different alignment media have been characterized and evaluated in terms of integrity using 2H and 1H 1D-NMR spectroscopy, namely the stretched and compressed gel PMMA, and the lyotropic liquid crystals CpCl/n-hexanol/brine and cromolyn/water. The influence that different media and degrees of alignment have on the dynamic properties of several molecules was explored. Different sized sugars were used and their self-diffusion was determined as well as conformation features using RDCs. The results obtained indicate that no influence is felt by the small molecules diffusion and conformational features studied within the alignment degree range studied, which was the 3, 5 and 6 % CpCl/n-hexanol/brine for diffusion, and 5 and 7.5 % CpCl/n-hexanol/brine for conformation. It was also possible to determine that the small molecules diffusion verified in the alignment media presented close values to the ones observed in water, reinforcing the idea of no conditioning of molecular properties in such media.

A Hull and White formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility

In this paper, generalizing results in Alòs, León and Vives (2007b), we see that the dependence of jumps in the volatility under a jump-diffusion stochastic volatility model, has no effect on the short-time behaviour of the at-the-money implied volatility skew, although the corresponding Hull and White formula depends on the jumps. Towards this end, we use Malliavin calculus techniques for Lévy processes based on Løkka (2004), Petrou (2006), and Solé, Utzet and Vives (2007).

Mean first-passage time of continuous non-Markovian processes driven by colored noise

An equation for mean first-passage times of non-Markovian processes driven by colored noise is derived through an appropriate backward integro-differential equation. The equation is solved in a Bourret-like approximation. In a weak-noise bistable situation, non-Markovian effects are taken into account by an effective diffusion coefficient. In this situation, our results compare satisfactorily with other approaches and experimental data.

Mean first-passage time of continuous non-Markovian processes driven by colored noise

An equation for mean first-passage times of non-Markovian processes driven by colored noise is derived through an appropriate backward integro-differential equation. The equation is solved in a Bourret-like approximation. In a weak-noise bistable situation, non-Markovian effects are taken into account by an effective diffusion coefficient. In this situation, our results compare satisfactorily with other approaches and experimental data.

Anomalous dependence on the diffusion coefficients of the ionic relaxation time in electrolytes

We show, by using a numerical analysis, that the dynamic toward equilibrium for an electrolytic cell subject to a step-like external electric field is a multirelaxation process when the diffusion coefficients of positive and negative ions are different. By assuming that the diffusion coefficient of positive ions is constant, we observe that the number of involved relaxation processes increases when the diffusion coefficient of the negative ions diminishes. Furthermore, two of the relaxation times depend nonmonotonically on the ratio of the diffusion coefficients. This result is unexpected, because the ionic drift velocity, by means of which the ions move to reach the equilibrium distribution, increases with increasing ionic mobility.

Resolving diffusion in clay minerals at different time scales: Combination of experimental and modeling approaches

Since no single experimental or modeling technique provides data that allow a description of transport processes in clays and clay minerals at all relevant scales, several complementary approaches have to be combined to understand and explain the interplay between transport relevant phenomena. In this paper molecular dynamics simulations (MD) were used to investigate the mobility of water in the interlayer of montmorillonite (Mt), and to estimate the influence of mineral surfaces and interlayer ions on the water diffusion. Random Walk (RW) simulations based on a simplified representation of pore space in Mt were used to estimate and understand the effect of the arrangement of Mt particles on the meso- to macroscopic diffusivity of water. These theoretical calculations were complemented with quasielastic neutron scattering (QENS) measurements of aqueous diffusion in Mt with two pseudo-layers of water performed at four significantly different energy resolutions (i.e. observation times). The size of the interlayer and the size of Mt particles are two characteristic dimensions which determine the time dependent behavior of water diffusion in Mt. MD simulations show that at very short time scales water dynamics has the characteristic features of an oscillatory motion in the cage formed by neighbors in the first coordination shell. At longer time scales, the interaction of water with the surface determines the water dynamics, and the effect of confinement on the overall water mobility within the interlayer becomes evident. At time scales corresponding to an average water displacement equivalent to the average size of Mt particles, the effects of tortuosity are observed in the meso- to macroscopic pore scale simulations. Consistent with the picture obtained in the simulations, the QENS data can be described using a (local) 3D diffusion at short observation times, whereas at sufficiently long observation times a 2D diffusive motion is clearly observed. The effects of tortuosity measured in macroscopic tracer diffusion experiments are in qualitative agreement with RW simulations. By using experimental data to calibrate molecular and mesoscopic theoretical models, a consistent description of water mobility in clay minerals from the molecular to the macroscopic scale can be achieved. In turn, simulations help in choosing optimal conditions for the experimental measurements and the data interpretation. (C) 2014 Elsevier B.V. All rights reserved.