Boundary conditions in physical model tests-the influence of deck pinning on the response of piled bridge abutments in laterally spreading soils

Physical models are widely used in the study of geotechnical earthquake engineering phenomena, and the comparison of modelling results to observations from field reconnaissance provides a transparent means of evaluating the design of our physical models. This paper compares centrifuge tests of pile groups in laterally spreading slopes with the response of piled bridge abutments in the 2011 Christchurch earthquake. We show that the model foundation's fixity conditions strongly affect the success with which the mechanism of response of the real abutments is replicated in the tests. © 2012 American Society of Civil Engineers.

Rebuilding the limit order book: Sequential Bayesian inference on hidden states

The limit order book of an exchange represents an information store of market participants' future aims and for many traders the information held in this store is of interest. However, information loss occurs between orders being entered into the exchange and limit order book data being sent out. We present an online algorithm which carries out Bayesian inference to replace information lost at the level of the exchange server and apply our proof of concept algorithm to real historical data from some of the world's most liquid futures contracts as traded on CME GLOBEX, EUREX and NYSE Liffe exchanges. © 2013 © 2013 Taylor & Francis.

High-performance bowing machine tests of bowed-string transients

The development is described of a computer-controlled bowing machine that can bow a string with a range of gestures that match or exceed the capabilities of a human violinist. Example measurements of string vibration under controlled bowing conditions are shown, including a Schelleng diagram and a set of Guettler diagrams, for the open D string of a cello. For some results a rosin-coated rod was used in place of a conventional bow, to provide quantitative data for comparison with theoretical predictions. The results show qualitative consistency with the predictions of Schelleng and Guettler, but details are revealed that go beyond the limitations of existing models. © S. Hirzel Verlag · EAA.