Méthodes de Bootstrap pour les modèles à facteurs

Cette thèse développe des méthodes bootstrap pour les modèles à facteurs qui sont couram- ment utilisés pour générer des prévisions depuis l'article pionnier de Stock et Watson (2002) sur les indices de diffusion. Ces modèles tolèrent l'inclusion d'un grand nombre de variables macroéconomiques et financières comme prédicteurs, une caractéristique utile pour inclure di- verses informations disponibles aux agents économiques. Ma thèse propose donc des outils éco- nométriques qui améliorent l'inférence dans les modèles à facteurs utilisant des facteurs latents extraits d'un large panel de prédicteurs observés. Il est subdivisé en trois chapitres complémen- taires dont les deux premiers en collaboration avec Sílvia Gonçalves et Benoit Perron. Dans le premier article, nous étudions comment les méthodes bootstrap peuvent être utilisées pour faire de l'inférence dans les modèles de prévision pour un horizon de h périodes dans le futur. Pour ce faire, il examine l'inférence bootstrap dans un contexte de régression augmentée de facteurs où les erreurs pourraient être autocorrélées. Il généralise les résultats de Gonçalves et Perron (2014) et propose puis justifie deux approches basées sur les résidus : le block wild bootstrap et le dependent wild bootstrap. Nos simulations montrent une amélioration des taux de couverture des intervalles de confiance des coefficients estimés en utilisant ces approches comparativement à la théorie asymptotique et au wild bootstrap en présence de corrélation sérielle dans les erreurs de régression. Le deuxième chapitre propose des méthodes bootstrap pour la construction des intervalles de prévision permettant de relâcher l'hypothèse de normalité des innovations. Nous y propo- sons des intervalles de prédiction bootstrap pour une observation h périodes dans le futur et sa moyenne conditionnelle. Nous supposons que ces prévisions sont faites en utilisant un ensemble de facteurs extraits d'un large panel de variables. Parce que nous traitons ces facteurs comme latents, nos prévisions dépendent à la fois des facteurs estimés et les coefficients de régres- sion estimés. Sous des conditions de régularité, Bai et Ng (2006) ont proposé la construction d'intervalles asymptotiques sous l'hypothèse de Gaussianité des innovations. Le bootstrap nous permet de relâcher cette hypothèse et de construire des intervalles de prédiction valides sous des hypothèses plus générales. En outre, même en supposant la Gaussianité, le bootstrap conduit à des intervalles plus précis dans les cas où la dimension transversale est relativement faible car il prend en considération le biais de l'estimateur des moindres carrés ordinaires comme le montre une étude récente de Gonçalves et Perron (2014). Dans le troisième chapitre, nous suggérons des procédures de sélection convergentes pour les regressions augmentées de facteurs en échantillons finis. Nous démontrons premièrement que la méthode de validation croisée usuelle est non-convergente mais que sa généralisation, la validation croisée «leave-d-out» sélectionne le plus petit ensemble de facteurs estimés pour l'espace généré par les vraies facteurs. Le deuxième critère dont nous montrons également la validité généralise l'approximation bootstrap de Shao (1996) pour les regressions augmentées de facteurs. Les simulations montrent une amélioration de la probabilité de sélectionner par- cimonieusement les facteurs estimés comparativement aux méthodes de sélection disponibles. L'application empirique revisite la relation entre les facteurs macroéconomiques et financiers, et l'excès de rendement sur le marché boursier américain. Parmi les facteurs estimés à partir d'un large panel de données macroéconomiques et financières des États Unis, les facteurs fortement correlés aux écarts de taux d'intérêt et les facteurs de Fama-French ont un bon pouvoir prédictif pour les excès de rendement.

