Evaluation of flow regimes in a semi-cylindrical spouted bed through statistical, mutual information, spectral and Hurst`s analysis

Hydrodynamic studies were conducted in a semi-cylindrical spouted bed column of diameter 150 mm, height 1000 mm, conical base included angle of 60 degrees and inlet orifice diameter 25 mm. Pressure transducers at several axial positions were used to obtain pressure fluctuation time series with 1.2 and 2.4 mm glass beads at U/U-ms from 0.3 to 1.6, and static bed depths from 150 to 600 mm. The conditions covered several flow regimes (fixed bed, incipient spouting, stable spouting, pulsating spouting, slugging, bubble spouting and fluidization). Images of the system dynamics were also acquired through the transparent walls with a digital camera. The data were analyzed via statistical, mutual information theory, spectral and Hurst`s Rescaled Range methods to assess the potential of these methods to characterize the spouting quality. The results indicate that these methods have potential for monitoring spouted bed operation.

Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H 1/2

We consider the Cauchy problem for a stochastic delay differential equation driven by a fractional Brownian motion with Hurst parameter H>¿. We prove an existence and uniqueness result for this problem, when the coefficients are sufficiently regular. Furthermore, if the diffusion coefficient is bounded away from zero and the coefficients are smooth functions with bounded derivatives of all orders, we prove that the law of the solution admits a smooth density with respect to Lebesgue measure on R.

Verificação da memória longa persistente no mercado de bitcoins : uma análise do expoente de Hurst ao longo do tempo

Um dos principais fatores de estudo do mercado de capitais é a discussão a respeito da teoria de eficiência de mercado, que no caso diverge em relação ao comportamento do preço da maioria dos ativos. Este trabalho tem o intuito de analisar o comportamento do principal índice de preços do mercado de bitcoins (BPI) durante o período de julho de 2010 a setembro de 2014. Inicialmente será testada a hipótese do passeio aleatório para o BPI. Em seguida serão verificadas as correlações de longa data nas séries financeiras temporais utilizando como instrumento de análise o expoente de Hurst (H), que inicialmente foi usado para calcular correlações em fenômenos naturais e posteriormente sua abrangência alcançou a área financeira. O estudo avalia o expoente H através de métodos distintos destacando-se a análise R/S e a DFA. Para o cálculo do expoente ao longo do tempo, utiliza-se uma janela móvel de 90 dias deslocando-se de 10 em 10 dias. Já para o cálculo em diferentes escalas verifica-se, para cada dia, o valor do expoente H nos últimos 360, 180 e 90 dias respectivamente. Os resultados evidenciaram que o índice BPI apresenta memória longa persistente em praticamente todo o período analisado. Além disso, a análise em diferentes escalas indica a possibilidade de previsão de eventos turbulentos no índice neste mesmo período. Finalmente foi possível comprovar a hipótese de mercados fractais para a série histórica de retornos do BPI.

Estimativa do expoente de Hurst de séries temporais de chuvas do estado de São Paulo usando as transformadas de Fourier, Wavelets e análise R/S

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Estimativa do expoente de Hurst, por meio da transformada Wavelet, de séries temporais de precipitação de chuvas das regiões climáticas do estado de São Paulo no período de 1978 a 1997

Pós-graduação em Física - IGCE

O uso de wavelets na determinação do expoente de Hurst de uma série temporal diária de chuvas do município de Araras-SP de 1955-2000

Pós-graduação em Física - IGCE

Derivate frazionarie ed indice di Hurst

La tesi analizza l'estensione del calcolo classico, il calcolo frazionario, descrivendone le proprietà principali e dandone esempi concreti. Si procede con la definizione di indice di Hurst e di moto Browniano frazionario. Si vede poi come è possibile estendere il calcolo frazionario al calcolo stocastico rispetto ad un moto Browniano frazionario. Infine, si richiamano alcuni concetti di teoria della probabilità.

Temple Newsam: its history and antiquities; comprising an account of the ancient preceptories of Knights Templars there and at Temple Hurst, the baronial houses of Darcy, Lennox, Stuart, and Irwin; together with an account of the modern mansion, and a catalogue of the most celebrated pictures.

Mode of access: Internet.

Catalogue of the library of the late Bishop John Fletcher Hurst ...

Mode of access: Internet.

