New prediction methods for CO2 evaporation inside tubes: Part I - A two-phase flow pattern map and a flow pattern based phenomenological model for two-phase flow frictional pressure drops

An updated flow pattern map was developed for CO2 on the basis of the previous Cheng-Ribatski-Wojtan-Thome CO2 flow pattern map [1,2] to extend the flow pattern map to a wider range of conditions. A new annular flow to dryout transition (A-D) and a new dryout to mist flow transition (D-M) were proposed here. In addition, a bubbly flow region which generally occurs at high mass velocities and low vapor qualities was added to the updated flow pattern map. The updated flow pattern map is applicable to a much wider range of conditions: tube diameters from 0.6 to 10 mm, mass velocities from 50 to 1500 kg/m(2) s, heat fluxes from 1.8 to 46 kW/m(2) and saturation temperatures from -28 to +25 degrees C (reduced pressures from 0.21 to 0.87). The updated flow pattern map was compared to independent experimental data of flow patterns for CO2 in the literature and it predicts the flow patterns well. Then, a database of CO2 two-phase flow pressure drop results from the literature was set up and the database was compared to the leading empirical pressure drop models: the correlations by Chisholm [3], Friedel [4], Gronnerud [5] and Muller-Steinhagen and Heck [6], a modified Chisholm correlation by Yoon et al. [7] and the flow pattern based model of Moreno Quiben and Thome [8-10]. None of these models was able to predict the CO2 pressure drop data well. Therefore, a new flow pattern based phenomenological model of two-phase flow frictional pressure drop for CO2 was developed by modifying the model of Moreno Quiben and Thome using the updated flow pattern map in this study and it predicts the CO2 pressure drop database quite well overall. (C) 2007 Elsevier Ltd. All rights reserved.

New prediction methods for CO2 evaporation inside tubes: Part II - An updated general flow boiling heat transfer model based on flow patterns

Corresponding to the updated flow pattern map presented in Part I of this study, an updated general flow pattern based flow boiling heat transfer model was developed for CO2 using the Cheng-Ribatski-Wojtan-Thome [L. Cheng, G. Ribatski, L. Wojtan, J.R. Thome, New flow boiling heat transfer model and flow pattern map for carbon dioxide evaporating inside horizontal tubes, Int. J. Heat Mass Transfer 49 (2006) 4082-4094; L. Cheng, G. Ribatski, L. Wojtan, J.R. Thome, Erratum to: ""New flow boiling heat transfer model and flow pattern map for carbon dioxide evaporating inside tubes"" [Heat Mass Transfer 49 (21-22) (2006) 4082-4094], Int. J. Heat Mass Transfer 50 (2007) 391] flow boiling heat transfer model as the starting basis. The flow boiling heat transfer correlation in the dryout region was updated. In addition, a new mist flow heat transfer correlation for CO2 was developed based on the CO2 data and a heat transfer method for bubbly flow was proposed for completeness sake. The updated general flow boiling heat transfer model for CO2 covers all flow regimes and is applicable to a wider range of conditions for horizontal tubes: tube diameters from 0.6 to 10 mm, mass velocities from 50 to 1500 kg/m(2) s, heat fluxes from 1.8 to 46 kW/m(2) and saturation temperatures from -28 to 25 degrees C (reduced pressures from 0.21 to 0.87). The updated general flow boiling heat transfer model was compared to a new experimental database which contains 1124 data points (790 more than that in the previous model [Cheng et al., 2006, 2007]) in this study. Good agreement between the predicted and experimental data was found in general with 71.4% of the entire database and 83.2% of the database without the dryout and mist flow data predicted within +/-30%. However, the predictions for the dryout and mist flow regions were less satisfactory due to the limited number of data points, the higher inaccuracy in such data, scatter in some data sets ranging up to 40%, significant discrepancies from one experimental study to another and the difficulties associated with predicting the inception and completion of dryout around the perimeter of the horizontal tubes. (C) 2007 Elsevier Ltd. All rights reserved.

