202 resultados para Stackelberg equilibrium
Resumo:
With an increased emphasis on genotyping of single nucleotide polymorphisms (SNPs) in disease association studies, the genotyping platform of choice is constantly evolving. In addition, the development of more specific SNP assays and appropriate genotype validation applications is becoming increasingly critical to elucidate ambiguous genotypes. In this study, we have used SNP specific Locked Nucleic Acid (LNA) hybridization probes on a real-time PCR platform to genotype an association cohort and propose three criteria to address ambiguous genotypes. Based on the kinetic properties of PCR amplification, the three criteria address PCR amplification efficiency, the net fluorescent difference between maximal and minimal fluorescent signals and the beginning of the exponential growth phase of the reaction. Initially observed SNP allelic discrimination curves were confirmed by DNA sequencing (n = 50) and application of our three genotype criteria corroborated both sequencing and observed real-time PCR results. In addition, the tested Caucasian association cohort was in Hardy-Weinberg equilibrium and observed allele frequencies were very similar to two independently tested Caucasian association cohorts for the same tested SNP. We present here a novel approach to effectively determine ambiguous genotypes generated from a real-time PCR platform. Application of our three novel criteria provides an easy to use semi-automated genotype confirmation protocol.
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A "self-exciting" market is one in which the probability of observing a crash increases in response to the occurrence of a crash. It essentially describes cases where the initial crash serves to weaken the system to some extent, making subsequent crashes more likely. This thesis investigates if equity markets possess this property. A self-exciting extension of the well-known jump-based Bates (1996) model is used as the workhorse model for this thesis, and a particle-filtering algorithm is used to facilitate estimation by means of maximum likelihood. The estimation method is developed so that option prices are easily included in the dataset, leading to higher quality estimates. Equilibrium arguments are used to price the risks associated with the time-varying crash probability, and in turn to motivate a risk-neutral system for use in option pricing. The option pricing function for the model is obtained via the application of widely-used Fourier techniques. An application to S&P500 index returns and a panel of S&P500 index option prices reveals evidence of self excitation.
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The early warning based on real-time prediction of rain-induced instability of natural residual slopes helps to minimise human casualties due to such slope failures. Slope instability prediction is complicated, as it is influenced by many factors, including soil properties, soil behaviour, slope geometry, and the location and size of deep cracks in the slope. These deep cracks can facilitate rainwater infiltration into the deep soil layers and reduce the unsaturated shear strength of residual soil. Subsequently, it can form a slip surface, triggering a landslide even in partially saturated soil slopes. Although past research has shown the effects of surface-cracks on soil stability, research examining the influence of deep-cracks on soil stability is very limited. This study aimed to develop methodologies for predicting the real-time rain-induced instability of natural residual soil slopes with deep cracks. The results can be used to warn against potential rain-induced slope failures. The literature review conducted on rain induced slope instability of unsaturated residual soil associated with soil crack, reveals that only limited studies have been done in the following areas related to this topic: - Methods for detecting deep cracks in residual soil slopes. - Practical application of unsaturated soil theory in slope stability analysis. - Mechanistic methods for real-time prediction of rain induced residual soil slope instability in critical slopes with deep cracks. Two natural residual soil slopes at Jombok Village, Ngantang City, Indonesia, which are located near a residential area, were investigated to obtain the parameters required for the stability analysis of the slope. A survey first identified all related field geometrical information including slope, roads, rivers, buildings, and boundaries of the slope. Second, the electrical resistivity tomography (ERT) method was used on the slope to identify the location and geometrical characteristics of deep cracks. The two ERT array models employed in this research are: Dipole-dipole and Azimuthal. Next, bore-hole tests were conducted at different locations in the slope to identify soil layers and to collect undisturbed soil samples for laboratory measurement of the soil parameters required for the stability analysis. At the same bore hole locations, Standard Penetration Test (SPT) was undertaken. Undisturbed soil samples taken from the bore-holes were tested in a laboratory to determine the variation of the following soil properties with the depth: - Classification and physical properties such as grain size distribution, atterberg limits, water content, dry density and specific gravity. - Saturated and unsaturated shear strength properties using direct shear apparatus. - Soil water characteristic curves (SWCC) using filter paper method. - Saturated hydraulic conductivity. The following three methods were used to detect and simulate the location and orientation of cracks in the investigated slope: (1) The electrical resistivity distribution of sub-soil obtained from ERT. (2) The profile of classification and physical properties of the soil, based on laboratory testing