Evaluation of a K. J. Law Model 8300 Ultrasonic Roughness Testing Device. Final report.

Federal Highway Administration, Washington, D.C.

Testing for financial crashes using the Log Periodic Power Law model

Many papers claim that a Log Periodic Power Law (LPPL) model fitted to financial market bubbles that precede large market falls or 'crashes', contains parameters that are confined within certain ranges. Further, it is claimed that the underlying model is based on influence percolation and a martingale condition. This paper examines these claims and their validity for capturing large price falls in the Hang Seng stock market index over the period 1970 to 2008. The fitted LPPLs have parameter values within the ranges specified post hoc by Johansen and Sornette (2001) for only seven of these 11 crashes. Interestingly, the LPPL fit could have predicted the substantial fall in the Hang Seng index during the recent global downturn. Overall, the mechanism posited as underlying the LPPL model does not do so, and the data used to support the fit of the LPPL model to bubbles does so only partially. © 2013.

A framework to understand human action

This paper consists in an analysis of two explanatory models of human behaviour which play a prominent role in the contemporary literature on human action. The first model - the causalist - aims at explaining action in terms of causes and general laws. The second model - the intentionalist - explains human action in terms of intentions and practical syllogism. The difficulties of both models are presented and in the last part of the essay we propose one alternative model, based on the notion of retroduction.

A framework to understand human action

O trabalho consiste numa análise de dois modelos explicativos do comportamento humano considerados fundamentais na literatura contemporânea sobre teoria da ação. O primeiro modelo, o causalista, tenta explicar as ações em termos de causas e leis gerais. O segundo explica a ação em termos de intenções e silogismos práticos. As dificuldades e problemas de ambos modelos são apresentadas e na última parte do ensaio propomos um modelo alternativo baseado na noção de retrodução.

What the cognitive neurosciences mean to me

Cognitive Neuroscience is an interdisciplinary area of research that combines measurement of brain activity (mostly by means of neuroimaging) with a simultaneous performance of cognitive tasks by human subjects. These investigations have been successful in the task of connecting the sciences of the brain (Neurosciences) and the sciences of the mind (Cognitive Sciences). Advances on this kind of research provide a map of localization of cognitive functions in the human brain. Do these results help us to understand how mind relates to the brain? In my view, the results obtained by the Cognitive Neurosciences lead to new investigations in the domain of Molecular Neurobiology, aimed at discovering biophysical mechanisms that generate the activity measured by neuroimaging instruments. In this context, I argue that the understanding of how ionic/molecular processes support cognition and consciousness cannot be made by means of the standard reductionist explanations. Knowledge of ionic/molecular meclianisms can contribute to our understanding of the human mind as long as we assume an alternative form of explanation, based on psycho-physical similarities, together with an ontological view of mentality and spirituality as embedded in physical nature (and not outside nature, as frequently assumed in western culture).

Extension of Murray's law using a non-Newtonian model of blood flow.

BACKGROUND: So far, none of the existing methods on Murray's law deal with the non-Newtonian behavior of blood flow although the non-Newtonian approach for blood flow modelling looks more accurate. MODELING: In the present paper, Murray's law which is applicable to an arterial bifurcation, is generalized to a non-Newtonian blood flow model (power-law model). When the vessel size reaches the capillary limitation, blood can be modeled using a non-Newtonian constitutive equation. It is assumed two different constraints in addition to the pumping power: the volume constraint or the surface constraint (related to the internal surface of the vessel). For a seek of generality, the relationships are given for an arbitrary number of daughter vessels. It is shown that for a cost function including the volume constraint, classical Murray's law remains valid (i.e. SigmaR(c) = cste with c = 3 is verified and is independent of n, the dimensionless index in the viscosity equation; R being the radius of the vessel). On the contrary, for a cost function including the surface constraint, different values of c may be calculated depending on the value of n. RESULTS: We find that c varies for blood from 2.42 to 3 depending on the constraint and the fluid properties. For the Newtonian model, the surface constraint leads to c = 2.5. The cost function (based on the surface constraint) can be related to entropy generation, by dividing it by the temperature. CONCLUSION: It is demonstrated that the entropy generated in all the daughter vessels is greater than the entropy generated in the parent vessel. Furthermore, it is shown that the difference of entropy generation between the parent and daughter vessels is smaller for a non-Newtonian fluid than for a Newtonian fluid.

Rheological behavior and color stability of anthocyanins from Merlot (Vitis vinifera L.) and Bordô (Vitis labrusca L.) grapes in a jam model system

Anthocyanins are the pigments responsible for the color of most red grapes and are easily degraded following various reaction mechanisms affected by oxygen, enzymes, pH, and temperature among other variables. In this study, a jam model system was developed using Merlot and Bordô grape extracts and polysaccharides (xanthan and locust bean gums) and different temperatures (45, 55 and 65 °C). The stability of the anthocyanin pigments and the rheological behavior of the jam model system were studied. For the determination of the stability, the half-life time and first-order reaction rate constants for the anthocyanin pigments were calculated. The rheological behavior was determined through the Power law model. The jam model system produced using a temperature of 45 °C showed the best results for the anthocyanin half-life time. The first-order reaction rate constants for the 45, 55, and 65 °C treatments were not significantly different among each other (p > 0.05). It was observed that with an increase in the jam model system temperature there was an increase in the index of consistency.

