A new long-term lifetime distribution induced by a latent complementary risk framework

In this paper, we proposed a new three-parameter long-term lifetime distribution induced by a latent complementary risk framework with decreasing, increasing and unimodal hazard function, the long-term complementary exponential geometric distribution. The new distribution arises from latent competing risk scenarios, where the lifetime associated scenario, with a particular risk, is not observable, rather we observe only the maximum lifetime value among all risks, and the presence of long-term survival. The properties of the proposed distribution are discussed, including its probability density function and explicit algebraic formulas for its reliability, hazard and quantile functions and order statistics. The parameter estimation is based on the usual maximum-likelihood approach. A simulation study assesses the performance of the estimation procedure. We compare the new distribution with its particular cases, as well as with the long-term Weibull distribution on three real data sets, observing its potential and competitiveness in comparison with some usual long-term lifetime distributions.

The McDonald inverted beta distribution

We introduce a five-parameter continuous model, called the McDonald inverted beta distribution, to extend the two-parameter inverted beta distribution and provide new four- and three-parameter sub-models. We give a mathematical treatment of the new distribution including expansions for the density function, moments, generating and quantile functions, mean deviations, entropy and reliability. The model parameters are estimated by maximum likelihood and the observed information matrix is derived. An application of the new model to real data shows that it can give consistently a better fit than other important lifetime models. (C) 2012 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

Probing the cosmic distance-duality relation with the Sunyaev-Zel'dovich effect, X-ray observations and supernovae Ia

Context. The angular diameter distances toward galaxy clusters can be determined with measurements of Sunyaev-Zel'dovich effect and X-ray surface brightness combined with the validity of the distance-duality relation, D-L(z)(1 + z)(2)/D-A(z) = 1, where D-L(z) and D-A(z) are, respectively, the luminosity and angular diameter distances. This combination enables us to probe galaxy cluster physics or even to test the validity of the distance-duality relation itself. Aims. We explore these possibilities based on two different, but complementary approaches. Firstly, in order to constrain the possible galaxy cluster morphologies, the validity of the distance-duality relation (DD relation) is assumed in the Lambda CDM framework (WMAP7). Secondly, by adopting a cosmological-model-independent test, we directly confront the angular diameters from galaxy clusters with two supernovae Ia (SNe Ia) subsamples (carefully chosen to coincide with the cluster positions). The influence of the different SNe Ia light-curve fitters in the previous analysis are also discussed. Methods. We assumed that eta is a function of the redshift parametrized by two different relations: eta(z) = 1 +eta(0)z, and eta(z) = 1 + eta(0)z/(1 + z), where eta(0) is a constant parameter quantifying the possible departure from the strict validity of the DD relation. In order to determine the probability density function (PDF) of eta(0), we considered the angular diameter distances from galaxy clusters recently studied by two different groups by assuming elliptical and spherical isothermal beta models and spherical non-isothermal beta model. The strict validity of the DD relation will occur only if the maximum value of eta(0) PDF is centered on eta(0) = 0. Results. For both approaches we find that the elliptical beta model agrees with the distance-duality relation, whereas the non-isothermal spherical description is, in the best scenario, only marginally compatible. We find that the two-light curve fitters (SALT2 and MLCS2K2) present a statistically significant conflict, and a joint analysis involving the different approaches suggests that clusters are endowed with an elliptical geometry as previously assumed. Conclusions. The statistical analysis presented here provides new evidence that the true geometry of clusters is elliptical. In principle, it is remarkable that a local property such as the geometry of galaxy clusters might be constrained by a global argument like the one provided by the cosmological distance-duality relation.

Design methodology of piezoelectric energy-harvesting skin using topology optimization

Abstract This paper describes a design methodology for piezoelectric energy harvester s that thinly encapsulate the mechanical devices and expl oit resonances from higher- order vibrational modes. The direction of polarization determines the sign of the pi ezoelectric tensor to avoid cancellations of electric fields from opposite polarizations in the same circuit. The resultant modified equations of state are solved by finite element method (FEM). Com- bining this method with the solid isotropic material with penalization (SIMP) method for piezoelectric material, we have developed an optimization methodology that optimizes the piezoelectric material layout and polarization direc- tion. Updating the density function of the SIMP method is performed based on sensitivity analysis, the sequen- tial linear programming on the early stage of the opti- mization, and the phase field method on the latter stage

Non-Markovian stochastic processes and their applications: from anomalous diffusion to time series analysis

This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.

