15 resultados para Equity Portfolio with Equal Weights

em Cambridge University Engineering Department Publications Database


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The jetting of dilute polymer solutions in drop-on-demand printing is investigated. A quantitative model is presented which predicts three different regimes of behaviour depending upon the jet Weissenberg number Wi and extensibility of the polymer molecules. In regime I (Wi < ½) the polymer chains are relaxed and the fluid behaves in a Newtonian manner. In regime II (½ < Wi < L) where L is the extensibility of the polymer chain the fluid is viscoelastic, but the polymer do not reach their extensibility limit. In regime III (Wi > L) the chains remain fully extended in the thinning ligament. The maximum polymer concentration at which a jet of a certain speed can be formed scales with molecular weight to the power of (1-3ν), (1-6ν) and -2ν in the three regimes respectively, where ν is the solvent quality coefficient. Experimental data obtained with solutions of mono-disperse polystyrene in diethyl phthalate with molecular weights between 24 - 488 kDa, previous numerical simulations of this system, and previously published data for this and another linear polymer in a variety of “good” solvents, all show good agreement with the scaling predictions of the model.

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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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We describe the design, fabrication, and experimental demonstration of a circular Dammann grating element generating a point-spread function of two concentric rings with equal intensity. The element was fabricated using grayscale lithography, providing a smooth and accurate phase profile. As a result, we obtained high diffraction efficiency and good uniformity between the two rings.

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The nonlinear modelling ability of neural networks has been widely recognised as an effective tool to identify and control dynamic systems, with applications including nonlinear vehicle dynamics which this paper focuses on using multi-layer perceptron networks. Existing neural network literature does not detail some of the factors which effect neural network nonlinear modelling ability. This paper investigates into and concludes on required network size, structure and initial weights, considering results for networks of converged weights. The paper also presents an online training method and an error measure representing the network's parallel modelling ability over a range of operating conditions. Copyright © 2010 Inderscience Enterprises Ltd.

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This paper presents experimental results on heat transfer and pressure drop for a compact heat sink made of fully triangulated, lightweight (porosity∼0.938), aluminum lattice-frame materials (LFMs). Due to the inherent structural anisotropy of the LFMs, two mutually perpendicular orientations were selected for the measurements. Constant heat flux was applied to the heat sink under steady state conditions, and dissipated by forced air convection. The experimental data were compared with those predicted from an analytical model based on fin analogy. The experimental results revealed that pressure drop is strongly dependent upon the orientation of the structure, due mainly to the flow blockage effect. For heat transfer measurements, typical local temperature distributions on the substrate under constant heat flux conditions were captured with infrared camera. The thermal behavior of LFMs was found to follow closely that of cylinder banks, with early transition Reynolds number (based on strut diameter) equal to about 300. The Nusselt number prediction from the fin-analogy correlates well with experimental measurements, except at low Reynolds numbers where a slightly underestimation is observed. Comparisons with empty channels and commonly used heat exchanger media show that the present LFM heat sink can remove heat approximately seven times more efficient than an empty channel and as efficient as a bank of cylinders at the same porosity level. The aluminum LFMs are extremely stiff and strong, making them ideal candidates for multifunctional structures requiring both heat dissipation and mechanical load carrying capabilities. © 2003 Elsevier Ltd. All rights reserved.

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We report on the experimental characterization of a single crystal silicon square-plate microresonator. The resonator is excited in the square wine glass (SWG) mode at a mechanical resonance frequency of 2.065 MHz. The resonator displays quality factor of 9660 in air and an ultra-high quality factor of Q = 4.05 × 106 in 12 mtorr vacuum. The SWG mode may be described as a square plate that contracts along one axis in the fabrication plane, while simultaneously extending along an orthogonal axis in the same plane. The resonant structure is addressed in a 2-terminal configuration by utilizing equal and opposite drive polarities on surrounding capacitor electrodes, thereby decreasing the motional resistance of the resonator. The resonant micromechanical device has been fabricated in a commercial silicon-on-insulator process through the MEMSCAP foundry utilising a minimum electrostatic gap of 2 μm. © 2008 IEEE.

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Multimode sound radiation from an unflanged, semi-infinite, rigid-walled circular duct with uniform subsonic mean flow everywhere is investigated theoretically. The multimode directivity depends on the amplitude and directivity function of each individual cut-on mode. The amplitude of each mode is expressed as a function of cut-on ratio for a uniform distribution of incoherent monopoles, a uniform distribution of incoherent axial dipoles, and for equal power per mode. The directivity function of each mode is obtained by applying a Lorentz transformation to the zero-flow directivity function, which is given by a Wiener-Hopf solution. This exact numerical result is compared to an analytic solution, valid in the high-frequency limit, for multimode directivity with uniform flow. The high-frequency asymptotic solution is derived assuming total transmission of power at the open end of the duct, and gives the multimode directivity function with flow in the forward arc for a general family of mode amplitude distribution functions. At high frequencies the agreement between the exact and asymptotic solutions is shown to be excellent.