of soil samples collected from bore-holes and visual observations of the cracks on the slope surface. (3) The results of stress distribution obtained from 2D dynamic analysis of the slope using QUAKE/W software, together with the laboratory measured soil parameters and earthquake records of the area. It was assumed that the deep crack in the slope under investigation was generated by earthquakes. A good agreement was obtained when comparing the location and the orientation of the cracks detected by Method-1 and Method-2. However, the simulated cracks in Method-3 were not in good agreement with the output of Method-1 and Method-2. This may have been due to the material properties used and the assumptions made, for the analysis. From Method-1 and Method-2, it can be concluded that the ERT method can be used to detect the location and orientation of a crack in a soil slope, when the ERT is conducted in very dry or very wet soil conditions. In this study, the cracks detected by the ERT were used for stability analysis of the slope. The stability of the slope was determined using the factor of safety (FOS) of a critical slip surface obtained by SLOPE/W using the limit equilibrium method. Pore-water pressure values for the stability analysis were obtained by coupling the transient seepage analysis of the slope using finite element based software, called SEEP/W. A parametric study conducted on the stability of an investigated slope revealed that the existence of deep cracks and their location in the soil slope are critical for its stability. The following two steps are proposed to predict the rain-induced instability of a residual soil slope with cracks. (a) Step-1: The transient stability analysis of the slope is conducted from the date of the investigation (initial conditions are based on the investigation) to the preferred date (current date), using measured rainfall data. Then, the stability analyses are continued for the next 12 months using the predicted annual rainfall that will be based on the previous five years rainfall data for the area. (b) Step-2: The stability of the slope is calculated in real-time using real-time measured rainfall. In this calculation, rainfall is predicted for the next hour or 24 hours and the stability of the slope is calculated one hour or 24 hours in advance using real time rainfall data. If Step-1 analysis shows critical stability for the forthcoming year, it is recommended that Step-2 be used for more accurate warning against the future failure of the slope. In this research, the results of the application of the Step-1 on an investigated slope (Slope-1) showed that its stability was not approaching a critical value for year 2012 (until 31st December 2012) and therefore, the application of Step-2 was not necessary for the year 2012. A case study (Slope-2) was used to verify the applicability of the complete proposed predictive method. A landslide event at Slope-2 occurred on 31st October 2010. The transient seepage and stability analyses of the slope using data obtained from field tests such as Bore-hole, SPT, ERT and Laboratory tests, were conducted on 12th June 2010 following the Step-1 and found that the slope in critical condition on that current date. It was then showing that the application of the Step-2 could have predicted this failure by giving sufficient warning time.
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The ability of metals to store or trap considerable amounts of energy, and thus exist in a non-equilibrium or metastable state, is very well known in metallurgy; however, such behaviour, which is intimately connected with the defect character of metals, has been largely ignored in noble metal surface electrochemistry. Techniques for generating unusually high energy surface states for gold, and the unusual voltammetric responses of such states, are outlined. The surprisingly high (and complex) electrocatalytic activity of gold in aqueous media is attributed to the presence of a range of such non-equilibrium states as the vital entities at active sites on conventional gold surfaces. The possible relevance of these ideas to account for the remarkable catalytic activity of oxide-supported gold microparticles is briefly outlined.
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Motor vehicles emit large quantities of ions in the form of both charged particles and molecular cluster ions. While, the health effects of inhalation of charged particles is largely unexplored, the concentrations near busy roads and the distance to which these particles and ions are carried have important implications for the exposure of the large percentage of the population that lives close to such roadways. We measured ion concentrations using a neutral cluster and air ion spectrometer (NAIS) near seven busy roads carrying on the average approximately 7000 vehicles hr-1 including about 15% heavy duty diesel vehicles. In this study, charged particle concentrations were measured as a function of downwind distance from the road for the first time. We show that, at a moderate wind speed of 2.0 m s-1, mean charged particle concentrations at the kerb were of the order of 2x104 cm-3 and, more importantly, decreased as d 0.6 where d is the distance from the road. While cluster ions were rapidly depleted by attachment to particles and were not carried to more than about 20 m from the road, elevated concentrations of charged particle were detected up to at least 400 m from the road. Most of the charge on the downwind side was carried on the larger particles, with no excess charge on particles smaller than about 10 nm. At 30 nm, particles carried more than double the charge they would normally carry in equilibrium. There are very few measurements of ions near road traffic and this is the first study of the spatial dispersion of charged particles from a road.
