Reversible jump sampler for autoregressive time series

We use reversible jump Markov chain Monte Carlo (MCMC) methods to address the problem of model order uncertainty in autoregressive (AR) time series within a Bayesian framework. Efficient model jumping is achieved by proposing model space moves from the full conditional density for the AR parameters, which is obtained analytically. This is compared with an alternative method, for which the moves are cheaper to compute, in which proposals are made only for new parameters in each move. Results are presented for both synthetic and audio time series.

Bayesian separation and recovery of convolutively mixed autoregressive sources

In this paper we address the problem of the separation and recovery of convolutively mixed autoregressive processes in a Bayesian framework. Solving this problem requires the ability to solve integration and/or optimization problems of complicated posterior distributions. We thus propose efficient stochastic algorithms based on Markov chain Monte Carlo (MCMC) methods. We present three algorithms. The first one is a classical Gibbs sampler that generates samples from the posterior distribution. The two other algorithms are stochastic optimization algorithms that allow to optimize either the marginal distribution of the sources, or the marginal distribution of the parameters of the sources and mixing filters, conditional upon the observation. Simulations are presented.

Shocked Flows Induced by Supersonic Projectiles Moving in Tubes

A numerical study on shocked flows induced by a supersonic projectile moving in tubes is described in this paper. The dispersion-controlled scheme was adopted to solve the Euler equations implemented with moving boundary conditions. Four test cases were carried out in the present study: the first two cases are for validation of numerical algorithms and verification of moving boundary conditions, and the last two cases are for investigation into wave dynamic processes induced by the projectile moving at Mach numbers of M-p = 2.0 and 2.4, respectively, in a short time duration after the projectile was released from a shock tube into a big chamber. It was found that complex shock phenomena exist in the shocked flow, resulting from shock-wave/projectile interaction, shock-wave focusing, shock-wave reflection and shock-wave/contact-surface interactions, from which turbulence and vortices may be generated. This is a fundamental study on complex shock phenomena, and is also a useful investigation for understanding on shocked flows in the ram accelerator that may provide a highly efficient facility for launching hypersonic projectiles.

Stability Analysis Of The Moving Interface In Piston- And Non-Piston-Like Displacements

From the macroscopic point of view, expressions involving reservoir and operational parameters are established for investigating the stability of moving interface in piston- and non-piston-like displacements. In the case of axi-symmetrical piston-like displacement, the stability is related to the moving interface position and water to oil mobility ratio. The capillary effect on the stability of moving interface depends on whether or not the moving interface is already stable and correlates with the wettability of the reservoir rock. In the case of non-piston-like displacement, the stability of the front is governed by both the relative permeability and the mobility ratio.

Large Scale Numerical Simulations For Multi-Phase Fluid Dynamics With Moving Interfaces

This short communication presents our recent studies to implement numerical simulations for multi-phase flows on top-ranked supercomputer systems with distributed memory architecture. The numerical model is designed so as to make full use of the capacity of the hardware. Satisfactory scalability in terms of both the parallel speed-up rate and the size of the problem has been obtained on two high rank systems with massively parallel processors, the Earth Simulator (Earth simulator research center, Yokohama Kanagawa, Japan) and the TSUBAME (Tokyo Institute of Technology, Tokyo, Japan) supercomputers.

Dynamic mode I perturbation solution for a moving crack unsteadily

Rice et al. (Jounal of Mechanics and Physics of Solids 42, 813-843) analyze the propagation of a planar crack with a nominally straight front in a model elastic solid with a single displacement component. Using the form of Willis er al. (Journal of the Mechanics and Physics of Solids 43, 319-341), of dynamic mode I weight functions for a moving crack, we address that problem solved by Rice ei al. in the 3D context of elastodynamic theory. Oscillatory crack tip motion results from constructive-destructive interference of stress intensity waves. Those waves, including system of the dilatational, shear and Rayleigh waves, interact on each other and with moving edge of crack, can lead to continuing fluctuations of the crack front and propagation velocity. (C) 1997 Elsevier Science Ltd.

Rheological effect on thermocapillary flow of a liquid film jet painted on a moving boundary

In the present paper, a liquid (or melt) film of relatively high temperature ejected from a vessel and painted on the-moving solid film is analyzed by using the second-order fluid model of the non-Newtonian fluid. The thermocapillary flow driven by the temperature gradient on the free surface of a Newtonian liquid film was discussed before. The effect of rheological fluid on thermocapillary flow is considered in the present paper. The analysis is based on the approximations of lubrication theory and perturbation theory. The equation of liquid height and the process of thermal hydrodynamics of the non-Newtonian liquid film are obtained, and the case of weak effect of the rheological fluid is solved in detail.

Rheological flow from a die and painting on a moving solid wall

Die swell is an important, phenomenon. in polymer processing, and is explained usually by rheological properties of the fluid. Because of the nonuniform of temperature distribution on the free surface of the liquid jet, the thermo capillary convection driven by surface tension gradient exists. The rheological fluid flowing out of a die and painting on a moving solid wall is studied by the numerical finite element method of a two-dimensional and unsteady model in the present paper, and both the rheological effect of a non-Newtonian fluid and the thermocapillary effect are considered. The results show that both,effects; will enlarge the cross-section of the fluid jet, and the rheological effect of non-Newtonian fluid dominates the process in general.

A moving-coil designed micro-mechanics tester with application on MEMS

A moving-coil designed micro-mechanics tester, named as MicroUTM (universal testing machine), is in-house developed in this paper for micro-mechanics tests. The main component is a moving coil suspended in a uniform magnetic field through a set of springs. When a current passes through the coil, the electromagnetic force is proportional to the magnitude of the current, so the load can easily be measured by the current. The displacement is measured using a capacitive sensor. The load is calibrated using a Sartorius BP211D analytical balance, with a resolution/range of 0.01 mg/80 g or 0.1 mg/210 g. The displacement is calibrated using a HEIDENHAIN CT-6002 length gauge with an accuracy of +/- 0.1 mu m. The calibration results show that the load range is +/- 1 N and the displacement range is +/- 300 mu m. The noise levels of the load and displacement are 50 mu N and 150 nm, respectively. The nonlinearity of the load is only 0.2%. Several in-plane load tests of the MEMS micro-cantilever are performed using this tester. Experimental results, with excellent repeatability, demonstrate the reliability of the load measurement as well as the flexible function of this tester.