65 resultados para Causality-in-variance
Resumo:
A fluctuating-force model is developed for representing the effect of the turbulent fluid velocity fluctuations on the particle phase in a turbulent gas–solid suspension in the limit of high Stokes number, where the particle relaxation time is large compared with the correlation time for the fluid velocity fluctuations. In the model, a fluctuating force is incorporated in the equation of motion for the particles, and the force distribution is assumed to be an anisotropic Gaussian white noise. It is shown that this is equivalent to incorporating a diffusion term in the Boltzmann equation for the particle velocity distribution functions. The variance of the force distribution, or equivalently the diffusion coefficient in the Boltzmann equation, is related to the time correlation functions for the fluid velocity fluctuations. The fluctuating-force model is applied to the specific case of a Couette flow of a turbulent particle–gas suspension, for which both the fluid and particle velocity distributions were evaluated using direct numerical simulations by Goswami & Kumaran (2010). It is found that the fluctuating-force simulation is able to quantitatively predict the concentration, mean velocity profiles and the mean square velocities, both at relatively low volume fractions, where the viscous relaxation time is small compared with the time between collisions, and at higher volume fractions, where the time between collisions is small compared with the viscous relaxation time. The simulations are also able to predict the velocity distributions in the centre of the Couette, even in cases in which the velocity distribution is very different from a Gaussian distribution.
Resumo:
In a statistical downscaling model, it is important to remove the bias of General Circulations Model (GCM) outputs resulting from various assumptions about the geophysical processes. One conventional method for correcting such bias is standardisation, which is used prior to statistical downscaling to reduce systematic bias in the mean and variances of GCM predictors relative to the observations or National Centre for Environmental Prediction/ National Centre for Atmospheric Research (NCEP/NCAR) reanalysis data. A major drawback of standardisation is that it may reduce the bias in the mean and variance of the predictor variable but it is much harder to accommodate the bias in large-scale patterns of atmospheric circulation in GCMs (e.g. shifts in the dominant storm track relative to observed data) or unrealistic inter-variable relationships. While predicting hydrologic scenarios, such uncorrected bias should be taken care of; otherwise it will propagate in the computations for subsequent years. A statistical method based on equi-probability transformation is applied in this study after downscaling, to remove the bias from the predicted hydrologic variable relative to the observed hydrologic variable for a baseline period. The model is applied in prediction of monsoon stream flow of Mahanadi River in India, from GCM generated large scale climatological data.
Resumo:
New ventures are considered to be a major source of small firm growth. In Indian context the contribution of new ventures in terms of new employment, production and exports has largely remained unexplored. It is equally important and unexplored, the significance of the contribution of bank credit to the growth of new ventures in India. This paper is an attempt to throw light on these two aspects. The research is based on secondary data of the liberalized period provided by Ministry of Micro, Small and Medium Enterprises, Government of India and Reserve Bank of India. To analyze the influence of bank credit growth on new ventures and the influence of new ventures on growth of additional employment, additional production and additional exports, we used a Bi-Variate Vector Auto Regression. Based on the model generated, Granger causality tests are conducted to obtain the results. The study found that rate of growth of bank credit causes the number of new ventures, implying any increase in the rate of growth of bank credit will be beneficial to the growth of new ventures. The study also concluded that new ventures are not causing the growth of additional employment or additional production. However new ventures cause the growth of additional exports. This is reasonable as entrepreneurs start their new ventures with minimum possible employment and relatively low rate of capacity utilization and they come up to take advantage of the process of globalization by catering to the international market.
Resumo:
Localization of underwater acoustic sources is a problem of great interest in the area of ocean acoustics. There exist several algorithms for source localization based on array signal processing.It is of interest to know the theoretical performance limits of these estimators. In this paper we develop expressions for the Cramer-Rao-Bound (CRB) on the variance of direction-of-arrival(DOA) and range-depth estimators of underwater acoustic sources in a shallow range-independent ocean for the case of generalized Gaussian noise. We then study the performance of some of the popular source localization techniques,through simulations, for DOA/range-depth estimation of underwater acoustic sources in shallow ocean by comparing the variance of the estimators with the corresponding CRBs.