Medizinischer und gesundheitsökonomischer Nutzen der Untersuchung auf Helicobacter pylori-Besiedlung mittels 13C-Harnstoff-Atemtest in der Primärdiagnostik im Vergleich zu invasiven und nichtinvasiven diagnostischen Verfahren

Hintergrund: Helicobacter pylori (H. pylori) zählt trotz abnehmender Inzidenz zu den häufigsten bakteriellen Infektionskrankheiten des Menschen. Die Infektion mit H. pylori ist ein Risikofaktor für Krankheiten wie gastroduodenale Geschwüre, Magenkarzinomen und MALT (Mucosa Associated Lymphoid Tissue)-Lymphomen. Zur Diagnostik von H. pylori stehen verschiedene invasive und nichtinvasive Verfahren zur Verfügung. Der 13C-Harnstoff-Atemtest wird zur Kontrolle einer Eradikationstherapie empfohlen, kommt in der Primärdiagnostik von H. pylori derzeit jedoch nicht standardmäßig in Deutschland zum Einsatz. Fragestellung: Welchen medizinischen und gesundheitsökonomischen Nutzen hat die Untersuchung auf H. pylori-Besiedlung mittels 13C-Harnstoff-Atemtest in der Primärdiagnostik im Vergleich zu invasiven und nichtinvasiven diagnostischen Verfahren? Methodik: Basierend auf einer systematischen Literaturrecherche in Verbindung mit einer Handsuche werden Studien zur Testgüte und Kosten-Effektivität des 13C-Harnstoff-Atemtests im Vergleich zu anderen diagnostischen Verfahren zum primären Nachweis von H. pylori identifiziert. Es werden nur medizinische Studien eingeschlossen, die den 13C-Harnstoff-Atemtest direkt mit anderen H. pylori-Testverfahren vergleichen. Goldstandard ist eines oder eine Kombination der biopsiebasierten Testverfahren. Für die gesundheitsökonomische Beurteilung werden nur vollständige gesundheitsökonomische Evaluationsstudien einbezogen, bei denen die Kosten-Effektivität des 13C Harnstoff-Atemtests direkt mit anderen H. pylori-Testverfahren verglichen wird. Ergebnisse: Es werden 30 medizinische Studien für den vorliegenden Bericht eingeschlossen. Im Vergleich zum Immunglobulin G (IgG)-Test ist die Sensitivität des 13C-Harnstoff-Atemtests zwölfmal höher, sechsmal niedriger und einmal gleich, und die Spezifität 13-mal höher, dreimal niedriger und zweimal gleich. Im Vergleich zum Stuhl-Antigen-Test ist die Sensitivität des 13C-Harnstoff-Atemtests neunmal höher, dreimal niedriger und einmal gleich, und die Spezifität neunmal höher, zweimal niedriger und zweimal gleich. Im Vergleich zum Urease-Schnelltest sind die Sensitivität des 13C-Harnstoff-Atemtests viermal höher, dreimal niedriger und viermal gleich und die Spezifität fünfmal höher, fünfmal niedriger und einmal gleich. Im Vergleich mit der Histologie ist die Sensitivität des 13C-Harnstoff-Atemtests einmal höher und zweimal niedriger und die Spezifität zweimal höher und einmal niedriger. In je einem Vergleich zeigt sich kein Unterschied zwischen 13C-Harnstoff-Atemtest und 14C-Harnstoff-Atemtest, sowie eine niedrigere Sensitivität und höhere Spezifität im Vergleich zur Polymerase-Kettenreaktion (PCR). Inwieweit die beschriebenen Unterschiede statistisch signifikant sind, wird in sechs der 30 Studien angegeben. Es werden neun gesundheitsökonomische Evaluationen in dem vorliegenden Bericht berücksichtigt. Die Test-and-Treat-Strategie