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Faulted stacking layers are ubiquitously observed during the crystal growth of semiconducting nanowires (NWs). In this paper, we employ the reverse non-equilibrium molecular dynamics simulation to elucidate the effect of various faulted stacking layers on the thermal conductivity (TC) of silicon (Si) NWs. We find that the stacking faults can greatly reduce the TC of the Si NW. Among the different stacking faults that are parallel to the NW's axis, the 9R polytype structure, the intrinsic and extrinsic stacking faults (iSFs and eSFs) exert more pronounced effects in the reduction of TC than the twin boundary (TB). However, for the perpendicularly aligned faulted stacking layers, the eSFs and 9R polytype structures are observed to induce a larger reduction to the TC of the NW than the TB and iSFs. For all considered NWs, the TC does not show a strong relation with the increasing number of faulted stacking layers. Our studies suggest the possibility of tuning the thermal properties of Si NWs by altering the crystal structure via the different faulted stacking layers.
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Fire incident in buildings is common, so the fire safety design of the framed structure is imperative, especially for the unprotected or partly protected bare steel frames. However, software for structural fire analysis is not widely available. As a result, the performance-based structural fire design is urged on the basis of using user-friendly and conventional nonlinear computer analysis programs so that engineers do not need to acquire new structural analysis software for structural fire analysis and design. The tool is desired to have the capacity of simulating the different fire scenarios and associated detrimental effects efficiently, which includes second-order P-D and P-d effects and material yielding. Also the nonlinear behaviour of large-scale structure becomes complicated when under fire, and thus its simulation relies on an efficient and effective numerical analysis to cope with intricate nonlinear effects due to fire. To this end, the present fire study utilizes a second order elastic/plastic analysis software NIDA to predict structural behaviour of bare steel framed structures at elevated temperatures. This fire study considers thermal expansion and material degradation due to heating. Degradation of material strength with increasing temperature is included by a set of temperature-stress-strain curves according to BS5950 Part 8 mainly, which implicitly allows for creep deformation. This finite element stiffness formulation of beam-column elements is derived from the fifth-order PEP element which facilitates the computer modeling by one member per element. The Newton-Raphson method is used in the nonlinear solution procedure in order to trace the nonlinear equilibrium path at specified elevated temperatures. Several numerical and experimental verifications of framed structures are presented and compared against solutions in literature. The proposed method permits engineers to adopt the performance-based structural fire analysis and design using typical second-order nonlinear structural analysis software.
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Exploring thermal transport in graphene-polymer nanocomposite is significant to its applications with better thermal properties. Interfacial thermal conductance between graphene and polymer matrix plays a critical role in the improvement of thermal conductivity of graphene-polymer nanocomposite. Unfortunately, it is still challenging to understand the interfacial thermal transport between graphene nanofiller and polymer matrix at small material length scale. To this end, using non-equilibrium molecular dynamics simulations, we investigate the interfacial thermal conductance of graphene-polyethylene (PE) nanocomposite. The influence of functionalization with hydrocarbon chains on the interfacial thermal conductance of graphene-polymer nanocomposites was studied, taking into account of the effects of model size and thermal conductivity of graphene. An analytical model is also used to calculate the thermal conductivity of nanocomposite. The results are considered to contribute to development of new graphene-polymer nanocomposites with tailored thermal properties.
