2,480 research outputs found
Multiethnic meta-analysis identifies ancestry-specific and cross-ancestry loci for pulmonary function
An exome-wide sequencing study of the GOLDN cohort reveals novel associations of coding variants and fasting plasma lipids
A quasi-elastic regime for vibrated granular gases
Using simple scaling arguments and two-dimensional numerical simulations of a
granular gas excited by vibrating one of the container boundaries, we study a
double limit of small and large , where is the restitution
coefficient and the size of the container. We show that if the particle
density and where is the particle diameter, are
kept constant and small enough, the granular temperature, i.e. the mean value
of the kinetic energy per particle, , tends to a constant whereas the
mean dissipated power per particle, , decreases like when
increases, provided that . The relative fluctuations
of , and the power injected by the moving boundary, , have simple
properties in that regime. In addition, the granular temperature can be
determined from the fluctuations of the power injected by the moving
boundary.
Bubble kinetics in a steady-state column of aqueous foam
We measure the liquid content, the bubble speeds, and the distribution of
bubble sizes, in a vertical column of aqueous foam maintained in steady-state
by continuous bubbling of gas into a surfactant solution. Nearly round bubbles
accumulate at the solution/foam interface, and subsequently rise with constant
speed. Upon moving up the column, they become larger due to gas diffusion and
more polyhedral due to drainage. The size distribution is monodisperse near the
bottom and polydisperse near the top, but there is an unexpected range of
intermediate heights where it is bidisperse with small bubbles decorating the
junctions between larger bubbles. We explain the evolution in both bidisperse
and polydisperse regimes, using Laplace pressure differences and taking the
liquid fraction profile as a given.Comment: 7 pages, 3 figure
How Informative Are Interest Rate Survey-based Forecasts?
This paper studies the information content of survey-based predictions for the Brazilian short-term interest rate. We perform vector autoregression analysis to test for the dynamic relationship between market expectations of interest rates and spot interest rates, and a single regression forecasting approach. Empirical results suggest that surveys may be useful in assessing market expectations (contain relevant information) and in building Central Bank credibility. Within an inflation targeting framework they are crucial in order to receive timely feedback on market sentiment regarding the conduct of monetary policy
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