Microstructure modeling and prediction of the mechanical properties of advanced high strength steels

Dual phase (DP) steels were modeled using 2D and 3D representative volume elements (RVE). Both the 2D and 3D models were generated using the Monte-Carlo-Potts method to represent the realistic microstructural details. In the 2D model, a balance between computational efficiency and required accuracy in truly representing heterogeneous microstructure was achieved. In the 3D model, a stochastic template was used to generate a model with high spatial fidelity. The 2D model proved to be efficient for characterization of the mechanical properties of a DP steel where the effect of phase distribution, morphology and strain partitioning was studied. In contrast, the current 3D modeling technique was inefficient and impractical due to significant time cost. It is shown that the newly proposed 2D model generation technique is versatile and sufficiently accurate to capture mechanical properties of steels with heterogeneous microstructure.

Panel bootstrap tests of slope homogeneity

This paper proposes two bootstrap-based tests that can be used to infer whether the individual slopes in a panel regression model are homogenous. The first test is suitable when wanting to infer the null of homogeneity versus the general alternative, while the second is suitable when wanting to infer the units of the panel that can be pooled. Both approaches are shown to be asymptotically valid, a property that is verified in small samples using Monte Carlo simulation.

Application of air quality combination forecasting to Bogota

The bulk of existing work on the statistical forecasting of air quality is based on either neural networks or linear regressions, which are both subject to important drawbacks. In particular, while neural networks are complicated and prone to in-sample overfitting, linear regressions are highly dependent on the specification of the regression function. The present paper shows how combining linear regression forecasts can be used to circumvent all of these problems. The usefulness of the proposed combination approach is verified using both Monte Carlo simulation and an extensive application to air quality in Bogota, one of the largest and most polluted cities in Latin America. © 2014 Elsevier Ltd.

New simple tests for panel cointegration

In this paper, two new simple residual-based panel data tests are proposed for the null of no cointegration. The tests are simple because they do not require any correction for the temporal dependencies of the data. Yet they are able to accommodate individual specific short-run dynamics, individual specific intercept and trend terms, and individual specific slope parameters. The limiting distributions of the tests are derived and are shown to be free of nuisance parameters. The Monte Carlo results in this paper suggest that the asymptotic results are borne out well even in very small samples. Copyright © Taylor & Francis, Inc.

Panel cointegration tests of the Fisher hypothesis

Recent empirical studies suggest that the Fisher hypothesis, stating that inflation and nominal interest rates should cointegrate with a unit parameter on inflation, does not hold, a finding at odds with many theoretical models. This paper argues that these results can be explained in part by the low power inherent in univariate cointegration tests and that the use of panel data should generate more powerful tests. In doing so, we propose two new panel cointegration tests, which are shown by simulation to be more powerful than other existing tests. Applying these tests to a panel of monthly data covering the period 1980:1 to 1999:12 on 14 OECD countries, we find evidence supportive of the Fisher hypothesis.

Pooled unit root tests in panels with a common factor

This paper proposes new pooled panel unit root tests that are appropriate when the data exhibit cross-sectional dependence that is generated by a single common factor. Using sequential limit arguments, we show that the tests have a limiting normal distribution that is free of nuisance parameters and that they are unbiased against heterogenous local alternatives. Our Monte Carlo results indicate that the tests perform well in comparison to other popular tests that also presumes a common factor structure for the cross-sectional dependence.

Testing for error correction in panel data

This paper proposes new error correction-based cointegration tests for panel data. The limiting distributions of the tests are derived and critical values provided. Our simulation results suggest that the tests have good small-sample properties with small size distortions and high power relative to other popular residual-based panel cointegration tests. In our empirical application, we present evidence suggesting that international healthcare expenditures and GDP are cointegrated once the possibility of an invalid common factor restriction has been accounted for. © 2007 Blackwell Publishing Ltd.

Testing for panel cointegration with multiple structural breaks

This paper proposes a Lagrange multiplier (LM) test for the null hypothesis of cointegration that allows for the possibility of multiple structural breaks in both the level and trend of a cointegrated panel regression. The test is general enough to allow for endogenous regressors, serial correlation and an unknown number of breaks that may be located at different dates for different individuals. We derive the limiting distribution of the test and conduct a small Monte Carlo study to investigate its finite sample properties. In our empirical application to the solvency of the current account, we find evidence of cointegration between saving and investment once a level break is accommodated. © Blackwell Publishing Ltd, 2006.

A panel CUSUM test of the null of cointegration

This paper proposes a simple residual-based panel CUSUM test of the null hypothesis of cointegration. The test has a limiting normal distribution that is free of nuisance parameters, it is robust to heteroskedasticity and it allows for mixtures of cointegrated and spurious alternatives. Our Monte Carlo results suggest that the test has small-size distortions and reasonable power. In our empirical application to international R&D spillovers, we present evidence suggesting that total factor productivity is heterogeneously cointegrated with foreign and domestic R&D capital stocks. © Blackwell Publishing Ltd, 2005.

Feasible estimation in cointegrated panels

In this paper we propose a simple procedure for data dependent determination of the number of lags and leads to use in feasible estimation of cointegrated panel regressions. Results from Monte Carlo simulations suggests that the feasible estimators considered enjoys excellent precision in terms of root mean squared error and reasonable power with effective size hovering close to the nominal level. The good performance of the feasible estimators is verified empirically through an application to the long run money demand.

