Noise-induced scenario for inverted phase diagrams

We introduce a class of exactly solvable models exhibiting an ordering noise-induced phase transition in which order arises as a result of a balance between the relaxing deterministic dynamics and the randomizing character of the fluctuations. A finite-size scaling analysis of the phase transition reveals that it belongs to the universality class of the equilibrium Ising model. All these results are analyzed in the light of the nonequilibrium probability distribution of the system, which can be obtained analytically. Our results could constitute a possible scenario of inverted phase diagrams in the so-called lower critical solution temperature transitions.

Heat fluctuations in Brownian transducers

The heat fluctuation probability distribution function in Brownian transducers operating between two heat reservoirs is studied. We find, both analytically and numerically, that the recently proposed fluctuation theorem for heat exchange [C. Jarzynski and D. K. Wojcik, Phys. Rev. Lett. 92, 230602 (2004)] has to be applied carefully when the coupling mechanism between both baths is considered. We also conjecture how to extend such a relation when an external work is present.

Test of the fluctuation theorem for stochastic entropy production in a nonequilibrium steady state

We derive a simple closed analytical expression for the total entropy production along a single stochastic trajectory of a Brownian particle diffusing on a periodic potential under an external constant force. By numerical simulations we compute the probability distribution functions of the entropy and satisfactorily test many of the predictions based on Seiferts integral fluctuation theorem. The results presented for this simple model clearly illustrate the practical features and implications derived from such a result of nonequilibrium statistical mechanics.

The data treatment dependent variability of U-Pb zircon ages obtained using mono-collector, sector field, laser ablation ICP-MS

U-Pb dating of zircons by laser ablation inductively coupled plasma mass spectrometry (LA-ICPMS) is a widely used analytical technique in Earth Sciences. For U-Pb ages below 1 billion years (1 Ga), Pb-206/U-238 dates are usually used, showing the least bias by external parameters such as the presence of initial lead and its isotopic composition in the analysed mineral. Precision and accuracy of the Pb/U ratio are thus of highest importance in LA-ICPMS geochronology. We consider the evaluation of the statistical distribution of the sweep intensities based on goodness-of-fit tests in order to find a model probability distribution fitting the data to apply an appropriate formulation for the standard deviation. We then discuss three main methods to calculate the Pb/U intensity ratio and its uncertainty in the LA-ICPMS: (1) ratio-of-the-mean intensities method, (2) mean-of-the-intensity-ratios method and (3) intercept method. These methods apply different functions to the same raw intensity vs. time data to calculate the mean Pb/U intensity ratio. Thus, the calculated intensity ratio and its uncertainty depend on the method applied. We demonstrate that the accuracy and, conditionally, the precision of the ratio-of-the-mean intensities method are invariant to the intensity fluctuations and averaging related to the dwell time selection and off-line data transformation (averaging of several sweeps); we present a statistical approach how to calculate the uncertainty of this method for transient signals. We also show that the accuracy of methods (2) and (3) is influenced by the intensity fluctuations and averaging, and the extent of this influence can amount to tens of percentage points; we show that the uncertainty of these methods also depends on how the signal is averaged. Each of the above methods imposes requirements to the instrumentation. The ratio-of-the-mean intensities method is sufficiently accurate provided the laser induced fractionation between the beginning and the end of the signal is kept low and linear. We show, based on a comprehensive series of analyses with different ablation pit sizes, energy densities and repetition rates for a 193 nm ns-ablation system that such a fractionation behaviour requires using a low ablation speed (low energy density and low repetition rate). Overall, we conclude that the ratio-of-the-mean intensities method combined with low sampling rates is the most mathematically accurate among the existing data treatment methods for U-Pb zircon dating by sensitive sector field ICPMS.