In My Opinion: Michael E. Hurst: July 8, 1931 - March 22, 2001

My reflections of Michael E. Hurst are a much more modest enterprise than a memoir or biography. My portrait of him will only portray the images I observed and remember: As he was an adult when I met him, it is far from a complete picture of him. I was his academic dean, fellow professor, and friend. While fame has eluded most people I know. Hurst was the exception: everyone in the food service industry knew him.

The Hurst exponent as an indicator of the behaviour of a model monopile in an ocean wave testing basin

With the importance of renewable energy well-established worldwide, and targets of such energy quantified in many cases, there exists a considerable interest in the assessment of wind and wave devices. While the individual components of these devices are often relatively well understood and the aspects of energy generation well researched, there seems to be a gap in the understanding of these devices as a whole and especially in the field of their dynamic responses under operational conditions. The mathematical modelling and estimation of their dynamic responses are more evolved but research directed towards testing of these devices still requires significant attention. Model-free indicators of the dynamic responses of these devices are important since it reflects the as-deployed behaviour of the devices when the exposure conditions are scaled reasonably correctly, along with the structural dimensions. This paper demonstrates how the Hurst exponent of the dynamic responses of a monopile exposed to different exposure conditions in an ocean wave basin can be used as a model-free indicator of various responses. The scaled model is exposed to Froude scaled waves and tested under different exposure conditions. The analysis and interpretation is carried out in a model-free and output-only environment, with only some preliminary ideas regarding the input of the system. The analysis indicates how the Hurst exponent can be an interesting descriptor to compare and contrast various scenarios of dynamic response conditions.

Multifractality in plasma edge electrostatic turbulence

Plasma edge turbulence in Tokamak Chauffage Alfven Bresilien (TCABR) [R. M. O. Galvao et al., Plasma Phys. Contr. Fusion 43, 1181 (2001)] is investigated for multifractal properties of the fluctuating floating electrostatic potential measured by Langmuir probes. The multifractality in this signal is characterized by the full multifractal spectra determined by applying the wavelet transform modulus maxima. In this work, the dependence of the multifractal spectrum with the radial position is presented. The multifractality degree inside the plasma increases with the radial position reaching a maximum near the plasma edge and becoming almost constant in the scrape-off layer. Comparisons between these results with those obtained for random test time series with the same Hurst exponents and data length statistically confirm the reported multifractal behavior. Moreover, the persistence of these signals, characterized by their Hurst exponent, present radial profile similar to the deterministic component estimated from analysis based on dynamical recurrences. (C) 2008 American Institute of Physics.

Anomalous diffusion in non-Markovian walks having amnestically induced persistence

We report numerically and analytically estimated values for the Hurst exponent for a recently proposed non-Markovian walk characterized by amnestically induced persistence. These results are consistent with earlier studies showing that log-periodic oscillations arise only for large memory losses of the recent past. We also report numerical estimates of the Hurst exponent for non-Markovian walks with diluted memory. Finally, we study walks with a fractal memory of the past for a Thue-Morse and Fibonacci memory patterns. These results are interpreted and discussed in the context of the necessary and sufficient conditions for the central limit theorem to hold.

Chaotic model and memory in single calcium-activated potassium channel kinetics

Ion channels are pores formed by proteins and responsible for carrying ion fluxes through cellular membranes. The ion channels can assume conformational states thereby controlling ion flow. Physically, the conformational transitions from one state to another are associated with energy barriers between them and are dependent on stimulus, such as, electrical field, ligands, second messengers, etc. Several models have been proposed to describe the kinetics of ion channels. The classical Markovian model assumes that a future transition is independent of the time that the ion channel stayed in a previous state. Others models as the fractal and the chaotic assume that the rate of transitions between the states depend on the time that the ionic channel stayed in a previous state. For the calcium activated potassium channels of Leydig cells the R/S Hurst analysis has indicated that the channels are long-term correlated with a Hurst coefficient H around 0.7, showing a persistent memory in this kinetic. Here, we applied the R/S analysis to the opening and closing dwell time series obtained from simulated data from a chaotic model proposed by L. Liebovitch and T. Toth [J. Theor. Biol. 148, 243 (1991)] and we show that this chaotic model or any model that treats the set of channel openings and closings as independent events is inadequate to describe the long-term correlation (memory) already described for the experimental data. (C) 2008 American Institute of Physics.