84 resultados para Interest rate swaps
Resumo:
In this paper, we generalize the existing rate-one space frequency (SF) and space-time frequency (STF) code constructions. The objective of this exercise is to provide a systematic design of full-diversity STF codes with high coding gain. Under this generalization, STF codes are formulated as linear transformations of data. Conditions on these linear transforms are then derived so that the resulting STF codes achieve full diversity and high coding gain with a moderate decoding complexity. Many of these conditions involve channel parameters like delay profile (DP) and temporal correlation. When these quantities are not available at the transmitter, design of codes that exploit full diversity on channels with arbitrary DIP and temporal correlation is considered. Complete characterization of a class of such robust codes is provided and their bit error rate (BER) performance is evaluated. On the other hand, when channel DIP and temporal correlation are available at the transmitter, linear transforms are optimized to maximize the coding gain of full-diversity STF codes. BER performance of such optimized codes is shown to be better than those of existing codes.
Resumo:
It is well known that space-time block codes (STBCs) obtained from orthogonal designs (ODs) are single-symbol decodable (SSD) and from quasi-orthogonal designs (QODs) are double-symbol decodable (DSD). However, there are SSD codes that are not obtainable from ODs and DSD codes that are not obtainable from QODs. In this paper, a method of constructing g-symbol decodable (g-SD) STBCs using representations of Clifford algebras are presented which when specialized to g = 1, 2 gives SSD and DSD codes, respectively. For the number of transmit antennas 2(a) the rate (in complex symbols per channel use) of the g-SD codes presented in this paper is a+1-g/2(a-9). The maximum rate of the DSD STBCs from QODs reported in the literature is a/2(a-1) which is smaller than the rate a-1/2(a-2) of the DSD codes of this paper, for 2(a) transmit antennas. In particular, the reported DSD codes for 8 and 16 transmit antennas offer rates 1 and 3/4, respectively, whereas the known STBCs from QODs offer only 3/4 and 1/2, respectively. The construction of this paper is applicable for any number of transmit antennas. The diversity sum and diversity product of the new DSD codes are studied. It is shown that the diversity sum is larger than that of all known QODs and hence the new codes perform better than the comparable QODs at low signal-to-noise ratios (SNRs) for identical spectral efficiency. Simulation results for DSD codes at variousspectral efficiencies are provided.
Resumo:
A constitutive modeling approach for shape memory alloy (SMA) wire by taking into account the microstructural phase inhomogeneity and the associated solid-solid phase transformation kinetics is reported in this paper. The approach is applicable to general thermomechanical loading. Characterization of various scales in the non-local rate sensitive kinetics is the main focus of this paper. Design of SMA materials and actuators not only involve an optimal exploitation of the hysteresis loops during loading-unloading, but also accounts for fatigue and training cycle identifications. For a successful design of SMA integrated actuator systems, it is essential to include the microstructural inhomogeneity effects and the loading rate dependence of the martensitic evolution, since these factors play predominant role in fatigue. In the proposed formulation, the evolution of new phase is assumed according to Weibull distribution. Fourier transformation and finite difference methods are applied to arrive at the analytical form of two important scaling parameters. The ratio of these scaling parameters is of the order of 10(6) for stress-free temperature-induced transformation and 10(4) for stress-induced transformation. These scaling parameters are used in order to study the effect of microstructural variation on the thermo-mechanical force and interface driving force. It is observed that the interface driving force is significant during the evolution. Increase in the slopes of the transformation start and end regions in the stress-strain hysteresis loop is observed for mechanical loading with higher rates.