Simulated-annealing-based conditional simulation for the local-scale characterization of heterogeneous aquifers

Simulated-annealing-based conditional simulations provide a flexible means of quantitatively integrating diverse types of subsurface data. Although such techniques are being increasingly used in hydrocarbon reservoir characterization studies, their potential in environmental, engineering and hydrological investigations is still largely unexploited. Here, we introduce a novel simulated annealing (SA) algorithm geared towards the integration of high-resolution geophysical and hydrological data which, compared to more conventional approaches, provides significant advancements in the way that large-scale structural information in the geophysical data is accounted for. Model perturbations in the annealing procedure are made by drawing from a probability distribution for the target parameter conditioned to the geophysical data. This is the only place where geophysical information is utilized in our algorithm, which is in marked contrast to other approaches where model perturbations are made through the swapping of values in the simulation grid and agreement with soft data is enforced through a correlation coefficient constraint. Another major feature of our algorithm is the way in which available geostatistical information is utilized. Instead of constraining realizations to match a parametric target covariance model over a wide range of spatial lags, we constrain the realizations only at smaller lags where the available geophysical data cannot provide enough information. Thus we allow the larger-scale subsurface features resolved by the geophysical data to have much more due control on the output realizations. Further, since the only component of the SA objective function required in our approach is a covariance constraint at small lags, our method has improved convergence and computational efficiency over more traditional methods. Here, we present the results of applying our algorithm to the integration of porosity log and tomographic crosshole georadar data to generate stochastic realizations of the local-scale porosity structure. Our procedure is first tested on a synthetic data set, and then applied to data collected at the Boise Hydrogeophysical Research Site.

How we experience immersive virtual environments: the concept of presence and its measurement

This paper reviews the concept of presence in immersive virtual environments, the sense of being there signalled by people acting and responding realistically to virtual situations and events. We argue that presence is a unique phenomenon that must be distinguished from the degree of engagement, involvement in the portrayed environment. We argue that there are three necessary conditions for presence: the (a) consistent low latency sensorimotor loop between sensory data and proprioception; (b) statistical plausibility: images must be statistically plausible in relation to the probability distribution of images over natural scenes. A constraint on this plausibility is the level of immersion;(c) behaviour-response correlations: Presence may be enhanced and maintained over time by appropriate correlations between the state and behaviour of participants and responses within the environment, correlations that show appropriate responses to the activity of the participants. We conclude with a discussion of methods for assessing whether presence occurs, and in particular recommend the approach of comparison with ground truth and give some examples of this.

Characteristics of 2D convective structures in Catalonia (NE Spain): an analysis using radar data and GIS

Flood simulation studies use spatial-temporal rainfall data input into distributed hydrological models. A correct description of rainfall in space and in time contributes to improvements on hydrological modelling and design. This work is focused on the analysis of 2-D convective structures (rain cells), whose contribution is especially significant in most flood events. The objective of this paper is to provide statistical descriptors and distribution functions for convective structure characteristics of precipitation systems producing floods in Catalonia (NE Spain). To achieve this purpose heavy rainfall events recorded between 1996 and 2000 have been analysed. By means of weather radar, and applying 2-D radar algorithms a distinction between convective and stratiform precipitation is made. These data are introduced and analyzed with a GIS. In a first step different groups of connected pixels with convective precipitation are identified. Only convective structures with an area greater than 32 km2 are selected. Then, geometric characteristics (area, perimeter, orientation and dimensions of the ellipse), and rainfall statistics (maximum, mean, minimum, range, standard deviation, and sum) of these structures are obtained and stored in a database. Finally, descriptive statistics for selected characteristics are calculated and statistical distributions are fitted to the observed frequency distributions. Statistical analyses reveal that the Generalized Pareto distribution for the area and the Generalized Extreme Value distribution for the perimeter, dimensions, orientation and mean areal precipitation are the statistical distributions that best fit the observed ones of these parameters. The statistical descriptors and the probability distribution functions obtained are of direct use as an input in spatial rainfall generators.

