914 resultados para Residual autocorrelation and autocovariance matrices
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A novel direct integration technique of the Manakov-PMD equation for the simulation of polarisation mode dispersion (PMD) in optical communication systems is demonstrated and shown to be numerically as efficient as the commonly used coarse-step method. The main advantage of using a direct integration of the Manakov-PMD equation over the coarse-step method is a higher accuracy of the PMD model. The new algorithm uses precomputed M(w) matrices to increase the computational speed compared to a full integration without loss of accuracy. The simulation results for the probability distribution function (PDF) of the differential group delay (DGD) and the autocorrelation function (ACF) of the polarisation dispersion vector for varying numbers of precomputed M(w) matrices are compared to analytical models and results from the coarse-step method. It is shown that the coarse-step method achieves a significantly inferior reproduction of the statistical properties of PMD in optical fibres compared to a direct integration of the Manakov-PMD equation.
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Using methods of statistical physics, we study the average number and kernel size of general sparse random matrices over GF(q), with a given connectivity profile, in the thermodynamical limit of large matrices. We introduce a mapping of GF(q) matrices onto spin systems using the representation of the cyclic group of order q as the q-th complex roots of unity. This representation facilitates the derivation of the average kernel size of random matrices using the replica approach, under the replica symmetric ansatz, resulting in saddle point equations for general connectivity distributions. Numerical solutions are then obtained for particular cases by population dynamics. Similar techniques also allow us to obtain an expression for the exact and average number of random matrices for any general connectivity profile. We present numerical results for particular distributions.
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Residual current-operated circuit-breakers (RCCBs) have proved useful devices for the protection of both human beings against ventricular fibrillation and installations against fire. Although they work well with sinusoidal waveforms, there is little published information on their characteristics. Due to shunt connected non-linear devices, not the least of which is the use of power electronic equipment, the supply is distorted. Consequently, RCCBs as well as other protection relays are subject to non-sinusoidal current waveforms. Recent studies showed that RCCBs are greatly affected by harmonics, however the reasons for this are not clear. A literature search has also shown that there are inconsistencies in the analysis of the effect of harmonics on protection relays. In this work, the way RCCBs operate is examined, then a model is built with the aim of assessing the effect of non-sinusoidal current on RCCBs. Tests are then carried out on a number of RCCBs and these, when compared with the results from the model showed good correlation. In addition, the model also enables us to explain the RCCBs characteristics for pure sinusoidal current. In the model developed, various parameters are evaluated but special attention is paid to the instantaneous value of the current and the tripping mechanism movement. A similar assessment method is then used to assess the effect of harmonics on two types of protection relay, the electromechanical instantaneous relay and time overcurrent relay. A model is built for each of them which is then simulated on the computer. Tests results compare well with the simulation results, and thus the model developed can be used to explain the relays behaviour in a harmonics environment. The author's models, analysis and tests show that RCCBs and protection relays are affected by harmonics in a way determined by the waveform and the relay constants. The method developed provides a useful tool and the basic methodology to analyse the behaviour of RCCBs and protection relays in a harmonics environment. These results have many implications, especially the way RCCBs and relays should be tested if harmonics are taken into account.
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We compute spectra of symmetric random matrices describing graphs with general modular structure and arbitrary inter- and intra-module degree distributions, subject only to the constraint of finite mean connectivities. We also evaluate spectra of a certain class of small-world matrices generated from random graphs by introducing shortcuts via additional random connectivity components. Both adjacency matrices and the associated graph Laplacians are investigated. For the Laplacians, we find Lifshitz-type singular behaviour of the spectral density in a localized region of small |?| values. In the case of modular networks, we can identify contributions of local densities of state from individual modules. For small-world networks, we find that the introduction of short cuts can lead to the creation of satellite bands outside the central band of extended states, exhibiting only localized states in the band gaps. Results for the ensemble in the thermodynamic limit are in excellent agreement with those obtained via a cavity approach for large finite single instances, and with direct diagonalization results.