mittels 13C-Harnstoff-Atemtest wird in sechs Studien mit einem Test-and-Treat-Verfahren auf Basis der Serologie sowie in drei Studien mit einem Test-and-Treat-Verfahren auf Basis des Stuhl-Antigen-Tests verglichen. Dabei ist das Atemtestverfahren dreimal kosteneffektiv gegenüber der serologischen Methode und wird von der Stuhl-Antigen-Test-Strategie einmal dominiert. Vier Studien beinhalten einen Vergleich der Test-and -Treat-Strategie auf Basis des 13C-Harnstoff-Atemtests mit einer empirischen antisekretorischen Therapie, wobei sich das Atemtesverfahren zweimal als kosteneffektive Prozedur erweist und zwei Studien einen Vergleich mit einer empirischen Eradikationstherapie. In fünf Studien wird das Test-and-Treat-Verfahren mittels 13C-Harnstoff-Atemtest einer endoskopiebasierten Strategie gegenübergestellt. Zweimal dominiert die Atemteststrategie die endoskopische Prozedur und einmal wird sie von dieser Strategie dominiert. Diskussion:Sowohl die medizinischen als auch die ökonomischen Studien weisen mehr oder minder gravierende Mängel auf und liefern heterogene Ergebnisse. So werden in der Mehrzahl der medizinischen Studien keine Angaben zur statistischen Signifikanz der berichteten Unterschiede zwischen den jeweiligen Testverfahren gemacht. Im direkten Vergleich weist der 13C-Harnstoff-Atemtest überwiegend eine höhere Testgüte als der IgG und der Stuhl-Antigen-Test auf. Aus den Vergleichen mit dem Urease-Schnelltest lassen sich keine Tendenzen bezüglich der Sensitivität ableiten, wohingegen die Spezifität des 13C-Harnstoff-Atemtests höher einzuschätzen ist. Für die Vergleiche des 13C-Harnstoff-Atemtest mit der Histologie, dem 14C-Harnstoff-Atemtest und der PCR liegen zu wenige Ergebnisse vor. In der eingeschlossenen ökonomischen Literatur deuten einige Studienergebnisse auf eine Kosten-Effektivität der Test-and-Treat-Strategie mittels 13C-Harnstoff-Atemtest gegenüber dem Test-and-Treat-Verfahren auf Basis der Serologie und der empirischen antiskretorischen Therapie hin. Um Tendenzen bezüglich der Kosten-Effektivität der Atemteststrategie gegenüber der Test-and-Treat-Strategie mittels Stuhl-Antigen-Test sowie der empirischen Eradikationstherapie abzuleiten, mangelt es an validen Ergebnissen bzw. ökonomischer Evidenz. Die Untersuchungsresultate hinsichtlich eines Vergleichs mit endoskopiebasierten Verfahren fallen diesbezüglich zu heterogen aus. Insgesamt kann keines der ökonomischen Modelle der Komplexität des Managements von Patienten mit dyspeptischen Beschwerden gänzlich gerecht werden. Schlussfolgerungen/Empfehlungen: Zusammenfassend ist festzuhalten, dass die Studienlage zur medizinischen und ökonomischen Beurteilung des 13C-Harnstoff-Atemtests im Vergleich zu anderen diagnostischen Methoden nicht ausreichend ist, um den Atemtest als primärdiagnostisches Standardverfahren im Rahmen einer Test-and-Treat-Strategie beim Management von Patienten mit dyspeptischen Beschwerden für die deutsche Versorgungslandschaft insbesondere vor dem Hintergrund der Leitlinien der Deutschen Gesellschaft für Verdauungs- und Stoffwechselkrankheiten (DGVS) anstelle einer endoskopiebasierten Methode zu empfehlen.