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The ability to understand and predict how thermal, hydrological,mechanical and chemical (THMC) processes interact is fundamental to many research initiatives and industrial applications. We present (1) a new Thermal– Hydrological–Mechanical–Chemical (THMC) coupling formulation, based on non-equilibrium thermodynamics; (2) show how THMC feedback is incorporated in the thermodynamic approach; (3) suggest a unifying thermodynamic framework for multi-scaling; and (4) formulate a new rationale for assessing upper and lower bounds of dissipation for THMC processes. The technique is based on deducing time and length scales suitable for separating processes using a macroscopic finite time thermodynamic approach. We show that if the time and length scales are suitably chosen, the calculation of entropic bounds can be used to describe three different types of material and process uncertainties: geometric uncertainties,stemming from the microstructure; process uncertainty, stemming from the correct derivation of the constitutive behavior; and uncertainties in time evolution, stemming from the path dependence of the time integration of the irreversible entropy production. Although the approach is specifically formulated here for THMC coupling we suggest that it has a much broader applicability. In a general sense it consists of finding the entropic bounds of the dissipation defined by the product of thermodynamic force times thermodynamic flux which in material sciences corresponds to generalized stress and generalized strain rates, respectively.
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Two lecture notes describe recent developments of evolutionary multi objective optimization (MO) techniques in detail and their advantages and drawbacks compared to traditional deterministic optimisers. The role of Game Strategies (GS), such as Pareto, Nash or Stackelberg games as companions or pre-conditioners of Multi objective Optimizers is presented and discussed on simple mathematical functions in Part I , as well as their implementations on simple aeronautical model optimisation problems on the computer using a friendly design framework in Part II. Real life (robust) design applications dealing with UAVs systems or Civil Aircraft and using the EAs and Game Strategies combined material of Part I & Part II are solved and discussed in Part III providing the designer new compromised solutions useful to digital aircraft design and manufacturing. Many details related to Lectures notes Part I, Part II and Part III can be found by the reader in [68].
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Unsaturated water flow in soil is commonly modelled using Richards’ equation, which requires the hydraulic properties of the soil (e.g., porosity, hydraulic conductivity, etc.) to be characterised. Naturally occurring soils, however, are heterogeneous in nature, that is, they are composed of a number of interwoven homogeneous soils each with their own set of hydraulic properties. When the length scale of these soil heterogeneities is small, numerical solution of Richards’ equation is computationally impractical due to the immense effort and refinement required to mesh the actual heterogeneous geometry. A classic way forward is to use a macroscopic model, where the heterogeneous medium is replaced with a fictitious homogeneous medium, which attempts to give the average flow behaviour at the macroscopic scale (i.e., at a scale much larger than the scale of the heterogeneities). Using the homogenisation theory, a macroscopic equation can be derived that takes the form of Richards’ equation with effective parameters. A disadvantage of the macroscopic approach, however, is that it fails in cases when the assumption of local equilibrium does not hold. This limitation has seen the introduction of two-scale models that include at each point in the macroscopic domain an additional flow equation at the scale of the heterogeneities (microscopic scale). This report outlines a well-known two-scale model and contributes to the literature a number of important advances in its numerical implementation. These include the use of an unstructured control volume finite element method and image-based meshing techniques, that allow for irregular micro-scale geometries to be treated, and the use of an exponential time integration scheme that permits both scales to be resolved simultaneously in a completely coupled manner. Numerical comparisons against a classical macroscopic model confirm that only the two-scale model correctly captures the important features of the flow for a range of parameter values.
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“Hybrid” hydrogen storage, where hydrogen is stored in both the solid material and as a high pressure gas in the void volume of the tank can improve overall system efficiency by up to 50% compared to either compressed hydrogen or solid materials alone. Thermodynamically, high equilibrium hydrogen pressures in metal–hydrogen systems correspond to low enthalpies of hydrogen absorption–desorption. This decreases the calorimetric effects of the hydride formation–decomposition processes which can assist in achieving high rates of heat exchange during hydrogen loading—removing the bottleneck in achieving low charging times and improving overall hydrogen storage efficiency of large hydrogen stores. Two systems with hydrogenation enthalpies close to −20 kJ/mol H2 were studied to investigate the hydrogenation mechanism and kinetics: CeNi5–D2 and ZrFe2−xAlx (x = 0.02; 0.04; 0.20)–D2. The structure of the intermetallics and their hydrides were studied by in situ neutron powder diffraction at pressures up to 1000 bar and complementary X-ray diffraction. The deuteration of the hexagonal CeNi5 intermetallic resulted in CeNi5D6.3 with a volume expansion of 30.1%. Deuterium absorption filled three different types of interstices, Ce2Ni2 and Ni4 tetrahedra, and Ce2Ni3 half-octahedra and was accompanied by a valence change for Ce. Significant hysteresis was observed between deuterium absorption and desorption which profoundly decreased on a second absorption cycle. For the Al-modified Laves-type C15 ZrFe2−xAlx intermetallics, deuteration showed very fast kinetics of H/D exchange and resulted in a volume increase of the FCC unit cells of 23.5% for ZrFe1.98Al0.02D2.9(1). Deuterium content, hysteresis of H/D uptake and release, unit cell expansion and stability of the hydrides systematically change with the amount of Al content. In the deuteride D atoms exclusively occupy the Zr2(Fe,Al)2 tetrahedra. Observed interatomic distances are Zr–D = 1.98–2.11; (Fe, Al)–D = 1.70–1.75A˚ . Hydrogenation slightly increases the magnetic moment of the Fe atoms in ZrFe1.98Al0.02 and ZrFe1.96Al0.04 from 1.9 �B at room temperature for the alloy to 2.2 �B for its deuteride.
