Spectral properties of temporally aggregated long memory processes

This paper derives the spectral density function of aggregated long memory processes in light of the aliasing effect. The results are different from previous analyses in the literature and a small simulation exercise provides evidence in our favour. The main result point to that flow aggregates from long memory processes shall be less biased than stock ones, although both retain the degree of long memory. This result is illustrated with the daily US Dollar/ French Franc exchange rate series.

A Bayesian Analysis of Spectral ARMA Model

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Precision of yule-walker methods for the arma spectral model

In this work a new method is proposed of separated estimation for the ARMA spectral model based on the modified Yule-Walker equations and on the least squares method. The proposal of the new method consists of performing an AR filtering in the random process generated obtaining a new random estimate, which will reestimate the ARMA model parameters, given a better spectrum estimate. Some numerical examples will be presented in order to ilustrate the performance of the method proposed, which is evaluated by the relative error and the average variation coefficient.

The use of molecular spectra simulation for diagnostics of reactive flows

The C 2 * radical is used as a system probe tool to the reactive flow diagnostic, and it was chosen due to its large occurrence in plasma and combustion in aeronautics and aerospace applications. The rotational temperatures of C 2 * species were determined by the comparison between experimental and theoretical data. The simulation code was developed by the authors, using C++ language and the object oriented paradigm, and it includes a set of new tools that increase the efficacy of the C 2 * probe to determine the rotational temperature of the system. A brute force approach for the determination of spectral parameters was adopted in this version of the computer code. The statistical parameter c 2 was used as an objective criterion to determine the better match of experimental and synthesized spectra. The results showed that the program works even with low-quality experimental data, typically collected from in situ airborne compact apparatus. The technique was applied to flames of a Bunsen burner, and the rotational temperature of ca. 2100 K was calculated.

Computational simulation of the flow-induced vibration of a circular cylinder subjected to wake interference

In this work, we considered the flow around two circular cylinders of equal diameter placed in tandem with respect to the incident uniform flow. The upstream cylinder was fixed and the downstream cylinder was completely free to move in the cross-stream direction, with no spring or damper attached to it. The centre-to-centre distance between the cylinders was four diameters, and the Reynolds number was varied from 100 to 645. We performed two- and three-dimensional simulations of this flow using a Spectral/hp element method to discretise the flow equations, coupled to a simple Newmark integration routine that solves the equation of the dynamics of the cylinder. The differences of the behaviours observed in the two- and three-dimensional simulations are highlighted and the data is analysed under the light of previously published experimental results obtained for higher Reynolds numbers.

Antarctic cloud spectral emission from ground-based measurements, a focus on far infrared signatures

The present work belongs to the PRANA project, the first extensive field campaign of observation of atmospheric emission spectra covering the Far InfraRed spectral region, for more than two years. The principal deployed instrument is REFIR-PAD, a Fourier transform spectrometer used by us to study Antarctic cloud properties. A dataset covering the whole 2013 has been analyzed and, firstly, a selection of good quality spectra is performed, using, as thresholds, radiance values in few chosen spectral regions. These spectra are described in a synthetic way averaging radiances in selected intervals, converting them into BTs and finally considering the differences between each pair of them. A supervised feature selection algorithm is implemented with the purpose to select the features really informative about the presence, the phase and the type of cloud. Hence, training and test sets are collected, by means of Lidar quick-looks. The supervised classification step of the overall monthly datasets is performed using a SVM. On the base of this classification and with the help of Lidar observations, 29 non-precipitating ice cloud case studies are selected. A single spectrum, or at most an average over two or three spectra, is processed by means of the retrieval algorithm RT-RET, exploiting some main IR window channels, in order to extract cloud properties. Retrieved effective radii and optical depths are analyzed, to compare them with literature studies and to evaluate possible seasonal trends. Finally, retrieval output atmospheric profiles are used as inputs for simulations, assuming two different crystal habits, with the aim to examine our ability to reproduce radiances in the FIR. Substantial mis-estimations are found for FIR micro-windows: a high variability is observed in the spectral pattern of simulation deviations from measured spectra and an effort to link these deviations to cloud parameters has been performed.