How we experience immersive virtual environments: the concept of presence and its measurement

This paper reviews the concept of presence in immersive virtual environments, the sense of being there signalled by people acting and responding realistically to virtual situations and events. We argue that presence is a unique phenomenon that must be distinguished from the degree of engagement, involvement in the portrayed environment. We argue that there are three necessary conditions for presence: the (a) consistent low latency sensorimotor loop between sensory data and proprioception; (b) statistical plausibility: images must be statistically plausible in relation to the probability distribution of images over natural scenes. A constraint on this plausibility is the level of immersion;(c) behaviour-response correlations: Presence may be enhanced and maintained over time by appropriate correlations between the state and behaviour of participants and responses within the environment, correlations that show appropriate responses to the activity of the participants. We conclude with a discussion of methods for assessing whether presence occurs, and in particular recommend the approach of comparison with ground truth and give some examples of this.

Adaptive MCMC methods with applications in environmental and geophysical models

This work presents new, efficient Markov chain Monte Carlo (MCMC) simulation methods for statistical analysis in various modelling applications. When using MCMC methods, the model is simulated repeatedly to explore the probability distribution describing the uncertainties in model parameters and predictions. In adaptive MCMC methods based on the Metropolis-Hastings algorithm, the proposal distribution needed by the algorithm learns from the target distribution as the simulation proceeds. Adaptive MCMC methods have been subject of intensive research lately, as they open a way for essentially easier use of the methodology. The lack of user-friendly computer programs has been a main obstacle for wider acceptance of the methods. This work provides two new adaptive MCMC methods: DRAM and AARJ. The DRAM method has been built especially to work in high dimensional and non-linear problems. The AARJ method is an extension to DRAM for model selection problems, where the mathematical formulation of the model is uncertain and we want simultaneously to fit several different models to the same observations. The methods were developed while keeping in mind the needs of modelling applications typical in environmental sciences. The development work has been pursued while working with several application projects. The applications presented in this work are: a winter time oxygen concentration model for Lake Tuusulanjärvi and adaptive control of the aerator; a nutrition model for Lake Pyhäjärvi and lake management planning; validation of the algorithms of the GOMOS ozone remote sensing instrument on board the Envisat satellite of European Space Agency and the study of the effects of aerosol model selection on the GOMOS algorithm.

Seismic characterization of heterogeneous sedimentary and fractured rocks based on Biot's theory of poroelasticity