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In this paper, we derive an EM algorithm for nonlinear state space models. We use it to estimate jointly the neural network weights, the model uncertainty and the noise in the data. In the E-step we apply a forwardbackward Rauch-Tung-Striebel smoother to compute the network weights. For the M-step, we derive expressions to compute the model uncertainty and the measurement noise. We find that the method is intrinsically very powerful, simple and stable.

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Multimode sound radiation from hard-walled semi-infinite ducts with uniform subsonic flow is investigated theoretically. An analytic expression, valid in the high frequency limit, is derived for the multimode directivity function in the forward arc for a general family of mode distribution functions. The multimode directivity depends on the amplitude and directivity function of each individual mode. The amplitude of each mode is expressed as a function of cut-off ratio for a uniform distribution of incoherent monopoles, a uniform distribution of incoherent axial dipoles and for equal power per mode. The modes' directivity functions are obtained analytically by applying a Lorentz transformation to the zero flow solution. The analytic formula for the multimode directivity with flow is derived assuming total transmission of power at the open-end of the duct. This formula is compared to the exact numerical result for an unflanged duct, computed utilizing a Wiener-Hopf solution. The agreement is shown to be excellent. Copyright © 2008 by the American Institute of Aeronautics and Astronautics, Inc. All rights reserved.

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Structured precision modelling is an important approach to improve the intra-frame correlation modelling of the standard HMM, where Gaussian mixture model with diagonal covariance are used. Previous work has all been focused on direct structured representation of the precision matrices. In this paper, a new framework is proposed, where the structure of the Cholesky square root of the precision matrix is investigated, referred to as Cholesky Basis Superposition (CBS). Each Cholesky matrix associated with a particular Gaussian distribution is represented as a linear combination of a set of Gaussian independent basis upper-triangular matrices. Efficient optimization methods are derived for both combination weights and basis matrices. Experiments on a Chinese dictation task showed that the proposed approach can significantly outperformed the direct structured precision modelling with similar number of parameters as well as full covariance modelling. © 2011 IEEE.

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Image convolution is conventionally approximated by the LTI discrete model. It is well recognized that the higher the sampling rate, the better is the approximation. However sometimes images or 3D data are only available at a lower sampling rate due to physical constraints of the imaging system. In this paper, we model the under-sampled observation as the result of combining convolution and subsampling. Because the wavelet coefficients of piecewise smooth images tend to be sparse and well modelled by tree-like structures, we propose the L0 reweighted-L2 minimization (L0RL2 ) algorithm to solve this problem. This promotes model-based sparsity by minimizing the reweighted L2 norm, which approximates the L0 norm, and by enforcing a tree model over the weights. We test the algorithm on 3 examples: a simple ring, the cameraman image and a 3D microscope dataset; and show that good results can be obtained. © 2010 IEEE.

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The dynamic response of end-clamped monolithic beams and sandwich beams of equal areal mass have been measured by loading the beams at mid-span with metal foam projectiles to simulate localised blast loading. The sandwich beams were made from carbon fibre laminate and comprised identical face sheets and a square-honeycomb core. The transient deflection of the beams was determined as a function of projectile momentum, and the measured response was compared with finite element simulations based upon a damage mechanics approach. A range of failure modes were observed in the sandwich beams including core fracture, plug-type shear failure of the core, debonding of the face sheets from the core and tensile tearing of the face sheets at the supports. In contrast, the monolithic beams failed by a combination of delamination of the plies and tensile failure at the supports. The finite element simulations of the beam response were accurate provided the carbon fibre properties were endowed with rate sensitivity of damage growth. The relative performance of monolithic and sandwich beams were quantified by the maximum transverse deflection at mid-span for a given projectile momentum. It was found that the sandwich beams outperformed both monolithic composite beams and steel sandwich beams with a square-honeycomb core. However, the composite beams failed catastrophically at a lower projectile impulse than the steel beams due to the lower ductility of the composite material. © 2011 Elsevier Ltd. All rights reserved.

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Pulses of 15 psec duration were generated by an injection laser with an external dispersive resonator operating in the active mode-locking regime. This regime was attained by subjecting the laser diode to a current of high frequency equal to the intermode interval in the external resonator. The duration of the pulses was determined by an autocorrelation method in which the second harmonic was generated in an LiIO//3 crystal.

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A methodology for the analysis of building energy retrofits has been developed for a diverse set of buildings at the Royal Botanic Gardens (RBG), Kew in southwest London, UK. The methodology requires selection of appropriate building simulation tools dependent on the nature of the principal energy demand. This has involved the development of a stand-alone model to simulate the heat flow in botanical glasshouses, as well as stochastic simulation of electricity demand for buildings with high equipment density and occupancy-led operation. Application of the methodology to the buildings at RBG Kew illustrates the potential reduction in energy consumption at the building scale achievable from the application of retrofit measures deemed appropriate for heritage buildings and the potential benefit to be gained from onsite generation and supply of energy. © 2014 Elsevier Ltd.