165 resultados para DYNAMIC PORTFOLIO SELECTION


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We present a theoretical calculation of the dynamic structure factor, S(k, ω), at the liquid-solid interface for large values of the wavevector k. An analytic expression is derived which shows the evolution of the elastic peak as the solid surface is approached from the liquid side.

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A new two-stage state feedback control design approach has been developed to monitor the voltage supplied to magnetorheological (MR) dampers for semi-active vibration control of the benchmark highway bridge. The first stage contains a primary controller, which provides the force required to obtain a desired closed-loop response of the system. In the second stage, an optimal dynamic inversion (ODI) approach has been developed to obtain the amount of voltage to be supplied to each of the MR dampers such that it provides the required force prescribed by the primary controller. ODI is formulated by optimization with dynamic inversion, such that an optimal voltage is supplied to each damper in a set. The proposed control design has been simulated for both phase-I and phase-II study of the recently developed benchmark highway bridge problem. The efficiency of the proposed controller is analyzed in terms of the performance indices defined in the benchmark problem definition. Simulation results demonstrate that the proposed approach generally reduces peak response quantities over those obtained from the sample semi-active controller, although some response quantities have been seen to be increasing. Overall, the proposed control approach is quite competitive as compared with the sample semi-active control approach.

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This paper suggests a scheme for classifying online handwritten characters, based on dynamic space warping of strokes within the characters. A method for segmenting components into strokes using velocity profiles is proposed. Each stroke is a simple arbitrary shape and is encoded using three attributes. Correspondence between various strokes is established using Dynamic Space Warping. A distance measure which reliably differentiates between two corresponding simple shapes (strokes) has been formulated thus obtaining a perceptual distance measure between any two characters. Tests indicate an accuracy of over 85% on two different datasets of characters.

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This paper describes a method for the dynamic digital simulation of HVDC transmission systems. The method employs a novel modular converter representation during both normal and abnormal conditions.

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Rotor flap-lag stability in forward flight is studied with and without dynamic inflow feedback via a multiblade coordinate transformation (MCT). The algebra of MCT is found to be so involved that it requires checking the final equations by independent means. Accordingly, an assessment of three derivation methods is given. Numerical results are presented for three- and four-bladed rotors up to an advance ratio of 0.5. While the constant-coefficient approximation under trimmed conditions is satisfactory for low-frequency modes, it is not satisfactory for high-frequency modes or for untrimmed conditions. The advantages of multiblade coordinates are pronounced when the blades are coupled by dynamic inflow.

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Euler–Bernoulli beams are distributed parameter systems that are governed by a non-linear partial differential equation (PDE) of motion. This paper presents a vibration control approach for such beams that directly utilizes the non-linear PDE of motion, and hence, it is free from approximation errors (such as model reduction, linearization etc.). Two state feedback controllers are presented based on a newly developed optimal dynamic inversion technique which leads to closed-form solutions for the control variable. In one formulation a continuous controller structure is assumed in the spatial domain, whereas in the other approach it is assumed that the control force is applied through a finite number of discrete actuators located at predefined discrete locations in the spatial domain. An implicit finite difference technique with unconditional stability has been used to solve the PDE with control actions. Numerical simulation studies show that the beam vibration can effectively be decreased using either of the two formulations.

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It is shown that the effect of adsorption of inert molecules on electrode reaction rates is completely accounted for, by introducing into the rate equation, adsorption-induced changes in both the effective electrode area as well as in the electrostatic potential at the reaction site with an additional term for the noncoulombic interaction between the reactant and the adsorbate. The electrostatic potential at the reaction site due to the adsorbed layer is calculated using a model of discretely-distributed molecules in parallel orientation when adsorbed on the electrode with an allowance for thermal agitation. The resulting expression, which is valid for the limiting case of low coverages, is used to predict the types of molecular surfactants that are most likely to be useful for acceleration and inhibition of electrode reactions.

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The parametric resonance in a system having two modes of the same frequency is studied. The simultaneous occurence of the instabilities of the first and second kind is examined, by using a generalized perturbation procedure. The region of instability in the first approximation is obtained by using the Sturm's theorem for the roots of a polynomial equation.

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The concept of feature selection in a nonparametric unsupervised learning environment is practically undeveloped because no true measure for the effectiveness of a feature exists in such an environment. The lack of a feature selection phase preceding the clustering process seriously affects the reliability of such learning. New concepts such as significant features, level of significance of features, and immediate neighborhood are introduced which result in meeting implicitly the need for feature slection in the context of clustering techniques.

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A mechanics based linear analysis of the problem of dynamic instabilities in slender space launch vehicles is undertaken. The flexible body dynamics of the moving vehicle is studied in an inertial frame of reference, including velocity induced curvature effects, which have not been considered so far in the published literature. Coupling among the rigid-body modes, the longitudinal vibrational modes and the transverse vibrational modes due to asymmetric lifting-body cross-section are considered. The model also incorporates the effects of aerodynamic forces and the propulsive thrust of the vehicle. The effects of the coupling between the combustion process (mass variation, developed thrust etc.) and the variables involved in the flexible body dynamics (displacements and velocities) are clearly brought out. The model is one-dimensional, and it can be employed to idealised slender vehicles with complex shapes. Computer simulations are carried out using a standard eigenvalue problem within h-p finite element modelling framework. Stability regimes for a vehicle subjected to propulsive thrust are validated by comparing the results from published literature. Numerical simulations are carried out for a representative vehicle to determine the instability regimes with vehicle speed and propulsive thrust as the parameters. The phenomena of static instability (divergence) and dynamic instability (flutter) are observed. The results at low Mach number match closely with the results obtained from previous models published in the literature.

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A non-linear model, construed as a generalized version of the models put forth earlier for the study of bi-state social interaction processes, is proposed in this study. The feasibility of deriving the dynamics of such processes is demonstrated by establishing equivalence between the non-linear model and a higher order linear model.

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The control of shapes of nanocrystals is crucial for using them as building blocks for various applications. In this paper, we present a critical overview of the issues involved in shape-controlled synthesis of nanostructures. In particular, we focus on the mechanisms by which anisotropic structures of high-symmetry materials (fcc crystals, for instance) could be realized. Such structures require a symmetry-breaking mechanism to be operative that typically leads to selection of one of the facets/directions for growth over all the other symmetry-equivalent crystallographic facets. We show how this selection could arise for the growth of one-dimensional structures leading to ultrafine metal nanowires and for the case of two-dimensional nanostructures where the layer-by-layer growth takes place at low driving forces leading to plate-shaped structures. We illustrate morphology diagrams to predict the formation of two-dimensional structures during wet chemical synthesis. We show the generality of the method by extending it to predict the growth of plate-shaped inorganics produced by a precipitation reaction. Finally, we present the growth of crystals under high driving forces that can lead to the formation of porous structures with large surface areas.

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The concept of feature selection in a nonparametric unsupervised learning environment is practically undeveloped because no true measure for the effectiveness of a feature exists in such an environment. The lack of a feature selection phase preceding the clustering process seriously affects the reliability of such learning. New concepts such as significant features, level of significance of features, and immediate neighborhood are introduced which result in meeting implicitly the need for feature slection in the context of clustering techniques.