24 resultados para Processus de Poisson généralisé


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In this paper we study parameter estimation for time series with asymmetric α-stable innovations. The proposed methods use a Poisson sum series representation (PSSR) for the asymmetric α-stable noise to express the process in a conditionally Gaussian framework. That allows us to implement Bayesian parameter estimation using Markov chain Monte Carlo (MCMC) methods. We further enhance the series representation by introducing a novel approximation of the series residual terms in which we are able to characterise the mean and variance of the approximation. Simulations illustrate the proposed framework applied to linear time series, estimating the model parameter values and model order P for an autoregressive (AR(P)) model driven by asymmetric α-stable innovations. © 2012 IEEE.

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In this paper we compare different approaches to calculating the charge density in the 2DEG layer of AlGaN/GaN HEMTs. The methods used are (i) analytical theory implemented in MATLAB, (ii) finite-element analysis using semiconductor TCAD software that implements only the Poisson and continuity equations, and (iii) 1D software that solves the Poisson and Schrödinger equations self-consistently. By using the 1D Poisson-Schrödinger solver, we highlight the consequences of neglecting the Schrödinger equation. We conclude that the TCAD simulator predicts with a reasonable level of accuracy the electron density in the 2DEG layer for both a conventional HEMT structure and one featuring an extra GaN cap layer. In addition, while the sheet charge density is not significantly affected by including Schrödinger, its confinement in the channel is found to be modified. © 2012 IEEE.

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The prediction of turbulent oscillatory flow at around transitional Reynolds numbers is considered for an idealized electronics system. To assess the accuracy of turbulence models, comparison is made with measurements. A stochastic procedure is used to recover instantaneous velocity time traces from predictions. This procedure enables more direct comparison with turbulence intensity measurements which have not been filtered to remove the oscillatory flow component. Normal wall distances, required in some turbulence models, are evaluated using a modified Poisson equation based technique. A range of zero, one and two equation turbulence models are tested, including zonal and a non-linear eddy viscosity models. The non-linear and zonal models showed potential for accuracy improvements.

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This paper describes two folded metamaterials based on the Miura-ori fold pattern. The structural mechanics of these metamaterials are dominated by the kinematics of the folding, which only depends on the geometry and therefore is scale-independent. First, a folded shell structure is introduced, where the fold pattern provides a negative Poisson's ratio for in-plane deformations and a positive Poisson's ratio for out-of-plane bending. Second, a cellular metamaterial is described based on a stacking of individual folded layers, where the folding kinematics are compatible between layers. Additional freedom in the design of the metamaterial can be achieved by varying the fold pattern within each layer.

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This paper is concerned with the probability density function of the energy of a random dynamical system subjected to harmonic excitation. It is shown that if the natural frequencies and mode shapes of the system conform to the Gaussian Orthogonal Ensemble, then under common types of loading the distribution of the energy of the response is approximately lognormal, providing the modal overlap factor is high (typically greater than two). In contrast, it is shown that the response of a system with Poisson natural frequencies is not approximately lognormal. Numerical simulations are conducted on a plate system to validate the theoretical findings and good agreement is obtained. Simulations are also conducted on a system made from two plates connected with rotational springs to demonstrate that the theoretical findings can be extended to a built-up system. The work provides a theoretical justification of the commonly used empirical practice of assuming that the energy response of a random system is lognormal.

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Our nervous system can efficiently recognize objects in spite of changes in contextual variables such as perspective or lighting conditions. Several lines of research have proposed that this ability for invariant recognition is learned by exploiting the fact that object identities typically vary more slowly in time than contextual variables or noise. Here, we study the question of how this "temporal stability" or "slowness" approach can be implemented within the limits of biologically realistic spike-based learning rules. We first show that slow feature analysis, an algorithm that is based on slowness, can be implemented in linear continuous model neurons by means of a modified Hebbian learning rule. This approach provides a link to the trace rule, which is another implementation of slowness learning. Then, we show analytically that for linear Poisson neurons, slowness learning can be implemented by spike-timing-dependent plasticity (STDP) with a specific learning window. By studying the learning dynamics of STDP, we show that for functional interpretations of STDP, it is not the learning window alone that is relevant but rather the convolution of the learning window with the postsynaptic potential. We then derive STDP learning windows that implement slow feature analysis and the "trace rule." The resulting learning windows are compatible with physiological data both in shape and timescale. Moreover, our analysis shows that the learning window can be split into two functionally different components that are sensitive to reversible and irreversible aspects of the input statistics, respectively. The theory indicates that irreversible input statistics are not in favor of stable weight distributions but may generate oscillatory weight dynamics. Our analysis offers a novel interpretation for the functional role of STDP in physiological neurons.

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A symmetry-extended Maxwell treatment of the net mobility of periodic bar-and-joint frameworks is used to derive a sufficient condition for auxetic behaviour of a 2D material. The type of auxetic behaviour that can be detected by symmetry has Poisson's ratio -1, with equal expansion/contraction in all directions, and is here termed equiauxetic. A framework may have a symmetry-detectable equiauxetic mechanism if it belongs to a plane group that includes rotational axes of order n = 6, 4, or 3. If the reducible representation for the net mobility contains mechanisms that preserve full rotational symmetry (A modes), these are equiauxetic. In addition, for n = 6, mechanisms that halve rotational symmetry (B modes) are also equiauxetic. © EPLA, 2013.

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In the present paper, highly porous fibre networks made of 316L fibres, with different fibre volume fractions, are characterized in terms of network architecture, elastic constants and fracture energies. Elastic constants are measured using quasi-static mechanical and modal vibration testing, yielding local and globally averaged properties, respectively. Differences between quasi-static and dynamic elastic constants are attributed to through-thickness shear effects. Regardless of the method employed, networks show signs of material inhomogeneity at high fibre densities, in agreement with X-ray nanotomography results. Strong auxetic (or negative Poisson's ratio) behaviour is observed in the through-thickness direction, which is attributed to fibre kinking induced during processing. Measured fracture energies are compared with model predictions incorporating information about in-plane fibre orientation distribution, fibre volume fraction and single fibre work of fracture. Experimental values are broadly consistent with model predictions, based on the assumption that this energy is primarily associated with plastic deformation of individual fibres within a process zone of the same order as the inter-joint spacing. © 2013 Published by Elsevier Ltd. on behalf of Acta Materialia Inc. All rights reserved.

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Surprisingly expensive to compute wall distances are still used in a range of key turbulence and peripheral physics models. Potentially economical, accuracy improving differential equation based distance algorithms are considered. These involve elliptic Poisson and hyperbolic natured Eikonal equation approaches. Numerical issues relating to non-orthogonal curvilinear grid solution of the latter are addressed. Eikonal extension to a Hamilton-Jacobi (HJ) equation is discussed. Use of this extension to improve turbulence model accuracy and, along with the Eikonal, enhance Detached Eddy Simulation (DES) techniques is considered. Application of the distance approaches is studied for various geometries. These include a plane channel flow with a wire at the centre, a wing-flap system, a jet with co-flow and a supersonic double-delta configuration. Although less accurate than the Eikonal, Poisson method based flow solutions are extremely close to those using a search procedure. For a moving grid case the Poisson method is found especially efficient. Results show the Eikonal equation can be solved on highly stretched, non-orthogonal, curvilinear grids. A key accuracy aspect is that metrics must be upwinded in the propagating front direction. The HJ equation is found to have qualitative turbulence model improving properties. © 2003 by P. G. Tucker.