Laser produced plasma density measurement by Mach-Zehnder interferometry
International Nuclear Information System (INIS)
Vaziri, A.; Kohanzadeh, Y.; Mosavi, R.K.
1976-06-01
This report describes an optical interferometric method of measuring the refractive index of the laser-produced plasma, giving estimates of its electron density. The plasma is produced by the interaction of a high power pulsed CO 2 laser beam with a solid target in the vacuum. The time varying plasma has a transient electron density. This transient electron density gives rise to a changing plasma refractive index. A Mach-Zehnder ruby laser interferometer is used to measure this refractive index change
Density Measurement of Compact Toroid with Mach-Zehnder Interferometer
Laufman-Wollitzer, Lauren; Endrizzi, Doug; Brookhart, Matt; Flanagan, Ken; Forest, Cary
2016-10-01
Utilizing a magnetized coaxial plasma gun (MCPG) built by Tri Alpha Energy, a dense compact toroid (CT) is created and injected at high speed into the Wisconsin Plasma Astrophysics Laboratory (WiPAL) vessel. A modified Mach-Zehnder interferometer from the Line-Tied Reconnection Experiment (LTRX) provides an absolute measurement of electron density. The interferometer is located such that the beam intersects the plasma across the diameter of the MCPG drift region before the CT enters the vessel. This placement ensures that the measurement is taken before the CT expand. Results presented will be used to further analyze characteristics of the CT. Funding provided by DoE, NSF, and WISE Summer Research.
Energy Technology Data Exchange (ETDEWEB)
Correia, C.; De Medeiros, J. R. [Departamento de Física Teórica e Experimental, Universidade Federal do Rio Grande do Norte, 59072-970 (Brazil); Burkhart, B.; Lazarian, A. [Astronomy Department, University of Wisconsin, Madison, 475 North Charter Street, WI 53711 (United States); Ossenkopf, V.; Stutzki, J. [Physikalisches Institut der Universität zu Köln, Zülpicher Strasse 77, D-50937 Köln (Germany); Kainulainen, J. [Max-Planck-Institute for Astronomy, Königstuhl 17, D-69117 Heidelberg (Germany); Kowal, G., E-mail: caioftc@dfte.ufrn.br [Instituto de Astronomia, Geofísica e Ciências Atmosféricas, Universidade de São Paulo, 05508-090 (Brazil)
2014-04-10
We study how the estimation of the sonic Mach number (M{sub s} ) from {sup 13}CO linewidths relates to the actual three-dimensional sonic Mach number. For this purpose we analyze MHD simulations that include post-processing to take radiative transfer effects into account. As expected, we find very good agreement between the linewidth estimated sonic Mach number and the actual sonic Mach number of the simulations for optically thin tracers. However, we find that opacity broadening causes M{sub s} to be overestimated by a factor of ≈1.16-1.3 when calculated from optically thick {sup 13}CO lines. We also find that there is a dependence on the magnetic field: super-Alfvénic turbulence shows increased line broadening compared with sub-Alfvénic turbulence for all values of optical depth for supersonic turbulence. Our results have implications for the observationally derived sonic Mach number-density standard deviation (σ{sub ρ/(ρ)}) relationship, σ{sub ρ/〈ρ〉}{sup 2}=b{sup 2}M{sub s}{sup 2}, and the related column density standard deviation (σ {sub N/(N)}) sonic Mach number relationship. In particular, we find that the parameter b, as an indicator of solenoidal versus compressive driving, will be underestimated as a result of opacity broadening. We compare the σ {sub N/(N)}-M{sub s} relation derived from synthetic dust extinction maps and {sup 13}CO linewidths with recent observational studies and find that solenoidally driven MHD turbulence simulations have values of σ {sub N/(N)}which are lower than real molecular clouds. This may be due to the influence of self-gravity which should be included in simulations of molecular cloud dynamics.
Determining integral density distribution in the mach reflection of shock waves
Shevchenko, A. M.; Golubev, M. P.; Pavlov, A. A.; Pavlov, Al. A.; Khotyanovsky, D. V.; Shmakov, A. S.