Improving a Cluster Based Directional Channel Model in Realistic Macro-Cell Environment

In this paper a realistic directional channel model that is an extension of the COST 273 channel model is presented. The model uses a cluster of scatterers and visibility region generation based strategy with increased realism, due to the introduction of terrain and clutter information. New approaches for path-loss prediction and line of sight modeling are considered, affecting the cluster path gain model implementation. The new model was implemented using terrain, clutter, street and user mobility information for the city of Lisbon, Portugal. Some of the model's outputs are presented, mainly path loss and small/large-scale fading statistics.

Green-Markov models - new optimization strategies: a case study for user allocation in co-channel macro/femto networks

ABSTRACT: The femtocell concept aims to combine fixed-line broadband access with mobile telephony using the deployment of low-cost, low-power third and fourth generation base stations in the subscribers' homes. While the self-configuration of femtocells is a plus, it can limit the quality of service (QoS) for the users and reduce the efficiency of the network, based on outdated allocation parameters such as signal power level. To this end, this paper presents a proposal for optimized allocation of users on a co-channel macro-femto network, that enable self-configuration and public access, aiming to maximize the quality of service of applications and using more efficiently the available energy, seeking the concept of Green networking. Thus, when the user needs to connect to make a voice or a data call, the mobile phone has to decide which network to connect, using the information of number of connections, the QoS parameters (packet loss and throughput) and the signal power level of each network. For this purpose, the system is modeled as a Markov Decision Process, which is formulated to obtain an optimal policy that can be applied on the mobile phone. The policy created is flexible, allowing different analyzes, and adaptive to the specific characteristics defined by the telephone company. The results show that compared to traditional QoS approaches, the policy proposed here can improve energy efficiency by up to 10%.

Capacity Enhancement Using MIMO Antenna Arrays in Realistic Macro-Cellular Urban Environment

In MIMO systems the antenna array configuration in the BS and MS has a large influence on the available channel capacity. In this paper, we first introduce a new Frequency Selective (FS) MIMO framework for macro-cells in a realistic urban environment. The MIMO channel is built over a previously developed directional channel model, which considers the terrain and clutter information in the cluster, line-of-sight and link loss calculations. Next, MIMO configuration characteristics are investigated in order to maximize capacity, mainly the number of antennas, inter-antenna spacing and SNR impact. Channel and capacity simulation results are presented for the city of Lisbon, Portugal, using different antenna configurations. Two power allocations schemes are considered, uniform distribution and FS spatial water-filling. The results suggest optimized MIMO configurations, considering the antenna array size limitations, specially at the MS side.