Resumo:
All major rivers in Bhutan depend on snowmelt for discharge. Therefore, changes in snow cover due to climate change can influence distribution and availability of water. However, information about distribution of seasonal snow cover in Bhutan is not available. The MODIS snow product was used to study snow cover status and trends in Bhutan. Average snow cover area (SCA) of Bhutan estimated for the period 2002 to 2010 was 9030 sq. km, about 25.5% of the total land area. SCA trend of Bhutan for the period 2002-2010 was found to decrease (-3.27 +/- 1.28%). The average SCA for winter was 14,485 sq. km (37.7%), for spring 7411 sq. km (19.3%), for summer 4326 sq. km (11.2%), and for autumn 7788 sq. km (20.2%), mostly distributed in the elevation range 2500-6000 m amsl. Interannual and seasonal SCA trend both showed a decline, although it was not statistically significant for all sub-basins. Pho Chu sub-basin with 19.5% of the total average SCA had the highest average SCA. The rate of increase of SCA for every 100 m elevation was the highest (2.5%) in the Pa Chu sub-basin. The coefficient of variance of 1.27 indicates high variability of SCA in winter.
Resumo:
Investigations into the variation of self-diffusivity with solute radius, density, and degree of disorder of the host medium is explored. The system consists of a binary mixture of a relatively smaller sized solute, whose size is varied and a larger sized solvent interacting via Lennard-Jones potential. Calculations have been performed at three different reduced densities of 0.7, 0.8, and 0.933. These simulations show that diffusivity exhibits a maximum for some intermediate size of the solute when the solute diameter is varied. The maximum is found at the same size of the solute at all densities which is at variance with the prediction of the levitation effect. In order to understand this anomaly, additional simulations were carried out in which the degree of disorder has been varied while keeping the density constant. The results show that the diffusivity maximum gradually disappears with increase in disorder. Disorder has been characterized by means of the minimal spanning tree. Simulations have also been carried out in which the degree of disorder is constant and only the density is altered. The results from these simulations show that the maximum in diffusivity now shifts to larger distances with decrease in density. This is in agreement with the changes in void and neck distribution with density of the host medium. These results are in excellent agreement with the predictions of the levitation effect. They suggest that the effect of disorder is to shift the maximum in diffusivity towards smaller solute radius while that of the decrease in density is to shift it towards larger solute radius. Thus, in real systems where the degree of disorder is lower at higher density and vice versa, the effect due to density and disorder have opposing influences. These are confirmed by the changes seen in the velocity autocorrelation function, self part of the intermediate scattering function and activation energy. (C) 2012 American Institute of Physics. http://dx.doi.org/10.1063/1.3701619]
Resumo:
We reconsider standard uniaxial fatigue test data obtained from handbooks. Many S-N curve fits to such data represent the median life and exclude load-dependent variance in life. Presently available approaches for incorporating probabilistic aspects explicitly within the S-N curves have some shortcomings, which we discuss. We propose a new linear S-N fit with a prespecified failure probability, load-dependent variance, and reasonable behavior at extreme loads. We fit our parameters using maximum likelihood, show the reasonableness of the fit using Q-Q plots, and obtain standard error estimates via Monte Carlo simulations. The proposed fitting method may be used for obtaining S-N curves from the same data as already available, with the same mathematical form, but in cases in which the failure probability is smaller, say, 10 % instead of 50 %, and in which the fitted line is not parallel to the 50 % (median) line.
