Rheology of Weakly Vibrated Granular Media

We probe the rheology of weakly vibrated granular flows as function of flow rate, vibration strength and pressure by performing experiments in a vertically vibrated split-bottom shear cell. For slow flows, we establish the existence of a novel vibration dominated granular flow regime, where the driving stresses smoothly vanish as the driving rate is diminished. We distinguish three qualitatively different vibration dominated rheologies, most strikingly a regime where the shear stresses no longer are proportional to the pressure.Comment: 14 pages, 19 figures, submitted to PR

First-principles calculations of the crystal structure, electronic structure, and thermodynamic stability of Be(BH4)2

Alanates and boranates are intensively studied because of their potential use as hydrogen storage materials. In this paper, we present a first-principles study of the electronic structure and the energetics of beryllium boranate BeBH42. From total energy calculations, we show that—in contrast to the other boranates and alanates—hydrogen desorption directly to the elements is likely and is at least competitive with desorption to the elemental hydride BeH2. The formation enthalpy of BeBH42 is only −0.14 eV/H2 at T=0 K. This low value can be rationalized by the participation of all atoms in the covalent bonding, which is in contrast to the ionic bonding observed in other boranates. From calculations of thermodynamic properties at finite temperature, we estimate a decomposition temperature of 162 K at a pressure of 1 bar

Decomposition rate of organic fertilizers: effect on yield, nitrogen availability and nitrogen stock in the soil

The nitrogen of organic fertilizers does not fully mineralize within a season, and hence will partly become available in later years. This effect is taken into account for the first year but generally not in later fertilizer applications. If it would be taken into account, fertilizer use could be more efficient. This study is an analysis of a 13-year field trial where crop yield was measured in 13 fertilizer treatments which differ in total N applied and decomposition rate. This is complemented with a model study in which mineralization and soil nitrogen content were calculated. We intended to show step by step that the use of fertilizers with a low decomposition rate, relative to fertilizers with a high decomposition rate, lead in the course of years to an increase in soil organic nitrogen, an increased nitrogen mineralization and availability and that this results in increased yields. Some of the results in these four steps in our work give support to this, but there are more factors at play. We show that when using, for example, deep stable manure, after some years the available nitrogen may for 50% or more be derived from manure applied in former years. This makes clear that, at least in agricultural systems that use a substantial amount of organic fertilizers, it is worthwhile taking this delayed mineralization into account

The Implications of First-Order Risk Aversion for Asset Market Risk Premiums

Existing general equilibrium models based on traditional expected utility preferences have been unable to explain the excess return predictability observed in equity markets, bond markets, and foreign exchange markets. In this paper, we abandon the expected-utility hypothesis in favor of preferences that exhibit first-order risk aversion. We incorporate these preferences into a general equilibrium two-country monetary model, solve the model numerically, and compare the quantitative implications of the model to estimates obtained from U.S. and Japanese data for equity, bond and foreign exchange markets. Although increasing the degree of first-order risk aversion substantially increases excess return predictability, the model remains incapable of generating excess return predictability sufficiently large to match the data. We conclude that the observed patterns of excess return predictability are unlikely to be explained purely by time-varying risk premiums generated by highly risk averse agents in a complete markets economy.

"Peso problem" explanations for term structure anomalies

We examine the empirical evidence on the expectation hypothesis of the term structure of interest rates in the United States, the United Kingdom, and Germany using the Campbell-Shiller (1991) regressions and a vector-autoregressive methodology. We argue that anomalies in the U.S. term structure, documented by Campbell and Shiller (1991), may be due to a generalized peso problem in which a high-interest rate regime occurred less frequently in the sample of U.S. data than was rationally anticipated. We formalize this idea as a regime-switching model of short-term interest rates estimated with data from seven countries. Technically, this model extends recent research on regime-switching models with state-dependent transitions to a cross-sectional setting. Use of the small sample distributions generated by regime-switching model for inference considerably weakens the evidence against the expectations hypothesis, but it remains somewhat implausible that our data-generating process produced the U.S. data. However, a model that combines moderate time-variation in term premiums with peso-problem effects is largely consistent with term-structure data from the U.S., U.K., and Germany.Interest rates ; Econometric models

Results of a low power ice protection system test and a new method of imaging data analysis

Tests were conducted on a BF Goodrich De-Icing System's Pneumatic Impulse Ice Protection (PIIP) system in the NASA Lewis Icing Research Tunnel (IRT). Characterization studies were done on shed ice particle size by changing the input pressure and cycling time of the PIIP de-icer. The shed ice particle size was quantified using a newly developed image software package. The tests were conducted on a 1.83 m (6 ft) span, 0.53 m (221 in) chord NACA 0012 airfoil operated at a 4 degree angle of attack. The IRT test conditions were a -6.7 C (20 F) glaze ice, and a -20 C (-4 F) rime ice. The ice shedding events were recorded with a high speed video system. A detailed description of the image processing package and the results generated from this analytical tool are presented

"Peso Problem" Explanations for Term Structure Anomalies

We examine the empirical evidence on the expectations hypothesis of the term structure of interest rates in the United States, the United Kingdom, and Germany using the Campbell-Shiller (1991) regressions and a vector-autoregressive" methodology. We argue that anomalies in the U.S. term structure, documented by Campbell and Shiller (1991), may be due to a generalized peso problem in which a high-interest rate regime occurred less frequently in the sample of U.S. data than was rationally anticipated. We formalize this idea as a regime-switching model of short-term interest rates estimated with data" from seven countries. Technically, this model extends recent research on regime-switching models with state-dependent transitions to a cross-sectional setting. Use of the small sample distributions generated by the regime-switching model for inference considerably weakens the evidence against the expectations hypothesis, but it remains somewhat implausible that our data-generating process produced the U.S. data. However, a model that combines moderate time-variation in term premiums with peso-problem effects is largely consistent with term structure data from the U.S., U.K., and Germany.