2017-05-01
We present a method for and results of determination of the field of integral density in the structure of flow corresponding to the Mach interaction of shock waves at Mach number M = 3. The optical diagnostics of flow was performed using an interference technique based on self-adjusting Zernike filters (SA-AVT method). Numerical simulations were carried out using the CFS3D program package for solving the Euler and Navier-Stokes equations. Quantitative data on the distribution of integral density on the path of probing radiation in one direction of 3D flow transillumination in the region of Mach interaction of shock waves were obtained for the first time.
Rayleigh Scattering Density Measurements, Cluster Theory, and Nucleation Calculations at Mach 10
Balla, R. Jeffrey; Everhart, Joel L.
2012-01-01
In an exploratory investigation, quantitative unclustered laser Rayleigh scattering measurements of density were performed in the air in the NASA Langley Research Center's 31 in. Mach 10 wind tunnel. A review of 20 previous years of data in supersonic and Mach 6 hypersonic flows is presented where clustered signals typically overwhelmed molecular signals. A review of nucleation theory and accompanying nucleation calculations are also provided to interpret the current observed lack of clustering. Data were acquired at a fixed stagnation temperature near 990Kat five stagnation pressures spanning 2.41 to 10.0 MPa (350 to 1454 psi) using a pulsed argon fluoride excimer laser and double-intensified charge-coupled device camera. Data averaged over 371 images and 210 pixels along a 36.7mmline measured freestream densities that agree with computed isentropic-expansion densities to less than 2% and less than 6% at the highest and lowest densities, respectively. Cluster-free Mach 10 results are compared with previous clustered Mach 6 and condensation-free Mach 14 results. Evidence is presented indicating vibrationally excited oxygen and nitrogen molecules are absorbed as the clusters form, release their excess energy, and inhibit or possibly reverse the clustering process. Implications for delaying clustering and condensation onset in hypersonic and hypervelocity facilities are discussed.
Kainulainen, J.; Federrath, C.
2017-11-01
The relationship between turbulence energy and gas density variance is a fundamental prediction for turbulence-dominated media and is commonly used in analytic models of star formation. We determine this relationship for 15 molecular clouds in the solar neighbourhood. We use the line widths of the CO molecule as the probe of the turbulence energy (sonic Mach number, ℳs) and three-dimensional models to reconstruct the density probability distribution function (ρ-PDF) of the clouds, derived using near-infrared extinction and Herschel dust emission data, as the probe of the density variance (σs). We find no significant correlation between ℳs and σs among the studied clouds, but we cannot rule out a weak correlation either. In the context of turbulence-dominated gas, the range of the ℳs and σs values corresponds to the model predictions. The data cannot constrain whether the turbulence-driving parameter, b, and/or thermal-to-magnetic pressure ratio, β, vary among the sample clouds. Most clouds are not in agreement with field strengths stronger than given by β ≲ 0.05. A model with b2β/ (β + 1) = 0.30 ± 0.06 provides an adequate fit to the cloud sample as a whole. Based on the average behaviour of the sample, we can rule out three regimes: (i) strong compression combined with a weak magnetic field (b ≳ 0.7 and β ≳ 3); (ii) weak compression (b ≲ 0.35); and (iii) a strong magnetic field (β ≲ 0.1). When we include independent magnetic field strength estimates in the analysis, the data rule out solenoidal driving (b < 0.4) for the majority of the solar neighbourhood clouds. However, most clouds have b parameters larger than unity, which indicates a discrepancy with the turbulence-dominated picture; we discuss the possible reasons for this.
Air Density Measurements in a Mach 10 Wake Using Iodine Cordes Bands
Balla, Robert J.; Everhart, Joel L.
2012-01-01
An exploratory study designed to examine the viability of making air density measurements in a Mach 10 flow using laser-induced fluorescence of the iodine Cordes bands is presented. Experiments are performed in the NASA Langley Research Center 31 in. Mach 10 air wind tunnel in the hypersonic near wake of a multipurpose crew vehicle model. To introduce iodine into the wake, a 0.5% iodine/nitrogen mixture is seeded using a pressure tap at the rear of the model. Air density was measured at 56 points along a 7 mm line and three stagnation pressures of 6.21, 8.62, and 10.0 MPa (900, 1250, and 1450 psi). Average results over time and space show rho(sub wake)/rho(sub freestream) of 0.145 plus or minus 0.010, independent of freestream air density. Average off-body results over time and space agree to better than 7.5% with computed densities from onbody pressure measurements. Densities measured during a single 60 s run at 10.0 MPa are time-dependent and steadily decrease by 15%. This decrease is attributed to model forebody heating by the flow.