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This paper reviews some recent results in motion control of marine vehicles using a technique called Interconnection and Damping Assignment Passivity-based Control (IDA-PBC). This approach to motion control exploits the fact that vehicle dynamics can be described in terms of energy storage, distribution, and dissipation, and that the stable equilibrium points of mechanical systems are those at which the potential energy attains a minima. The control forces are used to transform the closed-loop dynamics into a port-controlled Hamiltonian system with dissipation. This is achieved by shaping the energy-storing characteristics of the system, modifying its interconnection structure (how the energy is distributed), and injecting damping. The end result is that the closed-loop system presents a stable equilibrium (hopefully global) at the desired operating point. By forcing the closed-loop dynamics into a Hamiltonian form, the resulting total energy function of the system serves as a Lyapunov function that can be used to demonstrate stability. We consider the tracking and regulation of fully actuated unmanned underwater vehicles, its extension to under-actuated slender vehicles, and also manifold regulation of under-actuated surface vessels. The paper is concluded with an outlook on future research.
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In the finite element modelling of steel frames, external loads usually act along the members rather than at the nodes only. Conventionally, when a member is subjected to these transverse loads, they are converted to nodal forces which act at the ends of the elements into which the member is discretised by either lumping or consistent nodal load approaches. For a contemporary geometrically non-linear analysis in which the axial force in the member is large, accurate solutions are achieved by discretising the member into many elements, which can produce unfavourable consequences on the efficacy of the method for analysing large steel frames. Herein, a numerical technique to include the transverse loading in the non-linear stiffness formulation for a single element is proposed, and which is able to predict the structural responses of steel frames involving the effects of first-order member loads as well as the second-order coupling effect between the transverse load and the axial force in the member. This allows for a minimal discretisation of a frame for second-order analysis. For those conventional analyses which do include transverse member loading, prescribed stiffness matrices must be used for the plethora of specific loading patterns encountered. This paper shows, however, that the principle of superposition can be applied to the equilibrium condition, so that the form of the stiffness matrix remains unchanged with only the magnitude of the loading being needed to be changed in the stiffness formulation. This novelty allows for a very useful generalised stiffness formulation for a single higher-order element with arbitrary transverse loading patterns to be formulated. The results are verified using analytical stability function studies, as well as with numerical results reported by independent researchers on several simple structural frames.
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This paper proposes a method for designing set-point regulation controllers for a class of underactuated mechanical systems in Port-Hamiltonian System (PHS) form. A new set of potential shape variables in closed loop is proposed, which can replace the set of open loop shape variables-the configuration variables that appear in the kinetic energy. With this choice, the closed-loop potential energy contains free functions of the new variables. By expressing the regulation objective in terms of these new potential shape variables, the desired equilibrium can be assigned and there is freedom to reshape the potential energy to achieve performance whilst maintaining the PHS form in closed loop. This complements contemporary results in the literature, which preserve the open-loop shape variables. As a case study, we consider a robotic manipulator mounted on a flexible base and compensate for the motion of the base while positioning the end effector with respect to the ground reference. We compare the proposed control strategy with special cases that correspond to other energy shaping strategies previously proposed in the literature.