Fault detection in rotating machines by vibration signal processing techniques

Machines with moving parts give rise to vibrations and consequently noise. The setting up and the status of each machine yield to a peculiar vibration signature. Therefore, a change in the vibration signature, due to a change in the machine state, can be used to detect incipient defects before they become critical. This is the goal of condition monitoring, in which the informations obtained from a machine signature are used in order to detect faults at an early stage. There are a large number of signal processing techniques that can be used in order to extract interesting information from a measured vibration signal. This study seeks to detect rotating machine defects using a range of techniques including synchronous time averaging, Hilbert transform-based demodulation, continuous wavelet transform, Wigner-Ville distribution and spectral correlation density function. The detection and the diagnostic capability of these techniques are discussed and compared on the basis of experimental results concerning gear tooth faults, i.e. fatigue crack at the tooth root and tooth spalls of different sizes, as well as assembly faults in diesel engine. Moreover, the sensitivity to fault severity is assessed by the application of these signal processing techniques to gear tooth faults of different sizes.

Dichteschätzung mit Wavelets

Es soll eine Dichtefunktion geschätzt werden unter der Modellannahme, dass diese in einer geeigneten Besovklasse liegt und kompakten Träger hat. Hierzu wird ein Waveletschätzer TW näher untersucht, der Thresholding-Methoden verwendet. Es wird die asymptotische Konvergenzgeschwindigkeit von TW für eine große Zahl von Beobachtungen angegeben und bewiesen. Schließlich werden in einem Überblick weitere Waveletschätzer diskutiert und mit TW verglichen. Es zeigt sich, dass TW in vielen Modellannahmen die optimale Konvergenzrate erreicht.

Studies of pure rotational spectra of isolated molecules and molecular adducts using pulsed jet Fourier transform microwave (PJ-FTM) spectroscopy

This thesis focuses on studying molecular structure and internal dynamics by using pulsed jet Fourier transform microwave (PJ-FTMW) spectroscopy combined with theoretical calculations. Several kinds of interesting chemical problems are investigated by analyzing the MW spectra of the corresponding molecular systems. First, the general aspects of rotational spectroscopy are summarized, and then the basic theory on molecular rotation and experimental method are described briefly. ab initio and density function theory (DFT) calculations that used in this thesis to assist the assignment of rotational spectrum are also included. From chapter 3 to chapter 8, several molecular systems concerning different kind of general chemical problems are presented. In chapter 3, the conformation and internal motions of dimethyl sulfate are reported. The internal rotations of the two methyl groups split each rotational transition into several components line, allowing for the determination of accurate values of the V3 barrier height to internal rotation and of the orientation of the methyl groups with respect to the principal axis system. In chapter 4 and 5, the results concerning two kinds of carboxylic acid bi-molecules, formed via two strong hydrogen bonds, are presented. This kind of adduct is interesting also because a double proton transfer can easily take place, connecting either two equivalent or two non-equivalent molecular conformations. Chapter 6 concerns a medium strong hydrogen bonded molecular complex of alcohol with ether. The dimer of ethanol-dimethylether was chosen as the model system for this purpose. Chapter 7 focuses on weak halogen…H hydrogen bond interaction. The nature of O-H…F and C-H…Cl interaction has been discussed through analyzing the rotational spectra of CH3CHClF/H2O. In chapter 8, two molecular complexes concerning the halogen bond interaction are presented.

Spatial and temporal characterisation of ground deformation recorded by geodetic techniques

A critical point in the analysis of ground displacements time series is the development of data driven methods that allow the different sources that generate the observed displacements to be discerned and characterised. A widely used multivariate statistical technique is the Principal Component Analysis (PCA), which allows reducing the dimensionality of the data space maintaining most of the variance of the dataset explained. Anyway, PCA does not perform well in finding the solution to the so-called Blind Source Separation (BSS) problem, i.e. in recovering and separating the original sources that generated the observed data. This is mainly due to the assumptions on which PCA relies: it looks for a new Euclidean space where the projected data are uncorrelated. The Independent Component Analysis (ICA) is a popular technique adopted to approach this problem. However, the independence condition is not easy to impose, and it is often necessary to introduce some approximations. To work around this problem, I use a variational bayesian ICA (vbICA) method, which models the probability density function (pdf) of each source signal using a mix of Gaussian distributions. This technique allows for more flexibility in the description of the pdf of the sources, giving a more reliable estimate of them. Here I present the application of the vbICA technique to GPS position time series. First, I use vbICA on synthetic data that simulate a seismic cycle (interseismic + coseismic + postseismic + seasonal + noise) and a volcanic source, and I study the ability of the algorithm to recover the original (known) sources of deformation. Secondly, I apply vbICA to different tectonically active scenarios, such as the 2009 L'Aquila (central Italy) earthquake, the 2012 Emilia (northern Italy) seismic sequence, and the 2006 Guerrero (Mexico) Slow Slip Event (SSE).