Thermospheric mass density model error variance as a function of time scale
Emmert, J. T.; Sutton, E. K.
2017-12-01
In the increasingly crowded low-Earth orbit environment, accurate estimation of orbit prediction uncertainties is essential for collision avoidance. Poor characterization of such uncertainty can result in unnecessary and costly avoidance maneuvers (false positives) or disregard of a collision risk (false negatives). Atmospheric drag is a major source of orbit prediction uncertainty, and is particularly challenging to account for because it exerts a cumulative influence on orbital trajectories and is therefore not amenable to representation by a single uncertainty parameter. To address this challenge, we examine the variance of measured accelerometer-derived and orbit-derived mass densities with respect to predictions by thermospheric empirical models, using the data-minus-model variance as a proxy for model uncertainty. Our analysis focuses mainly on the power spectrum of the residuals, and we construct an empirical model of the variance as a function of time scale (from 1 hour to 10 years), altitude, and solar activity. We find that the power spectral density approximately follows a power-law process but with an enhancement near the 27-day solar rotation period. The residual variance increases monotonically with altitude between 250 and 550 km. There are two components to the variance dependence on solar activity: one component is 180 degrees out of phase (largest variance at solar minimum), and the other component lags 2 years behind solar maximum (largest variance in the descending phase of the solar cycle).
Cohen, Joel E; Xu, Meng; Schuster, William S F
2012-09-25
Two widely tested empirical patterns in ecology are combined here to predict how the variation of population density relates to the average body size of organisms. Taylor's law (TL) asserts that the variance of the population density of a set of populations is a power-law function of the mean population density. Density-mass allometry (DMA) asserts that the mean population density of a set of populations is a power-law function of the mean individual body mass. Combined, DMA and TL predict that the variance of the population density is a power-law function of mean individual body mass. We call this relationship "variance-mass allometry" (VMA). We confirmed the theoretically predicted power-law form and the theoretically predicted parameters of VMA, using detailed data on individual oak trees (Quercus spp.) of Black Rock Forest, Cornwall, New York. These results connect the variability of population density to the mean body mass of individuals.
On the expected value and variance for an estimator of the spatio-temporal product density function
DEFF Research Database (Denmark)
Rodríguez-Corté, Francisco J.; Ghorbani, Mohammad; Mateu, Jorge
Second-order characteristics are used to analyse the spatio-temporal structure of the underlying point process, and thus these methods provide a natural starting point for the analysis of spatio-temporal point process data. We restrict our attention to the spatio-temporal product density function......, and develop a non-parametric edge-corrected kernel estimate of the product density under the second-order intensity-reweighted stationary hypothesis. The expectation and variance of the estimator are obtained, and closed form expressions derived under the Poisson case. A detailed simulation study is presented...... to compare our close expression for the variance with estimated ones for Poisson cases. The simulation experiments show that the theoretical form for the variance gives acceptable values, which can be used in practice. Finally, we apply the resulting estimator to data on the spatio-temporal distribution...
Guerra-Rosas, Esperanza; Álvarez-Borrego, Josué; Angulo-Molina, Aracely
2017-04-01
In this paper a new methodology to detect and differentiate melanoma cells from normal cells through 1D-signatures averaged variances calculated with a binary mask is presented. The sample images were obtained from histological sections of mice melanoma tumor of 4 [Formula: see text] in thickness and contrasted with normal cells. The results show that melanoma cells present a well-defined range of averaged variances values obtained from the signatures in the four conditions used.
Photodensitometric tracing of Mach bands and its significance
International Nuclear Information System (INIS)
Yoo, Shi Joon; Cho, Kyung Sik; Kang, Heung Sik; Cho, Byung Jae
1984-01-01
Mach bands, a visual phenomenon resulting from lateral inhibitory impulses in the retina, are recognized as lucent or dense lines at the borders of different radiographic densities. A number of clinical situations have been described in which Mach bands may cause difficulty in radiographic diagnosis. Photodensitometric measurement of the film can differentiate the true change in film density from the Mach band which is an optical illusion. Authors present several examples of photodensitometric tracings of Mach bands, with the brief review of the mechanism of their production
International Nuclear Information System (INIS)
Moster, Benjamin P.; Rix, Hans-Walter; Somerville, Rachel S.; Newman, Jeffrey A.
