Following Müller and Pflug [18] and Nyrhinen [19, 20], we study the adjustment coefficient of ruin theory in a context of temporal dependency. We provide a consistent estimator for this coefficient, and perform some simulations.

This paper presents a study of the thermal spreading resistance Rth of a small heat source on a conductive substrate subject to bottomside convective cooling. This problem has been investigated for a very long time and is well covered in the literature. However, instead of using the design curves found in many papers, the results are presented as function of the heat transfer coefficient h. Doi...

It has been recognized that matrix diffusion is an important process for retarding solute transport in fractured rock. Based on analyses of tracer transport data from a number of field tests, we demonstrate that the effective matrix-diffusion coefficient may be scaledependent and generally increases with test scale. A preliminary theoretical explanation of this scale dependency is also presente...

We propose a distribution-free approach to assess the sensitivity of stochastic simulation withrespect to serial dependency in the input model, using a notion of “nonparametric derivatives”.Unlike classical derivative estimators that rely on parametric models and correlation parameters,our methodology uses Pearson’s φ-coefficient as a nonparametric measurement of dependency,...

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In the discrete element simulation of granular materials, the modelling of contacts is crucial for the prediction of the macroscopic material behaviour. From the tribological point of view, friction at contacts needs to be modelled carefully, as it depends on several factors, e.g. contact normal load or temperature to name only two. In discrete element method (DEM) simulations the usage of Coul...

We investigate the effects of temperature on complexity features of chaotic electrochemical oscillations using the anodic electrodissolution of nickel in sulfuric acid. The precision of the "period" of chaotic oscillation is characterized by phase diffusion coefficient (D). It is shown that reduced phase diffusion coefficient (D/frequency) exhibits Arrhenius-type dependency on temperature with ...

The spectral volume scattering function (VSF) was measured in a coastal environment from 0.6 degrees to 177.3 degrees by use of a recently developed device. The spectral variations of the particulate VSF and phase function (i.e., ratio of the VSF to the scattering coefficient) were examined as a function of the scattering angle. The angular dependency of both VSF and phase- function spectra was...