Essays in macro finance and monetary economics

Les questions abordées dans les deux premiers articles de ma thèse cherchent à comprendre les facteurs économiques qui affectent la structure à terme des taux d'intérêt et la prime de risque. Je construis des modèles non linéaires d'équilibre général en y intégrant des obligations de différentes échéances. Spécifiquement, le premier article a pour objectif de comprendre la relation entre les facteurs macroéconomiques et le niveau de prime de risque dans un cadre Néo-keynésien d'équilibre général avec incertitude. L'incertitude dans le modèle provient de trois sources : les chocs de productivité, les chocs monétaires et les chocs de préférences. Le modèle comporte deux types de rigidités réelles à savoir la formation des habitudes dans les préférences et les coûts d'ajustement du stock de capital. Le modèle est résolu par la méthode des perturbations à l'ordre deux et calibré à l'économie américaine. Puisque la prime de risque est par nature une compensation pour le risque, l'approximation d'ordre deux implique que la prime de risque est une combinaison linéaire des volatilités des trois chocs. Les résultats montrent qu'avec les paramètres calibrés, les chocs réels (productivité et préférences) jouent un rôle plus important dans la détermination du niveau de la prime de risque relativement aux chocs monétaires. Je montre que contrairement aux travaux précédents (dans lesquels le capital de production est fixe), l'effet du paramètre de la formation des habitudes sur la prime de risque dépend du degré des coûts d'ajustement du capital. Lorsque les coûts d'ajustement du capital sont élevés au point que le stock de capital est fixe à l'équilibre, une augmentation du paramètre de formation des habitudes entraine une augmentation de la prime de risque. Par contre, lorsque les agents peuvent librement ajuster le stock de capital sans coûts, l'effet du paramètre de la formation des habitudes sur la prime de risque est négligeable. Ce résultat s'explique par le fait que lorsque le stock de capital peut être ajusté sans coûts, cela ouvre un canal additionnel de lissage de consommation pour les agents. Par conséquent, l'effet de la formation des habitudes sur la prime de risque est amoindri. En outre, les résultats montrent que la façon dont la banque centrale conduit sa politique monétaire a un effet sur la prime de risque. Plus la banque centrale est agressive vis-à-vis de l'inflation, plus la prime de risque diminue et vice versa. Cela est due au fait que lorsque la banque centrale combat l'inflation cela entraine une baisse de la variance de l'inflation. Par suite, la prime de risque due au risque d'inflation diminue. Dans le deuxième article, je fais une extension du premier article en utilisant des préférences récursives de type Epstein -- Zin et en permettant aux volatilités conditionnelles des chocs de varier avec le temps. L'emploi de ce cadre est motivé par deux raisons. D'abord des études récentes (Doh, 2010, Rudebusch and Swanson, 2012) ont montré que ces préférences sont appropriées pour l'analyse du prix des actifs dans les modèles d'équilibre général. Ensuite, l'hétéroscedasticité est une caractéristique courante des données économiques et financières. Cela implique que contrairement au premier article, l'incertitude varie dans le temps. Le cadre dans cet article est donc plus général et plus réaliste que celui du premier article. L'objectif principal de cet article est d'examiner l'impact des chocs de volatilités conditionnelles sur le niveau et la dynamique des taux d'intérêt et de la prime de risque. Puisque la prime de risque est constante a l'approximation d'ordre deux, le modèle est résolu par la méthode des perturbations avec une approximation d'ordre trois. Ainsi on obtient une prime de risque qui varie dans le temps. L'avantage d'introduire des chocs de volatilités conditionnelles est que cela induit des variables d'état supplémentaires qui apportent une contribution additionnelle à la dynamique de la prime de risque. Je montre que l'approximation d'ordre trois implique que les primes de risque ont une représentation de type ARCH-M (Autoregressive Conditional Heteroscedasticty in Mean) comme celui introduit par Engle, Lilien et Robins (1987). La différence est que dans ce modèle les paramètres sont structurels et les volatilités sont des volatilités conditionnelles de chocs économiques et non celles des variables elles-mêmes. J'estime les paramètres du modèle par la méthode des moments simulés (SMM) en utilisant des données de l'économie américaine. Les résultats de l'estimation montrent qu'il y a une évidence de volatilité stochastique dans les trois chocs. De plus, la contribution des volatilités conditionnelles des chocs au niveau et à la dynamique de la prime de risque est significative. En particulier, les effets des volatilités conditionnelles des chocs de productivité et de préférences sont significatifs. La volatilité conditionnelle du choc de productivité contribue positivement aux moyennes et aux écart-types des primes de risque. Ces contributions varient avec la maturité des bonds. La volatilité conditionnelle du choc de préférences quant à elle contribue négativement aux moyennes et positivement aux variances des primes de risque. Quant au choc de volatilité de la politique monétaire, son impact sur les primes de risque est négligeable. Le troisième article (coécrit avec Eric Schaling, Alain Kabundi, révisé et resoumis au journal of Economic Modelling) traite de l'hétérogénéité dans la formation des attentes d'inflation de divers groupes économiques et de leur impact sur la politique monétaire en Afrique du sud. La question principale est d'examiner si différents groupes d'agents économiques forment leurs attentes d'inflation de la même façon et s'ils perçoivent de la même façon la politique monétaire de la banque centrale (South African Reserve Bank). Ainsi on spécifie un modèle de prédiction d'inflation qui nous permet de tester l'arrimage des attentes d'inflation à la bande d'inflation cible (3% - 6%) de la banque centrale. Les données utilisées sont des données d'enquête réalisée par la banque centrale auprès de trois groupes d'agents : les analystes financiers, les firmes et les syndicats. On exploite donc la structure de panel des données pour tester l'hétérogénéité dans les attentes d'inflation et déduire leur perception de la politique monétaire. Les résultats montrent qu'il y a évidence d'hétérogénéité dans la manière dont les différents groupes forment leurs attentes. Les attentes des analystes financiers sont arrimées à la bande d'inflation cible alors que celles des firmes et des syndicats ne sont pas arrimées. En effet, les firmes et les syndicats accordent un poids significatif à l'inflation retardée d'une période et leurs prédictions varient avec l'inflation réalisée (retardée). Ce qui dénote un manque de crédibilité parfaite de la banque centrale au vu de ces agents.

