32 resultados para Orthogonal GARCH

em University of Queensland eSpace - Australia


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We extend the results of spin ladder models associated with the Lie algebras su(2(n)) to the case of the orthogonal and symplectic algebras o(2(n)), sp(2(n)) where n is the number of legs for the system. Two classes of models are found whose symmetry, either orthogonal or symplectic, has an explicit n dependence. Integrability of these models is shown for an arbitrary coupling of XX-type rung interactions and applied magnetic field term.

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This letter presents an analytical model for evaluating the Bit Error Rate (BER) of a Direct Sequence Code Division Multiple Access (DS-CDMA) system, with M-ary orthogonal modulation and noncoherent detection, employing an array antenna operating in a Nakagami fading environment. An expression of the Signal to Interference plus Noise Ratio (SINR) at the output of the receiver is derived, which allows the BER to be evaluated using a closed form expression. The analytical model is validated by comparing the obtained results with simulation results.

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Tetrapeptide analogue H-[Glu-Ser-Lys(Thz)]-OH, containing a turn-inducing thiazole constraint, was used as a template to produce a 21-membered structurally characterized loop by linking Glu and Lys side chains with a Val-Ile dipeptide. This template was oligomerized in one pot to a library (cyclo-[1](n), n = 2-10) of giant symmetrical macrocycles (up to 120-membered rings), fused to 2-10 appended loops that were carried intact through multiple oligomerization (chain extension) and cyclization (chain terminating) reactions of the template. A three-dimensional solution structure for cyclo-[1](3) shows all three appended loops projecting from the same face of the macrocycle. This is a promising approach to separating pepticle motifs over large distances.

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A Latin square is pan-Hamiltonian if the permutation which defines row i relative to row j consists of a single cycle for every i j. A Latin square is atomic if all of its conjugates are pan-Hamiltonian. We give a complete enumeration of atomic squares for order 11, the smallest order for which there are examples distinct from the cyclic group. We find that there are seven main classes, including the three that were previously known. A perfect 1-factorization of a graph is a decomposition of that graph into matchings such that the union of any two matchings is a Hamiltonian cycle. Each pan-Hamiltonian Latin square of order n describes a perfect 1-factorization of Kn,n, and vice versa. Perfect 1-factorizations of Kn,n can be constructed from a perfect 1-factorization of Kn+1. Six of the seven main classes of atomic squares of order 11 can be obtained in this way. For each atomic square of order 11, we find the largest set of Mutually Orthogonal Latin Squares (MOLS) involving that square. We discuss algorithms for counting orthogonal mates, and discover the number of orthogonal mates possessed by the cyclic squares of orders up to 11 and by Parker's famous turn-square. We find that the number of atomic orthogonal mates possessed by a Latin square is not a main class invariant. We also define a new sort of Latin square, called a pairing square, which is mapped to its transpose by an involution acting on the symbols. We show that pairing squares are often orthogonal mates for symmetric Latin squares. Finally, we discover connections between our atomic squares and Franklin's diagonally cyclic self-orthogonal squares, and we correct a theorem of Longyear which uses tactical representations to identify self-orthogonal Latin squares in the same main class as a given Latin square.

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An approximate analytical technique employing a finite integral transform is developed to solve the reaction diffusion problem with Michaelis-Menten kinetics in a solid of general shape. A simple infinite series solution for the substrate concentration is obtained as a function of the Thiele modulus, modified Sherwood number, and Michaelis constant. An iteration scheme is developed to bring the approximate solution closer to the exact solution. Comparison with the known exact solutions for slab geometry (quadrature) and numerically exact solutions for spherical geometry (orthogonal collocation) shows excellent agreement for all values of the Thiele modulus and Michaelis constant.

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Force measurement in hypervelocity expansion tubes is not possible using conventional techniques. The stress wave force balance technique can be applied in expansion tubes to measure forces despite the short test times involved. This paper presents a new calibration technique for multiple-component stress wave force balances where an impulse response created using a load distribution is required and no orthogonal surfaces on the model exist.. This new technique relies on the tensorial superposition of single-component impulse responses analogous to the vectorial superposition of the calibration loads. The example presented here is that of a scale model of the Mars Pathfinder, but the technique is applicable to any geometry and may be useful for cases where orthogonal loads cannot be applied.