Orthogonal gamma-based expansions for volatility option prices under jump-diffusion dynamics

In my work I derive closed-form pricing formulas for volatility based options by suitably approximating the volatility process risk-neutral density function. I exploit and adapt the idea, which stands behind popular techniques already employed in the context of equity options such as Edgeworth and Gram-Charlier expansions, of approximating the underlying process as a sum of some particular polynomials weighted by a kernel, which is typically a Gaussian distribution. I propose instead a Gamma kernel to adapt the methodology to the context of volatility options. VIX vanilla options closed-form pricing formulas are derived and their accuracy is tested for the Heston model (1993) as well as for the jump-diffusion SVJJ model proposed by Duffie et al. (2000).

Fading pdf of free-space optical communication system with pointing error

A free-space optical (FSO) laser communication system with perfect fast-tracking experiences random power fading due to atmospheric turbulence. For a FSO communication system without fast-tracking or with imperfect fast-tracking, the fading probability density function (pdf) is also affected by the pointing error. In this thesis, the overall fading pdfs of FSO communication system with pointing errors are calculated using an analytical method based on the fast-tracked on-axis and off-axis fading pdfs and the fast-tracked beam profile of a turbulence channel. The overall fading pdf is firstly studied for the FSO communication system with collimated laser beam. Large-scale numerical wave-optics simulations are performed to verify the analytically calculated fading pdf with collimated beam under various turbulence channels and pointing errors. The calculated overall fading pdfs are almost identical to the directly simulated fading pdfs. The calculated overall fading pdfs are also compared with the gamma-gamma (GG) and the log-normal (LN) fading pdf models. They fit better than both the GG and LN fading pdf models under different receiver aperture sizes in all the studied cases. Further, the analytical method is expanded to the FSO communication system with beam diverging angle case. It is shown that the gamma pdf model is still valid for the fast-tracked on-axis and off-axis fading pdfs with point-like receiver aperture when the laser beam is propagated with beam diverging angle. Large-scale numerical wave-optics simulations prove that the analytically calculated fading pdfs perfectly fit the overall fading pdfs for both focused and diverged beam cases. The influence of the fast-tracked on-axis and off-axis fading pdfs, the fast-tracked beam profile, and the pointing error on the overall fading pdf is also discussed. At last, the analytical method is compared with the previous heuristic fading pdf models proposed since 1970s. Although some of previously proposed fading pdf models provide close fit to the experiment and simulation data, these close fits only exist under particular conditions. Only analytical method shows accurate fit to the directly simulated fading pdfs under different turbulence strength, propagation distances, receiver aperture sizes and pointing errors.

Statistics of the received power for free space optical channels

Free space optical (FSO) communication links can experience extreme signal degradation due to atmospheric turbulence induced spatial and temporal irradiance fuctuations (scintillation) in the laser wavefront. In addition, turbulence can cause the laser beam centroid to wander resulting in power fading, and sometimes complete loss of the signal. Spreading of the laser beam and jitter are also artifacts of atmospheric turbulence. To accurately predict the signal fading that occurs in a laser communication system and to get a true picture of how this affects crucial performance parameters like bit error rate (BER) it is important to analyze the probability density function (PDF) of the integrated irradiance fuctuations at the receiver. In addition, it is desirable to find a theoretical distribution that accurately models these ?uctuations under all propagation conditions. The PDF of integrated irradiance fuctuations is calculated from numerical wave-optic simulations of a laser after propagating through atmospheric turbulence to investigate the evolution of the distribution as the aperture diameter is increased. The simulation data distribution is compared to theoretical gamma-gamma and lognormal PDF models under a variety of scintillation regimes from weak to very strong. Our results show that the gamma-gamma PDF provides a good fit to the simulated data distribution for all aperture sizes studied from weak through moderate scintillation. In strong scintillation, the gamma-gamma PDF is a better fit to the distribution for point-like apertures and the lognormal PDF is a better fit for apertures the size of the atmospheric spatial coherence radius ρ0 or larger. In addition, the PDF of received power from a Gaussian laser beam, which has been adaptively compensated at the transmitter before propagation to the receiver of a FSO link in the moderate scintillation regime is investigated. The complexity of the adaptive optics (AO) system is increased in order to investigate the changes in the distribution of the received power and how this affects the BER. For the 10 km link, due to the non-reciprocal nature of the propagation path the optimal beam to transmit is unknown. These results show that a low-order level of complexity in the AO provides a better estimate for the optimal beam to transmit than a higher order for non-reciprocal paths. For the 20 km link distance it was found that, although minimal, all AO complexity levels provided an equivalent improvement in BER and that no AO complexity provided the correction needed for the optimal beam to transmit. Finally, the temporal power spectral density of received power from a FSO communication link is investigated. Simulated and experimental results for the coherence time calculated from the temporal correlation function are presented. Results for both simulation and experimental data show that the coherence time increases as the receiving aperture diameter increases. For finite apertures the coherence time increases as the communication link distance is increased. We conjecture that this is due to the increasing speckle size within the pupil plane of the receiving aperture for an increasing link distance.

