990 resultados para Dynamic Hedging


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This paper describes a series of tests conducted on a UK trunk road, in which the dynamic tyre forces generated by over 1500 heavy goods vehicles (HGVs) were measured using a load measuring mat containing 144 capacitive strip sensors. The data was used to investigate the relative road damaging potential of the various classes of vehicles, and the degree of spatial repeatability of tyre forces present in a typical highway fleet. Approximately half the vehicles tested were found to contribute to a spatially repeatable pattern of pavement loading. On average, air suspended vehicles were found to generate lower dynamic load coefficients than steel suspended vehicles. However, air suspended vehicles also generated higher mean levels of theoretical road damage (aggregate force) than steel suspended vehicles, indicating that the ranking of suspensions depends on the pavement damage criterion used.

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The potential use of YBa2j as an active component in a magnetic bearing is being investigated. Although the load bearing capacity is high and increases with the square of the magnetic field trapped, the stiffness is low. Both the stiffness and the lévitation height are a function of the loading history of the bearing. At Cambridge we have been investigating the effects of dynamic loading such as single large excursions from steady state loads and cyclically applied loads such as vibrations. Since a superconducting bearing has little inherent damping cyclic loads applied at or near its natural frequency can have catastrophic effects. The information being gathered at Cambridge will be used to enable these effects to be mitigated in the bearing design process. © 1997 IEEE.

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In this paper, we derive an EM algorithm for nonlinear state space models. We use it to estimate jointly the neural network weights, the model uncertainty and the noise in the data. In the E-step we apply a forwardbackward Rauch-Tung-Striebel smoother to compute the network weights. For the M-step, we derive expressions to compute the model uncertainty and the measurement noise. We find that the method is intrinsically very powerful, simple and stable.

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An investigation into the seismic behaviour of municipal solid waste (MSW) landfills by dynamic centrifuge testing was undertaken. This paper presents physical modelling of MSW landfills for dynamic centrifuge testing, with regard to the following research areas: 1. amplification characteristics of municipal solid waste; 2. tension induced in geomembranes placed on landfill slopes due to earthquake loading; 3. damage to landfill liners due to liquefaction of foundation soil. A model waste, that has engineering properties similar to MSW, is presented. A model geomembrane that can be used in centrifuge tests is also presented. Results of dynamic centrifuge tests with the model geomembrane showed that an earthquake loading induces additional permanent tension (∼25%) in the geomembrane. © 2006 Taylor & Francis Group.

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A tribometer, based on a pin-on-disc machine, uses a PZT drive to produce small sinusoidal fluctuations of sliding speed. The frequency and amplitude of these fluctuations can be controlled, and the dynamic response measured. Preliminary test results show that the dynamic friction variation is influenced by the contact materials, normal force, oscillation frequency and steady sliding speed. The variation of friction force amplitude and phase with frequency gives clues about the underlying state variables determining the friction. Modelling studies illustrate the expected behaviour for idealized friction laws governed by, for example, sliding speed, contact temperature, and "rate-state" laws. © 2008 SAE International.

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The decomposition of experimental data into dynamic modes using a data-based algorithm is applied to Schlieren snapshots of a helium jet and to time-resolved PIV-measurements of an unforced and harmonically forced jet. The algorithm relies on the reconstruction of a low-dimensional inter-snapshot map from the available flow field data. The spectral decomposition of this map results in an eigenvalue and eigenvector representation (referred to as dynamic modes) of the underlying fluid behavior contained in the processed flow fields. This dynamic mode decomposition allows the breakdown of a fluid process into dynamically revelant and coherent structures and thus aids in the characterization and quantification of physical mechanisms in fluid flow. © 2010 Springer-Verlag.

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DNA methylation directed by 24-nucleotide small RNAs involves the small RNA-binding protein ARGONAUTE4 (AGO4), and it was previously shown that AGO4 localizes to nucleolus-adjacent Cajal bodies, sites of snRNP complex maturation. Here we demonstrate that AGO4 also localizes to a second class of nuclear bodies, called AB-bodies, which are found immediately adjacent to condensed 45S ribosomal DNA (rDNA) sequences. AB-bodies also contain other proteins involved in RNA-directed DNA methylation including NRPD1b (a subunit of the RNA Polymerase IV complex, RNA PolIV), NRPD2 (a second subunit of this complex), and the DNA methyltransferase DRM2. These two classes of AGO4 bodies are structurally independent--disruption of one class does not affect the other--suggesting a dynamic regulation of AGO4 within two distinct nuclear compartments in Arabidopsis. Abolishing Cajal body formation in a coilin mutant reduced overall AGO4 protein levels, and coilin dicer-like3 double mutants showed a small decrease in DNA methylation beyond that seen in dicer-like3 single mutants, suggesting that Cajal bodies are required for a fully functioning DNA methylation system in Arabidopsis.

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Any linearised theory of the initiation of friction-excited vibration via instability of the state of steady sliding requires information about the dynamic friction force in the form of a frequency response function for sliding friction. Recent measurements of this function for an interface consisting of a nylon pin against a glass disc are used to probe the underlying constitutive law. Results are compared to linearised predictions from the simplest ratestate model of friction, and a ratetemperature model. In both cases the observed variation with frequency is not compatible with the model predictions, although there are some significant points of similarity. The most striking result relates to variation of the normal load: any theory embodying the Coulomb relation F∝N would predict behaviour entirely at variance with the measurements, even though the steady friction force obtained during the same measurements does follow the Coulomb law. © 2011 Elsevier Ltd. All rights reserved.

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The orbitofrontal cortex is involved in the reinforcing effects of drugs of abuse. However, how the dynamic activity in OFC changes during opiate administration and withdrawal period has not been investigated. We first tested the effects of opiates and dr

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The objective was to study dynamic changes of ovaries in rhesus macaques stimulated by gonadotropins to identify an indicator for predicting ovarian response to stimulation. Twenty-one cycling monkeys were given 36 IU/d recombinant human follicle-stimulat

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Dynamic nonlinear absorption of composite-type single-wall carbon nanotube saturable absorbers is characterized using both femtosecond and picosecond pump pulses. Results are compared with numerical simulations based on two commonly used saturable absorber models. © 2010 Optical Society of America.