80 resultados para Asset pricing test
Resumo:
A theoretical solution has been obtained for the state of stress in a rectangular plate under a pair of symmetrically placed rigid indenters. The stress distributions along the two central axes have been calculated for a square plate assuming the pressure distribution under the indenters as uniform, parabolic and one resulting from 'constant displacement' on a semiinfinite boundary, for different ratios of indenter-width to side of square. The results are compared with those of photoelastic analysis of Berenbaum and Brodie and the validity of the solution is discussed. The solution has been extended to orthotropic materials and numerical results for one type of coal are given.
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Surface topography has been known to play an important role in the friction and transfer layer formation during sliding. In the present investigation, EN8 steel flats were ground to attain different surface roughness with unidirectional grinding marks. Pure Mg pins were scratched on these surfaces using an Inclined Scratch Tester to study the influence of directionality of surface grinding marks on coefficient of friction and transfer layer formation. Grinding angle (i.e., the angle between direction of scratch and grinding marks) was varied between 0 degrees and 90 degrees during the tests. Experiments were conducted under both dry and lubricated conditions. Scanning electron micrographs of the contact surfaces of pins and flats were used to reveal the surface features that included the morphology of the transfer layer. It was observed that the average coefficient of friction and transfer layer formation depend primarily on the directionality of the grinding marks but were independent of surface roughness on the harder mating surface. In addition, a stick-slip phenomenon was observed, the amplitude of which depended both on the directionality of grinding marks and the surface roughness of the harder mating surface. The grinding angle effect on the coefficient of friction, which consists of adhesion and plowing components, was attributed to the variation of plowing component of friction. (c) 2006 Elsevier B.V. All rights reserved.
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A low strain shear modulus plays a fundamental role in the estimation of site response parameters In this study an attempt has been made to develop the relationships between standard penetration test (SPT) N values with the low strain shear modulus (G(max)) For this purpose, field experiments SPT and multichannel analysis of surface wave data from 38 locations in Bangalore, India, have been used, which were also used for seismic microzonation project The in situ density of soil layer was evaluated using undisturbed soil samples from the boreholes Shear wave velocity (V-s) profiles with depth were obtained for the same locations or close to the boreholes The values for low strain shear modulus have been calculated using measured V-s and soil density About 215 pairs of SPT N and G(max) values are used for regression analysis The differences between fitted regression relations using measured and corrected values were analyzed It is found that an uncorrected value of N and modulus gives the best fit with a high regression coefficient when compared to corrected N and corrected modulus values This study shows better correlation between measured values of N and G(max) when compared to overburden stress corrected values of N and G(max)
Resumo:
Grid-connected systems when put to use at the site would experience scenarios like voltage sag, voltage swell, frequency deviations and unbalance which are common in the real world grid. When these systems are tested at laboratory, these scenarios do not exist and an almost stiff voltage source is what is usually seen. But, to qualify the grid-connected systems to operate at the site, it becomes essential to test them under the grid conditions mentioned earlier. The grid simulator is a hardware that can be programmed to generate some of the typical conditions experienced by the grid-connected systems at site. It is an inverter that is controlled to act like a voltage source in series with a grid impedance. The series grid impedance is emulated virtually within the inverter control rather than through physical components, thus avoiding the losses and the need for bulky reactive components. This paper describes the design of a grid simulator. Control implementation issues are highlighted in the experimental results.
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In many applications of wireless ad hoc networks, wireless nodes are owned by rational and intelligent users. In this paper, we call nodes selfish if they are owned by independent users and their only objective is to maximize their individual goals. In such situations, it may not be possible to use the existing protocols for wireless ad hoc networks as these protocols assume that nodes follow the prescribed protocol without deviation. Stimulating cooperation among these nodes is an interesting and challenging problem. Providing incentives and pricing the transactions are well known approaches to stimulate cooperation. In this paper, we present a game theoretic framework for truthful broadcast protocol and strategy proof pricing mechanism called Immediate Predecessor Node Pricing Mechanism (IPNPM). The phrase strategy proof here means that truth revelation of cost is a weakly dominant-strategy (in game theoretic terms) for each node. In order to steer our mechanism-design approach towards practical implementation, we compute the payments to nodes using a distributed algorithm. We also propose a new protocol for broadcast in wireless ad hoc network with selfish nodes based on IPNPM. The features of the proposed broadcast protocol are reliability and a significantly reduced number of packet forwards compared to the number of network nodes, which in turn leads to less system-wide power consumption to broadcast a single packet. Our simulation results show the efficacy of the proposed broadcast protocol.
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Conformance testing focuses on checking whether an implementation. under test (IUT) behaves according to its specification. Typically, testers are interested it? performing targeted tests that exercise certain features of the IUT This intention is formalized as a test purpose. The tester needs a "strategy" to reach the goal specified by the test purpose. Also, for a particular test case, the strategy should tell the tester whether the IUT has passed, failed. or deviated front the test purpose. In [8] Jeron and Morel show how to compute, for a given finite state machine specification and a test purpose automaton, a complete test graph (CTG) which represents all test strategies. In this paper; we consider the case when the specification is a hierarchical state machine and show how to compute a hierarchical CTG which preserves the hierarchical structure of the specification. We also propose an algorithm for an online test oracle which avoids a space overhead associated with the CTG.
