Multifractality in the random parameter model for multivariate time series

The Random Parameter model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we explore the scaling properties of the model, as observed in the multifractal structure of the simulated time series. We use the Wavelet Transform Modulus Maxima technique to obtain the multifractal spectrum dependence with the parameters of the model. The model shows a scaling structure compatible with the stylized facts for a reasonable choice of the parameter values. (C) 2009 Elsevier B.V. All rights reserved.

Offline Detection, Identification, and Correction of Branch Parameter Errors Based on Several Measurement Snapshots

This paper proposes a three-stage offline approach to detect, identify, and correct series and shunt branch parameter errors. In Stage 1 the branches suspected of having parameter errors are identified through an Identification Index (II). The II of a branch is the ratio between the number of measurements adjacent to that branch, whose normalized residuals are higher than a specified threshold value, and the total number of measurements adjacent to that branch. Using several measurement snapshots, in Stage 2 the suspicious parameters are estimated, in a simultaneous multiple-state-and-parameter estimation, via an augmented state and parameter estimator which increases the V - theta state vector for the inclusion of suspicious parameters. Stage 3 enables the validation of the estimation obtained in Stage 2, and is performed via a conventional weighted least squares estimator. Several simulation results (with IEEE bus systems) have demonstrated the reliability of the proposed approach to deal with single and multiple parameter errors in adjacent and non-adjacent branches, as well as in parallel transmission lines with series compensation. Finally the proposed approach is confirmed on tests performed on the Hydro-Quebec TransEnergie network.

Numerical solution of the two-phase expansion of a metastable flashing liquid jet using the dispersion-controlled dissipative scheme

This paper presents a study of the stationary phenomenon of superheated or metastable liquid jets, flashing into a two-dimensional axisymmetric domain, while in the two-phase region. In general, the phenomenon starts off when a high-pressure, high-temperature liquid jet emerges from a small nozzle or orifice expanding into a low-pressure chamber, below its saturation pressure taken at the injection temperature. As the process evolves, crossing the saturation curve, one observes that the fluid remains in the liquid phase reaching a superheated condition. Then, the liquid undergoes an abrupt phase change by means of an oblique evaporation wave. Across this phase change the superheated liquid becomes a two-phase high-speed mixture in various directions, expanding to supersonic velocities. In order to reach the downstream pressure, the supersonic fluid continues to expand, crossing a complex bow shock wave. The balance equations that govern the phenomenon are mass conservation, momentum conservation, and energy conservation, plus an equation-of-state for the substance. A false-transient model is implemented using the shock capturing scheme: dispersion-controlled dissipative (DCD), which was used to calculate the flow conditions as the steady-state condition is reached. Numerical results with computational code DCD-2D vI have been analyzed. Copyright (C) 2009 John Wiley & Sons, Ltd.

Application of the essential work of fracture method in ranking the performance in service of high-density polyethylene resins employed in pressure pipes

High-density polyethylene resins have increasingly been used in the production of pipes for water- and gas-pressurized distribution systems and are expected to remain in service for several years, but they eventually fail prematurely by creep fracture. Usual standard methods used to rank resins in terms of their resistance to fracture are expensive and non-practical for quality control purposes, justifying the search for alternative methods. Essential work of fracture (EWF) method provides a relatively simple procedure to characterize the fracture behavior of ductile polymers, such as polyethylene resins. In the present work, six resins were analyzed using the EWF methodology. The results show that the plastic work dissipation factor, beta w(p), is the most reliable parameter to evaluate the performance. Attention must be given to specimen preparation that might result in excessive dispersion in the results, especially for the essential work of fracture w(e).

Quantification of Clay Dispersion in Nanocomposites of Styrenic Polymers

Polymer-clay nanocomposites are materials with many interesting structures, properties, and potential applications. Microstructural evaluation of a nanocomposite is not an easy task, as clay may form hierarchical structures which may look different when observed at various magnifications under a microscope, and also as the concepts of ""intercalation"" and ""exfoliation"" are not self-sufficient to describe its morphology. In this work polymer-clay nanocomposites of polystyrene and two styrene-containing block copolymers (styrene-butadiene-styrene and styrene-ethylene/butylene-styrene) were prepared using three different techniques. Clay dispersion was evaluated by a recently developed microscopy image analysis procedure, combining the analysis of optical and transmission electron micrographs, and the characterization was complemented by X-ray diffraction and rheological measurements. The results showed better clay dispersion for both block copolymers nanocomposites, mainly due to their molecular architectures. Moreover, the techniques which showed the best results involved mixing the materials in a solvent medium. POLYM. ENG. SCI., 50:257-267, 2010. (C) 2009 Society of Plastics Engineers

