A PZT-based technique for SHM using the coherence function

This paper presents a new approach for damage detection in structural health monitoring systems exploiting the coherence function between the signals from PZT (Lead Zirconate Titanate) transducers bonded to a host structure. The physical configuration of this new approach is similar to the configuration used in Lamb wave based methods, but the analysis and operation are different. A PZT excited by a signal with a wide frequency range acts as an actuator and others PZTs are used as sensors to receive the signal. The coherences between the signals from the PZT sensors are obtained and the standard deviation for each coherence function is computed. It is demonstrated through experimental results that the standard deviation of the coherence between the signals from the PZTs in healthy and damaged conditions is a very sensitive metric index to detect damage. Tests were carried out on an aluminum plate and the results show that the proposed methodology could be an excellent approach for structural health monitoring (SHM) applications.

Changes in the coherence of quasi-monochromatic electromagnetic Gaussian Schell-model beams propagating through turbulent atmosphere

Based on the extended Huygens-Fresnel principle, the mutual coherence function of quasi-monochromatic electromagnetic Gaussian Schell-model (EGSM) beams propagating through turbulent atmosphere is derived analytically. By employing the lateral and the longitudinal coherence length of EGSM beams to characterize the spatial and the temporal coherence of the beams, the behavior of changes in the spatial and the temporal coherence of those beams is studied. The results show that with a fixed set of beam parameters and under particular atmospheric turbulence model, the lateral coherence of an EGSM beam reaches its maximum value as the beam propagates a certain distance in the turbulent atmosphere, then it begins degrading and keeps decreasing along with the further distance. However, the longitudinal coherence length of an EGSM beam keeps unchanging in this propagation. Lastly, a qualitative explanation is given to these results. (c) 2007 Elsevier B.V. All rights reserved.

Real estate markets and the macroeconomy: a dynamic coherence framework

This paper analyzes the dynamic interactions between real estate markets, in the US and the UK and their macroeconomic environments. We apply a new approach based on a dynamic coherence function (DCF) to study these interactions bringing together different real estate markets (the securitized market, the commercial market and the residential market). The results suggest that there is a common trend that drives the different real estate markets in the UK and the US, particularly in the long run, since they have a similar shape of the DCF. We also find that, in the US, wealth and housing expenditure channels are very conductive during real estate crises. However, in the UK, only the wealth effect is significant as a transmission channel during real estate market downturns. In addition, real estate markets in the UK and the US react differently to institutional shocks. This brings some insights on the conduct of monetary policy in order to avoid disturbances in real estate markets.

Comparison of high-speed videokeratoscopy and ultrasound distance sensing for measuring the longitudinal corneal apex movements

Two different methods to measure binocular longitudinal corneal apex movements were synchronously applied. High-speed videokeratoscopy at a sampling frequency of 15 Hz and a customdesigned ultrasound distance sensor at 100 Hz were used for the left and the right eye, respectively. Four healthy subjects participated in the study. Simultaneously, cardiac electric cycle (ECG) was registered for each subject at 100 Hz. Each measurement took 20 s. Subjects were asked to suppress blinking during the measurements. A rigid headrest and a bite-bar were used to minimize undesirable head movements. Time, frequency and time-frequency representations of the acquired signals were obtained to establish their temporal and spectral contents. Coherence analysis was used to estimate the correlation between the measured signals. The results showed close correlation between both corneal apex movements and the cardiopulmonary system. Unraveling these relationships could lead to better understanding of interactions between ocular biomechanics and vision. The advantages and disadvantages of the two methods in the context of measuring longitudinal movements of the corneal apex are outlined.

