970 resultados para Non-linear behavior


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The objective of this article is to study (understand and forecast) spot metal price levels and changes at monthly, quarterly, and annual horizons. The data to be used consists of metal-commodity prices in a monthly frequency from 1957 to 2012 from the International Financial Statistics of the IMF on individual metal series. We will also employ the (relatively large) list of co-variates used in Welch and Goyal (2008) and in Hong and Yogo (2009) , which are available for download. Regarding short- and long-run comovement, we will apply the techniques and the tests proposed in the common-feature literature to build parsimonious VARs, which possibly entail quasi-structural relationships between different commodity prices and/or between a given commodity price and its potential demand determinants. These parsimonious VARs will be later used as forecasting models to be combined to yield metal-commodity prices optimal forecasts. Regarding out-of-sample forecasts, we will use a variety of models (linear and non-linear, single equation and multivariate) and a variety of co-variates to forecast the returns and prices of metal commodities. With the forecasts of a large number of models (N large) and a large number of time periods (T large), we will apply the techniques put forth by the common-feature literature on forecast combinations. The main contribution of this paper is to understand the short-run dynamics of metal prices. We show theoretically that there must be a positive correlation between metal-price variation and industrial-production variation if metal supply is held fixed in the short run when demand is optimally chosen taking into account optimal production for the industrial sector. This is simply a consequence of the derived-demand model for cost-minimizing firms. Our empirical evidence fully supports this theoretical result, with overwhelming evidence that cycles in metal prices are synchronized with those in industrial production. This evidence is stronger regarding the global economy but holds as well for the U.S. economy to a lesser degree. Regarding forecasting, we show that models incorporating (short-run) commoncycle restrictions perform better than unrestricted models, with an important role for industrial production as a predictor for metal-price variation. Still, in most cases, forecast combination techniques outperform individual models.

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The objective of this article is to study (understand and forecast) spot metal price levels and changes at monthly, quarterly, and annual frequencies. Data consists of metal-commodity prices at a monthly and quarterly frequencies from 1957 to 2012, extracted from the IFS, and annual data, provided from 1900-2010 by the U.S. Geological Survey (USGS). We also employ the (relatively large) list of co-variates used in Welch and Goyal (2008) and in Hong and Yogo (2009). We investigate short- and long-run comovement by applying the techniques and the tests proposed in the common-feature literature. One of the main contributions of this paper is to understand the short-run dynamics of metal prices. We show theoretically that there must be a positive correlation between metal-price variation and industrial-production variation if metal supply is held fixed in the short run when demand is optimally chosen taking into account optimal production for the industrial sector. This is simply a consequence of the derived-demand model for cost-minimizing firms. Our empirical evidence fully supports this theoretical result, with overwhelming evidence that cycles in metal prices are synchronized with those in industrial production. This evidence is stronger regarding the global economy but holds as well for the U.S. economy to a lesser degree. Regarding out-of-sample forecasts, our main contribution is to show the benefits of forecast-combination techniques, which outperform individual-model forecasts - including the random-walk model. We use a variety of models (linear and non-linear, single equation and multivariate) and a variety of co-variates and functional forms to forecast the returns and prices of metal commodities. Using a large number of models (N large) and a large number of time periods (T large), we apply the techniques put forth by the common-feature literature on forecast combinations. Empirically, we show that models incorporating (short-run) common-cycle restrictions perform better than unrestricted models, with an important role for industrial production as a predictor for metal-price variation.

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The objective of this paper is the numerical study of the behavior of reinforced concrete beams and columns by non-linear numerical simulations. The numerical analysis is based on the finite element method implemented in CASTEM 2000. This program uses the constitutive elastoplastic perfect model for the steel, the Drucker-Prager model for the concrete and the Newton-Raphson for the solution of non-linear systems. This work concentrates on the determination of equilibrium curves to the beams and force-strain curves to the columns. The numeric responses are confronted with experimental results found in the literature in order to check there liability of the numerical analyses.

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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In this work, the dynamic behavior of self-synchronization and synchronization through mechanical interactions between the nonlinear self-excited oscillating system and two non-ideal sources are examined by numerical simulations. The physical model of the system vibrating consists of a non-linear spring of Duffing type and a nonlinear damping described by Rayleigh's term. This system is additional forced by two unbalanced identical direct current motors with limited power (non-ideal excitations). The present work mathematically implements the parametric excitation described by two periodically changing stiffness of Mathieu type that are switched on/off. Copyright © 2005 by ASME.