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The effects of a thermal residual stress field on fatigue crack growth in a silicon carbide particle-reinforced aluminum alloy have been measured. Stress fields were introduced into plates of material by means of a quench from a solution heat-treatment temperature. Measurements using neutron diffraction have shown that this introduces an approximately parabolic stress field into the plates, varying from compressive at the surfaces to tensile in the center. Long fatigue cracks were grown in specimens cut from as-quenched plates and in specimens which were given a stress-relieving overaging heat treatment prior to testing. Crack closure levels for these cracks were determined as a function of the position of the crack tip in the residual stress field, and these are shown to differ between as-quenched and stress-relieved samples. By monitoring the compliance of the specimens during fatigue cycling, the degree to which the residual stresses close the crack has been evaluated. © 1995 The Minerals, Metals & Material Society.
Crack closure and residual stress effects in fatigue of a particle-reinforced metal matrix composite
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A study of the influence of macroscopic quenching stresses on long fatigue crack growth in an aluminium alloy-SiC composite has been made. Direct comparison between quenched plate, where high residual stresses are present, and quenched and stretched plate, where they have been eliminated, has highlighted their rôle in crack closure. Despite similar strength levels and identical crack growth mechanisms, the stretched composite displays faster crack growth rates over the complete range of ΔK, measured at R = 0.1, with threshold being displaced to a lower nominal ΔK value. Closure levels are dependent upon crack length, but are greater in the unstretched composite, due to the effect of surface compressive stresses acting to close the crack tip. These result in lower values of ΔKeff in the unstretched material, explaining the slower crack growth rates. Effective ΔKth values are measured at 1.7 MPa√m, confirmed by constant Kmax testing. In the absence of residual stress, closure levels of approximately 2.5 MPa√m are measured and this is attributed to a roughness mechanism.
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The fatigue-crack propagation and threshold behaviour of a C-Mn steel containing boron has been investigated at a range of strength levels suitable for mining chain applications. The heat-treatment variables examined include two austenitizing temperatures (900 degree C and 1250 degree C) and a range of tempering treatments from the as-quenched condition to tempering at 400 degree C. In mining applications the haulage chains undergo a 'calibration' process which has the effect of imposing a tensile prestrain on the chain links before they go into service. Prestrain is shown to reduce threshold values in these steels and this behaviour is related to its effects on the residual stress distribution in the test specimens.
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In this paper we re-examine the relationship between non-trading frequency and portfolio return autocorrelation. We show that in portfolios where security specific effects have not been completely diversified, portfolio autocorrelation will not increase monotonically with increasing non-trading, as indicated in Lo and MacKinlay (1990). We show that at high levels of non-trading, portfolio autocorrelation will become a decreasing function of non-trading probability and may take negative values. We find that heterogeneity among the means, variances and betas of the component securities in a portfolio can act to increase the induced autocorrelation, particularly in portfolios containing fewer stocks. Security specific effects remain even when the number of securities in the portfolio is far in excess of that considered necessary to diversify security risk. © 2014 Elsevier B.V.
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A new experimental technique is presented for making measurements of biaxial residual stress using load and depth sensing indentation (nanoindentation). The technique is based on spherical indentation, which, in certain deformation regimes, can be much more sensitive to residual stress than indentation with sharp pyramidal indenters like the Berkovich. Two different methods of analysis were developed: one requiring an independent measure of the material's yield strength and the other a reference specimen in the unstressed state or other known reference condition. Experiments conducted on aluminum alloys to which controlled biaxial bending stresses were applied showed that the methods are capable of measuring the residual stress to within 10-20% of the specimen yield stress. Because the methods do not require imaging of the hardness impressions, they are potentially useful for making localized measurements of residual stress, as in thin films or small volumes, or for characterization of point-to-point spatial variations of the surface stress.
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It is proved that there exists a bijection between the primitive ideals of the algebra of regular functions on quantum m × n-matrices and the symplectic leaves of associated Poisson structure.
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∗ Partially supported by Grant MM-428/94 of MESC.
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* The research was supported by INTAS 00-397 and 00-626 Projects.
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2000 Mathematics Subject Classification: 42C05.