910 resultados para Almost Optimal Density Function


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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

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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.

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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.

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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.

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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).

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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).

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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.

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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.

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The stromal scaffold of the lymph node (LN) paracortex is built by fibroblastic reticular cells (FRCs). Conditional ablation of lymphotoxin-β receptor (LTβR) expression in LN FRCs and their mesenchymal progenitors in developing LNs revealed that LTβR-signaling in these cells was not essential for the formation of LNs. Although T cell zone reticular cells had lost podoplanin expression, they still formed a functional conduit system and showed enhanced expression of myofibroblastic markers. However, essential immune functions of FRCs, including homeostatic chemokine and interleukin-7 expression, were impaired. These changes in T cell zone reticular cell function were associated with increased susceptibility to viral infection. Thus, myofibroblasic FRC precursors are able to generate the basic T cell zone infrastructure, whereas LTβR-dependent maturation of FRCs guarantees full immunocompetence and hence optimal LN function during infection.

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Recently telecommunication industry benefits from infrastructure sharing, one of the most fundamental enablers of cloud computing, leading to emergence of the Mobile Virtual Network Operator (MVNO) concept. The most momentous intents by this approach are the support of on-demand provisioning and elasticity of virtualized mobile network components, based on data traffic load. To realize it, during operation and management procedures, the virtualized services need be triggered in order to scale-up/down or scale-out/in an instance. In this paper we propose an architecture called MOBaaS (Mobility and Bandwidth Availability Prediction as a Service), comprising two algorithms in order to predict user(s) mobility and network link bandwidth availability, that can be implemented in cloud based mobile network structure and can be used as a support service by any other virtualized mobile network services. MOBaaS can provide prediction information in order to generate required triggers for on-demand deploying, provisioning, disposing of virtualized network components. This information can be used for self-adaptation procedures and optimal network function configuration during run-time operation, as well. Through the preliminary experiments with the prototype implementation on the OpenStack platform, we evaluated and confirmed the feasibility and the effectiveness of the prediction algorithms and the proposed architecture.

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Location prediction has attracted a significant amount of research effort. Being able to predict users’ movement benefits a wide range of communication systems, including location-based service/applications, mobile access control, mobile QoS provision, and resource management for mobile computation and storage management. In this demo, we present MOBaaS, which is a cloudified Mobility and Bandwidth prediction services that can be instantiated, deployed, and disposed on-demand. Mobility prediction of MOBaaS provides location predictions of a single/group user equipments (UEs) in a future moment. This information can be used for self-adaptation procedures and optimal network function configuration during run-time operations. We demonstrate an example of real-time mobility prediction service deployment running on OpenStack platform, and the potential benefits it bring to other invoking services.

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BACKGROUND In recent years, the scientific discussion has focused on new strategies to enable a torn anterior cruciate ligament (ACL) to heal into mechanically stable scar tissue. Dynamic intraligamentary stabilization (DIS) was first performed in a pilot study of 10 patients. The purpose of the current study was to evaluate whether DIS would lead to similarly sufficient stability and good clinical function in a larger case series. METHODS Acute ACL ruptures were treated by using an internal stabilizer, combined with anatomical repositioning of torn bundles and microfracturing to promote self-healing. Clinical assessment (Tegner, Lysholm, IKDC, and visual analogue scale [VAS] for patient satisfaction scores) and assessment of knee laxity was performed at 3, 6, 12, and 24 months. A one-sample design with a non-inferiority margin was chosen to compare the preoperative and postoperative IKDS and Lysholm scores. RESULTS 278 patients with a 6:4 male to female ratio were included. Average patient age was 31 years. Preoperative mean IKDC, Lysholm, and Tegner scores were 98.8, 99.3, and 5.1 points, respectively. The mean anteroposterior (AP) translation difference from the healthy contralateral knee was 4.7 mm preoperatively. After DIS treatment, the mean 12-month IKDC, Lysholm, and Tegner scores were 93.6, 96.2, and 4.9 points, respectively, and the mean AP translation difference was 2.3 mm. All these outcomes were significantly non-inferior to the preoperative or healthy contralateral values (p < 0.0001). Mean patient satisfaction was 8.8 (VAS 0-10). Eight ACL reruptures occurred and 3 patients reported insufficient subjective stability of the knee at the end of the study period. CONCLUSIONS Anatomical repositioning, along with DIS and microfracturing, leads to clinically stable healing of the torn ACL in the large majority of patients. Most patients exhibited almost normal knee function, reported excellent satisfaction, and were able to return to their previous levels of sporting activity. Moreover, this strategy resulted in stable healing of all sutured menisci, which could lower the rate of osteoarthritic changes in future. The present findings support the discussion of a new paradigm in ACL treatment based on preservation and self-healing of the torn ligament.

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The study investigates the role of credit risk in a continuous time stochastic asset allocation model, since the traditional dynamic framework does not provide credit risk flexibility. The general model of the study extends the traditional dynamic efficiency framework by explicitly deriving the optimal value function for the infinite horizon stochastic control problem via a weighted volatility measure of market and credit risk. The model's optimal strategy was then compared to that obtained from a benchmark Markowitz-type dynamic optimization framework to determine which specification adequately reflects the optimal terminal investment returns and strategy under credit and market risks. The paper shows that an investor's optimal terminal return is lower than typically indicated under the traditional mean-variance framework during periods of elevated credit risk. Hence I conclude that, while the traditional dynamic mean-variance approach may indicate the ideal, in the presence of credit-risk it does not accurately reflect the observed optimal returns, terminal wealth and portfolio selection strategies.

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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.

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During the extension of Deep Sea Drilling Project (DSDP) Leg 76 a new and previously unpenetrated lithological unit composed mainly of claystones was cored above basalt basement at Site 534 in the Blake-Bahama Basin. The Callovian part of the new unit contains interbedded 'black shales' which were hitherto unexpected in this part of the section. This Paper presents a brief palynological examination of lithofacies-kerogen relationships in these sediments and shows that their organic content is almost entirely a function of the re-deposition of terrestial and marine organic matter versus the ambient redox conditions of the depositional environment. Allochthonous organic matter inputs are highest in the interbedded turbidites and decline progressively toward the pelagic black shales in which marine organic matter is comparatively well preserved. The significance of various kerogen and palynomorph indices are discussed. The study emphasizes the absolute necessity for sedimentologically-aware sampling in all palynological and geochemical work on lithologically heterogeneous sequences.