A study of acoustic emission technique for concrete damage detection

The Acoustic emission (AE) technique, as one of non-intrusive and nondestructive evaluation techniques, acquires and analyzes the signals emitting from deformation or fracture of materials/structures under service loading. The AE technique has been successfully applied in damage detection in various materials such as metal, alloy, concrete, polymers and other composite materials. In this study, the AE technique was used for detecting crack behavior within concrete specimens under mechanical and environmental frost loadings. The instrumentations of the AE system used in this study include a low-frequency AE sensor, a computer-based data acquisition device and a preamplifier linking the AE sensor and the data acquisition device. The AE system purchased from Mistras Group was used in this study. The AE technique was applied to detect damage with the following laboratory tests: the pencil lead test, the mechanical three-point single-edge notched beam bending (SEB) test, and the freeze-thaw damage test. Firstly, the pencil lead test was conducted to verify the attenuation phenomenon of AE signals through concrete materials. The value of attenuation was also quantified. Also, the obtained signals indicated that this AE system was properly setup to detect damage in concrete. Secondly, the SEB test with lab-prepared concrete beam was conducted by employing Mechanical Testing System (MTS) and AE system. The cumulative AE events and the measured loading curves, which both used the crack-tip open displacement (CTOD) as the horizontal coordinate, were plotted. It was found that the detected AE events were qualitatively correlated with the global force-displacement behavior of the specimen. The Weibull distribution was vii proposed to quantitatively describe the rupture probability density function. The linear regression analysis was conducted to calibrate the Weibull distribution parameters with detected AE signals and to predict the rupture probability as a function of CTOD for the specimen. Finally, the controlled concrete freeze-thaw cyclic tests were designed and the AE technique was planned to investigate the internal frost damage process of concrete specimens.

3G network traffic sources measurement and analysis

In this paper, we show statistical analyses of several types of traffic sources in a 3G network, namely voice, video and data sources. For each traffic source type, measurements were collected in order to, on the one hand, gain better understanding of the statistical characteristics of the sources and, on the other hand, enable forecasting traffic behaviour in the network. The latter can be used to estimate service times and quality of service parameters. The probability density function, mean, variance, mean square deviation, skewness and kurtosis of the interarrival times are estimated by Wolfram Mathematica and Crystal Ball statistical tools. Based on evaluation of packet interarrival times, we show how the gamma distribution can be used in network simulations and in evaluation of available capacity in opportunistic systems. As a result, from our analyses, shape and scale parameters of gamma distribution are generated. Data can be applied also in dynamic network configuration in order to avoid potential network congestions or overflows. Copyright © 2013 John Wiley & Sons, Ltd.

Modelos determinístico y probabilístico para la estimación de la carga de nitratos en una cuenca rural

En este trabajo se desarrolló un modelo probabilístico que utiliza la teoría de la función de densidad de probabilidades derivada para estimar la carga media anual de nitratos transportada por el escurrimiento superficial, utilizando una relación funcional entre el escurrimiento y la carga de nitratos. El modelo determinístico hidrológico y de calidad de agua denominado Simulator for Water Resources in Rural Basins - Water Quality (SWRRB-WQ) fue utilizado para estimar la carga de nitratos en el escurrimiento superficial. Este modelo emplea como variable de entrada la precipitación diaria observada en la Estación del Aeropuerto de Olavarría durante el período 1988 a 2002. Para la calibración del modelo se aplicó una nueva metodología que estima la incertidumbre en los valores observados. Ambos modelos probabilístico y determinístico se aplican en una subcuenca rural del arroyo Tapalqué (provincia de Buenos Aires, Argentina) y finalmente se comparan los valores de la carga de nitratos estimados con los dos modelos con las observaciones realizadas en la sección del arroyo motivo de este estudio. Los resultados muestran que la carga media de nitratos obtenida con el modelo probabilístico es del mismo orden de magnitud que los valores medios observados y estimados con el modelo hidrológico y de calidad de agua SWRRB-WQ.