Effects of microstructure, temperature and R-ratio on fatigue crack propagation and threshold behaviour in two Ni-base alloys

Fatigue crack propagation and threshold data for two Ni-base alloys, Astroloy and Nimonic 901, are reported. At room temperature the effect which altering the load ratio (R-ratio) has on fatigue behaviour is strongly dependent on grain size. In the coarse grained microstructures crack growth rates increase and threshold values decrease markedly as R rises from 0. 1 to 0. 8, whereas only small changes in behaviour occur in fine grained material. In Astroloy, when strength level and gamma grain size are kept constant, there is very little effect of processing route and gamma prime distribution on room temperature threshold and crack propagation results. The dominant microstructural effect on this type of fatigue behaviour is the matrix ( gamma ) grain size itself.

Vegetation:environment relationships and water management in Shark Slough, Everglades National Park

The hydrologic regime of Shark Slough, the most extensive long hydroperiod marsh in Everglades National Park, is largely controlled by the location, volume, and timing of water delivered to it through several control structures from Water Conservation Areas north of the Park. Where natural or anthropogenic barriers to water flow are present, water management practices in this highly regulated system may result in an uneven distribution of water in the marsh, which may impact regional vegetation patterns. In this paper, we use data from 569 sampling locations along five cross-Slough transects to examine regional vegetation distribution, and to test and describe the association of marsh vegetation with several hydrologic and edaphic parameters. Analysis of vegetation:environment relationships yielded estimates of both mean and variance in soil depth, as well as annual hydroperiod, mean water depth, and 30-day maximum water depth within each cover type during the 1990’s. We found that rank abundances of the three major marsh cover types (Tall Sawgrass, Sparse Sawgrass, and Spikerush Marsh) were identical in all portions of Shark Slough, but regional trends in the relative abundance of individual communities were present. Analysis also indicated clear and consistent differences in the hydrologic regime of three marsh cover types, with hydroperiod and water depths increasing in the order Tall Sawgrass , Sparse Sawgrass , Spikerush Marsh. In contrast, soil depth decreased in the same order. Locally, these differences were quite subtle; within a management unit of Shark Slough, mean annual values for the two water depth parameters varied less than 15 cm among types, and hydroperiods varied by 65 days or less. More significantly, regional variation in hydrology equaled or exceeded the variation attributable to cover type within a small area. For instance, estimated hydroperiods for Tall Sawgrass in Northern Shark Slough were longer than for Spikerush Marsh in any of the other regions. Although some of this regional variation may reflect a natural gradient within the Slough, a large proportion is the result of compartmentalization due to current water management practices within the marsh.We conclude that hydroperiod or water depth are the most important influences on vegetation within management units, and attribute larger scale differences in vegetation pattern to the interactions among soil development, hydrology and fire regime in this pivotal portion of Everglades.

Soil Line and Simple Ratio

Resources created at the University of Southampton for the module Remote Sensing for Earth Observation

Accelerated leap methods for simulating discrete stochastic chemical kinetics

Biologists are increasingly conscious of the critical role that noise plays in cellular functions such as genetic regulation, often in connection with fluctuations in small numbers of key regulatory molecules. This has inspired the development of models that capture this fundamentally discrete and stochastic nature of cellular biology - most notably the Gillespie stochastic simulation algorithm (SSA). The SSA simulates a temporally homogeneous, discrete-state, continuous-time Markov process, and of course the corresponding probabilities and numbers of each molecular species must all remain positive. While accurately serving this purpose, the SSA can be computationally inefficient due to very small time stepping so faster approximations such as the Poisson and Binomial τ-leap methods have been suggested. This work places these leap methods in the context of numerical methods for the solution of stochastic differential equations (SDEs) driven by Poisson noise. This allows analogues of Euler-Maruyuma, Milstein and even higher order methods to be developed through the Itô-Taylor expansions as well as similar derivative-free Runge-Kutta approaches. Numerical results demonstrate that these novel methods compare favourably with existing techniques for simulating biochemical reactions by more accurately capturing crucial properties such as the mean and variance than existing methods.

Robust multidisciplinary UAS design optimisation

There are many applications in aeronautical/aerospace engineering where some values of the design parameters states cannot be provided or determined accurately. These values can be related to the geometry(wingspan, length, angles) and or to operational flight conditions that vary due to the presence of uncertainty parameters (Mach, angle of attack, air density and temperature, etc.). These uncertainty design parameters cannot be ignored in engineering design and must be taken into the optimisation task to produce more realistic and reliable solutions. In this paper, a robust/uncertainty design method with statistical constraints is introduced to produce a set of reliable solutions which have high performance and low sensitivity. Robust design concept coupled with Multi Objective Evolutionary Algorithms (MOEAs) is defined by applying two statistical sampling formulas; mean and variance/standard deviation associated with the optimisation fitness/objective functions. The methodology is based on a canonical evolution strategy and incorporates the concepts of hierarchical topology, parallel computing and asynchronous evaluation. It is implemented for two practical Unmanned Aerial System (UAS) design problems; the flrst case considers robust multi-objective (single disciplinary: aerodynamics) design optimisation and the second considers a robust multidisciplinary (aero structures) design optimisation. Numerical results show that the solutions obtained by the robust design method with statistical constraints have a more reliable performance and sensitivity in both aerodynamics and structures when compared to the baseline design.