An A Posteriori Error Indicator for Discontinuous Galerkin Approximations of Fourth Order Elliptic Problems

We introduce a residual-based a posteriori error indicator for discontinuous Galerkin discretizations of the biharmonic equation with essential boundary conditions. We show that the indicator is both reliable and efficient with respect to the approximation error measured in terms of a natural energy norm, under minimal regularity assumptions. We validate the performance of the indicator within an adaptive mesh refinement procedure and show its asymptotic exactness for a range of test problems.

Méthodes de Bootstrap pour les modèles à facteurs

Cette thèse développe des méthodes bootstrap pour les modèles à facteurs qui sont couram- ment utilisés pour générer des prévisions depuis l'article pionnier de Stock et Watson (2002) sur les indices de diffusion. Ces modèles tolèrent l'inclusion d'un grand nombre de variables macroéconomiques et financières comme prédicteurs, une caractéristique utile pour inclure di- verses informations disponibles aux agents économiques. Ma thèse propose donc des outils éco- nométriques qui améliorent l'inférence dans les modèles à facteurs utilisant des facteurs latents extraits d'un large panel de prédicteurs observés. Il est subdivisé en trois chapitres complémen- taires dont les deux premiers en collaboration avec Sílvia Gonçalves et Benoit Perron. Dans le premier article, nous étudions comment les méthodes bootstrap peuvent être utilisées pour faire de l'inférence dans les modèles de prévision pour un horizon de h périodes dans le futur. Pour ce faire, il examine l'inférence bootstrap dans un contexte de régression augmentée de facteurs où les erreurs pourraient être autocorrélées. Il généralise les résultats de Gonçalves et Perron (2014) et propose puis justifie deux approches basées sur les résidus : le block wild bootstrap et le dependent wild bootstrap. Nos simulations montrent une amélioration des taux de couverture des intervalles de confiance des coefficients estimés en utilisant ces approches comparativement à la théorie asymptotique et au wild bootstrap en présence de corrélation sérielle dans les erreurs de régression. Le deuxième chapitre propose des méthodes bootstrap pour la construction des intervalles de prévision permettant de relâcher l'hypothèse de normalité des innovations. Nous y propo- sons des intervalles de prédiction bootstrap pour une observation h périodes dans le futur et sa moyenne conditionnelle. Nous supposons que ces prévisions sont faites en utilisant un ensemble de facteurs extraits d'un large panel de variables. Parce que nous traitons ces facteurs comme latents, nos prévisions dépendent à la fois des facteurs estimés et les coefficients de régres- sion estimés. Sous des conditions de régularité, Bai et Ng (2006) ont proposé la construction d'intervalles asymptotiques sous l'hypothèse de Gaussianité des innovations. Le bootstrap nous permet de relâcher cette hypothèse et de construire des intervalles de prédiction valides sous des hypothèses plus générales. En outre, même en supposant la Gaussianité, le bootstrap conduit à des intervalles plus précis dans les cas où la dimension transversale est relativement faible car il prend en considération le biais de l'estimateur des moindres carrés ordinaires comme le montre une étude récente de Gonçalves et Perron (2014). Dans le troisième chapitre, nous suggérons des procédures de sélection convergentes pour les regressions augmentées de facteurs en échantillons finis. Nous démontrons premièrement que la méthode de validation croisée usuelle est non-convergente mais que sa généralisation, la validation croisée «leave-d-out» sélectionne le plus petit ensemble de facteurs estimés pour l'espace généré par les vraies facteurs. Le deuxième critère dont nous montrons également la validité généralise l'approximation bootstrap de Shao (1996) pour les regressions augmentées de facteurs. Les simulations montrent une amélioration de la probabilité de sélectionner par- cimonieusement les facteurs estimés comparativement aux méthodes de sélection disponibles. L'application empirique revisite la relation entre les facteurs macroéconomiques et financiers, et l'excès de rendement sur le marché boursier américain. Parmi les facteurs estimés à partir d'un large panel de données macroéconomiques et financières des États Unis, les facteurs fortement correlés aux écarts de taux d'intérêt et les facteurs de Fama-French ont un bon pouvoir prédictif pour les excès de rendement.

UEGO based measurement of EGR rate and residual gas fraction

A technique is presented for measuring the exhaust gas recirculation (EGR) and residual gas fraction (RGF) using a fast UEGO based O2 measurement of the manifold or in-cylinder gases, and of the exhaust gases. The technique has some advantages over the more common CO2-based method. In the case of an RGF measurement, fuel interference must be eliminated and special fuelling arrangements are is required. It is shown how a UEGO-based measurement, though sensitive to reactive species in the exhaust (such as H 2), as a system reports EGR/ RGF rates faithfully. Preliminary tests showed that EGR and RGF measurements using the O2 approach agreed well with CO2-based measurements. © 2011 SAE International.

UEGO based measurement of EGR rate and residual gas fraction

A technique is presented for measuring the exhaust gas recirculation (EGR) and residual gas fraction (RGF) using a fast UEGO based O2 measurement of the manifold or in-cylinder gases, and of the exhaust gases. The technique has some advantages over the more common CO2-based method. In the case of an RGF measurement, fuel interference must be eliminated and special fuelling arrangements are is required. It is shown how a UEGO-based measurement, though sensitive to reactive species in the exhaust (such as H 2), as a system reports EGR/ RGF rates faithfully. Preliminary tests showed that EGR and RGF measurements using the O2 approach agreed well with CO2-based measurements. Copyright © 2011 SAE International.