Testing of subgrid scale (SGS) models for large-eddy simulation (LES) of turbulent channel flow

Sub-grid scale (SGS) models are required in order to model the influence of the unresolved small scales on the resolved scales in large-eddy simulations (LES), the flow at the smallest scales of turbulence. In the following work two SGS models are presented and deeply analyzed in terms of accuracy through several LESs with different spatial resolutions, i.e. grid spacings. The first part of this thesis focuses on the basic theory of turbulence, the governing equations of fluid dynamics and their adaptation to LES. Furthermore, two important SGS models are presented: one is the Dynamic eddy-viscosity model (DEVM), developed by \cite{germano1991dynamic}, while the other is the Explicit Algebraic SGS model (EASSM), by \cite{marstorp2009explicit}. In addition, some details about the implementation of the EASSM in a Pseudo-Spectral Navier-Stokes code \cite{chevalier2007simson} are presented. The performance of the two aforementioned models will be investigated in the following chapters, by means of LES of a channel flow, with friction Reynolds numbers $Re_\tau=590$ up to $Re_\tau=5200$, with relatively coarse resolutions. Data from each simulation will be compared to baseline DNS data. Results have shown that, in contrast to the DEVM, the EASSM has promising potentials for flow predictions at high friction Reynolds numbers: the higher the friction Reynolds number is the better the EASSM will behave and the worse the performances of the DEVM will be. The better performance of the EASSM is contributed to the ability to capture flow anisotropy at the small scales through a correct formulation for the SGS stresses. Moreover, a considerable reduction in the required computational resources can be achieved using the EASSM compared to DEVM. Therefore, the EASSM combines accuracy and computational efficiency, implying that it has a clear potential for industrial CFD usage.

Investigation of spectral stability of X-ray tubes by simulations and experimental spectrum measurements

L'obiettivo di questo lavoro è quello di analizzare la stabilità di uno spettro raggi X emesso da un tubo usurato per analisi cardiovascolari, in modo da verificare il suo comportamento. Successivamente questo tipo di analisi sarà effettuata su tubi CT. Per raggiungere questo scopo è stato assemblato un particolare set-up con un rivelatore al germanio criogenico in modo da avere la miglior risoluzione energetica possibile ed alcuni particolari collimatori così da ridurre il flusso fotonico per evitare effetti di pile-up. Il set-up è stato costruito in modo da avere il miglior allineamento possibile nel modo più veloce possibile, e con l'obiettivo di rendere l'intero sistema portabile. Il tubo usato è un SRM Philips tube per analisi cardiovascolari; questa scelta è stata fatta in modo da ridurre al minimo i fattori esterni (ottica elettromagnetica, emettitori) e concentrare l'attenzione solo sugli effetti, causati dalle varie esposizioni, sull'anodo (roughness e bending) e sul comportamento di essi durante il surriscaldamento e successivo raffreddamento del tubo. I risultati mostrano come durante un'esposizione alcuni fattori di usura del tubo possono influire in maniera sostanziale sullo spettro ottenuto e quindi alterare il risultato. Successivamente, nell'elaborato, mediante il software Philips di ricostruzione e simulazione dello spettro si è cercato di riprodurre, variando alcuni parametri, la differenza riscontrata sperimentalmente in modo da poter simulare l'instabilità e correggere i fattori che la causano. I risultati sono interessanti non solo per questo esperimento ma anche in ottica futura, per lo sviluppo di applicazioni come la spectral CT. Il passo successivo sarà quello di spostare l'attenzione su un CT tube e verificare se l'instabilità riscontrata in questo lavoro è persiste anche in una analisi più complessa come quella CT.