Understanding and quantifying seismic energy dissipation, which manifests itself in terms of velocity dispersion and attenuation, in fluid-saturated porous rocks is of considerable interest, since it offers the perspective of extracting information with regard to the elastic and hydraulic rock properties. There is increasing evidence to suggest that wave-induced fluid flow, or simply WIFF, is the dominant underlying physical mechanism governing these phenomena throughout the seismic, sonic, and ultrasonic frequency ranges. This mechanism, which can prevail at the microscopic, mesoscopic, and macroscopic scale ranges, operates through viscous energy dissipation in response to fluid pressure gradients and inertial effects induced by the passing wavefield. In the first part of this thesis, we present an analysis of broad-band multi-frequency sonic log data from a borehole penetrating water-saturated unconsolidated glacio-fluvial sediments. An inherent complication arising in the interpretation of the observed P-wave attenuation and velocity dispersion is, however, that the relative importance of WIFF at the various scales is unknown and difficult to unravel. An important generic result of our work is that the levels of attenuation and velocity dispersion due to the presence of mesoscopic heterogeneities in water-saturated unconsolidated clastic sediments are expected to be largely negligible. Conversely, WIFF at the macroscopic scale allows for explaining most of the considered data while refinements provided by including WIFF at the microscopic scale in the analysis are locally meaningful. Using a Monte-Carlo-type inversion approach, we compare the capability of the different models describing WIFF at the macroscopic and microscopic scales with regard to their ability to constrain the dry frame elastic moduli and the permeability as well as their local probability distribution. In the second part of this thesis, we explore the issue of determining the size of a representative elementary volume (REV) arising in the numerical upscaling procedures of effective seismic velocity dispersion and attenuation of heterogeneous media. To this end, we focus on a set of idealized synthetic rock samples characterized by the presence of layers, fractures or patchy saturation in the mesocopic scale range. These scenarios are highly pertinent because they tend to be associated with very high levels of velocity dispersion and attenuation caused by WIFF in the mesoscopic scale range. The problem of determining the REV size for generic heterogeneous rocks is extremely complex and entirely unexplored in the given context. In this pilot study, we have therefore focused on periodic media, which assures the inherent self- similarity of the considered samples regardless of their size and thus simplifies the problem to a systematic analysis of the dependence of the REV size on the applied boundary conditions in the numerical simulations. Our results demonstrate that boundary condition effects are absent for layered media and negligible in the presence of patchy saturation, thus resulting in minimum REV sizes. Conversely, strong boundary condition effects arise in the presence of a periodic distribution of finite-length fractures, thus leading to large REV sizes. In the third part of the thesis, we propose a novel effective poroelastic model for periodic media characterized by mesoscopic layering, which accounts for WIFF at both the macroscopic and mesoscopic scales as well as for the anisotropy associated with the layering. Correspondingly, this model correctly predicts the existence of the fast and slow P-waves as well as quasi and pure S-waves for any direction of wave propagation as long as the corresponding wavelengths are much larger than the layer thicknesses. The primary motivation for this work is that, for formations of intermediate to high permeability, such as, for example, unconsolidated sediments, clean sandstones, or fractured rocks, these two WIFF mechanisms may prevail at similar frequencies. This scenario, which can be expected rather common, cannot be accounted for by existing models for layered porous media. Comparisons of analytical solutions of the P- and S-wave phase velocities and inverse quality factors for wave propagation perpendicular to the layering with those obtained from numerical simulations based on a ID finite-element solution of the poroelastic equations of motion show very good agreement as long as the assumption of long wavelengths remains valid. A limitation of the proposed model is its inability to account for inertial effects in mesoscopic WIFF when both WIFF mechanisms prevail at similar frequencies. Our results do, however, also indicate that the associated error is likely to be relatively small, as, even at frequencies at which both inertial and scattering effects are expected to be at play, the proposed model provides a solution that is remarkably close to its numerical benchmark. -- Comprendre et pouvoir quantifier la dissipation d'énergie sismique qui se traduit par la dispersion et l'atténuation des vitesses dans les roches poreuses et saturées en fluide est un intérêt primordial pour obtenir des informations à propos des propriétés