2011-01-01
Deep pencil beam surveys ( 2 ) are of fundamental importance for studying the high-redshift universe. However, inferences about galaxy population properties (e.g., the abundance of objects) are in practice limited by 'cosmic variance'. This is the uncertainty in observational estimates of the number density of galaxies arising from the underlying large-scale density fluctuations. This source of uncertainty can be significant, especially for surveys which cover only small areas and for massive high-redshift galaxies. Cosmic variance for a given galaxy population can be determined using predictions from cold dark matter theory and the galaxy bias. In this paper, we provide tools for experiment design and interpretation. For a given survey geometry, we present the cosmic variance of dark matter as a function of mean redshift z-bar and redshift bin size Δz. Using a halo occupation model to predict galaxy clustering, we derive the galaxy bias as a function of mean redshift for galaxy samples of a given stellar mass range. In the linear regime, the cosmic variance of these galaxy samples is the product of the galaxy bias and the dark matter cosmic variance. We present a simple recipe using a fitting function to compute cosmic variance as a function of the angular dimensions of the field, z-bar , Δz, and stellar mass m * . We also provide tabulated values and a software tool. The accuracy of the resulting cosmic variance estimates (δσ v /σ v ) is shown to be better than 20%. We find that for GOODS at z-bar =2 and with Δz = 0.5, the relative cosmic variance of galaxies with m * >10 11 M sun is ∼38%, while it is ∼27% for GEMS and ∼12% for COSMOS. For galaxies of m * ∼ 10 10 M sun , the relative cosmic variance is ∼19% for GOODS, ∼13% for GEMS, and ∼6% for COSMOS. This implies that cosmic variance is a significant source of uncertainty at z-bar =2 for small fields and massive galaxies, while for larger fields and intermediate mass galaxies, cosmic
International Nuclear Information System (INIS)
Khoury, Justin; Parikh, Maulik
2009-01-01
Mach's principle is the proposition that inertial frames are determined by matter. We put forth and implement a precise correspondence between matter and geometry that realizes Mach's principle. Einstein's equations are not modified and no selection principle is applied to their solutions; Mach's principle is realized wholly within Einstein's general theory of relativity. The key insight is the observation that, in addition to bulk matter, one can also add boundary matter. Given a space-time, and thus the inertial frames, we can read off both boundary and bulk stress tensors, thereby relating matter and geometry. We consider some global conditions that are necessary for the space-time to be reconstructible, in principle, from bulk and boundary matter. Our framework is similar to that of the black hole membrane paradigm and, in asymptotically anti-de Sitter space-times, is consistent with holographic duality.
Mulder, H.A.; Crump, R.E.; Calus, M.P.L.; Veerkamp, R.F.
2013-01-01
In recent years, it has been shown that not only is the phenotype under genetic control, but also the environmental variance. Very little, however, is known about the genetic architecture of environmental variance. The main objective of this study was to unravel the genetic architecture of the mean
Mulder, H A; Crump, R E; Calus, M P L; Veerkamp, R F
2013-01-01
In recent years, it has been shown that not only is the phenotype under genetic control, but also the environmental variance. Very little, however, is known about the genetic architecture of environmental variance. The main objective of this study was to unravel the genetic architecture of the mean and environmental variance of somatic cell score (SCS) by identifying genome-wide associations for mean and environmental variance of SCS in dairy cows and by quantifying the accuracy of genome-wide breeding values. Somatic cell score was used because previous research has shown that the environmental variance of SCS is partly under genetic control and reduction of the variance of SCS by selection is desirable. In this study, we used 37,590 single nucleotide polymorphism (SNP) genotypes and 46,353 test-day records of 1,642 cows at experimental research farms in 4 countries in Europe. We used a genomic relationship matrix in a double hierarchical generalized linear model to estimate genome-wide breeding values and genetic parameters. The estimated mean and environmental variance per cow was used in a Bayesian multi-locus model to identify SNP associated with either the mean or the environmental variance of SCS. Based on the obtained accuracy of genome-wide breeding values, 985 and 541 independent chromosome segments affecting the mean and environmental variance of SCS, respectively, were identified. Using a genomic relationship matrix increased the accuracy of breeding values relative to using a pedigree relationship matrix. In total, 43 SNP were significantly associated with either the mean (22) or the environmental variance of SCS (21). The SNP with the highest Bayes factor was on chromosome 9 (Hapmap31053-BTA-111664) explaining approximately 3% of the genetic variance of the environmental variance of SCS. Other significant SNP explained less than 1% of the genetic variance. It can be concluded that fewer genomic regions affect the environmental variance of SCS than the
Means and Variances without Calculus
Kinney, John J.