The sediment trapping efficiency of the macro-tidal Daly Estuary, tropical Australia

Field studies were carried out on the water and sediment dynamics in the tropical, macro-tidal, Daly Estuary. The estuary is shallow, very-turbid, about 100 km long, and the entrance is funnel-shape. In the wet, high flow season, normal tidal ranges can be suppressed in the estuary, depending on inflow rates, and freshwater becomes dominant up to the mouth. At that time a fraction of the fine sediment load is exported offshore as a bottom-tagging nepheloid layer after the sediment falls out of suspension of the thin, near-surface, river plume. The remaining fraction and the riverine coarse sediment form a large sediment bar 10 km long, up to 6 m in height and extending across the whole width of the channel near the mouth. This bar, as well as shoals in the estuary, partially pond the mid- to upper-estuary. This bar builds up from the deposition of riverine sediment during a wet season with high runoff and can raise mean water level by up to 2 m in the upper estuary in the low flow season. This ponding effect takes about three successive dry years to disappear by the sediment forming the bar being redistributed all over the estuary by tidal pumping of fine and coarse sediment in the dry season, which is the low flow season. The swift reversal of the tidal currents from ebb to flood results in macro-turbulence that lasts about 20 min. Bed load transport is preferentially landward and occurs only for water currents greater than 0.6 m s(-1). This high value of the threshold velocity suggests that the sand may be cemented by the mud. The Daly Estuary thus is a leaky sediment trap with an efficiency varying both seasonally and inter-annually. (c) 2006 Elsevier Ltd. All rights reserved.

The interplay of macro- and microeconomics

The statement starts with a balance of the 15-years period of the economic reforms occurred in the region, up to the Mexican financial crisis in 1995. The main lesson to be drawn from this period refers to the need of supplementing and reinforcing macro-economic policy, together with the application of public policy measures at the micro-, meso-, and institutional levels, in order to support productive modernization, the development of financial and labour markets and the establishment or strengthening of institutions which can help to create an environment conducive to development. Further on, the statement explains the strategies proposed by ECLAC for overcoming the obstacles to accelerated growth within a framework of stability, social equity and democracy. These refer to expanding gross domestic product, increasing productivity and providing more and better jobs. In order to achieve this goal it is necessary to ensure macroeconomic equilibria in its broader sense, raise the level of national saving and channel it into productive investment, as well as an accelerated and systematic incorporation of production and management techniques designed to raise productivity in a growing number of firms. In the last part, the statement refers to the situation of the United Nations and honors the memory of Dr. Raúl Prebisch, on the tenth anniversary of his death.

Essays in Macro Finance

I study the link between capital markets and sources of macroeconomic risk. In chapter 1 I show that expected inflation risk is priced in the cross section of stock returns even after controlling for cash flow growth and volatility risks. Motivated by this evidence I study a long run risk model with a built-in inflation non-neutrality channel that allows me to decompose the real stochastic discount factor into news about current and expected cash flow growth, news about expected inflation and news about volatility. The model can successfully price a broad menu of assets and provides a setting for analyzing cross sectional variation in expected inflation risk premium. For industries like retail and durable goods inflation risk can account for nearly a third of the overall risk premium while the energy industry and a broad commodity index act like inflation hedges. Nominal bonds are exposed to expected inflation risk and have inflation premiums that increase with bond maturity. The price of expected inflation risk was very high during the 70's and 80's, but has come down a lot since being very close to zero over the past decade. On average, the expected inflation price of risk is negative, consistent with the view that periods of high inflation represent a "bad" state of the world and are associated with low economic growth and poor stock market performance. In chapter 2 I look at the way capital markets react to predetermined macroeconomic announcements. I document significantly higher excess returns on the US stock market on macro release dates as compared to days when no macroeconomic news hit the market. Almost the entire equity premium since 1997 is being realized on days when macroeconomic news are released. At high frequency, there is a pattern of returns increasing in the hours prior to the pre-determined announcement time, peaking around the time of the announcement and dropping thereafter.