élastique et hydraulique des roches en question. De plus en plus d'études montrent que le déplacement relatif du fluide par rapport au solide induit par le passage de l'onde (wave induced fluid flow en anglais, dont on gardera ici l'abréviation largement utilisée, WIFF), représente le principal mécanisme physique qui régit ces phénomènes, pour la gamme des fréquences sismiques, sonique et jusqu'à l'ultrasonique. Ce mécanisme, qui prédomine aux échelles microscopique, mésoscopique et macroscopique, est lié à la dissipation d'énergie visqueuse résultant des gradients de pression de fluide et des effets inertiels induits par le passage du champ d'onde. Dans la première partie de cette thèse, nous présentons une analyse de données de diagraphie acoustique à large bande et multifréquences, issues d'un forage réalisé dans des sédiments glaciaux-fluviaux, non-consolidés et saturés en eau. La difficulté inhérente à l'interprétation de l'atténuation et de la dispersion des vitesses des ondes P observées, est que l'importance des WIFF aux différentes échelles est inconnue et difficile à quantifier. Notre étude montre que l'on peut négliger le taux d'atténuation et de dispersion des vitesses dû à la présence d'hétérogénéités à l'échelle mésoscopique dans des sédiments clastiques, non- consolidés et saturés en eau. A l'inverse, les WIFF à l'échelle macroscopique expliquent la plupart des données, tandis que les précisions apportées par les WIFF à l'échelle microscopique sont localement significatives. En utilisant une méthode d'inversion du type Monte-Carlo, nous avons comparé, pour les deux modèles WIFF aux échelles macroscopique et microscopique, leur capacité à contraindre les modules élastiques de la matrice sèche et la perméabilité ainsi que leur distribution de probabilité locale. Dans une seconde partie de cette thèse, nous cherchons une solution pour déterminer la dimension d'un volume élémentaire représentatif (noté VER). Cette problématique se pose dans les procédures numériques de changement d'échelle pour déterminer l'atténuation effective et la dispersion effective de la vitesse sismique dans un milieu hétérogène. Pour ce faire, nous nous concentrons sur un ensemble d'échantillons de roches synthétiques idéalisés incluant des strates, des fissures, ou une saturation partielle à l'échelle mésoscopique. Ces scénarios sont hautement pertinents, car ils sont associés à un taux très élevé d'atténuation et de dispersion des vitesses causé par les WIFF à l'échelle mésoscopique. L'enjeu de déterminer la dimension d'un VER pour une roche hétérogène est très complexe et encore inexploré dans le contexte actuel. Dans cette étude-pilote, nous nous focalisons sur des milieux périodiques, qui assurent l'autosimilarité des échantillons considérés indépendamment de leur taille. Ainsi, nous simplifions le problème à une analyse systématique de la dépendance de la dimension des VER aux conditions aux limites appliquées. Nos résultats indiquent que les effets des conditions aux limites sont absents pour un milieu stratifié, et négligeables pour un milieu à saturation partielle : cela résultant à des dimensions petites des VER. Au contraire, de forts effets des conditions aux limites apparaissent dans les milieux présentant une distribution périodique de fissures de taille finie : cela conduisant à de grandes dimensions des VER. Dans la troisième partie de cette thèse, nous proposons un nouveau modèle poro- élastique effectif, pour les milieux périodiques caractérisés par une stratification mésoscopique, qui prendra en compte les WIFF à la fois aux échelles mésoscopique et macroscopique, ainsi que l'anisotropie associée à ces strates. Ce modèle prédit alors avec exactitude l'existence des ondes P rapides et lentes ainsi que les quasis et pures ondes S, pour toutes les directions de propagation de l'onde, tant que la longueur d'onde correspondante est bien plus grande que l'épaisseur de la strate. L'intérêt principal de ce travail est que, pour les formations à perméabilité moyenne à élevée, comme, par exemple, les sédiments non- consolidés, les grès ou encore les roches fissurées, ces deux mécanismes d'WIFF peuvent avoir lieu à des fréquences similaires. Or, ce scénario, qui est assez commun, n'est pas décrit par les modèles existants pour les milieux poreux stratifiés. Les comparaisons des solutions analytiques des vitesses des ondes P et S et de l'atténuation de la propagation des ondes perpendiculaires à la stratification, avec les solutions obtenues à partir de simulations numériques en éléments finis, fondées sur une solution obtenue en 1D des équations poro- élastiques, montrent un très bon accord, tant que l'hypothèse des grandes longueurs d'onde reste valable. Il y a cependant une limitation de ce modèle qui est liée à son incapacité à prendre en compte les effets inertiels dans les WIFF mésoscopiques quand les deux mécanismes d'WIFF prédominent à des fréquences similaires. Néanmoins, nos résultats montrent aussi que l'erreur associée est relativement faible, même à des fréquences à laquelle sont attendus les deux effets d'inertie et de diffusion, indiquant que le modèle proposé fournit une solution qui est remarquablement proche de sa référence numérique.