Resumo:
Cone penetrometer tests were carried out in a 140 mm diameter triaxial chamber by using a miniature cone of diameter 19.5 mm. The rate of cone penetration was varied from 0.01 mm/s to 0.1 mm/s. Tests were performed in (i) clean sand, (ii) silty sand, and (iii) sand added with fly ash. Two different effective vertical pressures (sigma(nu)), 100 kPa and 300 kPa, were employed. It was noted that for clean and silty sand, the effect of penetration rate on the ultimate tip resistance (q(cu)) of the cone was found to remain only marginal. On the other hand, for sand added with 30% fly ash, the variation in q(cu) values with penetration rate was found to become quite significant. The effect of penetratio rate on q(cu) in all the cases was found to increase with a decrease in the rate of cone penetration. It was noted that with an increase in sigma(nu), the effect of penetration rate on q(cu) was found to become smaller. The effect of the cone penetration rate on q(cu) generally reduces with an increase in the relative density of the material.
Resumo:
The impression creep behaviour of zinc is studied in the range 300 to 500 K and the results are compared with the data from conventional creep tests. The steady-state impression velocity is found to exhibit the same stress and temperature dependence as in conventional tensile creep with the same power law stress exponent. Also studied is the effect of indenter size on the impression velocity. The thermal activation parameters for plastic flow at high temperatures derived from a number of testing techniques agree reasonably well. Grain boundary sliding is shown to be unimportant in controlling the rate of plastic flow at high temperatures. It is observed that the Cottrell-Stokes law is obeyed during high-temperature deformation of zinc. It is concluded that a mechanism such as forest intersection involving attractive trees controls the high-temperature flow rather than a diffusion mechanism.
Resumo:
The dynamics of reactions with low internal barriers are studied both analytically and numerically for two different models. Exact expressions for the average rate,kI, are obtained by solving the associated first passage time problems. Both the average rate constant, kI, and the numerically calculated long-time rate constant, kL, show a fractional power law dependence on the barrier height for very low barriers. The crossover of the reaction dynamics from low to high barrier is investigated.
Resumo:
A general theory is evolved for a class of macrogrowth models which possess two independent growth-rates. Relations connecting growth-rates to growth geometry are established and some new growth forms are shown to result for models with passivation or diffusion-controlled rates. The corresponding potentiostatic responses, their small and large time behaviours and peak characteristics are obtained. Numerical transients are also presented. An empirical equation is derived as a special case and an earlier equation is corrected. An interesting stochastic result pertaining to nucleation events in the successive layers is proved.
Resumo:
In the present paper, the size and strain rate effects on ultra-thin < 100 >/{100} Cu nanowires at an initial temperature of 10 K have been discussed. Extensive molecular dynamics (MD) simulations have been performed using Embedded atom method (EAM) to investigate the structural behaviours and properties under high strain rate. Velocity-Verlet algorithm has been used to solve the equation of motions. Two different thermal loading cases have been considered: (i) Isothermal loading, in which Nose-Hoover thermostat is used to maintain the constant system temperature, and (ii) Adiabatic loading, i.e., without any thermostat. Five different wire cross-sections were considered ranging from 0.723 x 0.723 nm(2) to 2.169 x 2.169 nm(2) The strain rates used in the present study were 1 x 10(9) s(-1), 1 x 10(8) s(-1), and 1 x 10(7) s(-1). The effect of strain rate on the mechanical properties of copper nanowires was analysed, which shows that elastic properties are independent of thermal loading for a given strain rate and cross-sectional dimension of nanowire. It showed a decreasing yield stress and yield strain with decreasing strain rate for a given cross- section. Also, a decreasing yield stress and increasing yield strain were observed for a given strain rate with increasing cross-sectional area. Elastic modulus was found to be similar to 100 GPa, which was independent of processing temperature, strain rate, and size for a given initial temperature. Reorientation of < 100 >/{100} square cross-sectional copper nanowire into a series of stable ultra-thin Pentagon copper nanobridge structures with dia of similar to 1 nm at 10 K was observed under high strain rate tensile loading. The effect of isothermal and adiabatic loading on the formation of such pentagonal nanobridge structure has been discussed.