Clustering of ad-hoc microphone arrays for robust blind beamforming

This paper proposes a clustered approach for blind beamfoming from ad-hoc microphone arrays. In such arrangements, microphone placement is arbitrary and the speaker may be close to one, all or a subset of microphones at a given time. Practical issues with such a configuration mean that some microphones might be better discarded due to poor input signal to noise ratio (SNR) or undesirable spatial aliasing effects from large inter-element spacings when beamforming. Large inter-microphone spacings may also lead to inaccuracies in delay estimation during blind beamforming. In such situations, using a cluster of microphones (ie, a sub-array), closely located both to each other and to the desired speech source, may provide more robust enhancement than the full array. This paper proposes a method for blind clustering of microphones based on the magnitude square coherence function, and evaluates the method on a database recorded using various ad-hoc microphone arrangements.

A study of the spectrum of an acoustic field in shallow water due to noise sources at the surface

An expression for the spectrum and cross spectrum of an acoustic field measured at two vertically separated sensors in shallow water has been obtained for any correlated noise sources distributed over the surface. Numerical results are presented for the case where the noise sources, white noise and wind-induced colored noise, are contained within a circular disk centered over the sensors. The acoustic field is generally inhomogeneous except when the channel is deep. The coherence function becomes real for a large disk, for a radius greater than 25 times the depth of the channel, decreases with further increase of the size of the disk, and finally tapers off after certain limiting size, approximately given by 1/alpha, where alpha is the attenuation coefficient.

On the height of fall of dropping mass in SASW measurements for asphaltic road pavements

A number of spectral analysis of surface waves (SASW) tests were performed on asphaltic road pavements by dropping a metallic 6.5 kg sphere, from a height (H) ranging from 1 to 3 m. Various combinations of source to first receiver distance (S) and receiver spacing (X) were employed. By increasing the height of the fall of the dropping mass, the maximum wavelength (lambda(max)), up to which the shear wave velocity profile can be predicted with the usage of the SASW measurements, was found to increase continuously. The height of fall of the dropping mass also seems to affect the admissible range of the wavelength for given combinations of X and S. Irrespective of different chosen combinations of S, X and H, a unique combined dispersion curve was generated in all the cases for a given pavement site as long as the threshold minimum value of the coherence function is greater than 0.90.

大气湍流对斜程传输准单色高斯谢尔光束时间相干性的影响

由第一类零阶贝塞尔函数的级数展开推导出波结构函数在任意湍流条件下的近似表达式。由广义惠更斯菲涅耳原理、随高度变化的Hufnagel-Valley湍流廓线模型以及波结构函数在任意湍流条件下的近似表达式,导出了斜程传输时准单色高斯谢尔光束互相干函数的解析式。然后,利用表征光束时间相干性的纵向相干长度(可由互相干函数导出),研究了斜程传输时大气湍流对准单色高斯谢尔光束时间相干性的影响。研究结果表明,准单色高斯谢尔光束的时间相干性在整个斜程传输过程中保持不变。最后,对该结果在物理上给予了定性解释。

大气湍流对斜程传输准单色高斯-谢尔光束空间相干性的影响

由湍流大气中斜程传输时准单色高斯-谢尔(GSM)光束互相干函数的解析式导出了该光束的复相干度.然后,利用表征光束空间相干性的横向相干长度,研究了斜程传输时大气湍流对准单色GSM光束空间相干性的影响.研究结果表明:1)当传输路径偏离水平方向较大(即θ≤88°)时,准单色GSM光束横向相干长度随传输距离均为先迅速增加,后缓慢增加,最后基本保持不变.2)当传输路径接近水平方向(即θ≥89°)时,准单色GSM光束横向相干长度随传输距离均为先增大,达到一个最大值后开始下降并持续减小.3)空间相干性不同的准单色GSM光束在湍流大气中传输一定距离后空间相干性趋于相同.最后,对以上结果在物理上给予了解释.