Probabilistic graphical models to deal with age estimation of living persons

Due to the rise of criminal, civil and administrative judicial situations involving people lacking valid identity documents, age estimation of living persons has become an important operational procedure for numerous forensic and medicolegal services worldwide. The chronological age of a given person is generally estimated from the observed degree of maturity of some selected physical attributes by means of statistical methods. However, their application in the forensic framework suffers from some conceptual and practical drawbacks, as recently claimed in the specialised literature. The aim of this paper is therefore to offer an alternative solution for overcoming these limits, by reiterating the utility of a probabilistic Bayesian approach for age estimation. This approach allows one to deal in a transparent way with the uncertainty surrounding the age estimation process and to produce all the relevant information in the form of posterior probability distribution about the chronological age of the person under investigation. Furthermore, this probability distribution can also be used for evaluating in a coherent way the possibility that the examined individual is younger or older than a given legal age threshold having a particular legal interest. The main novelty introduced by this work is the development of a probabilistic graphical model, i.e. a Bayesian network, for dealing with the problem at hand. The use of this kind of probabilistic tool can significantly facilitate the application of the proposed methodology: examples are presented based on data related to the ossification status of the medial clavicular epiphysis. The reliability and the advantages of this probabilistic tool are presented and discussed.

Dismissal of the illusion of uncertainty in the assessment of a likelihood ratio

The use of the Bayes factor (BF) or likelihood ratio as a metric to assess the probative value of forensic traces is largely supported by operational standards and recommendations in different forensic disciplines. However, the progress towards more widespread consensus about foundational principles is still fragile as it raises new problems about which views differ. It is not uncommon e.g. to encounter scientists who feel the need to compute the probability distribution of a given expression of evidential value (i.e. a BF), or to place intervals or significance probabilities on such a quantity. The article here presents arguments to show that such views involve a misconception of principles and abuse of language. The conclusion of the discussion is that, in a given case at hand, forensic scientists ought to offer to a court of justice a given single value for the BF, rather than an expression based on a distribution over a range of values.

Maritime transportation in the Gulf of Finland in 2007 and in 2015

The Gulf of Finland is said to be one of the densest operated sea areas in the world. It is a shallow and economically vulnerable sea area with dense passenger and cargo traffic of which petroleum transports have a share of over 50 %. The winter conditions add to the risks of maritime traffic in the Gulf of Finland. It is widely believed that the growth of maritime transportation will continue also in the future. The Gulf of Finland is surrounded by three very different national economies with, different maritime transportation structures. Finland is a country of high GDP/per capita with a diversified economic structure. The number of ports is large and the maritime transportation consists of many types of cargoes: raw materials, industrial products, consumer goods, coal and petroleum products, and the Russian transit traffic of e.g. new cars and consumer goods. Russia is a large country with huge growth potential; in recent years, the expansion of petroleum exports has lead to a strong economic growth, which is also apparent in the growth of maritime transports. Russia has been expanding its port activities in the Gulf of Finland and it is officially aiming to transport its own imports and exports through the Russian ports in the future; now they are being transported to great extend through the Finnish, Estonian and other Baltic ports. Russia has five ports in the Gulf of Finland. Estonia has also experienced fast economic growth, but the growth has been slowing down already during the past couples of years. The size of its economy is small compared to Russia, which means the transported tonnes cannot be very massive. However, relatively large amounts of the Russian petroleum exports have been transported through the Estonian ports. The future of the Russian transit traffic in Estonia looks nevertheless uncertain and it remains to be seen how it will develop and if Estonia is able to find replacing cargoes if the Russian transit traffic will come to an end in the Estonian ports. Estonia’s own import and export consists of forestry products, metals or other raw materials and consumer goods. Estonia has many ports on the shores of the Gulf of Finland, but the port of Tallinn dominates the cargo volumes. In 2007, 263 M tonnes of cargoes were transported in the maritime traffic in the Gulf of Finland, of which the share of petroleum products was 56 %. 23 % of the cargoes were loaded or unloaded in the Finnish ports, 60 % in the Russian ports and 17 % in the Estonian ports. The largest ports were Primorsk (74.2 M tonnes) St. Petersburg (59.5 M tonnes), Tallinn (35.9 M tonnes), Sköldvik (19.8 M tonnes), Vysotsk (16.5 M tonnes) and Helsinki (13.4 M) tonnes. Approximately 53 600 ship calls were made in the ports of the Gulf of Finland. The densest traffic was found in the ports of St. Petersburg (14 651 ship calls), Helsinki (11 727 ship calls) and Tallinn (10 614 ship calls) in 2007. The transportation scenarios are usually based on the assumption that the amount of transports follows the development of the economy, although also other factors influence the development of transportation, e.g. government policy, environmental aspects, and social and behavioural trends. The relationship between the development of transportation and the economy is usually analyzed in terms of the development of GDP and trade. When the GDP grows to a certain level, especially the international transports increase because countries of high GDP produce, consume and thus transport more. An effective transportation system is also a precondition for the economic development. In this study, the following factors were taken into consideration when formulating the future scenarios: maritime transportation in the Gulf of Finland 2007, economic development, development of key industries, development of infrastructure and environmental aspects in relation to maritime transportation. The basic starting points for the three alternative scenarios were: • the slow growth scenario: economic recession • the average growth scenario: economy will recover quickly from current instability • the strong growth scenario: the most optimistic views on development will realize According to the slow growth scenario, the total tonnes for the maritime transportation in the Gulf of Finland would be 322.4 M tonnes in 2015, which would mean a growth of 23 % compared to 2007. In the average growth scenario, the total tonnes were estimated to be 431.6 M tonnes – a growth of 64 %, and in the strong growth scenario 507.2 M tonnes – a growth of 93%. These tonnes were further divided into petroleum products and other cargoes by country, into export, import and domestic traffic by country, and between the ports. For petroleum products, the share of crude oil and oil products was estimated and the number of tanker calls in 2015 was calculated for each scenario. However, the future development of maritime transportation in the GoF is dependent on so many societal and economic variables that it is not realistic to predict one exact point estimate value for the cargo tonnes for a certain scenario. Plenty of uncertainty is related both to the degree in which the scenario will come true as well as to the cause-effect relations between the different variables. For these reasons, probability distributions for each scenario were formulated by an expert group. As a result, a range for the total tonnes of each scenario was formulated and they are as follows: the slow growth scenario: 280.8 – 363 M tonnes (expectation value 322.4 M tonnes)

