960 resultados para DYNAMIC PORTFOLIO SELECTION


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The domain of dynamic recrystallization (DRX) in as-cast 304 stainless steel material occurs at higher temperatures (1250 degrees C) and lower strain rates (0.001 s(-1)) than in wrought 304 stainless steel (1100 degrees C and 0.01 s(-1)). The above result has been explained earlier on the basis of a simple theoretical DRX model involving the rate of nucleation versus rate of grain boundary migration. The present investigation is aimed at examining experimentally the influence of carbide particles on the DRX of ascast 304 using secondary ion mass spectrometric (SIMS) analysis. Isothermal compression tests at a constant true strain rate have been performed on wrought 304 and as-cast 304 materials in the temperature and strain rate ranges of 1000 to 1250 degrees C and 0.001 to 1 s(-1) respectively. The SIMS analysis carried out on the deformed samples revealed that the large carbides present in the as-cast 304 material strongly influence the DRX process. In as-cast 304 material, the presence of large carbide particles in the microstructure shifts the DRX domain to higher temperature and lower strain rate in comparison with wrought 304 material.

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A new design technique for an SVC-based power system damping controller has been proposed. The controller attempts to place all plant poles within a specified region on the s-plane to guarantee the desired closed loop performance. The use of Horowitz's quantitative feedback theory (QFT) permits the design of a 'fixed gain controller' that maintains its performance in spite of large variations in the plant parameters during its normal course of operation. The required controller parameters are arrived at by solving an optimization problem that incorporates the control specifications. The performance of this robust controller has been evaluated on a single machine infinite bus system equipped with a mid point SVC, and the results are shown to be consistent with the expected performance of the stabilizer. (C) 1998 Elsevier Science S.A. All rights reserved.

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Nicotinate-N-oxide and isonicotinate-N-oxide have been employed to synthesize four heterometallic metallamacrocycles (dppf)(2)Pd-2(nicotinate-N-oxide)(2)](OTf)(2) (1), (dppf)(2)Pt-2(nicotinate-N-oxide)(2)](OTf)(2) (2), (dppf) 2Pd2(isonicotinate-N-oxide)(2)](OTf)(2) (3) and (dppf)(2)Pt-2(isonicotinate-N-oxide)(2)](OTf)(2) (4). The complexes represent the first examples of metallamacrocycles driven by solely Pd(II)/Pt(II)-O coordination using carboxylate-N-oxide donor. All the complexes 1-4 are characterized by IR, UV-Vis, multinuclear NMR spectroscopic and ESI-MS studies. The molecular structures of the complexes 1 and 3 are unambiguously determined by single crystal X-ray diffraction analysis. Despite the possibility of formation of several linkage isomers due to ambidentate nature of the donors, exclusive formation of 2 + 2] self-assembled single isomeric metallamacrocycle in each case is interesting observation. (C) 2011 Elsevier B.V. All rights reserved.

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We present a randomized and a deterministic data structure for maintaining a dynamic family of sequences under equality tests of pairs of sequences and creations of new sequences by joining or splitting existing sequences. Both data structures support equality tests in O(1) time. The randomized version supports new sequence creations in O(log(2) n) expected time where n is the length of the sequence created. The deterministic solution supports sequence creations in O(log n (log m log* m + log n)) time for the mth operation.

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Non-exponential electron transfer kinetics in complex systems are often analyzed in terms of a quenched, static disorder model. In this work we present an alternative analysis in terms of a simple dynamic disorder model where the solvent is characterized by highly non-exponential dynamics. We consider both low and high barrier reactions. For the former, the main result is a simple analytical expression for the survival probability of the reactant. In this case, electron transfer, in the long time, is controlled by the solvent polarization relaxation-in agreement with the analyses of Rips and Jortner and of Nadler and Marcus. The short time dynamics is also non-exponential, but for different reasons. The high barrier reactions, on the other hand, show an interesting dynamic dependence on the electronic coupling element, V-el.

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The presence of residual chlorine and organic matter govern the bacterial regrowth within a water distribution system. The bacterial growth model is essential to predict the spatial and temporal variation of all these substances throughout the system. The parameters governing the bacterial growth and biodegradable dissolved organic carbon (BDOC) utilization are difficult to determine by experimentation. In the present study, the estimation of these parameters is addressed by using simulation-optimization procedure. The optimal solution by genetic algorithm (GA) has indicated that the proper combination of parameter values are significant rather than correct individual values. The applicability of the model is illustrated using synthetic data generated by introducing noise in to the error-free measurements. The GA was found to be a potential tool in estimating the parameters controlling the bacterial growth and BDOC utilization. Further, the GA was also used for evaluating the sensitivity issues relating parameter values and objective function. It was observed that mu and k(cl) are more significant and dominating compared to the other parameters. But the magnitude of the parameters is also an important issue in deciding the dominance of a particular parameter. GA is found to be a useful tool in autocalibration of bacterial growth model and a sensitivity study of parameters.

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Four types of cationic collectors were tested and evaluated for their performance in the reverse flotation of silica from the spiral preconcentrate of Kudremukh iron ore. A stagewise flotation was conducted by adding the reagent in three stages. Starch was used to depress hematite. Silica flotation was found to be very sensitive to the amount of cationic reagent added. The performance of the reagents was evaluated based on the percentage of silica and iron in the concentrate and percent recovery of iron obtained in the concentrate. Tests of significance, namely, t-test and F-test were performed to select the best two reagents for further investigations.