Parameterizing Unconditional Skewness in Models for Financial Time Series

In this paper we consider the third-moment structure of a class of time series models. It is often argued that the marginal distribution of financial time series such as returns is skewed. Therefore it is of importance to know what properties a model should possess if it is to accommodate unconditional skewness. We consider modeling the unconditional mean and variance using models that respond nonlinearly or asymmetrically to shocks. We investigate the implications of these models on the third-moment structure of the marginal distribution as well as conditions under which the unconditional distribution exhibits skewness and nonzero third-order autocovariance structure. In this respect, an asymmetric or nonlinear specification of the conditional mean is found to be of greater importance than the properties of the conditional variance. Several examples are discussed and, whenever possible, explicit analytical expressions provided for all third-order moments and cross-moments. Finally, we introduce a new tool, the shock impact curve, for investigating the impact of shocks on the conditional mean squared error of return series.

Performability of automated manufacturing systems with centralized material handling

We present a framework for performance evaluation of manufacturing systems subject to failure and repair. In particular, we determine the mean and variance of accumulated production over a specified time frame and show the usefulness of these results in system design and in evaluating operational policies for manufacturing systems. We extend this analysis for lead time as well. A detailed performability study is carried out for the generic model of a manufacturing system with centralized material handling. Several numerical results are presented, and the relevance of performability analysis in resolving system design issues is highlighted. Specific problems addressed include computing the distribution of total production over a shift period, determining the shift length necessary to deliver a given production target with a desired probability, and obtaining the distribution of Manufacturing Lead Time, all in the face of potential subsystem failures.

Correction for Bias in Downscaling GCM Simulations for Hydrologic Impact Assessment

In a statistical downscaling model, it is important to remove the bias of General Circulations Model (GCM) outputs resulting from various assumptions about the geophysical processes. One conventional method for correcting such bias is standardisation, which is used prior to statistical downscaling to reduce systematic bias in the mean and variances of GCM predictors relative to the observations or National Centre for Environmental Prediction/ National Centre for Atmospheric Research (NCEP/NCAR) reanalysis data. A major drawback of standardisation is that it may reduce the bias in the mean and variance of the predictor variable but it is much harder to accommodate the bias in large-scale patterns of atmospheric circulation in GCMs (e.g. shifts in the dominant storm track relative to observed data) or unrealistic inter-variable relationships. While predicting hydrologic scenarios, such uncorrected bias should be taken care of; otherwise it will propagate in the computations for subsequent years. A statistical method based on equi-probability transformation is applied in this study after downscaling, to remove the bias from the predicted hydrologic variable relative to the observed hydrologic variable for a baseline period. The model is applied in prediction of monsoon stream flow of Mahanadi River in India, from GCM generated large scale climatological data.

Delay optimal scheduling of a discrete-time batch service queue for point-to-point channel code rate selection

We consider the problem of characterizing the minimum average delay, or equivalently the minimum average queue length, of message symbols randomly arriving to the transmitter queue of a point-to-point link which dynamically selects a (n, k) block code from a given collection. The system is modeled by a discrete time queue with an IID batch arrival process and batch service. We obtain a lower bound on the minimum average queue length, which is the optimal value for a linear program, using only the mean (λ) and variance (σ2) of the batch arrivals. For a finite collection of (n, k) codes the minimum achievable average queue length is shown to be Θ(1/ε) as ε ↓ 0 where ε is the difference between the maximum code rate and λ. We obtain a sufficient condition for code rate selection policies to achieve this optimal growth rate. A simple family of policies that use only one block code each as well as two other heuristic policies are shown to be weakly optimal in the sense of achieving the 1/ε growth rate. An appropriate selection from the family of policies that use only one block code each is also shown to achieve the optimal coefficient σ2/2 of the 1/ε growth rate. We compare the performance of the heuristic policies with the minimum achievable average queue length and the lower bound numerically. For a countable collection of (n, k) codes, the optimal average queue length is shown to be Ω(1/ε). We illustrate the selectivity among policies of the growth rate optimality criterion for both finite and countable collections of (n, k) block codes.

