1,162 research outputs found
Belief Propagation Algorithm for Portfolio Optimization Problems
The typical behavior of optimal solutions to portfolio optimization problems
with absolute deviation and expected shortfall models using replica analysis
was pioneeringly estimated by S. Ciliberti and M. M\'ezard [Eur. Phys. B. 57,
175 (2007)]; however, they have not yet developed an approximate derivation
method for finding the optimal portfolio with respect to a given return set. In
this study, an approximation algorithm based on belief propagation for the
portfolio optimization problem is presented using the Bethe free energy
formalism, and the consistency of the numerical experimental results of the
proposed algorithm with those of replica analysis is confirmed. Furthermore,
the conjecture of H. Konno and H. Yamazaki, that the optimal solutions with the
absolute deviation model and with the mean-variance model have the same typical
behavior, is verified using replica analysis and the belief propagation
algorithm.Comment: 5 pages, 2 figures, to submit to EP
Dust formation and mass loss around intermediate-mass AGB stars with initial metallicity in the early Universe I: Effect of surface opacity on the stellar evolution and dust-driven wind
Dust formation and resulting mass loss around Asymptotic Giant Branch (AGB)
stars with initial metallicity in the range of and initial mass are explored by
the hydrodynamical calculations of dust-driven wind (DDW) along the AGB
evolutionary tracks. We employ the MESA code to simulate the evolution of
stars, assuming an empirical mass-loss rate in the post-main sequence phase,
and considering the three types of low-temperature opacities (scaled-solar,
CO-enhanced, and CNO-enhanced opacities) to elucidate the effect on the stellar
evolution and the DDW. We find that the treatment of low-temperature opacity
strongly affects the dust formation and resulting DDW; in the carbon-rich AGB
phase, the maximum of 3 star with the
CO-enhanced opacity is at least one order of magnitude smaller than that with
the CNO-enhanced opacity. A wide range of stellar parameters being covered, a
necessary condition for driving efficient DDW with
yr is expressed as the effective temperature K and with the carbon excess defined as
and the Rosseland mean opacity
in units of cmg in the surface layer, and the
stellar mass (luminosity) in solar units. The derived fitting
formulae of gas and dust mass-loss rates in terms of input stellar parameters
could be useful for investigating the dust yield from AGB stars in the early
Universe being consistent with the stellar evolution calculations.Comment: 26 pages, 7 figures, 4 tables, accepted for publication in MNRA
Changes in S100β protein levels in cerebrospinal fluid after thoracoabdominal aortic operations
AbstractJ Thorac Cardiovasc Surg 2001;122:1019-2
Semidilute Principle for Gels
Polymer gels such as jellies and soft contact lenses are soft solids
consisting of three-dimensional polymer networks swollen with a large amount of
solvent. For approximately 80 years, the swelling of polymer gels has been
described using the Flory--Huggins mean-field theory. However, this theory is
problematic when applied to polymer gels with large solvent contents owing to
the significant fluctuations in polymer concentration. In this study, we
experimentally demonstrate the superiority of the semidilute scaling law over
the mean-field theory for predicting the swelling of polymer gels. Using the
semidilute scaling law, we experimentally determine the universal critical
exponent of the self-avoiding walk via swelling experiments on polymer
gels. The experimentally obtained value is consistent with
the previously reported value of , which was obtained by
precise numerical calculations. Furthermore, we theoretically derive and
experimentally demonstrate a scaling law that governs the equilibrium
concentrations. This scaling law contradicts the predictions made by de Gennes'
theorem. A major deficiency of the theorem is that the network
elasticity, which depends on the as-prepared state, is neglected. These
findings reveal that the semidilute scaling law is a fundamental principle for
accurately predicting and controlling the equilibrium swelling of polymer gels.Comment: 12 pages, 11 figure
A Detailed Study on the Liquefaction-Induced Settlement of Timber Houses During the 2000 Tottoriken-Seibu Earthquake
More than 100 timber houses settled and tilted due to liquefaction at a housing development during the 2000 Tottoriken-seibu earthquake in Japan. Among the damaged houses, 47 houses tilted more than 15/1000. Heavily tilted houses were necessary to restore to become horizontal after the earthquake, though several houses, that tilted slightly, were not necessary to restore. The authors studied the boundary of the angle of the restored and non-restored houses. According to the study by the authors, the critical angle of tilting to restore houses was about 10/1000. The authors studied soil conditions also, and found that groundwater level was shallower than about 1.7 m in the damaged zone. This implies that small structures such as timber houses have no damage due to liquefaction if the groundwater level or the bottom of surface non-liquefiable layer is deeper that about 1.7 m
Copper Phosphorus Brazing Filler Alloys with Low Melting Temperature (Report I) : Effect of Tin Addition
H_2S Gas Corrosion Resistance of Copper Joints Brazed with Low Melting Temperature Copper Phosphorus Brazing Filler Metals(Mechanics, Strength & Structural Design)
Arterio-jugular Differences in Serum S-100β Proteins in Patients Receiving Selective Cerebral Perfusion
Purpose The early increase in serum S100β after cardiopulmonary bypass (CPB) seems to be derived from an extracerebral source. To exclude contamination, we investigated the arterio-jugular differences in S100β levels in patients receiving selective cerebral perfusion (SCP). We also evaluated the brain-protective effect of SCP by comparing the arterial S100β levels with those in patients undergoing coronary artery bypass grafting (CABG).
Methods We measured arterial and jugular venous levels of S100β in ten patients undergoing aortic arch repair with SCP for up to 12h postoperatively (SCP group). We also measured arterial levels of S100β in nine patients undergoing CABG (CPB group).
Results There was no incidence of hospital death or stroke. The arterial levels of S100β in both groups were comparable and peaked just after the conclusion of CPB. The arterial and jugular venous levels of S100β were almost equivalent. The arterio-jugular differences in S100β levels were negligible, even in our SCP-group patient with postoperative delirium, who had a peak value three times higher than the other patients.
Conclusions The arterio-jugular differences in S100β did not clarify the origin of their increase. Thus, measuring the jugular venous levels of S100β in patients without postoperative clinical neurological deterioration would be of little benefit. However, SCP seems to protect the brain against S100β release as effectively as conventional CPB
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