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Low Variance (low + variance)
Selected AbstractsDesign of a high-efficiency hydrofoil through the use of computational fluid dynamics and multiobjective optimizationAICHE JOURNAL, Issue 7 2009N. Spogis Abstract A computational fluid dynamics (CFD) model is proposed, based on ANSYS-CFX tools coupled to optimization models inside the commercial optimization software modeFRONTIER in order to obtain an optimal design of a high-efficiency impeller for solids suspension. The analysis of impeller shape performance was carried out using the shear-stress transport (SST) turbulence model with streamline curvature correction. This turbulence model combined the advantages of the ,,, and ,,, models, ensuring a proper relation between turbulent stress and turbulent kinetic energy, allowing an accurate and robust prediction of the impeller blade flow separation. The multiple frames of reference and the frozen rotor frame change models were used for the rotor/stator interaction inside the mixing vessel. The optimization procedure used seven design variables, two nonlinear constraints and two objective functions. The objective functions chosen (among many other possible options) to evaluate the impeller performance were the maximum solid distribution throughout the vessel (homogeneous suspension) reflected by a low variance between local solid concentration and average solid concentration inside the vessel and the higher pumping effectiveness, which was defined as the quotient of the flow and power numbers. The first objective function searches for impeller configurations able to provide good solid suspension, since it aims to achieve homogeneous suspension. The second objective function aims to reduce power consumption for a high-pumping capacity of the impeller. These criteria were considered enough to characterize the optimized impeller. Results indicated that the optimized impeller presented an increase of the pumping impeller capacity and homogeneous solid suspension with low-power consumption, especially when compared with the PBT 45° impeller. © 2009 American Institute of Chemical Engineers AIChE J, 2009 [source] Identification of Cochliobolus sativus (Spot Blotch) Isolates Expressing Differential Virulence on Barley Genotypes in SyriaJOURNAL OF PHYTOPATHOLOGY, Issue 8-9 2004M. I. E. Arabi Abstract Spot blotch, caused by Cochliobolus sativus, is a common foliar disease of barley. Information on the variability of virulence in C. sativus is essential for the production of spot-resistant barley cultivars. The virulence variability of isolates of this pathogen collected from different regions of Syria was evaluated using 10 differential barley genotypes originating from widely dispersed areas. Genotypes showed a continuous range of response from very susceptible to moderately resistant but none was immune to the disease. A cluster analysis indicated that the isolates had distinct differential virulence patterns within the three groups. A mean disease rating of 3.71 was the separation point between avirulent and virulent reactions. The data demonstrated that variation occurred in the virulence of and the resistance level to isolates and among genotypes, respectively. Isolate C41 exhibited distinct differential virulence patterns, high frequency and low variance in all genotypes. To incorporate adequate levels of resistance into future barley genotypes, disease evaluations should be made with C. sativus isolates that express the full spectrum of virulence found in Syria. [source] Pathogenic Variation among Isolates of Pyrenophora teres, the Causal Agent of Barley Net BlotchJOURNAL OF PHYTOPATHOLOGY, Issue 7-8 2003M. I. E. Arabi Abstract Isolates of Pyrenophora teres, the causal agent of net blotch of barley (Hordeum vulgare L.) has been collected from France and Syria. Their virulence spectra were evaluated using 11 barley genotypes as differential hosts. The genotypes exhibited a continuous range of response from highly susceptible to moderately resistant. A mean disease rating of 3.7 is considered as the separation point between avirulent and virulent reactions. The frequency of virulence was highest for isolates S5, R5 and S6-2 and lowest for R-ICA31 and R-HAS-6. A cluster analysis indicated that the isolates exhibited distinct differential virulence patterns and they were identified into five groups. The French isolates S5, R5 and S6-2 had a higher mean virulence and a low variance across all genotypes. None of the tested genotypes was highly resistant to all investigated isolates. [source] Portfolio Value-at-Risk with Heavy-Tailed Risk FactorsMATHEMATICAL FINANCE, Issue 3 2002Paul Glasserman This paper develops efficient methods for computing portfolio value-at-risk (VAR) when the underlying risk factors have a heavy-tailed distribution. In modeling heavy tails, we focus on multivariate t distributions and some extensions thereof. We develop two methods for VAR calculation that exploit a quadratic approximation to the portfolio loss, such as the delta-gamma approximation. In the first method, we derive the characteristic function of the quadratic approximation and then use numerical transform inversion to approximate the portfolio loss distribution. Because the quadratic approximation may not always yield accurate VAR estimates, we also develop a low variance Monte Carlo method. This method uses the quadratic approximation to guide the selection of an effective importance sampling distribution that samples risk factors so that large losses occur more often. Variance is further reduced by combining the importance sampling with stratified sampling. Numerical results on a variety of test portfolios indicate that large variance reductions are typically obtained. Both methods developed in this paper overcome difficulties associated with VAR calculation with heavy-tailed risk factors. The Monte Carlo method also extends to the problem of estimating the conditional excess, sometimes known as the conditional VAR. [source] Insect duets: underlying mechanisms and their evolutionPHYSIOLOGICAL ENTOMOLOGY, Issue 3 2003Winston J. Bailey Abstract., Duetting between the sexes in insects involves the use of airborne acoustic signals, substrate vibration and bioluminescence. Unlike avian duets, in which females may initiate the interaction, among insects the duet starts with the male, and the female usually provides a brief reply. Insect duets are characterized by low variance in the reply latency of the female (the time between a key element in the male call and the onset of the female's response). Duetting is reviewed principally in Orthoptera but also in Plecoptera, Hemiptera, Neuroptera and bioluminescence in the Coleoptera. The mechanisms of the duet are examined first, followed by evolution and the associated change in searching strategies of each sex. As defined, the duet has distinct temporal characteristics and these are compared with acoustic interactions among males in those species that exhibit male,male synchrony and alternation. For insects, the key element of a duet for species' recognition is low variance in the reply latency of females. In cases in which the male's initiating signal is extremely short, reply latencies become indicators of species' recognition. However, in those species in which the initiating male call is under selection through female choice, the male call is predictably longer and occasionally more complex. Under these circumstances, reply latencies often increase, creating an opportunity for alternative male tactics. When alternative tactics exist in nature, males may decrease the intensity of their call, insert a trigger pulse that signals to the female the end of its complex call, or males may even add a masking signal that obscures the competing signal. [source] |