963 resultados para sample covariance matrix


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Al-4.4 a/oZn and Al-4.4 a/oZn with Ag, Ce, Dy, Li, Nb, Pt, Y, or Yb, alloys have been investigated by resistometry with a view to study the solute-vacancy interactions and clustering kinetics in these alloys. Solute-vacancy binding energies have been evaluated for all these elements by making use of appropriate methods of evaluation. Ag and Dy additions yield some interesting results and these have been discussed in the thesis. Solute-vacancy binding energy values obtained here have been compared with other available values and discussed. A study of the type of interaction between vacancies and solute atoms indicates that the valency effect is more predominant than the elastic effect.

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A laminated composite plate model based on first order shear deformation theory is implemented using the finite element method.Matrix cracks are introduced into the finite element model by considering changes in the A, B and D matrices of composites. The effects of different boundary conditions, laminate types and ply angles on the behavior of composite plates with matrix cracks are studied.Finally, the effect of material property uncertainty, which is important for composite material on the composite plate, is investigated using Monte Carlo simulations. Probabilistic estimates of damage detection reliability in composite plates are made for static and dynamic measurements. It is found that the effect of uncertainty must be considered for accurate damage detection in composite structures. The estimates of variance obtained for observable system properties due to uncertainty can be used for developing more robust damage detection algorithms. (C) 2010 Elsevier Ltd. All rights reserved.

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In the thesis we consider inference for cointegration in vector autoregressive (VAR) models. The thesis consists of an introduction and four papers. The first paper proposes a new test for cointegration in VAR models that is directly based on the eigenvalues of the least squares (LS) estimate of the autoregressive matrix. In the second paper we compare a small sample correction for the likelihood ratio (LR) test of cointegrating rank and the bootstrap. The simulation experiments show that the bootstrap works very well in practice and dominates the correction factor. The tests are applied to international stock prices data, and the .nite sample performance of the tests are investigated by simulating the data. The third paper studies the demand for money in Sweden 1970—2000 using the I(2) model. In the fourth paper we re-examine the evidence of cointegration between international stock prices. The paper shows that some of the previous empirical results can be explained by the small-sample bias and size distortion of Johansen’s LR tests for cointegration. In all papers we work with two data sets. The first data set is a Swedish money demand data set with observations on the money stock, the consumer price index, gross domestic product (GDP), the short-term interest rate and the long-term interest rate. The data are quarterly and the sample period is 1970(1)—2000(1). The second data set consists of month-end stock market index observations for Finland, France, Germany, Sweden, the United Kingdom and the United States from 1980(1) to 1997(2). Both data sets are typical of the sample sizes encountered in economic data, and the applications illustrate the usefulness of the models and tests discussed in the thesis.

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The mechanical properties of Al-Zn-Mg alloy reinforced with SiCP composites prepared by solidification route were studied by altering the matrix strength with different heat treatments. With respect to the control alloy, the composites have shown similar ageing behaviour in terms of microhardness data at 135 degrees C. It was shown that although composites exhibited enhanced modulus values, the strengthening was found to be dependent on the damage that is occurring during straining. Thus the initial matrix strength plays an important role in determining the strengthening. Consequently, compression data had shown a different trend compared to tension. (C) 2000 Elsevier Science Ltd. All rights reserved.

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The objective of this paper is to investigate and model the characteristics of the prevailing volatility smiles and surfaces on the DAX- and ESX-index options markets. Continuing on the trend of Implied Volatility Functions, the Standardized Log-Moneyness model is introduced and fitted to historical data. The model replaces the constant volatility parameter of the Black & Scholes pricing model with a matrix of volatilities with respect to moneyness and maturity and is tested out-of-sample. Considering the dynamics, the results show support for the hypotheses put forward in this study, implying that the smile increases in magnitude when maturity and ATM volatility decreases and that there is a negative/positive correlation between a change in the underlying asset/time to maturity and implied ATM volatility. Further, the Standardized Log-Moneyness model indicates an improvement to pricing accuracy compared to previous Implied Volatility Function models, however indicating that the parameters of the models are to be re-estimated continuously for the models to fully capture the changing dynamics of the volatility smiles.