Eye-hand coordination during a double-step task: evidence for a common stochastic accumulator

Many studies of reaching and pointing have shown significant spatial and temporal correlations between eye and hand movements. Nevertheless, it remains unclear whether these correlations are incidental, arising from common inputs (independent model); whether these correlations represent an interaction between otherwise independent eye and hand systems (interactive model); or whether these correlations arise from a single dedicated eye-hand system (common command model). Subjects were instructed to redirect gaze and pointing movements in a double-step task in an attempt to decouple eye-hand movements and causally distinguish between the three architectures. We used a drift-diffusion framework in the context of a race model, which has been previously used to explain redirect behavior for eye and hand movements separately, to predict the pattern of eye-hand decoupling. We found that the common command architecture could best explain the observed frequency of different eye and hand response patterns to the target step. A common stochastic accumulator for eye-hand coordination also predicts comparable variances, despite significant difference in the means of the eye and hand reaction time (RT) distributions, which we tested. Consistent with this prediction, we observed that the variances of the eye and hand RTs were similar, despite much larger hand RTs (similar to 90 ms). Moreover, changes in mean eye RTs, which also increased eye RT variance, produced a similar increase in mean and variance of the associated hand RT. Taken together, these data suggest that a dedicated circuit underlies coordinated eye-hand planning.

Hydrologic variability related to El Nino in the Pacific Northwest [abstract]

A preliminary statistical analysis was undertaken to evaluate whether the effect of El Nino events is apparent in variables related to hydrologic behavior. Annual precipitation, temperature and streamflow were used for three locations in Oregon representing coastal, Willamette Valley/Cascade and eastern Oregon regions. The mean and variance for periods of El Nino occurrence vs. those with no El Nino were computed. Numerical differences were observed but were not consistent across all stations. The coastal area showed a decrease in mean precipitation and increase in mean streamflow during El Nino events. Other stations showed a positive increase in mean for both precipitation and streamflow for El Nino events. Variance of precipitation was greater in the coastal area but smaller in other areas and vice versa for streamflow during El Nino events. Statistical analyses indicated no significant differences of means, variances or distributions using nonparametric tests for El Nino vs. non-El Nino series.

Know thy neighbour: A normative theory of synaptic depression

Synapses exhibit an extraordinary degree of short-term malleability, with release probabilities and effective synaptic strengths changing markedly over multiple timescales. From the perspective of a fixed computational operation in a network, this seems like a most unacceptable degree of added variability. We suggest an alternative theory according to which short-term synaptic plasticity plays a normatively-justifiable role. This theory starts from the commonplace observation that the spiking of a neuron is an incomplete, digital, report of the analog quantity that contains all the critical information, namely its membrane potential. We suggest that a synapse solves the inverse problem of estimating the pre-synaptic membrane potential from the spikes it receives, acting as a recursive filter. We show that the dynamics of short-term synaptic depression closely resemble those required for optimal filtering, and that they indeed support high quality estimation. Under this account, the local postsynaptic potential and the level of synaptic resources track the (scaled) mean and variance of the estimated presynaptic membrane potential. We make experimentally testable predictions for how the statistics of subthreshold membrane potential fluctuations and the form of spiking non-linearity should be related to the properties of short-term plasticity in any particular cell type.

Linear gaussian computations for near-exact Bayesian Monte Carlo inference in skewed alpha-stable time series models

In this paper we study parameter estimation for time series with asymmetric α-stable innovations. The proposed methods use a Poisson sum series representation (PSSR) for the asymmetric α-stable noise to express the process in a conditionally Gaussian framework. That allows us to implement Bayesian parameter estimation using Markov chain Monte Carlo (MCMC) methods. We further enhance the series representation by introducing a novel approximation of the series residual terms in which we are able to characterise the mean and variance of the approximation. Simulations illustrate the proposed framework applied to linear time series, estimating the model parameter values and model order P for an autoregressive (AR(P)) model driven by asymmetric α-stable innovations. © 2012 IEEE.

基于图像统计信息的去椒盐噪声算法

提出了一种基于图像统计信息的去椒盐噪声算法。该方法利用图像中心像素邻域的均值和方差来消除图像中椒盐噪声的影响。首先给出了这种算法的基本原理和实现,然后分别应用中值滤波算法、自适应中值滤波算法以及该算法对有椒盐噪声污染的图像进行滤波,并对实验结果进行比较和分析。实验结果表明,该方法不仅能够消除椒盐噪声,而且能够保持图像的特征信息。最后,对这种算法复杂度也进行了计算分析,并将其和中值滤波算法以及自适应中值滤波算法的复杂度进行了比较,证明该算法比中值滤波算法以及自适应中值滤波算法的复杂度低。

Prediction in dynamic models with time-dependent conditional variances

This paper considers forecasting the conditional mean and variance from a single-equation dynamic model with autocorrelated disturbances following an ARMA process, and innovations with time-dependent conditional heteroskedasticity as represented by a linear GARCH process. Expressions for the minimum MSE predictor and the conditional MSE are presented. We also derive the formula for all the theoretical moments of the prediction error distribution from a general dynamic model with GARCH(1, 1) innovations. These results are then used in the construction of ex ante prediction confidence intervals by means of the Cornish-Fisher asymptotic expansion. An empirical example relating to the uncertainty of the expected depreciation of foreign exchange rates illustrates the usefulness of the results. © 1992.