201 resultados para Multiscale stochastic modelling
Resumo:
We identify a test of quantum mechanics versus macroscopic local realism in the form of stochastic electrodynamics. The test uses the steady-state triple quadrature correlations of a parametric oscillator below threshold.
Resumo:
Purlin-sheeting systems used for roofs and walls commonly take the form of cold-formed channel or zed section purlins, screw-connected to corrugated sheeting. These purlin-sheeting systems have been the subject of numerous theoretical and experimental investigations over the past three decades, but the complexity of the systems has led to great difficulty in developing a sound and general model. This paper presents a non-linear elasto-plastic finite element model, capable of predicting the behaviour of purlin-sheeting systems without the need for either experimental input or over simplifying assumptions. The model incorporates both the sheeting and the purlin, and is able to account for cross-sectional distortion of the purlin, the flexural and membrane restraining effects of the sheeting, and failure of the purlin by local buckling or yielding. The validity of the model is shown by its good correlation with experimental results. A simplified version of this model, which is more suitable for use in a design environment, is presented in a companion paper. (C) 1997 Elsevier Science Ltd.
Resumo:
A number of theoretical and experimental investigations have been made into the nature of purlin-sheeting systems over the past 30 years. These systems commonly consist of cold-formed zed or channel section purlins, connected to corrugated sheeting. They have proven difficult to model due to the complexity of both the purlin deformation and the restraint provided to the purlin by the sheeting. Part 1 of this paper presented a non-linear elasto plastic finite element model which, by incorporating both the purlin and the sheeting in the analysis, allowed the interaction between the two components of the system to be modelled. This paper presents a simplified version of the first model which has considerably decreased requirements in terms of computer memory, running time and data preparation. The Simplified Model includes only the purlin but allows for the sheeting's shear and rotational restraints by modelling these effects as springs located at the purlin-sheeting connections. Two accompanying programs determine the stiffness of these springs numerically. As in the Full Model, the Simplified Model is able to account for the cross-sectional distortion of the purlin, the shear and rotational restraining effects of the sheeting, and failure of the purlin by local buckling or yielding. The model requires no experimental or empirical input and its validity is shown by its goon con elation with experimental results. (C) 1997 Elsevier Science Ltd.
Resumo:
Field studies have shown that the elevation of the beach groundwater table varies with the tide and such variations affect significantly beach erosion or accretion. In this paper, we present a BEM (Boundary Element Method) model for simulating the tidal fluctuation of the beach groundwater table. The model solves the two-dimensional flow equation subject to free and moving boundary conditions, including the seepage dynamics at the beach face. The simulated seepage faces were found to agree with the predictions of a simple model (Turner, 1993). The advantage of the present model is, however, that it can be used with little modification to simulate more complicated cases, e.g., surface recharge from rainfall and drainage in the aquifer may be included (the latter is related to beach dewatering technique). The model also simulated well the field data of Nielsen (1990). In particular, the model replicated three distinct features of local water table fluctuations: steep rising phase versus flat falling phase, amplitude attenuation and phase lagging.
Resumo:
A robust semi-implicit central partial difference algorithm for the numerical solution of coupled stochastic parabolic partial differential equations (PDEs) is described. This can be used for calculating correlation functions of systems of interacting stochastic fields. Such field equations can arise in the description of Hamiltonian and open systems in the physics of nonlinear processes, and may include multiplicative noise sources. The algorithm can be used for studying the properties of nonlinear quantum or classical field theories. The general approach is outlined and applied to a specific example, namely the quantum statistical fluctuations of ultra-short optical pulses in chi((2)) parametric waveguides. This example uses a non-diagonal coherent state representation, and correctly predicts the sub-shot noise level spectral fluctuations observed in homodyne detection measurements. It is expected that the methods used wilt be applicable for higher-order correlation functions and other physical problems as well. A stochastic differencing technique for reducing sampling errors is also introduced. This involves solving nonlinear stochastic parabolic PDEs in combination with a reference process, which uses the Wigner representation in the example presented here. A computer implementation on MIMD parallel architectures is discussed. (C) 1997 Academic Press.
Resumo:
Izenman and Sommer (1988) used a non-parametric Kernel density estimation technique to fit a seven-component model to the paper thickness of the 1872 Hidalgo stamp issue of Mexico. They observed an apparent conflict when fitting a normal mixture model with three components with unequal variances. This conflict is examined further by investigating the most appropriate number of components when fitting a normal mixture of components with equal variances.
Resumo:
In order to analyse the effect of modelling assumptions in a formal, rigorous way, a syntax of modelling assumptions has been defined. The syntax of modelling assumptions enables us to represent modelling assumptions as transformations acting on the set of model equations. The notion of syntactical correctness and semantical consistency of sets of modelling assumptions is defined and methods for checking them are described. It is shown on a simple example how different modelling assumptions act on the model equations and their effect on the differential index of the resulted model is also indicated.
Resumo:
This paper considers a stochastic frontier production function which has additive, heteroscedastic error structure. The model allows for negative or positive marginal production risks of inputs, as originally proposed by Just and Pope (1978). The technical efficiencies of individual firms in the sample are a function of the levels of the input variables in the stochastic frontier, in addition to the technical inefficiency effects. These are two features of the model which are not exhibited by the commonly used stochastic frontiers with multiplicative error structures, An empirical application is presented using cross-sectional data on Ethiopian peasant farmers. The null hypothesis of no technical inefficiencies of production among these farmers is accepted. Further, the flexible risk models do not fit the data on peasant farmers as well as the traditional stochastic frontier model with multiplicative error structure.