Cross-Country Evidence on Output Growth Volatility: Nonstationary Variance and GARCH Models

This paper revisits the issue of conditional volatility in real GDP growth rates for Canada, Japan, the United Kingdom, and the United States. Previous studies find high persistence in the volatility. This paper shows that this finding largely reflects a nonstationary variance. Output growth in the four countries became noticeably less volatile over the past few decades. In this paper, we employ the modified ICSS algorithm to detect structural change in the unconditional variance of output growth. One structural break exists in each of the four countries. We then use generalized autoregressive conditional heteroskedasticity (GARCH) specifications modeling output growth and its volatility with and without the break in volatility. The evidence shows that the time-varying variance falls sharply in Canada, Japan, and the U.K. and disappears in the U.S., excess kurtosis vanishes in Canada, Japan, and the U.S. and drops substantially in the U.K., once we incorporate the break in the variance equation of output for the four countries. That is, the integrated GARCH (IGARCH) effect proves spurious and the GARCH model demonstrates misspecification, if researchers neglect a nonstationary unconditional variance.

Information integration: generating functional models from structural ones

Information integration is a very important topic. Reusing the knowledge and having common representations have been (and it is) an active research topic in the process systems community. Conventional (structural) But only structural models have been dealt with so far. In this paper the issue of integration is related with two types of different knowledge, functional and structural. Functional representation and analysis have proved very useful, but still it is developed and presented in a completely isolated way from the classic structural description of the process. This paper presents an architecture to integrate both representations.

Damping models in the truncated derivative nonlinear Schrödinger equation

Four-dimensional flow in the phase space of three amplitudes of circularly polarized Alfven waves and one relative phase, resulting from a resonant three-wave truncation of the derivative nonlinear Schrödinger equation, has been analyzed; wave 1 is linearly unstable with growth rate , and waves 2 and 3 are stable with damping 2 and 3, respectively. The dependence of gross dynamical features on the damping model as characterized by the relation between damping and wave-vector ratios, 2 /3, k2 /k3, and the polarization of the waves, is discussed; two damping models, Landau k and resistive k2, are studied in depth. Very complex dynamics, such as multiple blue sky catastrophes and chaotic attractors arising from Feigenbaum sequences, and explosive bifurcations involving Intermittency-I chaos, are shown to be associated with the existence and loss of stability of certain fixed point P of the flow. Independently of the damping model, P may only exist as against flow contraction just requiring.In the case of right-hand RH polarization, point P may exist for all models other than Landau damping; for the resistive model, P may exist for RH polarization only if 2+3/2.

Comparison of numerical models for vibro-acoustic analysis of structural panels in low modal density range engaging air layers

During launch, satellite and their equipment are subjected to loads of random nature and with a wide frequency range. Their vibro-acoustic response is an important issue to be analysed, for example for folded solar arrays and antennas. The main issue at low modal density is the modelling combinations engaging air layers, structures and external fluid. Depending on the modal density different methodologies, as FEM, BEM and SEA should be considered. This work focuses on the analysis of different combinations of the methodologies previously stated used in order to characterise the vibro-acoustic response of two rectangular sandwich structure panels isolated and engaging an air layer between them under a diffuse acoustic field. Focusing on the modelling of air layers, different models are proposed. To illustrate the phenomenology described and studied, experimental results from an acoustic test on an ARA-MKIII solar array in folded configuration are presented along with numerical results.

Development of FEM/BEM and SEA models from experimental results for structural elements with attached equipment

This work focuses on the analysis of a structural element of MetOP-A satellite. Given the special interest in the influence of equipment installed on structural elements, the paper studies one of the lateral faces on which the Advanced SCATterometer (ASCAT) is installed. The work is oriented towards the modal characterization of the specimen, describing the experimental set-up and the application of results to the development of a Finite Element Method (FEM) model to study the vibro-acoustic response. For the high frequency range, characterized by a high modal density, a Statistical Energy Analysis (SEA) model is considered, and the FEM model is used when modal density is low. The methodology for developing the SEA model and a compound FEM and Boundary Element Method (BEM) model to provide continuity in the medium frequency range is presented, as well as the necessary updating, characterization and coupling between models required to achieve numerical models that match experimental results.

