907 resultados para Asymptotic Variance of Estimate


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The computation of the non-linear vibration dynamics of an aerodynamically unstable bladed-disk is a formidable numerical task, even for the simplified case of aerodynamic forces assumed to be linear. The nonlinear friction forces effectively couple dif- ferent travelling waves modes and, in order to properly elucidate the dynamics of the system, large time simulations are typically required to reach a final, saturated state. Despite of all the above complications, the output of the system (in the friction microslip regime) is basically a superposition of the linear aeroelastic un- stable travelling waves, which exhibit a slow time modulation that is much longer than the elastic oscillation period. This slow time modulation is due to both, the small aerodynamic effects and the small nonlinear friction forces, and it is crucial to deter- mine the final amplitude of the flutter vibration. In this presenta- tion we apply asymptotic techniques to obtain a new simplified model that captures the slow time dynamics of the amplitudes of the travelling waves. The resulting asymptotic model is very re- duced and extremely cheap to simulate, and it has the advantage that it gives precise information about the characteristics of the nonlinear friction models that actually play a role in the satura- tion of the vibration amplitude.

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The computation of the non-linear vibration dynamics of an aerodynamically unstable bladed-disk is a formidable numerical task, even for the simplified case of aerodynamic forces assumed to be linear. The nonlinear friction forces effectively couple dif- ferent travelling waves modes and, in order to properly elucidate the dynamics of the system, large time simulations are typically required to reach a final, saturated state. Despite of all the above complications, the output of the system (in the friction microslip regime) is basically a superposition of the linear aeroelastic un- stable travelling waves, which exhibit a slow time modulation that is much longer than the elastic oscillation period. This slow time modulation is due to both, the small aerodynamic effects and the small nonlinear friction forces, and it is crucial to deter- mine the final amplitude of the flutter vibration. In this presenta- tion we apply asymptotic techniques to obtain a new simplified model that captures the slow time dynamics of the amplitudes of the travelling waves. The resulting asymptotic model is very re- duced and extremely cheap to simulate, and it has the advantage that it gives precise information about the characteristics of the nonlinear friction models that actually play a role in the satura- tion of the vibration amplitude.

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We consider a simplified system of a growing colony of cells described as a free boundary problem. The system consists of two hyperbolic equations of first order coupled to an ODE to describe the behavior of the boundary. The system for cell populations includes non-local terms of integral type in the coefficients. By introducing a comparison with solutions of an ODE's system, we show that there exists a unique homogeneous steady state which is globally asymptotically stable for a range of parameters under the assumption of radially symmetric initial data.

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Suslin analytic sets characterize the sets of asymptotic values of entire holomorphic functions. By a theorem of Ahlfors, the set of asymptotic values is finite for a function with finite order of growth. Quasiregular maps are a natural generalization of holomorphic functions to dimensions n ≥ 3 and, in fact, many of the properties of holomorphic functions have counterparts for quasiregular maps. It is shown that analytic sets also characterize the sets of asymptotic values of quasiregular maps in Rn, even for those with finite order of growth. Our construction is based on Drasin's quasiregular sine function

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Theoretical models for the thermal response of vertical geothermal boreholes often assume that the characteristic time of variation of the heat injection rate is much larger than the characteristic diffusion time across the borehole. In this case, heat transfer inside the borehole and in its immediate surroundings is quasi-steady in the first approximation, while unsteady effects enter only in the far field. Previous studies have exploited this disparity of time scales, incorporating approximate matching conditions to couple the near-borehole region with the outer unsteady temperatura field. In the present work matched asymptotic expansion techniques are used to analyze the heat transfer problem, delivering a rigorous derivation of the true matching condition between the two regions and of the correct definition of the network of thermal resistances that represents the quasi-steady solution near the borehole. Additionally, an apparent temperature due to the unsteady far field is identified that needs to be taken into account by the near-borehole region for the correct computation of the heat injection rate. This temperature differs from the usual mean borehole temperature employed in the literatura.

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Abstract We consider a wide class of models that includes the highly reliable Markovian systems (HRMS) often used to represent the evolution of multi-component systems in reliability settings. Repair times and component lifetimes are random variables that follow a general distribution, and the repair service adopts a priority repair rule based on system failure risk. Since crude simulation has proved to be inefficient for highly-dependable systems, the RESTART method is used for the estimation of steady-state unavailability and other reliability measures. In this method, a number of simulation retrials are performed when the process enters regions of the state space where the chance of occurrence of a rare event (e.g., a system failure) is higher. The main difficulty involved in applying this method is finding a suitable function, called the importance function, to define the regions. In this paper we introduce an importance function which, for unbalanced systems, represents a great improvement over the importance function used in previous papers. We also demonstrate the asymptotic optimality of RESTART estimators in these models. Several examples are presented to show the effectiveness of the new approach, and probabilities up to the order of 10-42 are accurately estimated with little computational effort.

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The study of the large-sample distribution of the canonical correlations and variates in cointegrated models is extended from the first-order autoregression model to autoregression of any (finite) order. The cointegrated process considered here is nonstationary in some dimensions and stationary in some other directions, but the first difference (the “error-correction form”) is stationary. The asymptotic distribution of the canonical correlations between the first differences and the predictor variables as well as the corresponding canonical variables is obtained under the assumption that the process is Gaussian. The method of analysis is similar to that used for the first-order process.

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Description based on: Jan. 1 to Mar. 31, 1912.

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"Supported in part by contract US AEC AT(11-1)2383."