Monte Carlo simulation of a dynamic MLC based on a multiple source model

Detailed knowledge of the characteristics of the radiation field shaped by a multileaf collimator (MLC) is essential in intensity modulated radiotherapy (IMRT). A previously developed multiple source model (MSM) for a 6 MV beam was extended to a 15 MV beam and supplemented with an accurate model of an 80-leaf dynamic MLC. Using the supplemented MSM and the MC code GEANT, lateral dose distributions were calculated in a water phantom and a portal water phantom. A field which is normally used for the validation of the step and shoot technique and a field from a realistic IMRT treatment plan delivered with dynamic MLC are investigated. To assess possible spectral changes caused by the modulation of beam intensity by an MLC, the energy spectra in five portal planes were calculated for moving slits of different widths. The extension of the MSM to 15 MV was validated by analysing energy fluences, depth doses and dose profiles. In addition, the MC-calculated primary energy spectrum was verified with an energy spectrum which was reconstructed from transmission measurements. MC-calculated dose profiles using the MSM for the step and shoot case and for the dynamic MLC case are in very good agreement with the measured data from film dosimetry. The investigation of a 13 cm wide field shows an increase in mean photon energy of up to 16% for the 0.25 cm slit compared to the open beam for 6 MV and of up to 6% for 15 MV, respectively. In conclusion, the MSM supplemented with the dynamic MLC has proven to be a powerful tool for investigational and benchmarking purposes or even for dose calculations in IMRT.

RF-sputter fabrication of magnetic garnet thin films and simulation modeling for 1-D magnetic photonic crystal waveguide devices

One dimensional magnetic photonic crystals (1D-MPC) are promising structures for integrated optical isolator applications. Rare earth substituted garnet thin films with proper Faraday rotation are required to fabricate planar 1D-MPCs. In this thesis, flat-top response 1D-MPC was proposed and spectral responses and Faraday rotation were modeled. Bismuth substituted iron garnet films were fabricated by RF magnetron sputtering and structures, compositions, birefringence and magnetooptical properties were studied. Double layer structures for single mode propagation were also fabricated by sputtering for the first time. Multilayer stacks with multiple defects (phase shift) composed of Ce-YIG and GGG quarter-wave plates were simulated by the transfer matrix method. The transmission and Faraday rotation characteristics were theoretically studied. It is found that flat-top response, with 100% transmission and near 45o rotation is achievable by adjusting the inter-defect spacing, for film structures as thin as 30 to 35 μm. This is better than 3-fold reduction in length compared to the best Ce-YIG films for comparable rotations, thus allows a considerable reduction in size in manufactured optical isolators. Transmission bands as wide as 7nm were predicted, which is considerable improvement over 2 defects structure. Effect of repetition number and ratio factor on transmission and Faraday rotation ripple factors for the case of 3 and 4 defects structure has been discussed. Diffraction across the structure corresponds to a longer optical path length. Thus the use of guided optics is required to minimize the insertion losses in integrated devices. This part is discussed in chapter 2 in this thesis. Bismuth substituted iron garnet thin films were prepared by RF magnetron sputtering. We investigated or measured the deposition parameters optimization, crystallinity, surface morphologies, composition, magnetic and magnetooptical properties. A very high crystalline quality garnet film with smooth surface has been heteroepitaxially grown on (111) GGG substrate for films less than 1μm. Dual layer structures with two distinct XRD peaks (within a single sputtered film) start to develop when films exceed this thickness. The development of dual layer structure was explained by compositional gradient across film thickness, rather than strain gradient proposed by other authors. Lower DC self bias or higher substrate temperature is found to help to delay the appearance of the 2nd layer. The deposited films show in-plane magnetization, which is advantageous for waveguide devices application. Propagation losses of fabricated waveguides can be decreased by annealing in an oxygen atmosphere from 25dB/cm to 10dB/cm. The Faraday rotation at λ=1.55μm were also measured for the waveguides. FR is small (10° for a 3mm long waveguide), due to the presence of linear birefringence. This part is covered in chapter 4. We also investigated the elimination of linear birefringence by thickness tuning method for our sputtered films. We examined the compressively and tensilely strained films and analyze the photoelastic response of the sputter deposited garnet films. It has been found that the net birefringence can be eliminated under planar compressive strain conditions by sputtering. Bi-layer GGG on garnet thin film yields a reduced birefringence. Temperature control during the sputter deposition of GGG cover layer is critical and strongly influences the magnetization and birefringence level in the waveguide. High temperature deposition lowers the magnetization and increases the linear birefringence in the garnet films. Double layer single mode structures fabricated by sputtering were also studied. The double layer, which shows an in-plane magnetization, has an increased RMS roughness upon upper layer deposition. The single mode characteristic was confirmed by prism coupler measurement. This part is discussed in chapter 5.