2005-01-01
This article gives a method of finding discrete approximations to continuous probability density functions and shows examples of its use, allowing students without calculus access to the calculation of means and variances.
Mach's principle and rotating universes
International Nuclear Information System (INIS)
King, D.H.
1990-01-01
It is shown that the Bianchi 9 model universe satisfies the Mach principle. These closed rotating universes were previously thought to be counter-examples to the principle. The Mach principle is satisfied because the angular momentum of the rotating matter is compensated by the effective angular momentum of gravitational waves. A new formulation of the Mach principle is given that is based on the field theory interpretation of general relativity. Every closed universe with 3-sphere topology is shown to satisfy this formulation of the Mach principle. It is shown that the total angular momentum of the matter and gravitational waves in a closed 3-sphere topology universe is zero
Gyro precession and Mach's principle
International Nuclear Information System (INIS)
Eby, P.
1979-01-01
The precession of a gyroscope is calculated in a nonrelativistic theory due to Barbour which satisfies Mach's principle. It is shown that the theory predicts both the geodetic and motional precession of general relativity to within factors of order 1. The significance of the gyro experiment is discussed from the point of view of metric theories of gravity and this is contrasted with its significance from the point of view of Mach's principle. (author)
Downside Variance Risk Premium
Feunou, Bruno; Jahan-Parvar, Mohammad; Okou, Cedric
2015-01-01
We propose a new decomposition of the variance risk premium in terms of upside and downside variance risk premia. The difference between upside and downside variance risk premia is a measure of skewness risk premium. We establish that the downside variance risk premium is the main component of the variance risk premium, and that the skewness risk premium is a priced factor with significant prediction power for aggregate excess returns. Our empirical investigation highlights the positive and s...
MCNP variance reduction overview
International Nuclear Information System (INIS)
Hendricks, J.S.; Booth, T.E.
1985-01-01
The MCNP code is rich in variance reduction features. Standard variance reduction methods found in most Monte Carlo codes are available as well as a number of methods unique to MCNP. We discuss the variance reduction features presently in MCNP as well as new ones under study for possible inclusion in future versions of the code
Isaksson, Caroline; Sepil, Irem; Baramidze, Vladimer; Sheldon, Ben C
2013-04-08
Avian malaria (Plasmodium sp.) is globally widespread, but considerable variation exists in infection (presence/absence) patterns at small spatial scales. This variation can be driven by variation in ecology, demography, and phenotypic characters, in particular those that influence the host's resistance. Generation of reactive oxygen species (ROS) is one of the host's initial immune responses to combat parasitic invasion. However, long-term ROS exposure can harm the host and the redox response therefore needs to be adjusted according to infection stage and host phenotype. Here we use experimental and correlational approaches to assess the relative importance of host density, habitat composition, individual level variation and redox physiology for Plasmodium infection in a wild population of great tits, Parus major. We found that 36% of the great tit population was infected with Plasmodium (22% P. relictum and 15% P. circumflexum prevalence) and that patterns of infection were Plasmodium species-specific. First, the infection of P. circumflexum was significantly higher in areas with experimental increased host density, whereas variation in P. relictum infection was mainly attributed to age, sex and reproduction. Second, great tit antioxidant responses - total and oxidizied glutathione - showed age- , sex- and Plasmodium species-specific patterns between infected and uninfected individuals, but reactive oxygen metabolites (ROM) showed only a weak explanatory power for patterns of P. relictum infection. Instead ROM significantly increased with Plasmodium parasitaemia. These results identify some key factors that influence Plasmodium infection in wild birds, and provide a potential explanation for the underlying physiological basis of recently documented negative effects of chronic avian malaria on survival and reproductive success.