Quantum criptography in optical fibers

As comunicações quânticas aplicam as leis fundamentais da física quântica para codificar, transmitir, guardar e processar informação. A mais importante e bem-sucedida aplicação é a distribuição de chaves quânticas (QKD). Os sistemas de QKD são suportados por tecnologias capazes de processar fotões únicos. Nesta tese analisamos a geração, transmissão e deteção de fotões únicos e entrelaçados em fibras óticas. É proposta uma fonte de fotões única baseada no processo clássico de mistura de quatro ondas (FWM) em fibras óticas num regime de baixas potências. Implementamos essa fonte no laboratório, e desenvolvemos um modelo teórico capaz de descrever corretamente o processo de geração de fotões únicos. O modelo teórico considera o papel das nãolinearidades da fibra e os efeitos da polarização na geração de fotões através do processo de FWM. Analisamos a estatística da fonte de fotões baseada no processo clássico de FWM em fibras óticas. Derivamos um modelo teórico capaz de descrever a estatística dessa fonte de fotões. Mostramos que a estatística da fonte de fotões evolui de térmica num regime de baixas potências óticas, para Poissoniana num regime de potências óticas moderadas. Validamos experimentalmente o modelo teórico, através do uso de fotodetetores de avalanche, do método estimativo da máxima verossimilhança e do algoritmo de maximização de expectativa. Estudamos o processo espontâneo de FWM como uma fonte condicional de fotões únicos. Analisamos a estatística dessa fonte em termos da função condicional de coerência de segunda ordem, considerando o espalhamento de Raman na geração de pares de fotões, e a perda durante a propagação de fotões numa fibra ótica padrão. Identificamos regimes apropriados onde a fonte é quase ideal. Fontes de pares de fotões implementadas em fibras óticas fornecem uma solução prática ao problema de acoplamento que surge quando os pares de fotões são gerados fora da fibra. Exploramos a geração de pares de fotões através do processo espontâneo de FWM no interior de guias de onda com suceptibilidade elétrica de terceira ordem. Descrevemos a geração de pares de fotões em meios com elevado coeficiente de absorção, e identificamos regimes ótimos para o rácio contagens coincidentes/acidentais (CAR) e para a desigualdade de Clauser, Horne, Shimony, and Holt (CHSH), para o qual o compromisso entre perda do guia de onda e não-linearidades maximiza esses parâmetros.

Detecting intraday periodicities with application to high frequency exchange rates

Many recent papers have documented periodicities in returns, return volatility, bid–ask spreads and trading volume, in both equity and foreign exchange markets. We propose and employ a new test for detecting subtle periodicities in time series data based on a signal coherence function. The technique is applied to a set of seven half-hourly exchange rate series. Overall, we find the signal coherence to be maximal at the 8-h and 12-h frequencies. Retaining only the most coherent frequencies for each series, we implement a trading rule that is based on these observed periodicities. Our results demonstrate in all cases except one that, in gross terms, the rules can generate returns that are considerably greater than those of a buy-and-hold strategy, although they cannot retain their profitability net of transactions costs. We conjecture that this methodology could constitute an important tool for financial market researchers which will enable them to detect, quantify and rank the various periodic components in financial data better.

Arcabouço geofísico, isostasia e causas do magmatismo cenozóico da província Borborema e de sua margem continental (Nordeste do Brasil)