Resumo:
Bulk metallic glass (BMG) matrix composites with crystalline dendrites as reinforcements exhibit a wide variance in their microstructures (and thus mechanical properties), which in turn can be attributed to the processing route employed, which affects the size and distribution of the dendrites. A critical investigation on the microstructure and tensile properties of Zr/Ti-based BMG composites of the same composition, but produced by different routes, was conducted so as to identify ``structure-property'' connections in these materials. This was accomplished by employing four different processing methods-arc melting, suction casting, semi-solid forging and induction melting on a water-cooled copper boat-on composites with two different dendrite volume fractions, V-d. The change in processing parameters only affects microstructural length scales such as the interdendritic spacing, lambda, and dendrite size, delta, whereas compositions of the matrix and dendrite are unaffected. Broadly, the composite's properties are insensitive to the microstructural length scales when V-d is high (similar to 75%), whereas they become process dependent for relatively lower V-d (similar to 55%). Larger delta in arc-melted and forged specimens result in higher ductility (7-9%) and lower hardening rates, whereas smaller dendrites increase the hardening rate. A bimodal distribution of dendrites offers excellent ductility at a marginal cost of yield strength. Finer lambda result in marked improvements in both ductility and yield strength, due to the confinement of shear band nucleation sites in smaller volumes of the glassy phase. Forging in the semi-solid state imparts such a microstructure. (c) 2012 Acta Materialia Inc. Published by Elsevier Ltd. All rights reserved.
Resumo:
Many problems of state estimation in structural dynamics permit a partitioning of system states into nonlinear and conditionally linear substructures. This enables a part of the problem to be solved exactly, using the Kalman filter, and the remainder using Monte Carlo simulations. The present study develops an algorithm that combines sequential importance sampling based particle filtering with Kalman filtering to a fairly general form of process equations and demonstrates the application of a substructuring scheme to problems of hidden state estimation in structures with local nonlinearities, response sensitivity model updating in nonlinear systems, and characterization of residual displacements in instrumented inelastic structures. The paper also theoretically demonstrates that the sampling variance associated with the substructuring scheme used does not exceed the sampling variance corresponding to the Monte Carlo filtering without substructuring. (C) 2012 Elsevier Ltd. All rights reserved.
Resumo:
A few variance reduction schemes are proposed within the broad framework of a particle filter as applied to the problem of structural system identification. Whereas the first scheme uses a directional descent step, possibly of the Newton or quasi-Newton type, within the prediction stage of the filter, the second relies on replacing the more conventional Monte Carlo simulation involving pseudorandom sequence with one using quasi-random sequences along with a Brownian bridge discretization while representing the process noise terms. As evidenced through the derivations and subsequent numerical work on the identification of a shear frame, the combined effect of the proposed approaches in yielding variance-reduced estimates of the model parameters appears to be quite noticeable. DOI: 10.1061/(ASCE)EM.1943-7889.0000480. (C) 2013 American Society of Civil Engineers.
Resumo:
The problem of updating the reliability of instrumented structures based on measured response under random dynamic loading is considered. A solution strategy within the framework of Monte Carlo simulation based dynamic state estimation method and Girsanov's transformation for variance reduction is developed. For linear Gaussian state space models, the solution is developed based on continuous version of the Kalman filter, while, for non-linear and (or) non-Gaussian state space models, bootstrap particle filters are adopted. The controls to implement the Girsanov transformation are developed by solving a constrained non-linear optimization problem. Numerical illustrations include studies on a multi degree of freedom linear system and non-linear systems with geometric and (or) hereditary non-linearities and non-stationary random excitations.
Resumo:
Neutral and niche theories give contrasting explanations for the maintenance of tropical tree species diversity. Both have some empirical support, but methods to disentangle their effects have not yet been developed. We applied a statistical measure of spatial structure to data from 14 large tropical forest plots to test a prediction of niche theory that is incompatible with neutral theory: that species in heterogeneous environments should separate out in space according to their niche preferences. We chose plots across a range of topographic heterogeneity, and tested whether pairwise spatial associations among species were more variable in more heterogeneous sites. We found strong support for this prediction, based on a strong positive relationship between variance in the spatial structure of species pairs and topographic heterogeneity across sites. We interpret this pattern as evidence of pervasive niche differentiation, which increases in importance with increasing environmental heterogeneity.