Combined Conduction-Convection-Radiation Heat Transfer of Slip Flow inside a Micro-channel Filled with a Cellular Porous Material

Combined conduction–convection–radiation heat transfer is investigated numerically in a micro-channel filled with a saturated cellular porous medium, with the channel walls held at a constant heat flux. Invoking the velocity slip and temperature jump, the thermal behaviour of the porous–fluid system are studied by considering hydrodynamically fully developed flow and applying the Darcy–Brinkman flow model. One energy equation model based on the local thermal equilibrium condition is adopted to evaluate the temperature field within the porous medium. Combined conduction and radiation heat transfer is treated as an effective conduction process with a temperature-dependent effective thermal conductivity. Results are reported in terms of the average Nusselt number and dimensionless temperature distribution, as a function of velocity slip coefficient, temperature jump coefficient, porous medium shape parameter and radiation parameters. Results show that increasing the radiation parameter (Tr)(Tr) and the temperature jump coefficient flattens the dimensionless temperature profile. The Nusselt numbers are more sensitive to the variation in the temperature jump coefficient rather than to the velocity slip coefficient. Such that for high porous medium shape parameter, the Nusselt number is found to be independent of velocity slip. Furthermore, it is found that as the temperature jump coefficient increases, the Nusselt number decrease. In addition, for high temperature jump coefficients, the Nusselt number is found to be insensitive to the radiation parameters and porous medium shape parameter. It is also concluded that compared with the conventional macro-channels, wherein using a porous material enhances the rate of heat transfer (up to about 40 % compared to the clear channel), insertion of a porous material inside a micro-channel in slip regime does not effectively enhance the rate of heat transfer that is about 2 %.

Changes In The Bacterial Community Of Soil From A Neutral Mine Drainage Channel.

Mine drainage is an important environmental disturbance that affects the chemical and biological components in natural resources. However, little is known about the effects of neutral mine drainage on the soil bacteria community. Here, a high-throughput 16S rDNA pyrosequencing approach was used to evaluate differences in composition, structure, and diversity of bacteria communities in samples from a neutral drainage channel, and soil next to the channel, at the Sossego copper mine in Brazil. Advanced statistical analyses were used to explore the relationships between the biological and chemical data. The results showed that the neutral mine drainage caused changes in the composition and structure of the microbial community, but not in its diversity. The Deinococcus/Thermus phylum, especially the Meiothermus genus, was in large part responsible for the differences between the communities, and was positively associated with the presence of copper and other heavy metals in the environmental samples. Other important parameters that influenced the bacterial diversity and composition were the elements potassium, sodium, nickel, and zinc, as well as pH. The findings contribute to the understanding of bacterial diversity in soils impacted by neutral mine drainage, and demonstrate that heavy metals play an important role in shaping the microbial population in mine environments.

Taurine Supplementation Increases K(atp) Channel Protein Content, Improving Ca2+ Handling And Insulin Secretion In Islets From Malnourished Mice Fed On A High-fat Diet.

