976 resultados para Fractional Integrals
Resumo:
We consider the asymptotic behaviour of the realized power variation of processes of the form ¿t0usdBHs, where BH is a fractional Brownian motion with Hurst parameter H E(0,1), and u is a process with finite q-variation, q<1/(1¿H). We establish the stable convergence of the corresponding fluctuations. These results provide new statistical tools to study and detect the long-memory effect and the Hurst parameter.
Resumo:
In this note we prove an existence and uniqueness result for the solution of multidimensional stochastic delay differential equations with normal reflection. The equations are driven by a fractional Brownian motion with Hurst parameter H > 1/2. The stochastic integral with respect to the fractional Brownian motion is a pathwise Riemann¿Stieltjes integral.
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We consider the Cauchy problem for a stochastic delay differential equation driven by a fractional Brownian motion with Hurst parameter H>¿. We prove an existence and uniqueness result for this problem, when the coefficients are sufficiently regular. Furthermore, if the diffusion coefficient is bounded away from zero and the coefficients are smooth functions with bounded derivatives of all orders, we prove that the law of the solution admits a smooth density with respect to Lebesgue measure on R.
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This study reassesses the development of compositional layering during the growth of granitic plutons, with emphasis on fractional crystallization and its interaction with both injection and inflation-related deformation. The Dolbel batholith (SW Niger) consists of 14, kilometre-sized plutons emplaced by pulsed magma inputs. Each pluton has a coarse-grained core and a peripheral layered series. Rocks consist of albite (An(<= 11)), K-feldspar (Or(96 99), Ab(1) (4)), quartz, edenite (X(Mg)=0337-0.55), augite (X(Mg)=0.65-0.72) and accessories (apatite, titanite and Fe-Ti-oxides). Whole-rock compositions are metaluminous, sodic (K(2)O/Na(2)O=0.49-0.62) and iron-rich [FeO(tot)/(FeO(tot)+MgO)=0.65-0.82]. The layering is present as size-graded and modally graded, sub-vertical, rhythmic units. Each unit is composed of three layers, which are, towards the interior: edenite +/- plagioclase (C(a/p)), edenite+plagioclase+augite+quartz (C(q)), and edenite+plagioclase+augite+quartz+K-feldspar (C(k)). All phases except quartz show zoned microstructures consisting of external intercumulus overgrowths, a central section showing oscillatory zoning and, in the case of amphibole and titanite, complexly zoned cores. Ba and Sr contents of feldspars decrease towards the rims. Plagioclase crystal size distributions are similar in all units, suggesting that each unit experienced a similar thermal history. Edenite, characteristic of the basal C(a/p) layer, is the earliest phase to crystallize. Microtextures and phase diagrams suggest that edenite cores may have been brought up with magma batches at the site of emplacement and mechanically segregated along the crystallized wall, whereas outer zones of the same crystals formed in situ. The subsequent C(q) layers correspond to cotectic compositions in the Qz-Ab-Or phase diagram at P(H2O)=5 kbar. Each rhythmic unit may therefore correspond to a magma batch and their repetition to crystallization of recurrent magma recharges. Microtextures and chemical variations in major phases allow four main crystallization stages to be distinguished: (1) open-system crystallization in a stirred magma during magma emplacement, involving dissolution and overgrowth (core of edenite and titanite crystals); (2) in situ fractional crystallization in boundary layers (C(a/p) and C(q) layers); (3) equilibrium `en masse' eutectic crystallization (C(k) layers); (4) compaction and crystallization of the interstitial liquid in a highly crystallized mush (e. g. feldspar intercumulus overgrowths). It is concluded that the formation of the layered series in the Dolbel plutons corresponds principally to in situ differentiation of successive magma batches. The variable thickness of the Ck layers and the microtextures show that crystallization of a rhythmic unit stops and it is compacted when a new magma batch is injected into the chamber. Therefore, assembly of pulsed magma injections and fractional crystallization are independent, but complementary, processes during pluton construction.
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Generalized Born methods are currently among the solvation models most commonly used for biological applications. We reformulate the generalized Born molecular volume method initially described by (Lee et al, 2003, J Phys Chem, 116, 10606; Lee et al, 2003, J Comp Chem, 24, 1348) using fast Fourier transform convolution integrals. Changes in the initial method are discussed and analyzed. Finally, the method is extensively checked with snapshots from common molecular modeling applications: binding free energy computations and docking. Biologically relevant test systems are chosen, including 855-36091 atoms. It is clearly demonstrated that, precision-wise, the proposed method performs as good as the original, and could better benefit from hardware accelerated boards.