Development of an inverse routine to predict residual stresses in the material based on a bending test

Bending and reverse bending are the dominant material deformations in roll forming, and hence property data derived from bend tests could be more relevant than tensile test data for numerical simulation of a roll forming process. Recent investigations have shown that residual stresses change the material behavior close to the yield in a bending test. So, residual stresses introduced during prior steel processing operations may affect the roll forming process, and therefore they need to be included in roll forming simulations to achieve improved model accuracy. Measuring the residual stress profile experimentally is time consuming and has limited accuracy while analytical models that are available require detailed information about the pre-processing conditions that is generally not available for roll forming materials. The main goal of this study is to develop an inverse routine that determines a residual stress profile through the material thickness based on experimental pure bend test data. A numerical model of the skin passing (temper rolling) process is performed to introduce a residual stress profile in DP780 steel sheet. The skin passed strips are used in a pure bending simulation to record moment-curvature data and this data is then applied in an inverse analysis to predict the residual stress profile in the material. Comparison of the residual stress profile predicted by the inverse routine with that calculated by finite element analysis (FEA) indicates an inverse approach combined with pure bend test may present an alternative to predict residual stresses in sheet metals.

Laser shock peening treatment to control and moderate fatigue crack growth in aircraft structure based on residual stress engineering approach

Laser Shock Peening (LSP) is a surface enhancement treatment which induces a significant layer of beneficial compressive residual stresses of up to several mm underneath the surface of metal components in order to improve the detrimental effects of the crack growth behavior rate in it. The aim of this thesis is to predict the crack growth behavior in metallic specimens with one or more stripes which define the compressive residual stress area induced by the Laser Shock Peening treatment. The process was applied as crack retardation stripes perpendicular to the crack propagation direction with the object of slowing down the crack when approaching the peened stripes. The finite element method has been applied to simulate the redistribution of stresses in a cracked model when it is subjected to a tension load and to a compressive residual stress field, and to evaluate the Stress Intensity Factor (SIF) in this condition. Finally, the Afgrow software is used to predict the crack growth behavior of the component following the Laser Shock Peening treatment and to detect the improvement in the fatigue life comparing it to the baseline specimen. An educational internship at the “Research & Technologies Germany – Hamburg” department of AIRBUS helped to achieve knowledge and experience to write this thesis. The main tasks of the thesis are the following: •To up to date Literature Survey related to “Laser Shock Peening in Metallic Structures” •To validate the FE model developed against experimental measurements at coupon level •To develop design of crack growth slowdown in Centered Cracked Tension specimens based on residual stress engineering approach using laser peened strip transversal to the crack path •To evaluate the Stress Intensity Factor values for Centered Cracked Tension specimens after the Laser Shock Peening treatment via Finite Element Analysis •To predict the crack growth behavior in Centered Cracked Tension specimens using as input the SIF values evaluated with the FE simulations •To validate the results by means of experimental tests

Lateral distortional buckling tests of a new hollow flange channel beam

The LiteSteel beam (LSB) is a new hollow flange channel section developed by OneSteel Australian Tube Mills using their patented dual electric resistance welding and automated continuous roll-forming process. It has a unique geometry consisting of torsionally rigid rectangular hollow flanges and a relatively slender web. The LSBs are commonly used as flexural members in buildings. However, the LSB flexural members are subjected to lateral distortional buckling, which reduces their member moment capacities. Unlike the commonly observed lateral torsional buckling of steel beams, the lateral distortional buckling of LSBs is characterised by simultaneous lateral deflection, twist, and cross sectional change due to web distortion. An experimental study including more than 50 lateral buckling tests was therefore conducted to investigate the behaviour and strength of LSB flexural members. It included the available 13 LSB sections with spans ranging from 1200 to 4000 mm. Lateral buckling tests based on a quarter point loading were conducted using a special test rig designed to simulate the required simply supported and loading conditions accurately. Experimental moment capacities were compared with the predictions from the design rules in the Australian cold-formed steel structures standard. The new design rules in the standard were able to predict the moment capacities more accurately than previous design rules. This paper presents the details of lateral distortional buckling tests, in particular the features of the lateral buckling test rig, the results and the comparisons. It also includes the results of detailed studies into the mechanical properties and residual stresses of LSBs.