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Ultra low-load-dynamic microhardness testing facilitates the hardness measurements in a very low volume of the material and thus is suited for characterization of the interfaces in MMC's. This paper details the studies on age-hardening behavior of the interfaces in Al-Cu-5SiC(p) composites characterized using this technique. Results of hardness studies have been further substantiated by TEM observations. In the solution-treated condition, hardness is maximum at the particle/matrix interface and decreases with increasing distance from the interface. This could be attributed to the presence of maximum dislocation density at the interface which decreases with increasing distance from the interface. In the case of composites subjected to high temperature aging, hardening at the interface is found to be faster than the bulk matrix and the aging kinetics becomes progressively slower with increasing distance from the interface. This is attributed to the dislocation density gradient at the interface, leading to enhanced nucleation and growth of precipitates at the interface compared to the bulk matrix. TEM observations reveal that the sizes of the precipitates decrease with increasing distance from the interface and thus confirms the retardation in aging kinetics with increasing distance from the interface.

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In this paper, an overview of some recent computational studies by the authors on ductile crack initiation under mode I, dynamic loading is presented. In these studies, a large deformation finite element procedure is employed along with the viscoplastic version of the Gurson constitutive model that accounts for the micro-mechanical processes of void nucleation, growth and coalescence. A three-point bend fracture specimen subjected to impact, and a single edge notched specimen loaded by a tensile stress pulse are analysed. Several loading rates are simulated by varying the impact speed or the rise time and magnitude of the stress pulse. A simple model involving a semi-circular notch with a pre-nucleated circular hole situated ahead of it is considered. The growth of the hole and its interaction with the notch tip, which leads to plastic strain and porosity localization in the ligament connecting them, is simulated. The role of strain-rate dependence on ductile crack initiation at high loading rates, and the specimen geometry effect on the variation of dynamic fracture toughness with loading rate are Investigated.

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The dynamo effect is used to describe the generation of magnetic fields in astrophysical objects. However, no rigorous derivation of the dynamo equation is available. We justify the form of the equation using an Operator Product Expansion (OPE) of the relevant fields. We also calculate the coefficients of the OPE series using a dynamic renormalisation group approach and discuss the time evolution of the initial conditions on the initial seed magnetic field.

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Antenna selection (AS) provides most of the benefits of multiple-antenna systems at drastically reduced hardware costs. In receive AS, the receiver connects a dynamically selected subset of N available antennas to the L available RF chains. The "best" subset to be used for data reception is determined by means of channel estimates acquired using training sequences. Due to the nature of AS, the channel estimates at different antennas are obtained from different transmissions of the pilot sequence, and are, thus, outdated by different amounts in a time-varying channel. We show that a linear weighting of the estimates is optimum for the subset selection process, where the weights are related to the temporal correlation of the channel variations. When L is not an integer divisor of N, we highlight a new issue of "training voids", in which the last pilot transmission is not fully exploited by the receiver. We present a "void-filling" method for fully exploiting these voids, which essentially provides more accurate training for some antennas, and derive the optimal subset selection rule for any void-filling method. We also derive new closed-form equations for the performance of receive AS with optimal subset selection.

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An in-situ power monitoring technique for Dynamic Voltage and Threshold scaling (DVTS) systems is proposed which measures total power consumed by load circuit using sleep transistor acting as power sensor. Design details of power monitor are examined using simulation framework in UMC 90nm CMOS process. Experimental results of test chip fabricated in AMS 0.35µm CMOS process are presented. The test chip has variable activity between 0.05 and 0.5 and has PMOS VTH control through nWell contact. Maximum resolution obtained from power monitor is 0.25mV. Overhead of power monitor in terms of its power consumption is 0.244 mW (2.2% of total power of load circuit). Lastly, power monitor is used to demonstrate closed loop DVTS system. DVTS algorithm shows 46.3% power savings using in-situ power monitor.

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Timer-based mechanisms are often used in several wireless systems to help a given (sink) node select the best helper node among many available nodes. Specifically, a node transmits a packet when its timer expires, and the timer value is a function of its local suitability metric. In practice, the best node gets selected successfully only if no other node's timer expires within a `vulnerability' window after its timer expiry. In this paper, we provide a complete closed-form characterization of the optimal metric-to-timer mapping that maximizes the probability of success for any probability distribution function of the metric. The optimal scheme is scalable, distributed, and much better than the popular inverse metric timer mapping. We also develop an asymptotic characterization of the optimal scheme that is elegant and insightful, and accurate even for a small number of nodes.

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We develop an optimal, distributed, and low feedback timer-based selection scheme to enable next generation rate-adaptive wireless systems to exploit multi-user diversity. In our scheme, each user sets a timer depending on its signal to noise ratio (SNR) and transmits a small packet to identify itself when its timer expires. When the SNR-to-timer mapping is monotone non-decreasing, timers of users with better SNRs expire earlier. Thus, the base station (BS) simply selects the first user whose timer expiry it can detect, and transmits data to it at as high a rate as reliably possible. However, timers that expire too close to one another cannot be detected by the BS due to collisions. We characterize in detail the structure of the SNR-to-timer mapping that optimally handles these collisions to maximize the average data rate. We prove that the optimal timer values take only a discrete set of values, and that the rate adaptation policy strongly influences the optimal scheme's structure. The optimal average rate is very close to that of ideal selection in which the BS always selects highest rate user, and is much higher than that of the popular, but ad hoc, timer schemes considered in the literature.