989 resultados para sequential methods
Resumo:
We derive a relationship between the initial unloading slope, contact depth, and the instantaneous relaxation modulus for displacement-controlled indentation in linear viscoelastic solids by a rigid indenter with an arbitrary axisymmetric smooth profile. While the same expression is well known for indentation in elastic and in elastic–plastic solids, we show that it is also true for indentation in linear viscoelastic solids, provided that the unloading rate is sufficiently fast. When the unloading rate is slow, a “hold” period between loading and unloading can be used to provide a correction term for the initial unloading slope equation. Finite element calculations are used to illustrate the methods of fast unloading and “hold-at-the-maximum-indenter-displacement” for determining the instantaneous modulus using spherical indenters.
Resumo:
Approximate Bayesian computation (ABC) has become a popular technique to facilitate Bayesian inference from complex models. In this article we present an ABC approximation designed to perform biased filtering for a Hidden Markov Model when the likelihood function is intractable. We use a sequential Monte Carlo (SMC) algorithm to both fit and sample from our ABC approximation of the target probability density. This approach is shown to, empirically, be more accurate w.r.t.~the original filter than competing methods. The theoretical bias of our method is investigated; it is shown that the bias goes to zero at the expense of increased computational effort. Our approach is illustrated on a constrained sequential lasso for portfolio allocation to 15 constituents of the FTSE 100 share index.
Resumo:
The rapid evolution of nanotechnology appeals for the understanding of global response of nanoscale systems based on atomic interactions, hence necessitates novel, sophisticated, and physically based approaches to bridge the gaps between various length and time scales. In this paper, we propose a group of statistical thermodynamics methods for the simulations of nanoscale systems under quasi-static loading at finite temperature, that is, molecular statistical thermodynamics (MST) method, cluster statistical thermodynamics (CST) method, and the hybrid molecular/cluster statistical thermodynamics (HMCST) method. These methods, by treating atoms as oscillators and particles simultaneously, as well as clusters, comprise different spatial and temporal scales in a unified framework. One appealing feature of these methods is their "seamlessness" or consistency in the same underlying atomistic model in all regions consisting of atoms and clusters, and hence can avoid the ghost force in the simulation. On the other hand, compared with conventional MD simulations, their high computational efficiency appears very attractive, as manifested by the simulations of uniaxial compression and nanoindenation. (C) 2008 Elsevier Ltd. All rights reserved.
Resumo:
In this paper, we study the issues of modeling, numerical methods, and simulation with comparison to experimental data for the particle-fluid two-phase flow problem involving a solid-liquid mixed medium. The physical situation being considered is a pulsed liquid fluidized bed. The mathematical model is based on the assumption of one-dimensional flows, incompressible in both particle and fluid phases, equal particle diameters, and the wall friction force on both phases being ignored. The model consists of a set of coupled differential equations describing the conservation of mass and momentum in both phases with coupling and interaction between the two phases. We demonstrate conditions under which the system is either mathematically well posed or ill posed. We consider the general model with additional physical viscosities and/or additional virtual mass forces, both of which stabilize the system. Two numerical methods, one of them is first-order accurate and the other fifth-order accurate, are used to solve the models. A change of variable technique effectively handles the changing domain and boundary conditions. The numerical methods are demonstrated to be stable and convergent through careful numerical experiments. Simulation results for realistic pulsed liquid fluidized bed are provided and compared with experimental data. (C) 2004 Elsevier Ltd. All rights reserved.