35 resultados para Mixed linear models
Resumo:
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.
Resumo:
The nonlinear Kosovic, and mixed Leray and α subgrid scale models are contrasted with linear Smagorinsky and Yoshizawa Large Eddy Simulations for a Re = 4000 plane jet simulation. Comparisons are made with Direct Numerical Simulation data and measurements. Global properties of the jet such as the spreading and centreline velocity decay rates are investigated. The mean-flow and turbulence parameters in the self-similar region are also studied. All models generally give encouraging agreement with the Direct Numerical Simulation data and reliable measurements. Solution differences for the models are relatively minor, none giving clear improvements for all data comparisons.
Resumo:
We use a computational homogenisation approach to derive a non linear constitutive model for lattice materials. A representative volume element (RVE) of the lattice is modelled by means of discrete structural elements, and macroscopic stress-strain relationships are numerically evaluated after applying appropriate periodic boundary conditions to the RVE. The influence of the choice of the RVE on the predictions of the model is discussed. The model has been used for the analysis of the hexagonal and the triangulated lattices subjected to large strains. The fidelity of the model has been demonstrated by analysing a plate with a central hole under prescribed in plane compressive and tensile loads, and then comparing the results from the discrete and the homogenised models. © 2013 Elsevier Ltd.