36 resultados para Credit constraint

em Indian Institute of Science - Bangalore - Índia


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Some of the well known formulations for topology optimization of compliant mechanisms could lead to lumped compliant mechanisms. In lumped compliance, most of the elastic deformation in a mechanism occurs at few points, while rest of the mechanism remains more or less rigid. Such points are referred to as point-flexures. It has been noted in literature that high relative rotation is associated with point-flexures. In literature we also find a formulation of local constraint on relative rotations to avoid lumped compliance. However it is well known that a global constraint is easier to handle than a local constraint, by a numerical optimization algorithm. The current work presents a way of putting global constraint on relative rotations. This constraint is also simpler to implement since it uses linearized rotation at the center of finite-elements, to compute relative rotations. I show the results obtained by using this constraint oil the following benchmark problems - displacement inverter and gripper.

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In this work, effects of pressure sensitive yielding and plastic dilatancy on void growth and void interaction mechanisms in fracture specimens displaying high and low constraint levels are investigated. To this end, large deformation finite element simulations are carried out with discrete voids ahead of the notch. It is observed that multiple void interaction mechanism which is favored by high initial porosity is further accelerated by pressure sensitive yielding, but is retarded by loss of constraint. The resistance curves predicted based on a simple void coalescence criterion show enhancement in fracture resistance when constraint level is low and when pressure sensitivity is suppressed.

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We consider an enhancement of the credit risk+ model to incorporate correlations between sectors. We model the sector default rates as linear combinations of a common set of independent variables that represent macro-economic variables or risk factors. We also derive the formula for exact VaR contributions at the obligor level.

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The constraint factor, C (given by the hardness-yield strength ratio H/Y in the fully lastic regime of indentation), in metallic glasses, is greater than three, a reflection of the sensitivity of their plastic flow to pressure. Furthermore, C increases with increasing temperature. In this work, we examine if this is true in amorphous polymers as well, through experiments on amorphous poly(methyl methacrylate) (PMMA). Uniaxial compression as well as spherical indentation tests were conducted in the 248-348 K range to construct H/Y versus indentation strain plots at each temperature and obtain the C-values. Results show that C increases with temperature in PMMA as well. Good correlation between the loss factors, measured using a dynamic mechanical analyzer, and C, suggest that the enhanced sensitivity to pressure is possibly due to beta-relaxation. We offer possible mechanistic reasons for the observed trends in amorphous materials in terms of relaxation processes.

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This paper presents a Chance-constraint Programming approach for constructing maximum-margin classifiers which are robust to interval-valued uncertainty in training examples. The methodology ensures that uncertain examples are classified correctly with high probability by employing chance-constraints. The main contribution of the paper is to pose the resultant optimization problem as a Second Order Cone Program by using large deviation inequalities, due to Bernstein. Apart from support and mean of the uncertain examples these Bernstein based relaxations make no further assumptions on the underlying uncertainty. Classifiers built using the proposed approach are less conservative, yield higher margins and hence are expected to generalize better than existing methods. Experimental results on synthetic and real-world datasets show that the proposed classifiers are better equipped to handle interval-valued uncertainty than state-of-the-art.

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This paper presents a constraint Jacobian matrix based approach to obtain the stiffness matrix of widely used deployable pantograph masts with scissor-like elements (SLE). The stiffness matrix is obtained in symbolic form and the results obtained agree with those obtained with the force and displacement methods available in literature. Additional advantages of this approach are that the mobility of a mast can be evaluated, redundant links and joints in the mast can be identified and practical masts with revolute joints can be analysed. Simulations for a hexagonal mast and an assembly with four hexagonal masts is presented as illustrations.

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The Taylor hypothesis has provided a model for the relaxed magnetic configurations of not only laboratory plasmas, but also of astrophysical plasmas. However, energy dissipation is possible only for systems which depart from a strict Taylor state, and hence a parameter describing that departure must be introduced, when the Taylor hypothesis is used to estimate the dissipation. An application of the Taylor hypothesis to the problem of coronal heating provides an insight into this difficult problem. When particular sorts of footpoint motions put energy and helicity in the corona, the conservation of helicity puts a constraint on how much of the energy can be dissipated. However, on considering a random distribution of footpoint motions, this constraint gets washed away, and the Taylor hypothesis is probably not going to play any significant role in the actual calculation of relevant physical quantities in the coronal heating problem.

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In this work, the effect of crack tip constraint on near-tip stress and deformation fields in a ductile FCC single crystal is studied under mode I, plane strain conditions. To this end, modified boundary layer simulations within crystal plasticity framework are performed, neglecting elastic anisotropy. The first and second terms of the isotropic elastic crack tip field, which are governed by the stress intensity factor K and T-stress, are prescribed as remote boundary conditions and solutions pertaining to different levels of T-stress are generated. It is found that the near-tip deformation field, especially, the development of kink or slip shear bands, is sensitive to the constraint level. The stress distribution and the size and shape of the plastic zone near the crack tip are also strongly influenced by the level of T-stress, with progressive loss of crack tip constraint occurring as T-stress becomes more negative. A family of near-tip fields is obtained which are characterized by two terms (such as K and T or J and a constraint parameter Q) as in isotropic plastic solids.