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We derive analytical solutions for the three-dimensional time-dependent buckling of a non-Newtonian viscous plate in a less viscous medium. For the plate we assume a power-law rheology. The principal, axes of the stretching D-ij in the homogeneously deformed ground state are parallel and orthogonal to the bounding surfaces of the plate in the flat state. In the model formulation the action of the less viscous medium is replaced by equivalent reaction forces. The reaction forces are assumed to be parallel to the normal vector of the deformed plate surfaces. As a consequence, the buckling process is driven by the differences between the in-plane stresses and out of plane stress, and not by the in-plane stresses alone as assumed in previous models. The governing differential equation is essentially an orthotropic plate equation for rate dependent material, under biaxial pre-stress, supported by a viscous medium. The differential problem is solved by means of Fourier transformation and largest growth coefficients and corresponding wavenumbers are evaluated. We discuss in detail fold evolutions for isotropic in-plane stretching (D-11 = D-22), uniaxial plane straining (D-22 = 0) and in-plane flattening (D-11 = -2D(22)). Three-dimensional plots illustrate the stages of fold evolution for random initial perturbations or initial embryonic folds with axes non-parallel to the maximum compression axis. For all situations, one dominant set of folds develops normal to D-11, although the dominant wavelength differs from the Biot dominant wavelength except when the plate has a purely Newtonian viscosity. However, in the direction parallel to D-22, there exist infinitely many modes in the vicinity of the dominant wavelength which grow only marginally slower than the one corresponding to the dominant wavelength. This means that, except for very special initial conditions, the appearance of a three-dimensional fold will always be governed by at least two wavelengths. The wavelength in the direction parallel to D-11 is the dominant wavelength, and the wavelength(s) in the direction parallel to D-22 is determined essentially by the statistics of the initial state. A comparable sensitivity to the initial geometry does not exist in the classic two-dimensional folding models. In conformity with tradition we have applied Kirchhoff's hypothesis to constrain the cross-sectional rotations of the plate. We investigate the validity of this hypothesis within the framework of Reissner's plate theory. We also include a discussion of the effects of adding elasticity into the constitutive relations and show that there exist critical ratios of the relaxation times of the plate and the embedding medium for which two dominant wavelengths develop, one at ca. 2.5 of the classical Biot dominant wavelength and the other at ca. 0.45 of this wavelength. We propose that herein lies the origin of parasitic folds well known in natural examples.

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We consider continuous observation of the nonlinear dynamics of single atom trapped in an optical cavity by a standing wave with intensity modulation. The motion of the atom changes the phase of the field which is then monitored by homodyne detection of the output field. We show that the conditional Hilbert space dynamics of this system, subject to measurement-induced perturbations, depends strongly on whether the corresponding classical dynamics is regular or chaotic. If the classical dynamics is chaotic, the distribution of conditional Hilbert space vectors corresponding to different observation records tends to be orthogonal. This is a characteristic feature of hypersensitivity to perturbation for quantum chaotic systems.

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A numerical model of heat transfer in fluidized-bed coating of solid cylinders is presented. By defining suitable dimensionless parameters, the governing equations and its associated initial and boundary conditions are discretized using the method of orthogonal collocation and the resulting ordinary differential equations simultaneously solved for the dimensionless coating thickness and wall temperatures. Parametric Studies showed that the dimensionless coating thickness and wall temperature depend on the relative heat capacities of the polymer powder and object, the latent heat of fusion and the size of the cylinder. Model predictions for the coating thickness and wall temperature compare reasonably well with numerical predictions and experimental coating data in the literature and with our own coating experiments using copper cylinders immersed in nylon-11 and polyethylene powders. (C) 2001 Elsevier Science Ltd. All rights reserved.

