Nonparametric Identication and Structural Estimation of Auction Models

Thesis (Ph.D.)--University of Washington, 2016-06

Using the canonical modelling approach to simplify the simulation of function in functional-structural plant models

Functional-structural plant models that include detailed mechanistic representation of underlying physiological processes can be expensive to construct and the resulting models can also be extremely complicated. On the other hand, purely empirical models are not able to simulate plant adaptability and response to different conditions. In this paper, we present an intermediate approach to modelling plant function that can simulate plant response without requiring detailed knowledge of underlying physiology. Plant function is modelled using a 'canonical' modelling approach, which uses compartment models with flux functions of a standard mathematical form, while plant structure is modelled using L-systems. Two modelling examples are used to demonstrate that canonical modelling can be used in conjunction with L-systems to create functional-structural plant models where function is represented either in an accurate and descriptive way, or in a more mechanistic and explanatory way. We conclude that canonical modelling provides a useful, flexible and relatively simple approach to modelling plant function at an intermediate level of abstraction.

New Knowledge Obtaining in Structural-predicate Models of Knowledge

An effective mathematical method of new knowledge obtaining on the structure of complex objects with required properties is developed. The method comprehensively takes into account information on the properties and relations of primary objects, composing the complex objects. It is based on measurement of distances between the predicate groups with some interpretation of them. The optimal measure for measurement of these distances with the maximal discernibleness of different groups of predicates is constructed. The method is tested on solution of the problem of obtaining of new compound with electro-optical properties.

Using structural equation modeling to assess two theoretical models that explain dropout

This study evaluated the relative fit of both Finn's (1989) Participation-Identification and Wehlage, Rutter, Smith, Lesko and Fernandez's (1989) School Membership models of high school completion to a sample of 4,597 eighth graders taken from the National Educational Longitudinal Study of 1988, (NELS:88), utilizing structural equation modeling techniques. This study found support for the importance of educational engagement as a factor in understanding academic achievement. The Participation-Identification model was particularly well fitting when applied to the sample of high school completers, dropouts (both overall and White dropouts) and African-American students. This study also confirmed the contribution of school environmental factors (i.e., size, diversity of economic and ethnic status among students) and family resources (i.e., availability of learning resources in the home and parent educational level) to students' educational engagement. Based on these findings, school social workers will need to be more attentive to utilizing macro-level interventions (i.e., community organization, interagency coordination) to achieve the organizational restructuring needed to address future challenges. The support found for the Participation-Identification model supports a shift in school social workers' attention from reactive attempts to improve the affective-interpersonal lives of students to proactive attention to their academic lives. The model concentrates school social work practices on the central mission of schools, which is educational engagement. School social workers guided by this model would be encouraged to seek changes in school policies and organization that would facilitate educational engagement. ^

Multilevel structural equation models for longitudinal data where predictors are measured more frequently than outcomes : an application to the effects of stress on the cognitive function of nurses

Funded by Chief Scientist Office, Scotland. Grant Number: CZH/4/394 Economic and Social Research Council grant as part of the National Centre for Research Methods. Grant Number: RES-576-25-0032

Hilbert Space Valued Signal Plus Noise Models: Analysis of Structural Breaks under High Dimensionality and Temporal Dependence

This thesis is concerned with change point analysis for time series, i.e. with detection of structural breaks in time-ordered, random data. This long-standing research field regained popularity over the last few years and is still undergoing, as statistical analysis in general, a transformation to high-dimensional problems. We focus on the fundamental »change in the mean« problem and provide extensions of the classical non-parametric Darling-Erdős-type cumulative sum (CUSUM) testing and estimation theory within highdimensional Hilbert space settings. In the first part we contribute to (long run) principal component based testing methods for Hilbert space valued time series under a rather broad (abrupt, epidemic, gradual, multiple) change setting and under dependence. For the dependence structure we consider either traditional m-dependence assumptions or more recently developed m-approximability conditions which cover, e.g., MA, AR and ARCH models. We derive Gumbel and Brownian bridge type approximations of the distribution of the test statistic under the null hypothesis of no change and consistency conditions under the alternative. A new formulation of the test statistic using projections on subspaces allows us to simplify the standard proof techniques and to weaken common assumptions on the covariance structure. Furthermore, we propose to adjust the principal components by an implicit estimation of a (possible) change direction. This approach adds flexibility to projection based methods, weakens typical technical conditions and provides better consistency properties under the alternative. In the second part we contribute to estimation methods for common changes in the means of panels of Hilbert space valued time series. We analyze weighted CUSUM estimates within a recently proposed »high-dimensional low sample size (HDLSS)« framework, where the sample size is fixed but the number of panels increases. We derive sharp conditions on »pointwise asymptotic accuracy« or »uniform asymptotic accuracy« of those estimates in terms of the weighting function. Particularly, we prove that a covariance-based correction of Darling-Erdős-type CUSUM estimates is required to guarantee uniform asymptotic accuracy under moderate dependence conditions within panels and that these conditions are fulfilled, e.g., by any MA(1) time series. As a counterexample we show that for AR(1) time series, close to the non-stationary case, the dependence is too strong and uniform asymptotic accuracy cannot be ensured. Finally, we conduct simulations to demonstrate that our results are practically applicable and that our methodological suggestions are advantageous.