A pilot study assessing the feasibility of a home-based progressive resistance exercise program and trend toward healing rates for patients with venous leg ulcers

Venous leg ulceration is a serious condition affecting 1 – 3% of the population. Decline in the function of the calf muscle pump is correlated with venous ulceration. Many previous studies have reported an improvement in the function of the calf muscle pump, endurance of the calf muscle and increased range of ankle motion after structured exercise programs. However, there is a paucity of published research that assesses if these improvements result in an improvement in the healing rates of venous ulcers. The primary purpose of this pilot study was to establish the feasibility of a homebased progressive resistance exercise program and examine if there was any clinical significance or trend toward healing. The secondary aims were to examine the benefit of a home-based progressive resistance exercise program on calf muscle pump function and physical parameters. The methodology used was a randomised controlled trial where eleven participants were randomised into an intervention (n = 6) or control group (n = 5). Participants who were randomised to receive a 12-week home-based progressive resistance exercise program were instructed through weekly face-to-face consultations during their wound clinic appointment by the author. Control group participants received standard wound care and compression therapy. Changes in ulcer parameters were measured fortnightly at the clinic (number healed at 12 weeks, percentage change in area and pressure ulcer score healing score). An air plethysmography test was performed at baseline and following the 12 weeks of training to determine changes in calf muscle pump function. Functional measures included maximum number of heel raises (endurance), maximal isometric plantar flexion (strength) and range of ankle motion (ROAM); these tests were conducted at baseline, week 6 and week 12. The sample for the study was drawn from the Princess Alexandra Hospital in Brisbane, Australia. Participants with venous leg ulceration who met the inclusion criteria were recruited. The participants were screened via duplex scanning and ankle brachial pressure index (ABPI) to ensure they did not have any arterial complications. Participants were excluded if there was evidence of cellulitis. Demographic data were obtained from each participant and details regarding medical history, quality of life and geriatric depression scores were collected at baseline. Both the intervention and control group were required to complete a weekly exercise diary to monitor activity levels between groups. To test for the effect of the intervention over time, a repeated measures analysis of variance was conducted on the major outcome variables. Group (intervention versus control) was the between subject factor and time (baseline, week 6, week 12) was the within subject or repeated measures factor. Due to the small sample size, further tests were conducted to check the assumptions of the statistical test to be used. The results showed that Mauchly.s Test, the Sphericity assumptions of repeated measures for ANOVA were met. Further tests of homogeneity of variance assumptions also confirmed that this assumption was met. Data analysis was conducted using the software package SPSS for Windows Release 17.0. The pilot study proved feasible with all of the intervention (n=6) participants continuing with the resistance program for the 12 week duration and no deleterious effects noted. Clinical significance was observed in the intervention group with a 32% greater change in ulcer size (p= 0.26) than the control group, and a 10% (p = 0.74) greater difference between the numbers healed compared to the control group. Statistical significance was observed for the ejection fraction (p = 0.05), residual volume fraction (p = 0.04) and ROAM (p = 0.01), which all improved significantly in the intervention group over time. These results are encouraging, nevertheless, further investigations seem warranted to examine the effect exercise has on the healing rates of venous leg ulcers, with a multistudy site, larger sample size and longer follow up period.

Airborne collision scenario flight tests : impact of angle measurement errors on reactive vision-based avoidance control

The future emergence of many types of airborne vehicles and unpiloted aircraft in the national airspace means collision avoidance is of primary concern in an uncooperative airspace environment. The ability to replicate a pilot’s see and avoid capability using cameras coupled with vision based avoidance control is an important part of an overall collision avoidance strategy. But unfortunately without range collision avoidance has no direct way to guarantee a level of safety. Collision scenario flight tests with two aircraft and a monocular camera threat detection and tracking system were used to study the accuracy of image-derived angle measurements. The effect of image-derived angle errors on reactive vision-based avoidance performance was then studied by simulation. The results show that whilst large angle measurement errors can significantly affect minimum ranging characteristics across a variety of initial conditions and closing speeds, the minimum range is always bounded and a collision never occurs.