Pancreatic β-cells are highly sensitive to suboptimal or excess nutrients, as occurs in protein-malnutrition and obesity. Taurine (Tau) improves insulin secretion in response to nutrients and depolarizing agents. Here, we assessed the expression and function of Cav and KATP channels in islets from malnourished mice fed on a high-fat diet (HFD) and supplemented with Tau. Weaned mice received a normal (C) or a low-protein diet (R) for 6 weeks. Half of each group were fed a HFD for 8 weeks without (CH, RH) or with 5% Tau since weaning (CHT, RHT). Isolated islets from R mice showed lower insulin release with glucose and depolarizing stimuli. In CH islets, insulin secretion was increased and this was associated with enhanced KATP inhibition and Cav activity. RH islets secreted less insulin at high K(+) concentration and showed enhanced KATP activity. Tau supplementation normalized K(+)-induced secretion and enhanced glucose-induced Ca(2+) influx in RHT islets. R islets presented lower Ca(2+) influx in response to tolbutamide, and higher protein content and activity of the Kir6.2 subunit of the KATP. Tau increased the protein content of the α1.2 subunit of the Cav channels and the SNARE proteins SNAP-25 and Synt-1 in CHT islets, whereas in RHT, Kir6.2 and Synt-1 proteins were increased. In conclusion, impaired islet function in R islets is related to higher content and activity of the KATP channels. Tau treatment enhanced RHT islet secretory capacity by improving the protein expression and inhibition of the KATP channels and enhancing Synt-1 islet content.

The Analgesic Effect Of Dipyrone In Peripheral Tissue Involves Two Different Mechanisms: Neuronal K(atp) Channel Opening And Cb(1) Receptor Activation.

Dipyrone (metamizole) is an analgesic pro-drug used to control moderate pain. It is metabolized in two major bioactive metabolites: 4-methylaminoantipyrine (4-MAA) and 4-aminoantipyrine (4-AA). The aim of this study was to investigate the participation of peripheral CB1 and CB2 cannabinoid receptors activation in the anti-hyperalgesic effect of dipyrone, 4-MAA or 4-AA. PGE2 (100ng/50µL/paw) was locally administered in the hindpaw of male Wistar rats, and the mechanical nociceptive threshold was quantified by electronic von Frey test, before and 3h after its injection. Dipyrone, 4-MAA or 4-AA was administered 30min before the von Frey test. The selective CB1 receptor antagonist AM251, CB2 receptor antagonist AM630, cGMP inhibitor ODQ or KATP channel blocker glibenclamide were administered 30min before dipyrone, 4-MAA or 4-AA. The antisense-ODN against CB1 receptor expression was intrathecally administered once a day during four consecutive days. PGE2-induced mechanical hyperalgesia was inhibited by dipyrone, 4-MAA, and 4-AA in a dose-response manner. AM251 or ODN anti-sense against neuronal CB1 receptor, but not AM630, reversed the anti-hyperalgesic effect mediated by 4-AA, but not by dipyrone or 4-MAA. On the other hand, the anti-hyperalgesic effect of dipyrone or 4-MAA was reversed by glibenclamide or ODQ. These results suggest that the activation of neuronal CB1, but not CB2 receptor, in peripheral tissue is involved in the anti-hyperalgesic effect of 4-aminoantipyrine. In addition, 4-methylaminoantipyrine mediates the anti-hyperalgesic effect by cGMP activation and KATP opening.

Allosteric Control of Gating Mechanisms Revisited: The Large Conductance Ca(2+)-Activated K(+) Channel

Large-conductance Ca(2+)-activated K(+) channels (BK) play a fundamental role in modulating membrane potential in many cell types. The gating of BK channels and its modulation by Ca(2+) and voltage has been the subject of intensive research over almost three decades, yielding several of the most complicated kinetic mechanisms ever proposed. A large number of open and closed states disposed, respectively, in two planes, named tiers, characterize these mechanisms. Transitions between states in the same plane are cooperative and modulated by Ca(2+). Transitions across planes are highly concerted and voltage-dependent. Here we reexamine the validity of the two-tiered hypothesis by restricting attention to the modulation by Ca(2+). Large single channel data sets at five Ca(2+) concentrations were simultaneously analyzed from a Bayesian perspective by using hidden Markov models and Markov-chain Monte Carlo stochastic integration techniques. Our results support a dramatic reduction in model complexity, favoring a simple mechanism derived from the Monod-Wyman-Changeux allosteric model for homotetramers, able to explain the Ca(2+) modulation of the gating process. This model differs from the standard Monod-Wyman-Changeux scheme in that one distinguishes when two Ca(2+) ions are bound to adjacent or diagonal subunits of the tetramer.

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.