High-resolution transmission electron microscopy and electron backscatter diffraction in nanoscaled ferritic and ferritic-martensitic oxide dispersion strengthened-steels

For specific blanket and divertor applications in future fusion power reactors a replacement of presently considered reduced activation ferritic martensitic (RAFM) steels as a structural material by suitable oxide dispersion strengthened ferritic martensitic steels would allow a substantial increase of the operating temperature from similar to 823 to about 923 K. Due to this reason the RAFM-alloy ODS-Eurofer has already been developed and produced with industrial partners. In the He-cooled modular divertor concept, where temperatures above 923 K will arise, an ODS-steel with a purely ferritic matrix is advantageous, because of missing phase transitions. Due to this reason, a special ferritic ODS-steel is being manufactured as well. In this work the microstructures of these two ODS-alloy types, analysed mainly by high resolution TEM are compared, with respect to different manufacturing processes. In addition first results of high resolution EBSD scans together with determined orientation maps of the RAFM steel ODS-Eurofer will also be presented. (C) 2008 Elsevier B.V. All rights reserved.

Magnetic loss, permeability dispersion, and role of eddy currents in Mn-Zn sintered ferrites

Magnetic energy losses and permeability have been investigated in laboratory prepared and commercial Mn-Zn sintered ferrites from quasi-static conditions up to 10 MHz. The mechanisms leading to energy dissipation, either due to domain wall displacements or magnetization rotations, have been quantitatively assessed and their respective roles have been clarified. Domain wall processes dissipate energy by pure relaxation effects, while rotations display resonant absorption of energy over a broad range of frequencies. Their specific contributions to the permeability and its frequency dispersion are thus identified and separately evaluated. It is shown that eddy currents are always too weak to appreciably contribute to the losses over the whole investigated frequency range and that rotations are the dominant magnetization and loss producing mechanisms on approaching the MHz range, as predicted by the Landau-Lifshitz-Gilbert equation with distributed anisotropy fields. (C) 2008 Elsevier B.V. All rights reserved.

A Functional Verification Methodology Based on Parameter Domains for Efficient Input Stimuli Generation and Coverage Modeling

Modern Integrated Circuit (IC) design is characterized by a strong trend of Intellectual Property (IP) core integration into complex system-on-chip (SOC) architectures. These cores require thorough verification of their functionality to avoid erroneous behavior in the final device. Formal verification methods are capable of detecting any design bug. However, due to state explosion, their use remains limited to small circuits. Alternatively, simulation-based verification can explore hardware descriptions of any size, although the corresponding stimulus generation, as well as functional coverage definition, must be carefully planned to guarantee its efficacy. In general, static input space optimization methodologies have shown better efficiency and results than, for instance, Coverage Directed Verification (CDV) techniques, although they act on different facets of the monitored system and are not exclusive. This work presents a constrained-random simulation-based functional verification methodology where, on the basis of the Parameter Domains (PD) formalism, irrelevant and invalid test case scenarios are removed from the input space. To this purpose, a tool to automatically generate PD-based stimuli sources was developed. Additionally, we have developed a second tool to generate functional coverage models that fit exactly to the PD-based input space. Both the input stimuli and coverage model enhancements, resulted in a notable testbench efficiency increase, if compared to testbenches with traditional stimulation and coverage scenarios: 22% simulation time reduction when generating stimuli with our PD-based stimuli sources (still with a conventional coverage model), and 56% simulation time reduction when combining our stimuli sources with their corresponding, automatically generated, coverage models.

Coarse-grid higher order finite-difference time-domain algorithm with low dispersion errors

Higher order (2,4) FDTD schemes used for numerical solutions of Maxwell`s equations are focused on diminishing the truncation errors caused by the Taylor series expansion of the spatial derivatives. These schemes use a larger computational stencil, which generally makes use of the two constant coefficients, C-1 and C-2, for the four-point central-difference operators. In this paper we propose a novel way to diminish these truncation errors, in order to obtain more accurate numerical solutions of Maxwell`s equations. For such purpose, we present a method to individually optimize the pair of coefficients, C-1 and C-2, based on any desired grid size resolution and size of time step. Particularly, we are interested in using coarser grid discretizations to be able to simulate electrically large domains. The results of our optimization algorithm show a significant reduction in dispersion error and numerical anisotropy for all modeled grid size resolutions. Numerical simulations of free-space propagation verifies the very promising theoretical results. The model is also shown to perform well in more complex, realistic scenarios.

