Experimental two-phase pressure gradients during evaporation of pure and mixed refrigerants in a smooth horizontal tube. Comparison with correlations

The paper reports the results of an experimental study on pressure drop during horizontal flow boiling of refrigerants R22, R507, R404A, R134a, R407C and R410A. The test section is a smooth, horizontal, stainless steel tube (6 mm I.D., 6 m length) uniformly heated by Joule effect. The experimental tests are carried out at an almost constant evaporating pressure of 7.0 bar varying the mass flow rate in the range 280–1,080 kg/m² s. The experimental comparison clearly shown that the pressure drop of R22 is significantly higher as compared to all the other fluids. The results are compared against well-known pressure drop prediction methods. The available correlations can be used for both pure fluids and mixtures with no corrective factors, provided the mixture properties are evaluated at local compositions. The Chawla friction correlation is the best-fitting of our experimental data in combination with the heterogeneous momentum pressure drop model on the basis of the Rouhani-Axelsson void fraction correlation.     

Yosida-Hewitt type decompositions for weakly compact operators and operator-valued measures

We derive Yosida-Hewitt type decompositions for weakly compact operators from Köthe-Bochner function spaces to Banach spaces. As an application, we obtain a Yosida-Hewitt type decomposition for strongly bounded operator-valued measures.     

���ع�ģ�͵�Smooth LASSO��Spline LASSO����ѡ��

??Considering a parameter estimation and variable selection problem in logistic regression, we propose Smooth LASSO and Spline LASSO. When the variables is continuous, using Smooth LASSO can select local constant coefficient in each group. However, in some case, the coefficient might be different and change smoothly. Using Spline Lasso to estimate parameter is more appropriate. In this article, we prove the reliability of the model by theory. Finally using coordinate descent algorithm to solve the model. Simulations show that the model works very effectively both in feature selection and prediction accuracy.     

COMPUTATION OF NONEQUILIBRIUM HYPERSONIC FLOW OVER CONCAVE CORNERS

1. IntroductionWe consider steady inviscid hyPersonic flow of air about a concave corner including chendcalreaction effects. Computation of nonequllibrium flow is duncult because of the steep gradielltsbehind the shock and an entroPy layer near the body For many cases the time scale of theChemical reactions is 1arger than, or close to, the time scale of the origina1 meChanical problemand the equllibrium chendstry mode1 is not realistic. Therefore, it is necessary to eva1uate thekinetics of c…     

Coherent multiperiod risk adjusted values and Bellman’s principle

Starting with a time-0 coherent risk measure defined for “value processes”, we also define risk measurement processes. Two other constructions of measurement processes are given in terms of sets of test probabilities. These latter constructions are identical and are related to the former construction when the sets fulfill a stability condition also met in multiperiod treatment of ambiguity as in decision-making. We finally deduce risk measurements for the final value of locked-in positions and repeat a warning concerning Tail-Value-at-Risk.     

Bosonization theory for tunneling spectra in smooth edges of quantum Hall systems

We calculate the spectral function of a smooth edge of a quantum Hall system in the lowest Landau level by means of a bosonization technique. We obtain a general relationship between the one electron spectral function and the dynamical structure factor. The resulting – characteristics exhibit, at low voltage and temperature, power law scaling, generally different from the one predicted by the chiral Luttinger liquid theory, and in good agreement with recent experimental results.     

Optimal dividends in the dual model

The optimal dividend problem proposed by de Finetti [de Finetti, B., 1957. Su un’impostazione alternativa della teoria collettiva del rischio. In: Transactions of the XVth International Congress of Actuaries, vol. 2. pp. 433-443] is to find the dividend-payment strategy that maximizes the expected discounted value of dividends which are paid to the shareholders until the company is ruined or bankrupt. In this paper, it is assumed that the surplus or shareholders’ equity is a Lévy process which is skip-free downwards; such a model might be appropriate for a company that specializes in inventions and discoveries. In this model, the optimal strategy is a barrier strategy. Hence the problem is to determine b^∗, the optimal level of the dividend barrier. A key tool is the method of Laplace transforms. A variety of numerical examples are provided. It is also shown that if the initial surplus is b^∗, the expectation of the discounted dividends until ruin is the present value of a perpetuity with the payment rate being the drift of the surplus process.     

Malliavin calculus for infinite-dimensional systems with additive noise

We consider an infinite-dimensional dynamical system with polynomial nonlinearity and additive noise given by a finite number of Wiener processes. By studying how randomness is spread by the dynamics, we develop in this setting a partial counterpart of Hörmander's classical theory of Hypoelliptic operators. We study the distributions of finite-dimensional projections of the solutions and give conditions that provide existence and smoothness of densities of these distributions with respect to the Lebesgue measure. We also apply our results to concrete SPDEs such as a Stochastic Reaction Diffusion Equation and the Stochastic 2D Navier-Stokes System.     

The Simultaneous Approximation Order by Hermite Interpolation in a Smooth Domain

Let D be a smooth domain in the complex plane. In D consider the simultaneous approximation to a function and its ith (0 ≤i≤q) derivatives by Hermite interpolation. The orders of uniform approximation and approximation in the mean, are obtained under some domain boundary conditions. Some known results are included as particular cases of the theorems of this paper. Received May 25, 2000, Revised November 3, 2000, Accepted December 7, 2000     

K-duality for pseudomanifolds with isolated singularities

We associate to a pseudomanifold X with a conical singularity a differentiable groupoid G which plays the role of the tangent space of X. We construct a Dirac element and a dual Dirac element which induce a K-duality between the C∗-algebras C∗(G) and C(X). This is a first step toward an index theory for pseudomanifolds.