ECAP of Fe. Experiments and simulations of the in-elbow textures

The study of deformation properties of low carbon steels is of particular interest because of their many technological applications. Obtaining fine grained Fe based materials can be approached by one of the several available Severe Plastic Deformation (SPD) techniques. The current paper shows experimental data and simulations of the deformation process of iron samples by Equal Channel Angular Extrusion (ECAE). The samples were extruded in a 120 degrees channel die either by one or a few passes. The heterogeneity and local development of the deformation on the elbow of the channel has been studied by X-ray measuring and simulation of the texture evolution. The Self Consistent models used for simulation allowed the calculation of the spin of the main texture components which agreed pretty well with the experiments.

H(infinity) filtering for rectangular discrete-time descriptor systems

This paper deals with the H(infinity) recursive estimation problem for general rectangular time-variant descriptor systems in discrete time. Riccati-equation based recursions for filtered and predicted estimates are developed based on a data fitting approach and game theory. In this approach, the nature determines a state sequence seeking to maximize the estimation cost, whereas the estimator tries to find an estimate that brings the estimation cost to a minimum. A solution exists for a specified gamma-level if the resulting cost is positive. In order to present some computational alternatives to the H(infinity) filters developed, they are rewritten in information form along with the respective array algorithms. (C) 2009 Elsevier Ltd. All rights reserved.

Recursive linear estimation for general discrete-time descriptor systems

This paper considers the optimal linear estimates recursion problem for discrete-time linear systems in its more general formulation. The system is allowed to be in descriptor form, rectangular, time-variant, and with the dynamical and measurement noises correlated. We propose a new expression for the filter recursive equations which presents an interesting simple and symmetric structure. Convergence of the associated Riccati recursion and stability properties of the steady-state filter are provided. (C) 2010 Elsevier Ltd. All rights reserved.

Information Filtering and Array Algorithms for Discrete-Time Markovian Jump Linear Systems

This technical note develops information filter and array algorithms for a linear minimum mean square error estimator of discrete-time Markovian jump linear systems. A numerical example for a two-mode Markovian jump linear system, to show the advantage of using array algorithms to filter this class of systems, is provided.

A critical reassessment of elastic unloading in sharp instrumented indentation experiments and the extraction of mechanical properties

This work examines the extraction of mechanical properties from instrumented indentation P-h(s) curves via extensive three-dimensional finite element analyses for pyramidal tips in a wide range of solids under frictional and frictionless contact conditions. Since the topography of the imprint changes with the level of pile-up or sink-in, a relationship is identified between correction factor beta in the elastic equation for the unloading indentation stage and the amount of surface deformation effects. It is shown that the presumption of a constant beta significantly affects mechanical property extractions. Consequently, a new best-fit function is found for the correlation between penetration depth ratios h(e)/h(max), h(r)/h(max) and n, circumventing the need for the assumption of a constant value for beta, made in our prior investigation [Acta Mater. 53 (2005) pp. 3545-3561]. Simulations under frictional contact conditions provide sensible boundaries for the influence of friction on both h(e)/h(max) and h(r)/h(max). Friction is essentially found to induce an overestimation in the inferred n. Instrumented indentation experiments are also performed in three archetypal metallic materials exhibiting distinctly different contact responses. Mechanical property extractions are finally demonstrated in each of these materials.

Discrete approximation to the global spectrum of the tangent operator for flow past a circular cylinder

This paper deals with the calculation of the discrete approximation to the full spectrum for the tangent operator for the stability problem of the symmetric flow past a circular cylinder. It is also concerned with the localization of the Hopf bifurcation in laminar flow past a cylinder, when the stationary solution loses stability and often becomes periodic in time. The main problem is to determine the critical Reynolds number for which a pair of eigenvalues crosses the imaginary axis. We thus present a divergence-free method, based on a decoupling of the vector of velocities in the saddle-point system from the vector of pressures, allowing the computation of eigenvalues, from which we can deduce the fundamental frequency of the time-periodic solution. The calculation showed that stability is lost through a symmetry-breaking Hopf bifurcation and that the critical Reynolds number is in agreement with the value presented in reported computations. (c) 2007 IMACS. Published by Elsevier B.V. All rights reserved.

Experiments on stress-triaxiality dependence of material behavior of aluminum alloys

The paper presents and discusses experimental procedures, visual observations and test results considered important to obtain data that can be used in validation of constitutive relations and failure criteria. The aim is to investigate the combined effects of stress intensity, stress-triaxiality and Lode parameter on the material response and failure behavior of aluminum alloys. Smooth and pre-notched tensile and shear specimens were manufactured from both very thin sheets and thicker plates to cover a wide range of stress triaxialities and Lode parameters. In addition, modified Arcan specimens were designed allowing investigation of the effect of sudden changes in stress states and deformation modes on the material behavior. (C) 2009 Elsevier Ltd. All rights reserved.