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The binding of a 14 kDa beta-galactoside animal lectin to splenocytes has been studied in detail. The binding data show that there are two classes of binding sites on the cells for the lectin: a high-affinity site with a K-a ranging from 1.1 x 10(6) to 5.1 x 10(5) M-1 and a low affinity binding site with a K-a ranging from 7.7 x 10(4) to 3.4 x 10(4) M-1 The number of receptors per cell for the high- and low-affinity sites is 9 +/- 3 x 10(6) and 2.5 +/- 0.5 x 10(6) respectively. The temperature dependence of the K value yielded the thermodynamic parameters. The energetics of this interaction shows that, although this interaction is essentially enthalpically driven (Delta H - 21 kJ lambda mol(-1)) for the high-affinity sites, there is a very favorable entropy contribution to the free energy of this interaction (-T Delta S - 17.5 Jmol(-1)), suggesting that hydrophobic interaction may also be playing a role in this interaction. Lactose brought about a 20% inhibition of this interaction, whereas the glycoprotein asialofetuin brought about a 75 % inhibition, suggesting that complex carbohydrate structures are involved in the binding of galectin-1 to splenocytes, Galectin-1 also mediated the binding and adhesion of splenocytes to the extracellular matrix glycoprotein laminin, suggesting a role for it in cell-matrix interactions. Copyright (C) 2000 John Wiley & Sons, Ltd.

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Symmetrized density-matrix-renormalization-group calculations have been carried out, within Pariser-Parr-Pople Hamiltonian, to explore the nature of the ground and low-lying excited states of long polythiophene oligomers. We have exploited C-2 symmetry and spin parity of the system to obtain excited states of experimental interest, and studied the lowest dipole allowed excited state and lowest dipole forbidden two photon state, for different oligomer sizes. In the long system limit, the dipole allowed excited state always lies below the lowest dipole forbidden two-photon state which implies, by Kasha rule, that polythiophene fluoresces strongly. The lowest triplet state lies below two-photon state as usual in conjugated polymers. We have doped the system with a hole and an electron and obtained the charge excitation gap and the binding energy of the 1(1)B(u)(-) exciton. We have calculated the charge density of the ground, one-photon and two-photon states for the longer system size of 10 thiophene rings to characterize these states. We have studied bond order in these states to get an idea about the equilibrium excited state geometry of the system. We have also studied the charge density distribution of the singly and doubly doped polarons for longer system size, and observe that polythiophenes do not support bipolarons.

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We study the relaxation of a degenerate two-level system interacting with a heat bath, assuming a random-matrix model for the system-bath interaction. For times larger than the duration of a collision and smaller than the Poincaré recurrence time, the survival probability of still finding the system at timet in the same state in which it was prepared att=0 is exactly calculated.

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The influences of the amorphous matrix and crystalline dendrite phases on the hardness and elastic moduli of Zr/Ti-based bulk metallic glass matrix composites have been assessed. While the moduli of the composites correspond to those predicted by the rule of mixtures, the hardness of the composites is similar to that of the matrix, suggesting that the plastic flow in the composites under constrained conditions such as indentation is controlled by the flow resistance of the contiguous matrix. (C) 2010 Acta Materialia Inc. Published by Elsevier Ltd. All rights reserved.

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A symmetric solution X satisfying the matrix equation XA = AtX is called a symmetrizer of the matrix A. A general algorithm to compute a matrix symmetrizer is obtained. A new multiple-modulus residue arithmetic called floating-point modular arithmetic is described and implemented on the algorithm to compute an error-free matrix symmetrizer.