A methodology to calibrate structural finite element models for reinforced concrete structures subject to blast loads

Civil buildings are not specifically designed to support blast loads, but it is important to take into account these potential scenarios because of their catastrophic effects, on persons and structures. A practical way to consider explosions on reinforced concrete structures is necessary. With this objective we propose a methodology to evaluate blast loads on large concrete buildings, using LS-DYNA code for calculation, with Lagrangian finite elements and explicit time integration. The methodology has three steps. First, individual structural elements of the building like columns and slabs are studied, using continuum 3D elements models subjected to blast loads. In these models reinforced concrete is represented with high precision, using advanced material models such as CSCM_CONCRETE model, and segregated rebars constrained within the continuum mesh. Regrettably this approach cannot be used for large structures because of its excessive computational cost. Second, models based on structural elements are developed, using shells and beam elements. In these models concrete is represented using CONCRETE_EC2 model and segregated rebars with offset formulation, being calibrated with continuum elements models from step one to obtain the same structural response: displacement, velocity, acceleration, damage and erosion. Third, models basedon structural elements are used to develop large models of complete buildings. They are used to study the global response of buildings subjected to blast loads and progressive collapse. This article carries out different techniques needed to calibrate properly the models based on structural elements, using shells and beam elements, in order to provide results of sufficient accuracy that can be used with moderate computational cost.

Optimal design of a beam subjected to compression forces in the framework of different structural models

The optimal design of a vertical cantilever beam is presented in this paper. The beam is assumed immersed in an elastic Winkler soil and subjected to several loads: a point force at the tip section, its self weight and a uniform distributed load along its length. lbe optimal design problem is to find the beam of a given length and minimum volume, such that the resultant compressive stresses are admisible. This prohlem is analyzed according to linear elasticity theory and within different alternative structural models: column, Navier-Bernoulli beam-column, Timoshenko beamcolumn (i.e. with shear strain) under conservative loads, typically, constant direction loads. Results obtained in each case are compared, in order to evaluate the sensitivity of model on the numerical results. The beam optimal design is described by the section distribution layout (area, second moment, shear area etc.) along the beam span and the corresponding beam total volume. Other situations, some of them very interesting from a theoretical point of view, with follower loads (Beck and Leipholz problems) are also discussed, leaving for future work numerical details and results.

Integration of modular process simulators under the Generalized Disjunctive Programming framework for the structural flowsheet optimization

The optimization of chemical processes where the flowsheet topology is not kept fixed is a challenging discrete-continuous optimization problem. Usually, this task has been performed through equation based models. This approach presents several problems, as tedious and complicated component properties estimation or the handling of huge problems (with thousands of equations and variables). We propose a GDP approach as an alternative to the MINLP models coupled with a flowsheet program. The novelty of this approach relies on using a commercial modular process simulator where the superstructure is drawn directly on the graphical use interface of the simulator. This methodology takes advantage of modular process simulators (specially tailored numerical methods, reliability, and robustness) and the flexibility of the GDP formulation for the modeling and solution. The optimization tool proposed is successfully applied to the synthesis of a methanol plant where different alternatives are available for the streams, equipment and process conditions.

Structural models for architectural and engineering education,

Includes bibliography.

Nonparametric Identication and Structural Estimation of Auction Models

Thesis (Ph.D.)--University of Washington, 2016-06

Rice morphogenesis and plant architecture: Measurement, specification and the reconstruction of structural development by 3D architectural modelling

Background and Aims The morphogenesis and architecture of a rice plant, Oryza sativa, are critical factors in the yield equation, but they are not well studied because of the lack of appropriate tools for 3D measurement. The architecture of rice plants is characterized by a large number of tillers and leaves. The aims of this study were to specify rice plant architecture and to find appropriate functions to represent the 3D growth across all growth stages. Methods A japonica type rice, 'Namaga', was grown in pots under outdoor conditions. A 3D digitizer was used to measure the rice plant structure at intervals from the young seedling stage to maturity. The L-system formalism was applied to create '3D virtual rice' plants, incorporating models of phenological development and leaf emergence period as a function of temperature and photoperiod, which were used to determine the timing of tiller emergence. Key Results The relationships between the nodal positions and leaf lengths, leaf angles and tiller angles were analysed and used to determine growth functions for the models. The '3D virtual rice' reproduces the structural development of isolated plants and provides a good estimation of the fillering process, and of the accumulation of leaves. Conclusions The results indicated that the '3D virtual rice' has a possibility to demonstrate the differences in the structure and development between cultivars and under different environmental conditions. Future work, necessary to reflect both cultivar and environmental effects on the model performance, and to link with physiological models, is proposed in the discussion.