Evaluation of the antioxidant activity as an additional parameter to attain the functional quality of natural extracts

Due to differences in the functional quality of natural extracts, we have also faced differences in their effectiveness. So, it was intended to assess the antioxidant activity of natural extracts in order to attain their functional quality. It was observed that all the extracts (brown and green propolis, Ginkgo biloba and Isoflavin Beta (R)) and the standard used (quercetin) showed antioxidant activity in a dose-dependent manner with IC50 values ranging from 0.21 to 155.28 mu g mL(-1) (inhibition of lipid peroxidation and scavenging of the DPPH center dot assays). We observed a high correlation (r(2)= 0.9913) among the antioxidant methods; on the other hand, the antioxidant activity was not related to the polyphenol and flavonoid content. As the DPPH center dot assay is a fast method, presents low costs and even has a high correlation with other antioxidant methods, it could be applied as an additional parameter in the quality control of natural extracts.

Parameter setting and statistical learning

Three main models of parameter setting have been proposed: the Variational model proposed by Yang (2002; 2004), the Structured Acquisition model endorsed by Baker (2001; 2005), and the Very Early Parameter Setting (VEPS) model advanced by Wexler (1998). The VEPS model contends that parameters are set early. The Variational model supposes that children employ statistical learning mechanisms to decide among competing parameter values, so this model anticipates delays in parameter setting when critical input is sparse, and gradual setting of parameters. On the Structured Acquisition model, delays occur because parameters form a hierarchy, with higher-level parameters set before lower-level parameters. Assuming that children freely choose the initial value, children sometimes will miss-set parameters. However when that happens, the input is expected to trigger a precipitous rise in one parameter value and a corresponding decline in the other value. We will point to the kind of child language data that is needed in order to adjudicate among these competing models.

A power system control scheme based on security visualisation in parameter space

Power system real time security assessment is one of the fundamental modules of the electricity markets. Typically, when a contingency occurs, it is required that security assessment and enhancement module shall be ready for action within about 20 minutes’ time to meet the real time requirement. The recent California black out again highlighted the importance of system security. This paper proposed an approach for power system security assessment and enhancement based on the information provided from the pre-defined system parameter space. The proposed scheme opens up an efficient way for real time security assessment and enhancement in a competitive electricity market for single contingency case

Flow and axial dispersion simulation for traveling axisymmetric Taylor vortices

Numerical experiments using a finite difference method were carried out to determine the motion of axisymmetric Taylor vortices for narrow-gap Taylor vortex flow. When a pressure gradient is imposed on the flow the vortices are observed to move with an axial speed of 1.16 +/- 0.005 times the mean axial flow velocity. The method of Brenner was used to calculate the long-time axial spread of material in the flow. For flows where there is no pressure gradient, the axial dispersion scales with the square root of the molecular diffusion, in agreement with the results of Rosen-bluth et al. for high Peclet number dispersion in spatially periodic flows with a roll structure. When a pressure gradient is imposed the dispersion increases by an amount approximately equal to 6.5 x 10(-4) (W) over bar(2)d(2)/D-m, where (W) over bar is the average axial velocity in the annulus, analogous to Taylor dispersion for laminar flow in an empty tube.

Squeezing-induced complete transparency in two-level systems

The modification of the statistical properties of vacuum fluctuations, via quadrature squeezing, can dramatically reduce the absorptive and dispersive properties of two-level atoms. We show that for some range of parameter values the system exhibits zero absorption accompanied by zero dispersion of the probe field. This complete transparency is attributed to the coherent population oscillations induced by the squeezed vacuum.

A new two-parameter integrable model of strongly correlated fermions with quantum superalgebra symmetry

A new two-parameter integrable model with quantum superalgebra U-q[gl(3/1)] symmetry is proposed, which is an eight-state fermions model with correlated single-particle and pair hoppings as well as uncorrelated triple-particle hopping. The model is solved and the Bethe ansatz equations are obtained.