BioMet®Tools: from modeling and simulation to product design and development

BioMet®Tools is a set of software applications developed for the biometrical characterization of voice in different fields as voice quality evaluation in laryngology, speech therapy and rehabilitation, education of the singing voice, forensic voice analysis in court, emotional detection in voice, secure access to facilities and services, etc. Initially it was conceived as plain research code to estimate the glottal source from voice and obtain the biomechanical parameters of the vocal folds from the spectral density of the estimate. This code grew to what is now the Glottex®Engine package (G®E). Further demands from users in medical and forensic fields instantiated the development of different Graphic User Interfaces (GUI’s) to encapsulate user interaction with the G®E. This required the personalized design of different GUI’s handling the same G®E. In this way development costs and time could be saved. The development model is described in detail leading to commercial production and distribution. Study cases from its application to the field of laryngology and speech therapy are given and discussed.

A discrete spectral model for intermediate crack debonding in FRP-strengthened RC beams

One of the common failure modes of reinforced concrete (RC) beams strengthened in flexure with a bonded fibre-reinforced polymer (FRP) is intermediate crack (IC) debonding, which is originated at a critical section in the vicinity of flexural cracks and propagates to a plate end. Despite considerable research over the last years, few reliable and simplified IC debonding strength models have been developed. This paper firstly presents a one-dimensional model based on the discrete crack approach for concrete and the spectral element method for the numerical simulation of the IC debonding process. The progressive formation of flexural cracks and subsequent concrete-FRP interfacial debonding is formulated by the introduction of a new element able to represent both phenomena simultaneously without perturbing the numerical procedure. Furthermore, with the proposed model, high frequency dynamic response for these kinds of structures can also be obtained in a very simple and non-expensive way, which makes this procedure very useful as a tool for diagnoses and detection of debonding in its initial stage by monitoring the change in local dynamic characteristics.

Directional spectral wave generator basin response to monochromatic waves /

"This report is a product of the Laboratory Simulation of Spectral and Directional Spectral Waves Work Unit, Coastal Flooding and Storm Protection Program, Civil Works Research and Development, at the US Army Engineer Waterways Experiment Station's Coastal Engineering Research Center."--Preface.

Directional spectral wave transformation in the nearshore region.

"November 1989."

XSophe, a computer simulation software suite for the analysis of electron paramagnetic resonance spectra

The XSophe computer simulation software suite consisting of a daemon, the XSophe interface and the computational program Sophe is a state of the art package for the simulation of electron paramagnetic resonance spectra. The Sophe program performs the computer simulation and includes a number of new technologies including; the SOPHE partition and interpolation schemes, a field segmentation algorithm, homotopy, parallelisation and spectral optimisation. The SOPHE partition and interpolation scheme along with a field segmentation algorithm greatly increases the speed of simulations for most systems. Multidimensional homotopy provides an efficient method for accurately tracing energy levels and hence tracing transitions in the presence of energy level anticrossings and looping transitions and allowing computer simulations in frequency space. Recent enhancements to Sophe include the generalised treatment of distributions of orientational parameters, termed the mosaic misorientation linewidth model and a faster more efficient algorithm for the calculation of resonant field positions and transition probabilities. For complex systems the parallelisation enables the simulation of these systems on a parallel computer and the optimisation algorithms in the suite provide the experimentalist with the possibility of finding the spin Hamiltonian parameters in a systematic manner rather than a trial-and-error process. The XSophe software suite has been used to simulate multifrequency EPR spectra (200 MHz to 6 00 GHz) from isolated spin systems (S > ~½) and coupled centres (Si, Sj _> I/2). Griffin, M.; Muys, A.; Noble, C.; Wang, D.; Eldershaw, C.; Gates, K.E.; Burrage, K.; Hanson, G.R."XSophe, a Computer Simulation Software Suite for the Analysis of Electron Paramagnetic Resonance Spectra", 1999, Mol. Phys. Rep., 26, 60-84.