Estimation of measurement variances
International Nuclear Information System (INIS)
Anon.
1981-01-01
In the previous two sessions, it was assumed that the measurement error variances were known quantities when the variances of the safeguards indices were calculated. These known quantities are actually estimates based on historical data and on data generated by the measurement program. Session 34 discusses how measurement error parameters are estimated for different situations. The various error types are considered. The purpose of the session is to enable participants to: (1) estimate systematic error variances from standard data; (2) estimate random error variances from data as replicate measurement data; (3) perform a simple analysis of variances to characterize the measurement error structure when biases vary over time
Mach's predictions and relativistic cosmology
International Nuclear Information System (INIS)
Heller, M.
1989-01-01
Deep methodological insight of Ernst Mach into the structure of the Newtonian mechanics allowed him to ask questions, the importance of which can be appreciated only today. Three such Mach's ''predictions'' are briefly presented, namely: the possibility of the existence of an allpervading medium which could serve as an universal frame of reference and which has actually been discovered in the form of the microwave background radiation, a certain ''smoothness'' of the Universe which is now recognized as the Robertson-Walker symmetries and the possibility of the experimental verification of the mass anisotropy. 11 refs. (author)
THE DENSITY DISTRIBUTION IN TURBULENT BISTABLE FLOWS
International Nuclear Information System (INIS)
Gazol, Adriana; Kim, Jongsoo
2013-01-01
We numerically study the volume density probability distribution function (n-PDF) and the column density probability distribution function (Σ-PDF) resulting from thermally bistable turbulent flows. We analyze three-dimensional hydrodynamic models in periodic boxes of 100 pc by side, where turbulence is driven in the Fourier space at a wavenumber corresponding to 50 pc. At low densities (n ∼ –3 ), the n-PDF is well described by a lognormal distribution for an average local Mach number ranging from ∼0.2 to ∼5.5. As a consequence of the nonlinear development of thermal instability (TI), the logarithmic variance of the distribution of the diffuse gas increases with M faster than in the well-known isothermal case. The average local Mach number for the dense gas (n ∼> 7.1 cm –3 ) goes from ∼1.1 to ∼16.9 and the shape of the high-density zone of the n-PDF changes from a power law at low Mach numbers to a lognormal at high M values. In the latter case, the width of the distribution is smaller than in the isothermal case and grows slower with M. At high column densities, the Σ-PDF is well described by a lognormal for all of the Mach numbers we consider and, due to the presence of TI, the width of the distribution is systematically larger than in the isothermal case but follows a qualitatively similar behavior as M increases. Although a relationship between the width of the distribution and M can be found for each one of the cases mentioned above, these relations are different from those of the isothermal case.
Czech Academy of Sciences Publication Activity Database
Těšínská, Emilie; Landa, Ivan; Drahoš, Jiří
2016-01-01
Roč. 66, č. 3 (2016), s. 167-174 ISSN 0009-0700 Institutional support: RVO:67985955 ; RVO:68378114 ; RVO:67985858 Keywords : Ernst Mach * pedagogy * experiments * general education * ballistics * Doppler principle Subject RIV: AB - History; CF - Physical ; Theoretical Chemistry (UCHP-M)
Estimation of measurement variances
International Nuclear Information System (INIS)
Jaech, J.L.
1984-01-01
The estimation of measurement error parameters in safeguards systems is discussed. Both systematic and random errors are considered. A simple analysis of variances to characterize the measurement error structure with biases varying over time is presented
Robert Musil versus Ernst Mach
Directory of Open Access Journals (Sweden)
Jalón, Mauricio
2010-06-01
Full Text Available On Mach’s Theories (DT of R. Musil rejects that the scientific representation tends to build a clear and complete inventory of facts. Mach finds himself obliged to presuppose constant relationships in nature; but this regularity of phenomena implies that the law is something more than a «table», that its mere dependencies are pushed into the background, and that a theoretical relationship in Physics is much more than an order relationship. His conception of scientific economy as a «natural adaptation» implies a biological monism opposed to the characteristic dualities of an empiricist.