Hygro-elasto-plastic behavior of planar orthotropic material

The mechanical and hygroscopic properties of paper and board are factors affecting the whole lifecycle of a product, including paper/board quality, production, converting, and material and energy savings. The progress of shrinkage profiles, loose edges of web, baggy web causing wrinkling and misregistration in printing are examples of factors affecting runnability and end product quality in the drying section and converting processes, where paper or board is treated as a moving web. The structural properties and internal stresses or plastic strain differences built up during production also cause the end-product defects related to distortion of the shape of the product such as sheet or box. The objective of this work was to construct a model capable of capturing the characteristic behavior of hygroscopic orthotropic material under moisture change, during different external in-plane stretch or stress conditions. Two independent experimental models were constructed: the elasto-plastic material model and the hygroexpansivity-shrinkage model. Both describe the structural properties of the sheet with a fiber orientation probability distribution, and both are functions of the dry solids content and fiber orientation anisotropy index. The anisotropy index, introduced in this work, simplifies the procedure of determining the constitutive parameters of the material model and the hygroexpansion coefficients in different in-plane directions of the orthotropic sheet. The mathematically consistent elasto-plastic material model and the dry solids content dependent hygroexpansivity have been constructed over the entire range from wet to dry. The presented elastoplastic and hygroexpansivity-shrinkage models can be used in an analytical approach to estimate the plastic strain and shrinkage in simple one-dimensional cases. For studies of the combined and more complicated effects of hygro-elasto-plastic behavior, both models were implemented in a finite element program for a numerical solution. The finite element approach also offered possibilities for studying different structural variations of orthotropic planar material, as well as local buckling behavior and internal stress situations of the sheet or web generated by local strain differences. A comparison of the simulation examples presented in this work to results published earlier confirms that the hygro-elasto-plastic model provides at least qualitatively reasonable estimates. The application potential of the hygro-elasto-plastic model is versatile, including several phenomena and defects appearing in the drying, converting and end-use conditions of the paper or board webs and products, or in other corresponding complex planar materials.

Testing for a Unit Root in Panels with Dynamic Factors

This paper studies testing for a unit root for large n and T panels in which the cross-sectional units are correlated. To model this cross-sectional correlation, we assume that the data is generated by an unknown number of unobservable common factors. We propose unit root tests in this environment and derive their (Gaussian) asymptotic distribution under the null hypothesis of a unit root and local alternatives. We show that these tests have significant asymptotic power when the model has no incidental trends. However, when there are incidental trends in the model and it is necessary to remove heterogeneous deterministic components, we show that these tests have no power against the same local alternatives. Through Monte Carlo simulations, we provide evidence on the finite sample properties of these new tests.