Sequential decision making with partially ordered preferences

This paper presents new insights and novel algorithms for strategy selection in sequential decision making with partially ordered preferences; that is, where some strategies may be incomparable with respect to expected utility. We assume that incomparability amongst strategies is caused by indeterminacy/imprecision in probability values. We investigate six criteria for consequentialist strategy selection: Gamma-Maximin, Gamma-Maximax, Gamma-Maximix, Interval Dominance, Maximality and E-admissibility. We focus on the popular decision tree and influence diagram representations. Algorithms resort to linear/multilinear programming; we describe implementation and experiments. (C) 2010 Elsevier B.V. All rights reserved.

The choice of the best among the shortest routes in transparent optical networks

This work introduces the problem of the best choice among M combinations of the shortest paths for dynamic provisioning of lightpaths in all-optical networks. To solve this problem in an optimized way (shortest path and load balance), a new fixed routing algorithm, named Best among the Shortest Routes (BSR), is proposed. The BSR`s performance is compared in terms of blocking probability and network utilization with Dijkstra`s shortest path algorithm and others algorithms proposed in the literature. The evaluated scenarios include several representative topologies for all-optical networking and different wavelength conversion architectures. For all studied scenarios, BSR achieved superior performance. (C) 2010 Elsevier B.V. All rights reserved.

On the Filtering Problem for Continuous-Time Markov Jump Linear Systems with no Observation of the Markov Chain

We consider in this paper the optimal stationary dynamic linear filtering problem for continuous-time linear systems subject to Markovian jumps in the parameters (LSMJP) and additive noise (Wiener process). It is assumed that only an output of the system is available and therefore the values of the jump parameter are not accessible. It is a well known fact that in this setting the optimal nonlinear filter is infinite dimensional, which makes the linear filtering a natural numerically, treatable choice. The goal is to design a dynamic linear filter such that the closed loop system is mean square stable and minimizes the stationary expected value of the mean square estimation error. It is shown that an explicit analytical solution to this optimal filtering problem is obtained from the stationary solution associated to a certain Riccati equation. It is also shown that the problem can be formulated using a linear matrix inequalities (LMI) approach, which can be extended to consider convex polytopic uncertainties on the parameters of the possible modes of operation of the system and on the transition rate matrix of the Markov process. As far as the authors are aware of this is the first time that this stationary filtering problem (exact and robust versions) for LSMJP with no knowledge of the Markov jump parameters is considered in the literature. Finally, we illustrate the results with an example.

Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise

In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.

Chaotic Synchronization in Discrete-Time Systems Connected by Bandlimited Channels

Due to the broadband characteristic of chaotic signals, many of the methods that have been proposed for synchronizing chaotic systems do not usually present a satisfactory performance when applied to bandlimited communication channels. Here, the effects of bandwidth limitations imposed by the channel on the synchronous solution of a discrete-time chaotic master-slave network are investigated. The discrete-time system considered in this study is the Henon map. It is analytically shown that synchronism can be achieved in such a network by introducing a digital filter in the feedback loop responsible for generating the chaotic signal that will be sent to the slave node. Numerical simulations relating the filter parameters, such as its order and cut-off frequency, to the maximum Lyapunov exponent of the master node, which determines if the transmitted signal is chaotic or not, are also presented. These results can be useful for practical communication schemes based on chaos.

Generalized Coupled Algebraic Riccati Equations for Discrete-time Markov Jump with Multiplicative Noise Systems

In this paper we consider the existence of the maximal and mean square stabilizing solutions for a set of generalized coupled algebraic Riccati equations (GCARE for short) associated to the infinite-horizon stochastic optimal control problem of discrete-time Markov jump with multiplicative noise linear systems. The weighting matrices of the state and control for the quadratic part are allowed to be indefinite. We present a sufficient condition, based only on some positive semi-definite and kernel restrictions on some matrices, under which there exists the maximal solution and a necessary and sufficient condition under which there exists the mean square stabilizing solution fir the GCARE. We also present a solution for the discounted and long run average cost problems when the performance criterion is assumed be composed by a linear combination of an indefinite quadratic part and a linear part in the state and control variables. The paper is concluded with a numerical example for pension fund with regime switching.

Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises

In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman type filter conveniently implementable in a recurrence form. The stationary case is also studied and a proof for the convergence of the error covariance matrix of the LMMSE to a stationary value under the assumption of mean square stability of the system and ergodicity of the associated Markov chain is obtained. It is shown that there exists a unique positive semi-definite solution for the stationary Riccati-like filter equation and, moreover, this solution is the limit of the error covariance matrix of the LMMSE. The advantage of this scheme is that it is very easy to implement and all calculations can be performed offline. (c) 2011 Elsevier Ltd. All rights reserved.

Extensions of discrete triangular distributions and boundary bias in kernel estimation for discrete functions

Asymmetric discrete triangular distributions are introduced in order to extend the symmetric ones serving for discrete associated kernels in the nonparametric estimation for discrete functions. The extension from one to two orders around the mode provides a large family of discrete distributions having a finite support. Establishing a bridge between Dirac and discrete uniform distributions, some different shapes are also obtained and their properties are investigated. In particular, the mean and variance are pointed out. Applications to discrete kernel estimators are given with a solution to a boundary bias problem. (C) 2010 Elsevier B.V. All rights reserved.