967 resultados para Reversal of the concreteness effect


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

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

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An extensive literature examines the dynamics of interest rates, with particular attention given to the positive relationship between interest-rate volatility and the level of interest rates—the so-called level effect. This paper examines the interaction between the estimated level effect and competing parameterisations of interest-rate volatility for the Australian yield curve. We adopt a new methodology that estimates elasticity in a multivariate setting that explicitly accommodates the correlations that exist between various yield factors. Results show that significant correlations exist between the residuals of yield factors and that such correlations do indeed impact on model estimates. Within the multivariate setting, the level of the short rate is shown to be a crucial determinant of the conditional volatility of all three yield factors. Measures of model fit suggest that, in addition to the usual level effect, the incorporation of GARCH effects and possible regime shifts is important

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Molecular dynamics (MD) simulations have been carried out to investigate the defect’s effect on the mechanical properties of copper nanowire with different crystallographic orientations, under tensile deformation. Three different crystallographic orientations have been considered. The deformation mechanism has been carefully discussed. It is found that the Young’s modulus is insensitive to the defect, even when the nanowire’s crystallographic orientation is different. However, due to the defect’s effect, the yield strength and yield strain appear a large decrease. The defects have played a role of dislocation sources, the slips or stacking faults are first generated around the locations of the defects. The necking locations have also been affected by different defects. Due to the surface defect, the plastic deformation has received a large influence for the <001>/{110} and <110> orientated nanowires, and a relative small influence is seen for the <111> nanowire.

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Molecular dynamics (MD) simulations have been carried out to investigate the defect’s effect on the mechanical properties of single-crystal copper nanowire with different surface defects, under torsion deformation. The torsional rigidity is found insensitive to the surface defects and the critical angle appears an obvious decrease due to the surface defects, the largest decrease is found for the nanowire with surface horizon defect. The deformation mechanism appears different degrees of influence due to surface defects. The surface defects play a role of dislocation sources. Comparing with single intrinsic stacking faults formation for the perfect nanowire, much affluent deformation processes have been activated because of surface defects, for instance, we find the twins formation for the nanowire with a surface 45o defect.

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A quasi-Poisson generalized linear model combined with a distributed lag non-linear model was used to quantify the main effect of temperature on emergency department visits (EDVs) for childhood diarrhea in Brisbane from 2001 to 2010. Residual of the model was checked to examine whether there was an added effect due to heat waves. The change over time in temperature-diarrhea relation was also assessed. Both low and high temperatures had significant impact on childhood diarrhea. Heat waves had an added effect on childhood diarrhea, and this effect increased with intensity and duration of heat waves. There was a decreasing trend in the main effect of heat on childhood diarrhea in Brisbane across the study period. Brisbane children appeared to have gradually adapted to mild heat, but they are still very sensitive to persistent extreme heat. Development of future heat alert systems should take the change in temperature-diarrhea relation over time into account.

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The use of different time units in option pricing may lead to inconsistent estimates of time decay and spurious jumps in implied volatilities. Different time units in the pricing model leads to different implied volatilities although the option price itself is the same.The chosen time unit should make it necessary to adjust the volatility parameter only when there are some fundamental reasons for it and not due to wrong specifications of the model. This paper examined the effects of option pricing using different time hypotheses and empirically investigated which time frame the option markets in Germany employ over weekdays. The paper specifically tries to get a picture of how the market prices options. The results seem to verify that the German market behaves in a fashion that deviates from the most traditional time units in option pricing, calendar and trading days. The study also showed that the implied volatility of Thursdays was somewhat higher and thus differed from the pattern of other days of the week. Using a GARCH model to further investigate the effect showed that although a traditional tests, like the analysis of variance, indicated a negative return for Thursday during the same period as the implied volatilities used, this was not supported using a GARCH model.

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Sufficiently long molecular dynamics simulations have been carried out on spherical monatomic sorbates in NaY zeolite, interacting via simple Lennard-Jones potentials, to investigate the dependence of the levitation effect on the temperature. Simulations carried out in the range 100-300 K suggest that the anomalous peak in the diffusion coefficient (observed when the levitation parameter, gamma, is near unity) decreases in intensity with increase in temperature. The rate of cage-to-cage migrations also exhibits a similar trend. The activation energy obtained from Arrhenius plots is found to exhibit a minimum when the diffusion coefficient is a maximum, corresponding to the gamma approximate to 1 sorbate diameter. In the linear or normal regime, the activation energy increases with increase in sorbate diameter until it shows a sharp decrease in the anomalous regime. Locations and energies of the adsorption sites and their dependence on the sorbate size gives interesting insight into the nature of the underlying potential-energy surface and further explain the observed trend in the activation energy with sorbate size. Cage residence times, tau(c), show little or no change with temperature for the sorbate with diameter corresponding to gamma approximate to 1, whereas there is a significant decrease in tau(c) with increase in temperature for sorbates in the linear regime. The implications of the present study for the separation of mixtures of sorbates are discussed.

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The role of the soft phase (Ni0.8Zn0.2Fe2O4) on the magnetization reversal and coercivity mechanism of the Ni0.8Zn0.2Fe2O4/BaFe12O19 nanocomposite has been investigated. The presence of the interacting field and the disorder in the nanocomposite has been confirmed by the variation of Jr/Jr(∞) vs Jd/Jr(∞) and the irreversible magnetization. To understand the relative strength of the pinning and the nucleation, the magnetic viscosity measurement has been done and the thermal activation volume has been estimated. From the Barbier plot and the activation volume measurement, the dominant mechanism governing the magnetization reversal process has been proposed.

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The theoretical estimation of the dissociation constant, or pK(a), of weak acids continues to be a challenging field. Here, we show that ab initio CarParrinello molecular dynamics simulations in conjunction with metadynamics calculations of the free-energy profile of the dissociation reaction provide reasonable estimates of the pK(a) value. Water molecules, sufficient to complete the three hydration shells surrounding the acid molecule, were included explicitly in the computation procedure. The free-energy profiles exhibit two distinct minima corresponding to the dissociated and neutral states of the acid, and the difference in their values provides the estimate for pK(a). We show for a series of organic acids that CPMD simulations in conjunction with metadynamics can provide reasonable estimates of pK(a) values. The acids investigated were aliphatic carboxylic acids, chlorine-substituted carboxylic acids, cis- and trans-butenedioic acid, and the isomers of hydroxybenzoic acid. These systems were chosen to highlight that the procedure could correctly account for the influence of the inductive effect as well as hydrogen bonding on pK(a) values of weak organic acids. In both situations, the CPMD metadynamics procedure faithfully reproduces the experimentally observed trend and the magnitudes of the pK(a) values.