Friction losses in valves and fittings for power-law fluids

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

A general threshold stress hybrid hazard model for lifetime data

In this paper we propose a hybrid hazard regression model with threshold stress which includes the proportional hazards and the accelerated failure time models as particular cases. To express the behavior of lifetimes the generalized-gamma distribution is assumed and an inverse power law model with a threshold stress is considered. For parameter estimation we develop a sampling-based posterior inference procedure based on Markov Chain Monte Carlo techniques. We assume proper but vague priors for the parameters of interest. A simulation study investigates the frequentist properties of the proposed estimators obtained under the assumption of vague priors. Further, some discussions on model selection criteria are given. The methodology is illustrated on simulated and real lifetime data set.

Experimental Analysis of Structural Change and Rheological Behavior of Macromolecular Solutions with Guar and Xanthan Gums in Crossflow Microfiltration Processing

The present paper reports on the structural change and rheological behavior of mixtures of macromolecular suspensions (guar and xanthan gums) in crossflow microfiltration processing. Mixtures in suspension of guar and xanthan gums at low concentrations (1,000 ppm) and different proportions were processed by microfiltration with membrane of nominal pore size of 0.4 mu m. The rheological behavior of the mixtures was investigated in rotational viscometers at two different temperatures, 25 and 40 C, at the beginning and at the end of each experiment. The shear stress (t) in function of the shear rate (gamma) was fitted and analyzed with the power-law model. All the mixtures showed flow behavior index values (n) lower than 1, characterizing non-Newtonian fluids (pseudoplastic). The samples of both mixtures and permeates were also analyzed by absorbency spectroscopy in infrared radiation. The absorbency analysis showed that there is good synergism between xanthan and guar gums without structure modifications or gel formation in the concentration process by microfiltration.

NON-NEWTONIAN FLOW AND PRESSURE DROP OF PINEAPPLE JUICE IN A PLATE HEAT EXCHANGER

The study of non-Newtonian flow in plate heat exchangers (PHEs) is of great importance for the food industry. The objective of this work was to study the pressure drop of pineapple juice in a PHE with 50 degrees chevron plates. Density and flow properties of pineapple juice were determined and correlated with temperature (17.4 <= T <= 85.8 degrees C) and soluble solids content (11.0 <= X(s) <= 52.4 degrees Brix). The Ostwald-de Waele (power law) model described well the rheological behavior. The friction factor for non-isothermal flow of pineapple juice in the PHE was obtained for diagonal and parallel/side flow. Experimental results were well correlated with the generalized Reynolds number (20 <= Re(g) <= 1230) and were compared with predictions from equations from the literature. The mean absolute error for pressure drop prediction was 4% for the diagonal plate and 10% for the parallel plate.

Fractional-order impulse response of the respiratory system

This paper presents the measurement, frequency-response modeling and identification, and the corresponding impulse time response of the human respiratory impedance and admittance. The investigated adult patient groups were healthy, diagnosed with chronic obstructive pulmonary disease and kyphoscoliosis, respectively. The investigated children patient groups were healthy, diagnosed with asthma and cystic fibrosis, respectively. Fractional order (FO) models are identified on the measured impedance to quantify the respiratory mechanical properties. Two methods are presented for obtaining and simulating the time-domain impulse response from FO models of the respiratory admittance: (i) the classical pole-zero interpolation proposed by Oustaloup in the early 90s, and (ii) the inverse discrete Fourier Transform (DFT). The results of the identified FO models for the respiratory admittance are presented by means of their average values for each group of patients. Consequently, the impulse time response calculated from the frequency response of the averaged FO models is given by means of the two methods mentioned above. Our results indicate that both methods provide similar impulse response data. However, we suggest that the inverse DFT is a more suitable alternative to the high order transfer functions obtained using the classical Oustaloup filter. Additionally, a power law model is fitted on the impulse response data, emphasizing the intrinsic fractal dynamics of the respiratory system.

Intrinsic fractal dynamics in the respiratory system by means of pressure-volume loops

This contribution presents novel concepts for analysis of pressure–volume curves, which offer information about the time domain dynamics of the respiratory system. The aim is to verify whether a mapping of the respiratory diseases can be obtained, allowing analysis of (dis)similarities between the dynamical pattern in the breathing in children. The groups investigated here are children, diagnosed as healthy, asthmatic, and cystic fibrosis. The pressure–volume curves have been measured by means of the noninvasive forced oscillation technique during breathing at rest. The geometrical fractal dimension is extracted from the pressure–volume curves and a power-law behavior is observed in the data. The power-law model coefficients are identified from the three sets and the results show that significant differences are present between the groups. This conclusion supports the idea that the respiratory system changes with disease in terms of airway geometry, tissue parameters, leading in turn to variations in the fractal dimension of the respiratory tree and its dynamics.

X-ray and radio observations of RX J1826.2-1450/LS 5039

RX J1826.2-1450/LS 5039 has been recently proposed to be a radio emitting high mass X-ray binary. In this paper, we present an analysis of its X-ray timing and spectroscopic properties using different instruments on board the RXTE satellite. The timing analysis indicates the absence of pulsed or periodic emission on time scales of 0.02-2000 s and 2-200 d, respectively. The source spectrum is well represented by a power-law model, plus a Gaussian component describing a strong iron line at 6.6 keV. Significant emission is seen up to 30 keV, and no exponential cut-off at high energy is required. We also study the radio properties of the system according to the GBI-NASA Monitoring Program. RX J1826.2-1450/LS 5039 continues to display moderate radio variability with a clearly non-thermal spectral index. No strong radio outbursts have been detected after several months.