The Borborema Province (BP) is a geologic domain located in Northeastern Brazil. The BP is limited at the south by the São Francisco craton, at the west by the Parnaíba basin, and both at the north and east by coastal sedimentary basins. Nonetheless the BP surface geology is well known, several key aspects of its evolution are still open, notably: i)its tectonic compartmentalization established after the Brasiliano orogenesis, ii) the architecture of its cretaceous continental margin, iii) the elastic properties of its lithosphere, and iv) the causes of magmatism and uplifting which occurred in the Cenozoic. In this thesis, a regional coverage of geophysical data (elevation, gravity, magnetic, geoid height, and surface wave global tomography) were integrated with surface geologic information aiming to attain a better understanding of the above questions. In the Riacho do Pontal belt and in the western sector of the Sergipano belt, the neoproterozoic suture of the collision of the Sul domain of the BP with the Sanfranciscana plate (SFP) is correlated with an expressive dipolar gravity anomaly. The positive lobule of this anomaly is due to the BP lower continental crust uplifting whilst the negative lobule is due to the supracrustal nappes overthrusting the SFP. In the eastern sector of the Sergipano belt, this dipolar gravity anomaly does not exist. However the suture still can be identified at the southern sector of the Marancó complex arc, alongside of the Porto da Folha shear zone, where the SFP N-S geophysical alignments are truncated. The boundary associated to the collision of the Ceará domain of the BP with the West African craton is also correlated with a dipolar gravity anomaly. The positive lobule of this anomaly coincides with the Sobral-Pedro II shear zone whilst the negative lobule is associated with the Santa Quitéria magmatic arc. Judging by their geophysical signatures, the major BP internal boundaries are: i)the western sector of the Pernambuco shear zone and the eastern continuation of this shear zone as the Congo shear zone, ii) the Patos shear zone, and iii) the Jaguaribe shear zone and its southwestern continuation as the Tatajuba shear zone. These boundaries divide the BP in five tectonic domains in the geophysical criteria: Sul, Transversal, Rio Grande do Norte, Ceará, and Médio Coreaú. The Sul domain is characterized by geophysical signatures associated with the BP and SFP collision. The fact that Congo shear zone is now proposed as part of the Transversal domain boundary implies an important change in the original definition of this domain. The Rio Grande do Norte domain presents a highly magnetized crust resulted from the superposition of precambrian and phanerozoic events. The Ceará domain is divided by the Senador Pompeu shear zone in two subdomains: the eastern one corresponds to the Orós-Jaguaribe belt and the western one to the Ceará-Central subdomain. The latter subdomain exhibits a positive ENE-W SW gravity anomaly which was associated to a crustal discontinuity. This discontinuity would have acted as a rampart against to the N-S Brasiliano orogenic nappes. The Médio Coreaú domain also presents a dipolar gravity anomaly. Its positive lobule is due to granulitic rocks whereas the negative one is caused by supracrustal rocks. The boundary between Médio Coreaú and Ceará domains can be traced below the Parnaíba basin sediments by its geophysical signature. The joint analysis of free air anomalies, free air admittances, and effective elastic thickness estimates (Te) revealed that the Brazilian East and Equatorial continental margins have quite different elastic properties. In the first one 10 km < Te < 20 km whereas in the second one Te ≤ 10 km. The weakness of the Equatorial margin lithosphere was caused by the cenozoic magmatism. The BP continental margin presents segmentations; some of them have inheritance from precambrian structures and domains. The segmentations conform markedly with some sedimentary basin features which are below described from