Concurrent multi-scale modeling of civil infrastructures for analyses on structural deterioration—Part I : Modeling methodology and strategy

This paper aims to develop the methodology and strategy for concurrent finite element modeling of civil infrastructures at the different scale levels for the purposes of analyses of structural deteriorating. The modeling strategy and method were investigated to develop the concurrent multi-scale model of structural behavior (CMSM-of-SB) in which the global structural behavior and nonlinear damage features of local details in a large complicated structure could be concurrently analyzed in order to meet the needs of structural-state evaluation as well as structural deteriorating. In the proposed method, the “large-scale” modeling is adopted for the global structure with linear responses between stress and strain and the “small-scale” modeling is available for nonlinear damage analyses of the local welded details. A longitudinal truss in steel bridge decks was selected as a case to study how a CMSM-of-SB was developed. The reduced-scale specimen of the longitudinal truss was studied in the laboratory to measure its dynamic and static behavior in global truss and local welded details, while the multi-scale models using constraint equations and substructuring were developed for numerical simulation. The comparison of dynamic and static response between the calculated results by different models indicated that the proposed multi-scale model was found to be the most efficient and accurate. The verification of the model with results from the tested truss under the specific loading showed that, responses at the material scale in the vicinity of local details as well as structural global behaviors could be obtained and fit well with the measured results. The proposed concurrent multi-scale modeling strategy and implementation procedures were applied to Runyang cable-stayed bridge (RYCB) and the CMSM-of-SB of the bridge deck system was accordingly constructed as a practical application.

Structural and fire behaviour of a new light gauge steel wall system

Fire design is an essential element of the overall design procedure of structural steel members and systems. Conventionally the fire rating of load-bearing stud wall systems made of light gauge steel frames (LSF) is based on approximate prescriptive methods developed on the basis of limited fire tests. This design is limited to standard wall configurations used by the industry. Increased fire rating is provided simply by adding more plasterboards to the stud walls. This is not an acceptable situation as it not only inhibits innovation and structural and cost efficiencies but also casts doubt over the fire safety of these light gauge steel stud wall systems. Hence a detailed fire research study into the performance and effectiveness of a recently developed innovative composite panel wall system was undertaken at Queensland University of Technology using both full scale fire tests and numerical studies. Experimental results of LSF walls using the new composite panels under axial compression load have shown the improvement in fire performance and fire resistance rating. Numerical analyses are currently being undertaken using the finite element program ABAQUS. Measured temperature profiles of the studs are used in the numerical models and the results are used to calibrate against full scale test results. The validated model will be used in a detailed parametric study with an aim to develop suitable design rules within the current cold-formed steel structures and fire design standards. This paper will present the results of experimental and numerical investigations into the structural and fire behaviour of light gauge steel stud walls protected by the new composite panel. It will demonstrate the improvements provided by the new composite panel system in comparison to traditional wall systems.

Structural behaviour and design of cold-formed steel beams at elevated temperatures