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There are a number of large networks which occur in many problems dealing with the flow of power, communication signals, water, gas, transportable goods, etc. Both design and planning of these networks involve optimization problems. The first part of this paper introduces the common characteristics of a nonlinear network (the network may be linear, the objective function may be non linear, or both may be nonlinear). The second part develops a mathematical model trying to put together some important constraints based on the abstraction for a general network. The third part deals with solution procedures; it converts the network to a matrix based system of equations, gives the characteristics of the matrix and suggests two solution procedures, one of them being a new one. The fourth part handles spatially distributed networks and evolves a number of decomposition techniques so that we can solve the problem with the help of a distributed computer system. Algorithms for parallel processors and spatially distributed systems have been described.There are a number of common features that pertain to networks. A network consists of a set of nodes and arcs. In addition at every node, there is a possibility of an input (like power, water, message, goods etc) or an output or none. Normally, the network equations describe the flows amoungst nodes through the arcs. These network equations couple variables associated with nodes. Invariably, variables pertaining to arcs are constants; the result required will be flows through the arcs. To solve the normal base problem, we are given input flows at nodes, output flows at nodes and certain physical constraints on other variables at nodes and we should find out the flows through the network (variables at nodes will be referred to as across variables).The optimization problem involves in selecting inputs at nodes so as to optimise an objective function; the objective may be a cost function based on the inputs to be minimised or a loss function or an efficiency function. The above mathematical model can be solved using Lagrange Multiplier technique since the equalities are strong compared to inequalities. The Lagrange multiplier technique divides the solution procedure into two stages per iteration. Stage one calculates the problem variables % and stage two the multipliers lambda. It is shown that the Jacobian matrix used in stage one (for solving a nonlinear system of necessary conditions) occurs in the stage two also.A second solution procedure has also been imbedded into the first one. This is called total residue approach. It changes the equality constraints so that we can get faster convergence of the iterations.Both solution procedures are found to coverge in 3 to 7 iterations for a sample network.The availability of distributed computer systems — both LAN and WAN — suggest the need for algorithms to solve the optimization problems. Two types of algorithms have been proposed — one based on the physics of the network and the other on the property of the Jacobian matrix. Three algorithms have been deviced, one of them for the local area case. These algorithms are called as regional distributed algorithm, hierarchical regional distributed algorithm (both using the physics properties of the network), and locally distributed algorithm (a multiprocessor based approach with a local area network configuration). The approach used was to define an algorithm that is faster and uses minimum communications. These algorithms are found to converge at the same rate as the non distributed (unitary) case.

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Stabilized forms of heteropolyacids (HPAs), namely phosphomolybdic acid (PMA), phosphotungstic acid (PTA), and silicotungstic acid (STA), are incorporated into poly (vinyl alcohol) (PVA) cross-linked with sulfosuccinic acid (SSA) to form mixed-matrix membranes for application in direct methanol fuel cells (DMFCs). Bridging SSA between PVA molecules not only strengthens the network but also facilitates proton conduction in HPAs. The mixed-matrix membranes are characterized for their mechanical stability, sorption capability, ion-exchange capacity, and wetting in conjunction with their proton conductivity, methanol permeability, and DMFC performance. Methanol-release kinetics is studied ex situ by volume-localized NMR spectroscopy (employing point-resolved spectroscopy'') with the results clearly demonstrating that the incorporation of certain inorganic fillers in PVA-SSA viz., STA and PTA, retards the methanol-release kinetics under osmotic drag compared to Nafion, although PVA-SSA itself exhibits a still lower methanol permeability. The methanol crossover rate for PVA-SSA-HPA-bridged-mixed-matrix membranes decreases dramatically with increasing current density rendering higher DMFC performance in relation to a DMFC using a pristine PVA-SSA membrane. A peak power density of 150 mW/cm(2) at a load current density of 500 mA/cm(2) is achieved for the DMFC using a PVA-SSA-STA-bridged-mixed-matrix-membrane electrolyte. (C) 2010 The Electrochemical Society. [DOI: 10.1149/1.3465653] All rights reserved.

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Mandelstam�s argument that PCAC follows from assigning Lorentz quantum numberM=1 to the massless pion is examined in the context of multiparticle dual resonance model. We construct a factorisable dual model for pions which is formulated operatorially on the harmonic oscillator Fock space along the lines of Neveu-Schwarz model. The model has bothm ? andm ? as arbitrary parameters unconstrained by the duality requirement. Adler self-consistency condition is satisfied if and only if the conditionm?2?m?2=1/2 is imposed, in which case the model reduces to the chiral dual pion model of Neveu and Thorn, and Schwarz. The Lorentz quantum number of the pion in the dual model is shown to beM=0.