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Flexible constraint length channel decoders are required for software defined radios. This paper presents a novel scalable scheme for realizing flexible constraint length Viterbi decoders on a de Bruijn interconnection network. Architectures for flexible decoders using the flattened butterfly and shuffle-exchange networks are also described. It is shown that these networks provide favourable substrates for realizing flexible convolutional decoders. Synthesis results for the three networks are provided and a comparison is performed. An architecture based on a 2D-mesh, which is a topology having a nominally lesser silicon area requirement, is also considered as a fourth point for comparison. It is found that of all the networks considered, the de Bruijn network offers the best tradeoff in terms of area versus throughput.

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We consider an optimal power and rate scheduling problem for a multiaccess fading wireless channel with the objective of minimising a weighted sum of mean packet transmission delay subject to a peak power constraint. The base station acts as a controller which, depending upon the buffer lengths and the channel state of each user, allocates transmission rate and power to individual users. We assume perfect channel state information at the transmitter and the receiver. We also assume a Markov model for the fading and packet arrival processes. The policy obtained represents a form of Indexability.

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Merton's model views equity as a call option on the asset of the firm. Thus the asset is partially observed through the equity. Then using nonlinear filtering an explicit expression for likelihood ratio for underlying parameters in terms of the nonlinear filter is obtained. As the evolution of the filter itself depends on the parameters in question, this does not permit direct maximum likelihood estimation, but does pave the way for the `Expectation-Maximization' method for estimating parameters. (C) 2010 Elsevier B.V. All rights reserved.

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We study the problem of finding a set of constraints of minimum cardinality which when relaxed in an infeasible linear program, make it feasible. We show the problem is NP-hard even when the constraint matrix is totally unimodular and prove polynomial-time solvability when the constraint matrix and the right-hand-side together form a totally unimodular matrix.

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Effect of constraint (stress triaxiality) on void growth near a notch tip in a FCC single crystal is investigated. Finite element simulations within the modified boundary layer framework are conducted using crystal plasticity constitutive equations and neglecting elastic anisotropy. Displacement boundary conditions based on model, elastic, two term K-T field are applied on the outer boundary of a large circular domain. A pre-nucleated void is considered ahead of a stationary notch tip. The interaction between the notch tip and the void is studied under different constraints (T-stress levels) and crystal orientations. It is found that negative T-stress retards the mechanisms of ductile fracture. However, the extent of retardation depends on the crystal orientation. Further, it is found that there exists a particular orientation which delays the ductile fracture processes and hence can potentially improve ductility. This optimal orientation depends on the constraint level. (C) 2010 Published by Elsevier B.V.

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Proline residues in helices play an important role in the structure of proteins. The proline residue introduces a kink in the helix which varies from about 5-degrees to 50-degrees. The presence of other residues such as threonine or valine near the proline region can influence the flexibility exhibited by the kinked helix, which can have an important biological role. In the present paper, the constraint introduced by threonine and valine on a proline helix is investigated by molecular dynamics studies. The systems considered am (1) a poly-alanine helix with threonine-proline residues (TP) and (2) a poly-alanine helix with valine-threonine-proline residues (VTP), in the middle. Molecular dynamics simulations are carried out on these two systems for 500 ps. The results are analyzed in terms of structural transitions, bend-related parameters and sidechain orientations.

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Using the recently developed computationally efficient model predictive static programming and a closely related model predictive spread control concept, two nonlinear suboptimal midcourse guidance laws are presented in this paper for interceptors engaging against incoming high-speed ballistic missiles. The guidance laws are primarily based on nonlinear optimal control theory, and hence imbed effective trajectory optimization concepts into the guidance laws. Apart from being energy efficient by minimizing the control usage throughout the trajectory (minimum control usage leads to minimum turning, and hence leads to minimum induced drag), both of these laws enforce desired alignment constraints in both elevation and azimuth in a hard-constraint sense. This good alignment during midcourse is expected to enhance the effectiveness of the terminal guidance substantially. Both point mass as well as six-degree-of-freedom simulation results (with a realistic inner-loop autopilot based on dynamic inversion) are presented in this paper, which clearly shows the effectiveness of the proposed guidance laws. It has also been observed that, even with different perturbations of missile parameters, the performance of guidance is satisfactory. A comparison study, with the vector explicit guidance scheme proposed earlier in the literature, also shows that the newly proposed model-predictive-static-programming-based and model-predictive-spread-control-based guidance schemes lead to lesser lateral acceleration demand and lesser velocity loss during engagement.