6 resultados para Third-order Moment
em University of Queensland eSpace - Australia
Resumo:
The bispectrum and third-order moment can be viewed as equivalent tools for testing for the presence of nonlinearity in stationary time series. This is because the bispectrum is the Fourier transform of the third-order moment. An advantage of the bispectrum is that its estimator comprises terms that are asymptotically independent at distinct bifrequencies under the null hypothesis of linearity. An advantage of the third-order moment is that its values in any subset of joint lags can be used in the test, whereas when using the bispectrum the entire (or truncated) third-order moment is required to construct the Fourier transform. In this paper, we propose a test for nonlinearity based upon the estimated third-order moment. We use the phase scrambling bootstrap method to give a nonparametric estimate of the variance of our test statistic under the null hypothesis. Using a simulation study, we demonstrate that the test obtains its target significance level, with large power, when compared to an existing standard parametric test that uses the bispectrum. Further we show how the proposed test can be used to identify the source of nonlinearity due to interactions at specific frequencies. We also investigate implications for heuristic diagnosis of nonstationarity.
Resumo:
The performance of the positive P phase-space representation for exact many- body quantum dynamics is investigated. Gases of interacting bosons are considered, where the full quantum equations to simulate are of a Gross-Pitaevskii form with added Gaussian noise. This method gives tractable simulations of many-body systems because the number of variables scales linearly with the spatial lattice size. An expression for the useful simulation time is obtained, and checked in numerical simulations. The dynamics of first-, second- and third-order spatial correlations are calculated for a uniform interacting 1D Bose gas subjected to a change in scattering length. Propagation of correlations is seen. A comparison is made with other recent methods. The positive P method is particularly well suited to open systems as no conservation laws are hard-wired into the calculation. It also differs from most other recent approaches in that there is no truncation of any kind.
Resumo:
This work deals with the random free vibration of functionally graded laminates with general boundary conditions and subjected to a temperature change, taking into account the randomness in a number of independent input variables such as Young's modulus, Poisson's ratio and thermal expansion coefficient of each constituent material. Based on third-order shear deformation theory, the mixed-type formulation and a semi-analytical approach are employed to derive the standard eigenvalue problem in terms of deflection, mid-plane rotations and stress function. A mean-centered first-order perturbation technique is adopted to obtain the second-order statistics of vibration frequencies. A detailed parametric study is conducted, and extensive numerical results are presented in both tabular and graphical forms for laminated plates that contain functionally graded material which is made of aluminum and zirconia, showing the effects of scattering in thermo-clastic material constants, temperature change, edge support condition, side-to-thickness ratio, and plate aspect ratio on the stochastic characteristics of natural frequencies. (c) 2005 Elsevier B.V. All rights reserved.
Resumo:
This paper is devoted to modeling elastic behavior of laminated composite shells, with special emphasis on incorporating interfacial imperfection. The conditions of imposing traction continuity and displacement jump across each interface are used to model imperfect interfaces. Vanishing transverse shear stresses on two free surfaces of a shell eliminate the need for shear correction factors. A linear theory underlying elastostatics and kinetics of laminated composite shells in a general configuration is presented from Hamilton's principle. In the special case of vanishing interfacial parameters, this theory reduces to the conventional third-order zigzag theory for perfectly bonded laminated shells. Numerical results for bending and vibration problems of laminated circular cylindrical panels are tabulated and plotted to indicate the influence of the interfacial imperfection. (C) 2000 Elsevier Science Ltd. All rights reserved.
Resumo:
Based on Reddy's third-order theory, the first-order theory and the classical theory, exact explicit eigenvalues are found for compression buckling, thermal buckling and vibration of laminated plates via analogy with membrane vibration, These results apply to symmetrically laminated composite plates with transversely isotropic laminae and simply supported polygonal edges, Comprehensive consideration of a Winkler-Pasternak elastic foundation, a hydrostatic inplane force, an initial temperature increment and rotary inertias is incorporated. Bridged by the vibrating membrane, exact correspondences are readily established between any pairs of buckling and vibration eigenvalues associated with different theories. Positive definiteness of the critical hydrostatic pressure at buckling, the thermobukling temperature increment and, in the range of either tension loading or compression loading prior to occurrence of buckling, the natural vibration frequency is proved. (C) 2000 Elsevier Science Ltd. All rights reserved.
Resumo:
This paper reports a free vibration analysis of thick plates with rounded corners subject to a free, simply-supported or clamped boundary condition. The plate perimeter is defined by a super elliptic function with a power defining the shape ranging from an ellipse to a rectangle. To incorporate transverse shear deformation, the Reddy third-order plate theory is employed. The energy integrals incorporating shear deformation and rotary inertia are formulated and the p-Ritz procedures are used to derive the governing eigenvalue equation. Numerical examples for plates with different shapes and boundary conditions are solved and their frequency parameters, where possible, are compared with known results. Parametric studies are carried out to show the sensitivities of frequency parameters by varying the geometry, fibre stacking sequence, and boundary condition. (C) 1999 Academic Press.