Sequence-dependent structure/function relationships of catalytic peptide-enabled gold nanoparticles generated under ambient synthetic conditions

Peptide-enabled nanoparticle (NP) synthesis routes can create and/or assemble functional nanomaterials under environmentally friendly conditions, with properties dictated by complex interactions at the biotic/abiotic interface. Manipulation of this interface through sequence modification can provide the capability for material properties to be tailored to create enhanced materials for energy, catalysis, and sensing applications. Fully realizing the potential of these materials requires a comprehensive understanding of sequence-dependent structure/function relationships that is presently lacking. In this work, the atomic-scale structures of a series of peptide-capped Au NPs are determined using a combination of atomic pair distribution function analysis of high-energy X-ray diffraction data and advanced molecular dynamics (MD) simulations. The Au NPs produced with different peptide sequences exhibit varying degrees of catalytic activity for the exemplar reaction 4-nitrophenol reduction. The experimentally derived atomic-scale NP configurations reveal sequence-dependent differences in structural order at the NP surface. Replica exchange with solute-tempering MD simulations are then used to predict the morphology of the peptide overlayer on these Au NPs and identify factors determining the structure/catalytic properties relationship. We show that the amount of exposed Au surface, the underlying surface structural disorder, and the interaction strength of the peptide with the Au surface all influence catalytic performance. A simplified computational prediction of catalytic performance is developed that can potentially serve as a screening tool for future studies. Our approach provides a platform for broadening the analysis of catalytic peptide-enabled metallic NP systems, potentially allowing for the development of rational design rules for property enhancement.

Incorporating wind power forecast uncertainties into stochastic unit commitment using neural network-based prediction intervals

Penetration of renewable energy resources, such as wind and solar power, into power systems significantly increases the uncertainties on system operation, stability, and reliability in smart grids. In this paper, the nonparametric neural network-based prediction intervals (PIs) are implemented for forecast uncertainty quantification. Instead of a single level PI, wind power forecast uncertainties are represented in a list of PIs. These PIs are then decomposed into quantiles of wind power. A new scenario generation method is proposed to handle wind power forecast uncertainties. For each hour, an empirical cumulative distribution function (ECDF) is fitted to these quantile points. The Monte Carlo simulation method is used to generate scenarios from the ECDF. Then the wind power scenarios are incorporated into a stochastic security-constrained unit commitment (SCUC) model. The heuristic genetic algorithm is utilized to solve the stochastic SCUC problem. Five deterministic and four stochastic case studies incorporated with interval forecasts of wind power are implemented. The results of these cases are presented and discussed together. Generation costs, and the scheduled and real-time economic dispatch reserves of different unit commitment strategies are compared. The experimental results show that the stochastic model is more robust than deterministic ones and, thus, decreases the risk in system operations of smart grids.

Integrating acoustic telemetry into mark-recapture models to improve the precision of apparent survival and abundance estimates

Capture-mark-recapture models are useful tools for estimating demographic parameters but often result in low precision when recapture rates are low. Low recapture rates are typical in many study systems including fishing-based studies. Incorporating auxiliary data into the models can improve precision and in some cases enable parameter estimation. Here, we present a novel application of acoustic telemetry for the estimation of apparent survival and abundance within capture-mark-recapture analysis using open population models. Our case study is based on simultaneously collecting longline fishing and acoustic telemetry data for a large mobile apex predator, the broadnose sevengill shark (Notorhynchus cepedianus), at a coastal site in Tasmania, Australia. Cormack-Jolly-Seber models showed that longline data alone had very low recapture rates while acoustic telemetry data for the same time period resulted in at least tenfold higher recapture rates. The apparent survival estimates were similar for the two datasets but the acoustic telemetry data showed much greater precision and enabled apparent survival parameter estimation for one dataset, which was inestimable using fishing data alone. Combined acoustic telemetry and longline data were incorporated into Jolly-Seber models using a Monte Carlo simulation approach. Abundance estimates were comparable to those with longline data only; however, the inclusion of acoustic telemetry data increased precision in the estimates. We conclude that acoustic telemetry is a useful tool for incorporating in capture-mark-recapture studies in the marine environment. Future studies should consider the application of acoustic telemetry within this framework when setting up the study design and sampling program.

Describing human finger flexibility via reachable subspaces

In recent years, the reachable space concept has attracted the attention of many researchers as a mean of describing finger flexibility. Existing approaches such as exhaustive scanning or Monte Carlo methods to obtain the reachable space are resource-hungry techniques. In this paper, we introduce a novel approach to determine and quantify the reachable space of the finger. The approach was developed around a set of formulae determining the boundary of the reachable space. The Monte Carlo simulation is proposed to estimate the capacity of the reachable space. Using the new technique, reachable spaces can be visualised and quantified in order to effectively compare the functionality of different subjects and their therapeutic status. The performance of the proposed method was evaluated against the kinematic feed-forward approach. The computational cost to obtain the reachable space is significantly less than the standard kinematic feed-forward approach due to exclusive description of the reachable space boundary, unique to the proposed approach.