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This study compares different rotor structures of permanent magnet motors with fractional slot windings. The surface mounted magnet and the embedded magnet rotor structures are studied. This thesis analyses the characteristics of a concentrated two-layer winding, each coil of which is wound around one tooth and which has a number of slots per pole and per phase less than one (q < 1). Compared to the integer slot winding, the fractional winding (q < 1) has shorter end windings and this, thereby, makes space as well as manufacturing cost saving possible. Several possible ways of winding a fractional slot machine with slots per pole and per phase lessthan one are examined. The winding factor and the winding harmonic components are calculated. The benefits attainable from a machine with concentrated windingsare considered. Rotor structures with surface magnets, radially embedded magnets and embedded magnets in V-position are discussed. The finite element method isused to solve the main values of the motors. The waveform of the induced electro motive force, the no-load and rated load torque ripple as well as the dynamic behavior of the current driven and voltage driven motor are solved. The results obtained from different finite element analyses are given. A simple analytic method to calculate fractional slot machines is introduced and the values are compared to the values obtained with the finite element analysis. Several different fractional slot machines are first designed by using the simple analytical methodand then computed by using the finite element method. All the motors are of thesame 225-frame size, and have an approximately same amount of magnet material, a same rated torque demand and a 400 - 420 rpm speed. An analysis of the computation results gives new information on the character of fractional slot machines.A fractional slot prototype machine with number 0.4 for the slots per pole and per phase, 45 kW output power and 420 rpm speed is constructed to verify the calculations. The measurement and the finite element method results are found to beequal.
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Ordered weighted averaging (OWA) operators and their extensions are powerful tools used in numerous decision-making problems. This class of operator belongs to a more general family of aggregation operators, understood as discrete Choquet integrals. Aggregation operators are usually characterized by indicators. In this article four indicators usually associated with the OWA operator are extended to discrete Choquet integrals: namely, the degree of balance, the divergence, the variance indicator and Renyi entropies. All of these indicators are considered from a local and a global perspective. Linearity of indicators for linear combinations of capacities is investigated and, to illustrate the application of results, indicators of the probabilistic ordered weighted averaging -POWA- operator are derived. Finally, an example is provided to show the application to a specific context.
Resumo:
BACKGROUND AND PURPOSE: The alteration of brain maturation in preterm infants contributes to neurodevelopmental disabilities during childhood. Serial imaging allows understanding of the mechanisms leading to dysmaturation in the preterm brain. The purpose of the present study was to provide reference quantitative MR imaging measures across time in preterm infants, by using ADC, fractional anisotropy, and T1 maps obtained by using the magnetization-prepared dual rapid acquisition of gradient echo technique. MATERIALS AND METHODS: We included preterm neonates born at <30 weeks of gestational age without major brain lesions on early cranial sonography and performed 3 MRIs (3T) from birth to term-equivalent age. Multiple measurements (ADC, fractional anisotropy, and T1 relaxation) were performed on each examination in 12 defined white and gray matter ROIs. RESULTS: We acquired 107 MRIs (35 early, 33 intermediary, and 39 at term-equivalent age) in 39 cerebral low-risk preterm infants. Measures of T1 relaxation time showed a gradual and significant decrease with time in a region- and hemispheric-specific manner. ADC values showed a similar decline with time, but with more variability than T1 relaxation. An increase of fractional anisotropy values was observed in WM regions and inversely a decrease in the cortex. CONCLUSIONS: The gradual change with time reflects the progressive maturation of the cerebral microstructure in white and gray matter. Our study provides reference trajectories from 25 to 40 weeks of gestation of T1 relaxation, ADC, and fractional anisotropy values in low-risk preterm infants. We speculate that deviation thereof might reflect disturbed cerebral maturation; the correlation of this disturbed maturation with neurodevelopmental outcome remains to be addressed.
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Permanent magnet synchronous machines with fractional-slot non-overlapping windings (FSPMSM), also known as tooth-coil winding permanent magnet synchronous machines (TCW PMSM), have been under intensive research during the latest decade. There are many optimization routines explained and implemented in the literature in order to improve the characteristics of this machine type. This paper introduces a new technique for torque ripple minimization in TCW PMSM. The source of torque harmonics is also described. The low order torque harmonics can be harmful for a variety of applications, such as direct drive wind generators, direct drive light vehicle electrical motors, and for some high precision servo applications. The reduction of the torque ripple harmonics with the lowest orders (6th and 12th) is realized by machine geometry optimization technique using finite element analysis (FEA). The presented optimization technique includes the stator geometry adjustment in TCW PMSMs with rotor surface permanent magnets and with rotor embedded permanent magnets. Influence of the permanent magnet skewing on the torque ripple reduction and cogging torque elimination was also investigated. It was implemented separately and together with the stator optimization technique. As a result, the reduction of some torque ripple harmonics was attained.