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High-precision measurement of the electrical resistance of nickel along its critical line, a first attempt of this kind, as a function of pressure to 47.5 kbar is reported. Our analysis yields the values of the critical exponents α=α’=-0.115±0.005 and the amplitude ratios ‖A/A’‖=1.17±0.07 and ‖D/D’‖=1.2±0.1. These values are in close agreement with those predicted by renormalization-group (RG) theory. Moreover, this investigation provides an unambiguous experimental verification to one of the key consequences of RG theory that the critical exponents and amplitudes ratios are insensitive to pressure variation in nickel, a Heisenberg ferromagnet.
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The displacement between the ridges situated outside the filleted test section of an axially loaded unnotched specimen is computed from the axial load and shape of the specimen and compared with extensometer deflection data obtained from experiments. The effect of prestrain on the extensometer deflection versus specimen strain curve has been studied experimentally and analytically. An analytical study shows that an increase in the slope of the stress-strain curve in the inelastic region increases the slope of the corresponding computed extensometer deflection versus specimen strain curve. A mathematical model has been developed which uses a modified length ¯ℓef in place of the actual length of the uniform diameter test section of the specimen. This model predicts the extensometer deflection within 5% of the corresponding experimental value. This method has been successfully used by the authors to evolve an iterative procedure for predicting the cyclic specimen strain in axial fatigue tests on unnotched specimens.
Resumo:
Purpose - This paper aims to validate a comprehensive aeroelastic analysis for a helicopter rotor with the higher harmonic control aeroacoustic rotor test (HART-II) wind tunnel test data. Design/methodology/approach - Aeroelastic analysis of helicopter rotor with elastic blades based on finite element method in space and time and capable of considering higher harmonic control inputs is carried out. Moderate deflection and coriolis nonlinearities are included in the analysis. The rotor aerodynamics are represented using free wake and unsteady aerodynamic models. Findings - Good correlation between analysis and HART-II wind tunnel test data is obtained for blade natural frequencies across a range of rotating speeds. The basic physics of the blade mode shapes are also well captured. In particular, the fundamental flap, lag and torsion modes compare very well. The blade response compares well with HART-II result and other high-fidelity aeroelastic code predictions for flap and torsion mode. For the lead-lag response, the present analysis prediction is somewhat better than other aeroelastic analyses. Research limitations/implications - Predicted blade response trend with higher harmonic pitch control agreed well with the wind tunnel test data, but usually contained a constant offset in the mean values of lead-lag and elastic torsion response. Improvements in the modeling of the aerodynamic environment around the rotor can help reduce this gap between the experimental and numerical results. Practical implications - Correlation of predicted aeroelastic response with wind tunnel test data is a vital step towards validating any helicopter aeroelastic analysis. Such efforts lend confidence in using the numerical analysis to understand the actual physical behavior of the helicopter system. Also, validated numerical analyses can take the place of time-consuming and expensive wind tunnel tests during the initial stage of the design process. Originality/value - While the basic physics appears to be well captured by the aeroelastic analysis, there is need for improvement in the aerodynamic modeling which appears to be the source of the gap between numerical predictions and HART-II wind tunnel experiments.
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A method has been suggested to accurately determine the DBTT of diffusion aluminide bond coats. Micro-tensile testing of free-standing coating samples has been carried out. The DBTT was determined based on the variation of plastic strain-to-fracture with temperature. The positive features of this method over the previously reported techniques are highlighted. (C) 2010 Elsevier B.V. All rights reserved.
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Conventional Random access scan (RAS) for testing has lower test application time, low power dissipation, and low test data volume compared to standard serial scan chain based design In this paper, we present two cluster based techniques, namely, Serial Input Random Access Scan and Variable Word Length Random Access Scan to reduce test application time even further by exploiting the parallelism among the clusters and performing write operations on multiple bits Experimental results on benchmarks circuits show on an average 2-3 times speed up in test write time and average 60% reduction in write test data volume
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A critical test has been presented to establish the nature of the kinetic pathways for the decomposition of Fe-12 at.% Si alloy below the metastable tricritical point. The results, based on the measurements of saturation magnetization, establish that a congruent ordering from B2 --> D0(3) precedes the development of a B2 + D0(3) two-phase field, consistent with the predictions in 1976 of Allen and Cahn.
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A general procedure for arriving at 3-D models of disulphiderich olypeptide systems based on the covalent cross-link constraints has been developed. The procedure, which has been coded as a computer program, RANMOD, assigns a large number of random, permitted backbone conformations to the polypeptide and identifies stereochemically acceptable structures as plausible models based on strainless disulphide bridge modelling. Disulphide bond modelling is performed using the procedure MODIP developed earlier, in connection with the choice of suitable sites where disulphide bonds could be engineered in proteins (Sowdhamini,R., Srinivasan,N., Shoichet,B., Santi,D.V., Ramakrishnan,C. and Balaram,P. (1989) Protein Engng, 3, 95-103). The method RANMOD has been tested on small disulphide loops and the structures compared against preferred backbone conformations derived from an analysis of putative disulphide subdatabase and model calculations. RANMOD has been applied to disulphiderich peptides and found to give rise to several stereochemically acceptable structures. The results obtained on the modelling of two test cases, a-conotoxin GI and endothelin I, are presented. Available NMR data suggest that such small systems exhibit conformational heterogeneity in solution. Hence, this approach for obtaining several distinct models is particularly attractive for the study of conformational excursions.
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We address risk minimizing option pricing in a regime switching market where the floating interest rate depends on a finite state Markov process. The growth rate and the volatility of the stock also depend on the Markov process. Using the minimal martingale measure, we show that the locally risk minimizing prices for certain exotic options satisfy a system of Black-Scholes partial differential equations with appropriate boundary conditions. We find the corresponding hedging strategies and the residual risk. We develop suitable numerical methods to compute option prices.