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This work presents new Structural data from a high-pressure/low-temperature (HP/LT) metamorphic terrane exposed on the islands of Syros and Sifnos (Cyclades, Greece). The structure and the metamorphism of a relatively coherent HP/LT rock section were studied in order to elucidate how strain was accommodated at deep crustal levels during the formation and exhumation of HP/LT rocks. At least three deformation phases associated with eclogite- and blueschist-facies conditions (P = 8-15 kbar; T = 400-550 degreesC) were recognised. The earliest deformation fabric (S1), preserved as inclusion trails within garnet porphyroblasts, is aligned to define a sub-vertical schistosity (at present orientation), which is frequently orthogonal to the flat matrix schistosity (S2), and may indicate that deep crustal thickening involved upright folding. The currently dominant fabric in the HP rock section, S2, is Usually moderately dipping and locally contains NW-trending glaucophane lineations, symmetric pressure-shadows and eclogitic boudins. The symmetric structures associated with this fabric seem to indicate coaxial vertical thinning, although the existence of non-coaxial structures out of the study area cannot be excluded. Glaucophane-bearing shear bands (S3), with top-to-NW sense of shearing, locally crosscut the earlier structures. The latest recognised fabric (D4) is scarce and often absent within the HP rocks. It is associated with top-to-NE kinematic criteria that formed at greenschist-facies conditions (P = 4-7 kbar; T = 400-450 degreesC). Based on these observations, it is suggested that partitioning of strain occurred at different crustal levels and at different times. Deep crustal deformation was governed by thickening via upright folding followed by coaxial vertical thinning, whereas non-coaxial shearing occurred when the rocks were already exhumed to relatively shallow crustal levels. The earliest fabrics (D1 to D3) pertain to Alpine orogenesis and possibly to syn-orogenic extension, whereas the latest correspond to whole-crust back-are extension. (C) 2002 Elsevier Science Ltd. All rights reserved.

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A model for finely layered visco-elastic rock proposed by us in previous papers is revisited and generalized to include couple stresses. We begin with an outline of the governing equations for the standard continuum case and apply a computational simulation scheme suitable for problems involving very large deformations. We then consider buckling instabilities in a finite, rectangular domain. Embedded within this domain, parallel to the longer dimension we consider a stiff, layered beam under compression. We analyse folding up to 40% shortening. The standard continuum solution becomes unstable for extreme values of the shear/normal viscosity ratio. The instability is a consequence of the neglect of the bending stiffness/viscosity in the standard continuum model. We suggest considering these effects within the framework of a couple stress theory. Couple stress theories involve second order spatial derivatives of the velocities/displacements in the virtual work principle. To avoid C-1 continuity in the finite element formulation we introduce the spin of the cross sections of the individual layers as an independent variable and enforce equality to the spin of the unit normal vector to the layers (-the director of the layer system-) by means of a penalty method. We illustrate the convergence of the penalty method by means of numerical solutions of simple shears of an infinite layer for increasing values of the penalty parameter. For the shear problem we present solutions assuming that the internal layering is oriented orthogonal to the surfaces of the shear layer initially. For high values of the ratio of the normal-to the shear viscosity the deformation concentrates in thin bands around to the layer surfaces. The effect of couple stresses on the evolution of folds in layered structures is also investigated. (C) 2002 Elsevier Science Ltd. All rights reserved.

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The integral of the Wigner function of a quantum-mechanical system over a region or its boundary in the classical phase plane, is called a quasiprobability integral. Unlike a true probability integral, its value may lie outside the interval [0, 1]. It is characterized by a corresponding selfadjoint operator, to be called a region or contour operator as appropriate, which is determined by the characteristic function of that region or contour. The spectral problem is studied for commuting families of region and contour operators associated with concentric discs and circles of given radius a. Their respective eigenvalues are determined as functions of a, in terms of the Gauss-Laguerre polynomials. These polynomials provide a basis of vectors in a Hilbert space carrying the positive discrete series representation of the algebra su(1, 1) approximate to so(2, 1). The explicit relation between the spectra of operators associated with discs and circles with proportional radii, is given in terms of the discrete variable Meixner polynomials.