Resumo:
Analytical models of IEEE 802.11-based WLANs are invariably based on approximations, such as the well-known mean-field approximations proposed by Bianchi for saturated nodes. In this paper, we provide a new approach for modeling the situation when the nodes are not saturated. We study a State Dependent Attempt Rate (SDAR) approximation to model M queues (one queue per node) served by the CSMA/CA protocol as standardized in the IEEE 802.11 DCF. The approximation is that, when n of the M queues are non-empty, the attempt probability of the n non-empty nodes is given by the long-term attempt probability of n saturated nodes as provided by Bianchi's model. This yields a coupled queue system. When packets arrive to the M queues according to independent Poisson processes, we provide an exact model for the coupled queue system with SDAR service. The main contribution of this paper is to provide an analysis of the coupled queue process by studying a lower dimensional process and by introducing a certain conditional independence approximation. We show that the numerical results obtained from our finite buffer analysis are in excellent agreement with the corresponding results obtained from ns-2 simulations. We replace the CSMA/CA protocol as implemented in the ns-2 simulator with the SDAR service model to show that the SDAR approximation provides an accurate model for the CSMA/CA protocol. We also report the simulation speed-ups thus obtained by our model-based simulation.
Resumo:
Conceptual advances in the field of membrane transport have, in the main, utilized artificial membranes, both planar and vesicular. Systems of biological interest,viz., cells and organelles, resemble vesicles in size and geometry. Methods are, therefore, required to extend the results obtained with planar membranes to liposome systems. In this report we present an analysis of a fluorescence technique, using the divalent cation probe chlortetracycline, in small, unilamellar vesicles, for the study of divalent cation fluxes. An ion carrier (X537 A) and a pore former (alamethicin) have been studied. The rate of rise of fluorescence signal and the transmembrane ion gradient have been related to transmembrane current and potential, respectively. A second power dependence of ion conduction-including the electrically silent portion thereof — on X537 A concentration, has been observed. An exponential dependence of ldquocurrentrdquo on ldquotransmembrane potentialrdquo in the case of alamethicin is also confirmed. Possible errors in the technique are discussed.
Resumo:
Regression ra tes of a hypergolic combination of fuel and oxidiser have been experimentally measured as a function of chamber pressure, mass flux and the percentage component of the hypergolic compound in natural rubber. The hypergolic compound used is difurfurylidene cyclohexanone (DFCH) which is hypergolic with the oxidiser red fuming nitric acid (RFNA) with ignition dela y of 60-70 ms. The data of weight loss versus time is obtained for burn times varying between 5 and 20 seconds. Two methods of correlating the data using mass flux of oxidiser and the total flux of hot gases have shown that index n of the regression law r=aGoxn or r=aGnxn-1 (x the axial distance) is about 0.5 or a little lower and not 0.8 even though the flow through the port is turbulent. It is argued that the reduction of index n is due to heterogeneous reaction between the liquid oxidiser and the hypergolic fuel component on the surface.
Resumo:
THE addition of catalysts normally serves the purpose of imparting a desired burning rate change in a composite propellant. These may either retard or enhance the burning rate. Some often quoted catalysts are oxides, chromites and chromates of metals. A lot of work has been done on rinding the effect of the addition of some of these catalysts on the burning rate; however, none seems to have appeared on the influence of lithium fluoride (LiF). Only qualitative reduction in the burning rate of composite propellants with the addition of LiF was reported by Williams et al.1 Dickinson and Jackson2 reported a slight decrease in the specific impulse of composite propellant with the addition of LiF; however, they made no mention of the effect of its addition on the burning rate. We have studied the effect of the addition of varying amounts of LiF on the burning rate of Ammonium Perchlorate (AP)-Polyester propellant.
Resumo:
Chen et al. [1] give a list of quasi-cyclic (2m,m) codes which have the largest minimum distance of any quasi-cyclic code, for various values ofm. We present the weight distribution of these codes. It will be seen that many of the codes found by Chen et al. [1] are equivalent in the sense of having identical weight distributions.