Real - time prediction of rainfall induced instability of residual soil slopes associated with deep cracks

The early warning based on real-time prediction of rain-induced instability of natural residual slopes helps to minimise human casualties due to such slope failures. Slope instability prediction is complicated, as it is influenced by many factors, including soil properties, soil behaviour, slope geometry, and the location and size of deep cracks in the slope. These deep cracks can facilitate rainwater infiltration into the deep soil layers and reduce the unsaturated shear strength of residual soil. Subsequently, it can form a slip surface, triggering a landslide even in partially saturated soil slopes. Although past research has shown the effects of surface-cracks on soil stability, research examining the influence of deep-cracks on soil stability is very limited. This study aimed to develop methodologies for predicting the real-time rain-induced instability of natural residual soil slopes with deep cracks. The results can be used to warn against potential rain-induced slope failures. The literature review conducted on rain induced slope instability of unsaturated residual soil associated with soil crack, reveals that only limited studies have been done in the following areas related to this topic: - Methods for detecting deep cracks in residual soil slopes. - Practical application of unsaturated soil theory in slope stability analysis. - Mechanistic methods for real-time prediction of rain induced residual soil slope instability in critical slopes with deep cracks. Two natural residual soil slopes at Jombok Village, Ngantang City, Indonesia, which are located near a residential area, were investigated to obtain the parameters required for the stability analysis of the slope. A survey first identified all related field geometrical information including slope, roads, rivers, buildings, and boundaries of the slope. Second, the electrical resistivity tomography (ERT) method was used on the slope to identify the location and geometrical characteristics of deep cracks. The two ERT array models employed in this research are: Dipole-dipole and Azimuthal. Next, bore-hole tests were conducted at different locations in the slope to identify soil layers and to collect undisturbed soil samples for laboratory measurement of the soil parameters required for the stability analysis. At the same bore hole locations, Standard Penetration Test (SPT) was undertaken. Undisturbed soil samples taken from the bore-holes were tested in a laboratory to determine the variation of the following soil properties with the depth: - Classification and physical properties such as grain size distribution, atterberg limits, water content, dry density and specific gravity. - Saturated and unsaturated shear strength properties using direct shear apparatus. - Soil water characteristic curves (SWCC) using filter paper method. - Saturated hydraulic conductivity. The following three methods were used to detect and simulate the location and orientation of cracks in the investigated slope: (1) The electrical resistivity distribution of sub-soil obtained from ERT. (2) The profile of classification and physical properties of the soil, based on laboratory testing of soil samples collected from bore-holes and visual observations of the cracks on the slope surface. (3) The results of stress distribution obtained from 2D dynamic analysis of the slope using QUAKE/W software, together with the laboratory measured soil parameters and earthquake records of the area. It was assumed that the deep crack in the slope under investigation was generated by earthquakes. A good agreement was obtained when comparing the location and the orientation of the cracks detected by Method-1 and Method-2. However, the simulated cracks in Method-3 were not in good agreement with the output of Method-1 and Method-2. This may have been due to the material properties used and the assumptions made, for the analysis. From Method-1 and Method-2, it can be concluded that the ERT method can be used to detect the location and orientation of a crack in a soil slope, when the ERT is conducted in very dry or very wet soil conditions. In this study, the cracks detected by the ERT were used for stability analysis of the slope. The stability of the slope was determined using the factor of safety (FOS) of a critical slip surface obtained by SLOPE/W using the limit equilibrium method. Pore-water pressure values for the stability analysis were obtained by coupling the transient seepage analysis of the slope using finite element based software, called SEEP/W. A parametric study conducted on the stability of an investigated slope revealed that the existence of deep cracks and their location in the soil slope are critical for its stability. The following two steps are proposed to predict the rain-induced instability of a residual soil slope with cracks. (a) Step-1: The transient stability analysis of the slope is conducted from the date of the investigation (initial conditions are based on the investigation) to the preferred date (current date), using measured rainfall data. Then, the stability analyses are continued for the next 12 months using the predicted annual rainfall that will be based on the previous five years rainfall data for the area. (b) Step-2: The stability of the slope is calculated in real-time using real-time measured rainfall. In this calculation, rainfall is predicted for the next hour or 24 hours and the stability of the slope is calculated one hour or 24 hours in advance using real time rainfall data. If Step-1 analysis shows critical stability for the forthcoming year, it is recommended that Step-2 be used for more accurate warning against the future failure of the slope. In this research, the results of the application of the Step-1 on an investigated slope (Slope-1) showed that its stability was not approaching a critical value for year 2012 (until 31st December 2012) and therefore, the application of Step-2 was not necessary for the year 2012. A case study (Slope-2) was used to verify the applicability of the complete proposed predictive method. A landslide event at Slope-2 occurred on 31st October 2010. The transient seepage and stability analyses of the slope using data obtained from field tests such as Bore-hole, SPT, ERT and Laboratory tests, were conducted on 12th June 2010 following the Step-1 and found that the slope in critical condition on that current date. It was then showing that the application of the Step-2 could have predicted this failure by giving sufficient warning time.