south to north. The limit between Sergipe and Alagoas subbasins coincides with the suture between BP and SFP. Te estimates indicates concordantly that in Sergipe subbasin Te is around 20 km while Alagoas subbasin has Te around 10 km, thus revealing that the lithosphere in the Sergipe subbasin has a greater rigidity than the lithosphere in the Alagoas subbasin. Additionally inside the crust beneath Sergipe subbasin occurs a very dense body (underplating or crustal heritage?) which is not present in the crust beneath Alagoas subbasin. The continental margin of the Pernambuco basin (15 < Te < 25 km) presents a very distinct free air edge effect displaying two anomalies. This fact indicates the existence in the Pernambuco plateau of a relatively thick crust. In the Paraíba basin the free air edge effect is quite uniform, Te ≈ 15 km, and the lower crust is abnormally dense probably due to its alteration by a magmatic underplating in the Cenozoic. The Potiguar basin segmentation in three parts was corroborated by the Te estimates: in the Potiguar rift Te ≅ 5 km, in the Aracati platform Te ≅ 25 km, and in the Touros platform Te ≅ 10 km. The observed weakness of the lithosphere in the Potiguar rift segment is due to the high heat flux while the relatively high strength of the lithosphere in the Touros platform may be due to the existence of an archaean crust. The Ceará basin, in the region of Mundaú and Icaraí subbasins, presents a quite uniform free air edge effect and Te ranges from 10 to 15 km. The analysis of the Bouguer admittance revealed that isostasy in BP can be explained with an isostatic model where combined surface and buried loadings are present. The estimated ratio of the buried loading relative to the surface loading is equal to 15. In addition, the lower crust in BP is abnormally dense. These affirmations are particularly adequate to the northern portion of BP where adherence of the observed data to the isostatic model is quite good. Using the same above described isostatic model to calculate the coherence function, it was obtained that a single Te estimate for the entire BP must be lower than 60 km; in addition, the BP north portion has Te around 20 km. Using the conventional elastic flexural model to isostasy, an inversion of crust thickness was performed. It was identified two regions in BP where the crust is thickened: one below the Borborema plateau (associated to an uplifting in the Cenozoic) and the other one in the Ceará domain beneath the Santa Quitéria magmatic arc (a residue associated to the Brasiliano orogenesis). On the other hand, along the Cariri-Potiguar trend, the crust is thinned due to an aborted rifting in the Cretaceous. Based on the interpretation of free air anomalies, it was inferred the existence of a large magmatism in the oceanic crust surrounding the BP, in contrast with the incipient magmatism in the continent as shown by surface geology. In BP a quite important positive geoid anomaly exists. This anomaly is spatially correlated with the Borborema plateau and the Macaú-Queimadas volcanic lineament. The integrated interpretation of geoid height anomaly data, global shear velocity model, and geologic data allow to propose that and Edge Driven Convection (EDC) may have caused the Cenozoic magmatism. The EDC is an instability that presumably occurs at the boundary between thick stable lithosphere and oceanic thin lithosphere. In the BP lithosphere, the EDC mechanism would have dragged the cold lithospheric mantle into the hot asthenospheric mantle thus causing a positive density contrast that would have generated the main component of the geoid height anomaly. In addition, the compatibility of the gravity data with the isostatic model, where combined surface and buried loadings are present, together with the temporal correlation between the Cenozoic magmatism and the Borborema plateau uplifting allow to propose that this uplifting would have been caused by the buoyancy effect of a crustal root generated by a magmatic underplating in the Cenozoic