Resumo:
Functions are important in designing. However, several issues hinder progress with the understanding and usage of functions: lack of a clear and overarching definition of function, lack of overall justifications for the inevitability of the multiple views of function, and scarcity of systematic attempts to relate these views with one another. To help resolve these, the objectives of this research are to propose a common definition of function that underlies the multiple views in literature and to identify and validate the views of function that are logically justified to be present in designing. Function is defined as a change intended by designers between two scenarios: before and after the introduction of the design. A framework is proposed that comprises the above definition of function and an empirically validated model of designing, extended generate, evaluate, modify, and select of state-change, and an action, part, phenomenon, input, organ, and effect model of causality (Known as GEMS of SAPPhIRE), comprising the views of activity, outcome, requirement-solution-information, and system-environment. The framework is used to identify the logically possible views of function in the context of designing and is validated by comparing these with the views of function in the literature. Describing the different views of function using the proposed framework should enable comparisons and determine relationships among the various views, leading to better understanding and usage of functions in designing.
Resumo:
Various ecological and other complex dynamical systems may exhibit abrupt regime shifts or critical transitions, wherein they reorganize from one stable state to another over relatively short time scales. Because of potential losses to ecosystem services, forecasting such unexpected shifts would be valuable. Using mathematical models of regime shifts, ecologists have proposed various early warning signals of imminent shifts. However, their generality and applicability to real ecosystems remain unclear because these mathematical models are considered too simplistic. Here, we investigate the robustness of recently proposed early warning signals of regime shifts in two well-studied ecological models, but with the inclusion of time-delayed processes. We find that the average variance may either increase or decrease prior to a regime shift and, thus, may not be a robust leading indicator in time-delayed ecological systems. In contrast, changing average skewness, increasing autocorrelation at short time lags, and reddening power spectra of time series of the ecological state variable all show trends consistent with those of models with no time delays. Our results provide insights into the robustness of early warning signals of regime shifts in a broader class of ecological systems.
Resumo:
The effects of multiwalled carbon nanotubes (MWNTs) on the concentration fluctuations, interfacial driven elasticity, phase morphology, and local segmental dynamics of chains for near-critical compositions of polystyrene/poly(vinyl to methyl ether) (PS/PVME) blends were systematically investigated using dynamic shear rheology and dielectric spectroscopy. The contribution of the correlation length (xi) of the concentration fluctuations to the evolving stresses was monitored in situ to probe the different stages of demixing in the blends. The classical upturn in the dynamic moduli was taken as the rheological demixing temperature (T-rheo), which was also observed to be in close agreement with those obtained using concentration fluctuation variance, <(delta phi)(2)>, versus temperature curves. Further, Fredrickson and Larson's approach involving the mean-field approximation and the double-reptation self-concentration (DRSC) model was employed to evaluate the spinodal decomposition temperature (T-s). Interestingly, the values of both T-rheo and T-s shifted upward in the blends in the presence of MWNTs, manifesting in molecular-level miscibility. These phenomenal changes were further observed to be a function of the concentration of MWNTs. The evolution of morphology as a function of temperature was studied using polarized optical microscopy (POM). It was observed that PVME, which evolved as an interconnected network during the early stages of demixing, coarsened into a matrix-droplet morphology in the late stages. The preferential wetting of PVME onto MWNTs as a result of physicochemical interactions retained the interconnected network of PVME for longer time scales, as supported by POM and atomic force microscopy (AFM) images. Microscopic heterogeneity in macroscopically miscible systems was studied by dielectric relaxation spectroscopy. The slowing of segmental relaxations in PVME was observed in the presence of both ``frozen'' PS and MWNTs interestingly at temperatures much below the calorimetric glass transition temperature (T-g). This phenomenon was observed to be local rather than global and was addressed by monitoring the evolution of the relaxation spectra near and above the demixing temperature.