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The study on several components of intervertebral joints is essential to understand the spine's degenerative mechanisms and to assess the best method for their treatment. For such study it is necessary to know the mechanical properties of the isolated intervertebral disc (ID) mechanical properties and, it is necessary to evaluate its stresses and strains. In order to assess the ID displacements, a fine, U-shaped blade was developed, over which two extensometers connected in a Wheatstone bridge were placed. The device was then tested on porcine spine ID, where compression loads were applied and the extremities displacements of the blade coupled to the intervertebral disc were measured. Stress/strain diagram, both on the compression and on the decompression phases, evidencing the non-linear nature of such relationship. With the experiment, it was possible to obtain approximate values of the longitudinal elasticity module (E) of the disc material and of the Poisson coefficient (n ). After several tests, E results are compatible with those obtained by others studies, with very simple and low-cost device. This experiments can be used for obtained others mechanical properties of isolated ID with precision and accuracy.

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This paper analyses the static and dynamic behavior of the railroad track model in laboratory. Measurements of stresses and strains on a large-scale railroad track apparatus were studied. The model includes: compacted soil, representing the final layers of platform, ballast layer, and ties (steel, wooden, and pre-stressed concrete). The soil and soil ballast interface were instrumented with pneumatic stress gauge. Settlement measurement device were positioned at the same levels as the load cells. Loads were applied by hydraulic actuators, statically and dynamically. After the prescribed number of load cycles, in pre-determined intervals, stresses and strains were measured. Observations indicate that stress and strain distributions, transmitted by wooden or steel ties, behave similarly. A more favorable behavior was observed with pre-stressed concrete mono block ties. Non-linear response was observed after a threshold numbers of cycles were surpassed, showing that the strain modulus increases with the numbers of cycles. © 2009 IOS Press.

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Thermal transformations on microalloyed steels can produce multiphase microstructures with different amounts of ferrite, martensite, bainite and retained austenite. These different phases, with distinct morphologies, are determinant of the mechanical behavior of the steel and can, for instance, affect the crack path or promote crack shielding, thus resulting in changes on its propagation rate under cyclic loading. The aim of the present work is to evaluate the effects of microstructure on the tensile strength and fatigue crack growth (FCG) behaviour of a 0.08%C-1,5%Mn (wt. pct.) microalloyed steel, recently developed by a Brazilian steel maker under the designation of RD480. This steel is being considered as a promising alternative to replace low carbon steel in wheel components for the automotive industry. Various microstructural conditions were obtained by means of heat treatments followed by water quench, in which the material samples were kept at the temperatures of 800, 950 and 1200 °C. In order to describe the FCG behavior, two models were tested: the conventional Paris equation and a new exponential equation developed for materials showing non-linear FCG behavior. The results allowed correlating the tensile properties and crack growth resistance to the microstructural features. It is also shown that the Region II FCG curves of the dual and multiphase microstructural conditions present crack growth transitions that are better modeled by dividing them in two parts. The fracture surfaces of the fatigued samples were observed via scanning electron microscopy in order to reveal the fracture mechanisms presented by the various material conditions. © 2010 Published by Elsevier Ltd.

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This paper, a micro-electro-mechanical systems (MEMS) with parametric uncertainties is considered. The non-linear dynamics in MEMS system is demonstrated with a chaotic behavior. We present the linear optimal control technique for reducing the chaotic movement of the micro-electromechanical system with parametric uncertainties to a small periodic orbit. The simulation results show the identification by linear optimal control is very effective. © 2013 Academic Publications, Ltd.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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In this paper we study the behavior of a semi-active suspension witch external vibrations. The mathematical model is proposed coupled to a magneto rheological (MR) damper. The goal of this work is stabilize of the external vibration that affect the comfort and durability an vehicle, to control these vibrations we propose the combination of two control strategies, the optimal linear control and the magneto rheological (MR) damper. The optimal linear control is a linear feedback control problem for nonlinear systems, under the optimal control theory viewpoint We also developed the optimal linear control design with the scope in to reducing the external vibrating of the nonlinear systems in a stable point. Here, we discuss the conditions that allow us to the linear optimal control for this kind of non-linear system.

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Pós-graduação em Engenharia Mecânica - FEIS