Monitoramento de integridade estrutural baseada em sensores piezelétricos e análise de sinais no domínio do tempo

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Aplicação de análise de séries temporais em perfis de poço

Esta tese descreve a aplicação de análise de séries temporais em perfis de poço. Através desta técnica é possível avaliar-se a repetição e a resolução vertical de perfis, e determinar-se o intervalo de amostragem e a velocidade de perfilagem ideais para diferentes perfis. A comparação entre três poços é também feita, baseada num mesmo tipo de perfil. Para tanto, na seqüência utilizada, procurou-se manter num mesmo domínio os dados cuja quantidade total de amostras (N) por perfil não ultrapassou 2048. Desses dados, foram inicialmente retirados o valor médio das amostras e o alinhamento polinomial algébrico eventualmente nelas embutido. Em seguida, foi efetuada a aplicação do ponderador cossenoidal, do filtro passa-alta, da janela Hanning, do cálculo da função coerência, do espectro de fase, da razão sinal-ruído e dos espectros de potência do sinal e do ruído, nesta ordem. Para a função coerência, fez-se necessário o cálculo dos níveis de confiança de 50%, 90% e 95%. O cálculo do primeiro nível teve por base a necessidade de se determinar a resolução vertical de alguns perfis, e dos demais, a fim de que fosse obtida uma informação referente à localização daqueles níveis para a coerência calculada. Em relação ao espectro de fase, seu cálculo surgiu da necessidade de se obter uma informação adicional a respeito dos perfis manipulados, ou seja, o conhecimento da ocorrência ou não de deslocamento relativo de profundidade entre a seção principal e a seção repetida. A razão sinal-ruído foi calculada no sentido de possibilitar a comparação, como elemento avaliador dos diversos tipos de perfis, com a coerência e o cálculo dos espectros de potência. Os espectros de potência do sinal e do ruído foram calculados para se ter mais um parâmetro de avaliação da seção repetida, já que em tese, os espectros de potência do sinal e do ruído da seção repetida devem ser iguais aos respectivos espectros da seção principal. Os dados utilizados na aplicação da metodologia proposta foram fornecidos pela PETROBRÁS e oriundos de quatro poços da Bacia Potiguar emersa. Por questões de sigilo empresarial, os poços foram identificados como poços A, B, C e D. A avaliação da repetição entre diferentes tipos de perfis indica que, para o poço A, o perfil micro-esférico (MSFL) tem repetição melhor do que o perfil de porosidade neutrônica (CNL), o qual tem, por sua vez, repetição melhor do que o perfil de raios gama normal (GR). Para os perfis do poço D, uma diminuição da velocidade de perfilagem de 550 m/h para 275 m/h é vantajosa apenas para o perfil de porosidade neutrônica. Já a velocidade de perfilagem de 920 m/h, utilizada, na obtenção dos perfis do poço C, é totalmente inadequada para os perfis de resistividade (MSFL, ILD e ILM). A diminuição do intervalo de amostragem de 0,20 m para 0,0508 m, nos perfis de raios gama e de porosidade neutrônica, e 0,0254 m para o perfil de densidade, apresenta bons resultados quando aplicada no poço D. O cálculo da resolução vertical indica, para o perfil de porosidade neutrônica, uma superioridade qualitativa em relação ao perfil de raios gama normal, ambos pertencentes ao poço A. Para o poço C, o perfil micro-esférico apresenta uma resolução vertical na mesma ordem de grandeza da resolução do perfil de raios gama do poço B, o que evidencia ainda mais a inconveniência da velocidade de perfilagem utilizada no poço C. Já para o poço D, o cálculo da resolução vertical indica uma superioridade qualitativa do perfil de densidade de alta resolução em relação ao perfil de raios gama de alta resolução. A comparação entre os poços A, B e D, levada a efeito através dos respectivos perfis de porosidade neutrônica normais, comprova que a presença de ruído aleatório, em geral, está diretamente ligada à porosidade da formação - uma maior porosidade indica uma presença maior de ruído e, por conseguinte, uma queda qualitativa no perfil obtido. A análise do espectro de fase de cada perfil indica um deslocamento em profundidade, existente entre as seções principal e repetida de todos os perfis do poço C. E isto pôde ser confirmado com a posterior superposição das seções.

Geophysical investigations in the European Alps

Joint interpretation of magnetotelluric and geomagnetic depth sounding data in the western European Alps offer new insights into the conductivity structure of the Earth's crust and mantle. This first large scale electromagnetic study in the Alps covers a cross-section from Germany to northern Italy and shows the importance of the alpine mountain chain as an interrupter of continuous conductors. Poor data quality due to the highly crystalline underground is overcome by Remote Reference and Robust Processing techniques. 3d-forward-modelling reveals on the one hand interrupted dipping crustal conductors with maximum conductance of 4960 S and on the other hand a lithosphere thickening up to 208 km beneath the central western Alps. Graphite networks arising from Paleozoic sedimentary deposits are considered to be accountable for the occurrence of high conductivity and the distribution pattern of crustal conductors. The influence of huge sedimentary molasse basins on the electromagnetic data is suggested to be minor compared with the influence of crustal conductors. In conclusion, electromagnetic results can be attributed to the geological, tectonic and palaeogeographical background. Dipping direction (S-SE) and maximum angle (10.1°) of the northern crustal conductor reveal the main thrusting conditions beneath the Helvetic Alps whereas the existence of a crustal conductor in the Briançonnais supports theses about its palaeographic belonging to the Iberian Peninsula.