Generalised Wishart Processes

We introduce a stochastic process with Wishart marginals: the generalised Wishart process (GWP). It is a collection of positive semi-definite random matrices indexed by any arbitrary dependent variable. We use it to model dynamic (e.g. time varying) covariance matrices. Unlike existing models, it can capture a diverse class of covariance structures, it can easily handle missing data, the dependent variable can readily include covariates other than time, and it scales well with dimension; there is no need for free parameters, and optional parameters are easy to interpret. We describe how to construct the GWP, introduce general procedures for inference and predictions, and show that it outperforms its main competitor, multivariate GARCH, even on financial data that especially suits GARCH. We also show how to predict the mean of a multivariate process while accounting for dynamic correlations.

The influence of injection conditions and soil types on soil improvement by microbial functions

Research has begun on Microbial Carbonate Precipitation (MCP), which shows promise as a soil improvement method because of its low carbon dioxide emission compared to cement stabilized agents. MCP produces calcium carbonate from carbonates and calcium in soil voids through ureolysis by "Bacillus Pasteurii". This study focuses on how the amount of calcium carbonate precipitation is affected by the injection conditions of the microorganism and nutrient salt, such as the number of injections and the soil type. Experiments were conducted to simulate soil improvement by bio-grouting soil in a syringe. The results indicate that the amount of precipitation is affected by injection conditions and soil type, suggesting that, in order for soil improvement by MCP to be effective, it is necessary to set injection conditions that are in accordance with the soil conditions. © 2011 ASCE.

Measurement of liquid film thickness by optical fluorescence and its application to an oscillating piston positive displacement flowmeter

The movement of the circular piston in an oscillating piston positive displacement flowmeter is important in understanding the operation of the flowmeter, and the leakage of liquid past the piston plays a key role in the performance of the meter. The clearances between the piston and the chamber are small, typically less than 60 νm. In order to measure this film thickness a fluorescent dye was added to the water passing through the meter, which was illuminated with UV light. Visible light images were captured with a digital camera and analysed to give a measure of the film thickness with an uncertainty of less than 7%. It is known that this method lacks precision unless careful calibration is undertaken. Methods to achieve this are discussed in the paper. The grey level values for a range of film thicknesses were calibrated in situ with six dye concentrations to select the most appropriate one for the range of liquid film thickness. Data obtained for the oscillating piston flowmeter demonstrate the value of the fluorescence technique. The method is useful, inexpensive and straightforward and can be extended to other applications where measurement of liquid film thickness is required. © 2011 IOP Publishing Ltd.

The non-local nature of structure functions

Kolmogorov's two-thirds, ((Δv) 2) ∼ e 2/ 3r 2/ 3, and five-thirds, E ∼ e 2/ 3k -5/ 3, laws are formally equivalent in the limit of vanishing viscosity, v → 0. However, for most Reynolds numbers encountered in laboratory scale experiments, or numerical simulations, it is invariably easier to observe the five-thirds law. By creating artificial fields of isotropic turbulence composed of a random sea of Gaussian eddies whose size and energy distribution can be controlled, we show why this is the case. The energy of eddies of scale, s, is shown to vary as s 2/ 3, in accordance with Kolmogorov's 1941 law, and we vary the range of scales, γ = s max/s min, in any one realisation from γ = 25 to γ = 800. This is equivalent to varying the Reynolds number in an experiment from R λ = 60 to R λ = 600. While there is some evidence of a five-thirds law for g > 50 (R λ > 100), the two-thirds law only starts to become apparent when g approaches 200 (R λ ∼ 240). The reason for this discrepancy is that the second-order structure function is a poor filter, mixing information about energy and enstrophy, and from scales larger and smaller than r. In particular, in the inertial range, ((Δv) 2) takes the form of a mixed power-law, a 1+a 2r 2+a 3r 2/ 3, where a 2r 2 tracks the variation in enstrophy and a 3r 2/ 3 the variation in energy. These findings are shown to be consistent with experimental data where the polution of the r 2/ 3 law by the enstrophy contribution, a 2r 2, is clearly evident. We show that higherorder structure functions (of even order) suffer from a similar deficiency.

On the functions of products

Understanding the performance and manner of functioning of existing products is at the base of new product development activities. In engineering design the term function is generally used to refer to the technical actions performed by a product. However, products accomplish a wider range of goals. This research explores the opportunity to describe and model, through the concept of function, product actions across four dimensions including technical, aesthetic, social and economic. The research demonstrates that non-technical functions can be represented through active verbs and nouns and modelled using a method known as the Function Analysis Diagram (FAD). The research argues that when technical, aesthetic, social and economic perspectives on product development are considered as different types of function, stakeholders have a common language to communicate which can benefit design collaboration.

700V smart trench IGBT with monolithic over-voltage and over-current protecting functions

An advanced 700V Smart Trench IGBT with monolithically integrated over-voltage and over-current protecting circuits is presented in this paper. The proposed Smart IGBT comprises a sense IGBT, a low voltage lateral n-channel MOSFET (M 1), an avalanche diode (D av), and poly-crystalline Zener diodes (ZD) and resistor (R poly). Mix-mode transient simulations with MEDICI have proven the functionalities of the protecting circuits when the device is operating under abnormal conditions, such as Unclamped Inductive Switching (UIS) and Short Circuit (SC) condition. A Trench IGBT process is used to fabricate this device with total 11 masks including one metal mask only. The characterizations of the fabricated device exhibit the clamping capability of the avalanche diode and voltage pull-down ability of the MOSFET. © 2012 IEEE.

Positive Correlations in Tunneling through coupled Quantum Dots

Due to the Fermi-Dirac statistics of electrons the temporal correlations of tunneling events in a double barrier setup are typically negative. Here, we investigate the shot noise behavior of a system of two capacitively coupled quantum dot states by means of a Master equation model. In an asymmetric setup positive correlations in the tunneling current can arise due to the bunching of tunneling events. The underlying mechanism will be discussed in detail in terms of the current-current correlation function and the frequency-dependent Fano factor.

Contraction and observer design on cones

We consider the problem of positive observer design for positive systems defined on solid cones in Banach spaces. The design is based on the Hilbert metric and convergence properties are analyzed in the light of the Birkhoff theorem. Two main applications are discussed: positive observers for systems defined in the positive orthant, and positive observers on the cone of positive semi-definite matrices with a view on quantum systems. © 2011 IEEE.