Web crippling tests of hollow flange channel beams – end one flange and interior one flange load cases

LiteSteel beam (LSB) is a new cold-formed steel hollow flange channel section produced using a patented manufacturing process involving simultaneous cold-forming and dual electric resistance welding. The LSBs were commonly used as floor joists and bearers with web openings in residential, industrial and commercial buildings. Due to the unique geometry of LSBs, as well as its unique residual stress characteristics and initial geometric imperfections resultant of manufacturing processes, much of the existing research for common cold-formed steel sections is not directly applicable to LSBs. Many research studies have been carried out to evaluate the behaviour and design of LSBs subject to pure bending actions, predominant shear and combined actions. However, to date, no investigation has been conducted into the web crippling behaviour and strength of LSB sections. Hence detailed experimental studies were conducted to investigate the web crippling behaviour and strengths of LSBs under EOF (End One Flange) and IOF (Interior One Flange) load cases. A total of 26 web crippling tests was conducted and the results were compared with current AS/NZS 4600 design rules. This comparison showed that AS/NZS 4600 (SA, 2005) design rules are very conservative for LSB sections under EOF and IOF load cases. Suitable design equations have been proposed to determine the web crippling capacity of LSBs based on experimental results. This paper presents the details of this experimental study on the web crippling behaviour and strengths of LiteSteel beams under EOF and IOF load cases.

CAE-based prediction of projectile residual velocity for impact on single and multi-layered metallic armour plates

The present, paper deals with the CAE-based study Of impact of jacketed projectiles on single- and multi-layered metal armour plates using LS-DYNA. The validation of finite element modelling procedure is mainly based on the mesh convergence study using both shell and solid elements for representing single-layered mild steel target plates. It, is shown that the proper choice of mesh density and the strain rate-dependent material properties are essential for all accurate prediction of projectile residual velocity. The modelling requirements are initially arrived at by correlating against test residual velocities for single-layered mild steel plates of different depths at impact velocities in the ran.-c of approximately 800-870 m/s. The efficacy of correlation is adjudged, in terms of a 'correlation index', defined in the paper: for which values close to unity are desirable. The experience gained for single-layered plates is next; used in simulating projectile impacts on multi-layered mild steel target plates and once again a high degree of correlation with experimental residual velocities is observed. The study is repeated for single- and multi-layered aluminium target plates with a similar level of success in test residual velocity prediction. TO the authors' best knowledge, the present comprehensive study shows in particular for the first time that, with a. proper modelling approach, LS-DYNA can be used with a great degree of confidence in designing perforation-resistant single and multi-layered metallic armour plates.

Fuzzy-logic-based health monitoring and residual-life prediction for composite helicopter rotor

A health-monitoring and life-estimation strategy for composite rotor blades is developed in this work. The cross-sectional stiffness reduction obtained by physics-based models is expressed as a function of the life of the structure using a recent phenomenological damage model. This stiffness reduction is further used to study the behavior of measurable system parameters such as blade deflections, loads, and strains of a composite rotor blade in static analysis and forward flight. The simulated measurements are obtained using an aeroelastic analysis of the composite rotor blade based on the finite element in space and time with physics-based damage modes that are then linked to the life consumption of the blade. The model-based measurements are contaminated with noise to simulate real data. Genetic fuzzy systems are developed for global online prediction of physical damage and life consumption using displacement- and force-based measurement deviations between damaged and undamaged conditions. Furthermore, local online prediction of physical damage and life consumption is done using strains measured along the blade length. It is observed that the life consumption in the matrix-cracking zone is about 12-15% and life consumption in debonding/delamination zone is about 45-55% of the total life of the blade. It is also observed that the success rate of the genetic fuzzy systems depends upon the number of measurements, type of measurements and training, and the testing noise level. The genetic fuzzy systems work quite well with noisy data and are recommended for online structural health monitoring of composite helicopter rotor blades.