Cold-formed steel members are extensively used in the building construction industry, especially in residential, commercial and industrial buildings. In recent times, fire safety has become important in structural design due to increased fire damage to properties and loss of lives. However, past research into the fire performance of cold-formed steel members has been limited, and was confined to compression members. Therefore a research project was undertaken to investigate the structural behaviour of compact cold-formed steel lipped channel beams subject to inelastic local buckling and yielding, and lateral-torsional buckling effects under simulated fire conditions and associated section and member moment capacities. In the first phase of this research, an experimental study based on tensile coupon tests was undertaken to obtain the mechanical properties of elastic modulus and yield strength and the stress-strain relationship of cold-formed steels at uniform ambient and elevated temperatures up to 700oC. The mechanical properties deteriorated with increasing temperature and are likely to reduce the strength of cold-formed beams under fire conditions. Predictive equations were developed for yield strength and elastic modulus reduction factors while a modification was proposed for the stressstrain model at elevated temperatures. These results were used in the numerical modelling phases investigating the section and member moment capacities. The second phase of this research involved the development and validation of two finite element models to simulate the behaviour of compact cold-formed steel lipped channel beams subject to local buckling and yielding, and lateral-torsional buckling effects. Both models were first validated for elastic buckling. Lateral-torsional buckling tests of compact lipped channel beams were conducted at ambient temperature in order to validate the finite element model in predicting the non-linear ultimate strength behaviour. The results from this experimental study did not agree well with those from the developed experimental finite element model due to some unavoidable problems with testing. However, it highlighted the importance of magnitude and direction of initial geometric imperfection as well as the failure direction, and thus led to further enhancement of the finite element model. The finite element model for lateral-torsional buckling was then validated using the available experimental and numerical ultimate moment capacity results from past research. The third phase based on the validated finite element models included detailed parametric studies of section and member moment capacities of compact lipped channel beams at ambient temperature, and provided the basis for similar studies at elevated temperatures. The results showed the existence of inelastic reserve capacity for compact cold-formed steel beams at ambient temperature. However, full plastic capacity was not achieved by the mono-symmetric cold-formed steel beams. Suitable recommendations were made in relation to the accuracy and suitability of current design rules for section moment capacity. Comparison of member capacity results from finite element analyses with current design rules showed that they do not give accurate predictions of lateral-torsional buckling capacities at ambient temperature and hence new design rules were developed. The fourth phase of this research investigated the section and member moment capacities of compact lipped channel beams at uniform elevated temperatures based on detailed parametric studies using the validated finite element models. The results showed the existence of inelastic reserve capacity at elevated temperatures. Suitable recommendations were made in relation to the accuracy and suitability of current design rules for section moment capacity in fire design codes, ambient temperature design codes as well as those proposed by other researchers. The results showed that lateral-torsional buckling capacities are dependent on the ratio of yield strength and elasticity modulus reduction factors and the level of non-linearity in the stress-strain curves at elevated temperatures in addition to the temperature. Current design rules do not include the effects of non-linear stress-strain relationship and therefore their predictions were found to be inaccurate. Therefore a new design rule that uses a nonlinearity factor, which is defined as the ratio of the limit of proportionality to the yield stress at a given temperature, was developed for cold-formed steel beams subject to lateral-torsional buckling at elevated temperatures. This thesis presents the details and results of the experimental and numerical studies conducted in this research including a comparison of results with predictions using available design rules. It also presents the recommendations made regarding the accuracy of current design rules as well as the new developed design rules for coldformed steel beams both at ambient and elevated temperatures.

Rumination, post-traumatic growth, and distress : structural equation modelling with cancer survivors

Objective Theoretical models of post-traumatic growth (PTG) have been derived in the general trauma literature to describe the post-trauma experience that facilitates the perception of positive life changes. To develop a statistical model identifying factors that are associated with PTG, structural equation modelling (SEM) was used in the current study to assess the relationships between perception of diagnosis severity, rumination, social support, distress, and PTG. Method A statistical model of PTG was tested in a sample of participants diagnosed with a variety of cancers (N=313). Results An initial principal components analysis of the measure used to assess rumination revealed three components: intrusive rumination, deliberate rumination of benefits, and life purpose rumination. SEM results indicated that the model fit the data well and that 30% of the variance in PTG was explained by the variables. Trauma severity was directly related to distress, but not to PTG. Deliberately ruminating on benefits and social support were directly related to PTG. Life purpose rumination and intrusive rumination were associated with distress. Conclusions The model showed that in addition to having unique correlating factors, distress was not related to PTG, thereby providing support for the notion that these are discrete constructs in the post-diagnosis experience. The statistical model provides support that post-diagnosis experience is simultaneously shaped by positive and negative life changes and that one or the other outcome may be prevalent or may occur concurrently. As such, an implication for practice is the need for supportive care that is holistic in nature.

An analytical method to solve a general class of nonlinear reactive transport models

Three recent papers published in Chemical Engineering Journal studied the solution of a model of diffusion and nonlinear reaction using three different methods. Two of these studies obtained series solutions using specialized mathematical methods, known as the Adomian decomposition method and the homotopy analysis method. Subsequently it was shown that the solution of the same particular model could be written in terms of a transcendental function called Gauss’ hypergeometric function. These three previous approaches focused on one particular reactive transport model. This particular model ignored advective transport and considered one specific reaction term only. Here we generalize these previous approaches and develop an exact analytical solution for a general class of steady state reactive transport models that incorporate (i) combined advective and diffusive transport, and (ii) any sufficiently differentiable reaction term R(C). The new solution is a convergent Maclaurin series. The Maclaurin series solution can be derived without any specialized mathematical methods nor does it necessarily involve the computation of any transcendental function. Applying the Maclaurin series solution to certain case studies shows that the previously published solutions are particular cases of the more general solution outlined here. We also demonstrate the accuracy of the Maclaurin series solution by comparing with numerical solutions for particular cases.