Sobre las teorías de Mach (TD de R. Musil rebate que la representación científica tienda a construir un claro y completo inventario de hechos. Pues Mach se ve obligado a presuponer relaciones constantes en la naturaleza; pero esta regularidad de los fenómenos implica que la ley es algo más que cierto «cuadro», que las meras dependencias que defiende están en un segundo plano y que una relación teórica en física es mucho más que una relación de orden. Su concepción de la economía científica como «adaptación natural» significa un monismo biológico opuesto a las dualidades propias de un empirista.
Rotating detectors and Mach's principle
International Nuclear Information System (INIS)
Paola, R.D.M. de; Svaiter, N.F.
2000-08-01
In this work we consider a quantum version of Newton s bucket experiment in a fl;at spacetime: we take an Unruh-DeWitt detector in interaction with a real massless scalar field. We calculate the detector's excitation rate when it is uniformly rotating around some fixed point and the field is prepared in the Minkowski vacuum and also when the detector is inertial and the field is in the Trocheries-Takeno vacuum state. These results are compared and the relations with Mach's principle are discussed. (author)
Diffusive wave in the low Mach limit for non-viscous and heat-conductive gas
Liu, Yechi
2018-06-01
The low Mach number limit for one-dimensional non-isentropic compressible Navier-Stokes system without viscosity is investigated, where the density and temperature have different asymptotic states at far fields. It is proved that the solution of the system converges to a nonlinear diffusion wave globally in time as Mach number goes to zero. It is remarked that the velocity of diffusion wave is proportional with the variation of temperature. Furthermore, it is shown that the solution of compressible Navier-Stokes system also has the same phenomenon when Mach number is suitably small.
Mathematical and numerical aspects of low mach number flows
Energy Technology Data Exchange (ETDEWEB)
Schochet, St.; Bresch, D.; Grenier, E.; Alazard, T.; Gordner, A.; Sankaran, V.; Massot, M.; Sery, R.; Pebay, P.; Lunch, O.; Mazhorova, O.; Turkel, O.E.; Faille, I.; Danchin, R.; Allain, O.; Birken, P.; Lafitte, O.; Kloczko, T.; Frick, W.; Bui, T.; Dellacherie, S.; Klein, R.; Roe, Ph.; Accary, G.; Braack, M.; Picano, F.; Cadiou, A.; Dinescu, C.; Lesage, A.C.; Wesseling, P.; Heuveline, V.; Jobelin, M.; Weisman, C.; Merkle, C.
2004-07-01
diphasic system (S. DELLACHERIE); a preconditioning technique for biphasic flows with interfaces (C. DINESCU, B. LEONARD, C. HIRSCH); two models for the simulation of multiphase flows in oil and gas pipelines (I. FAILLE); physics and insects require compressible low Mach number flow (W. FRICK); multigrid for low mach number flows including acoustic modes (A. GORDNER); adaptive finite element method for low mach number flows (V. HEUVELINE); using multiple scales asymptotics in the construction of low Mach number numerics (R. KLEIN); a matrix-free implicit method for flows at all speeds (T. KLOCZKO, A. BECCANTINI, C. CORRE); linear growth rate for the quasi-isobaric ablation front model of Kull-Anisimov (O. LAFITTE); augmented projection methods for incompressible and dilatable flows (J. CLATCHE, M. JOBELIN, C. LAPUERTA, P. ANGOT, B. PIAR); a numerical accuracy study for level set formulations (A.C. LESAGE, O. ALLAIN, A. DERVIEUX) 3D computer simulation of convective instability in the multicomponent solution (O. MAZHOROVA, V. KOLMYCHKOV, Y. POPOV, P. BONTOUX, M. El GANAOUI); multicomponent reactive flows: symmetrization and the low Mach number limit (M. MASSOT, V. GIOVANGIGLI); computation of low mach number flows with a generalized Gibbs relation (C.L. MERKLE, V. SANKARAN, D. LI); a Mach-uniform pressure correction algorithm (K. NERINCK, J. VIERENDEELS, E. DICK); application of Turkel preconditioning method in external free convection and incompressible flows (T.H. NGUYEN-BUI, B. DUBROCA, P.H. MAIRE); a half-explicit, non-split projection method for low mach number flows (P.P. PEBAY, H. N. NAJIM, J. POUSIN); combustion in low Mach number isotropic turbulence (F. PICANO, P. GUALTIERI, B. FAVINI); calculation of low Mach number acoustics: a comparison of MPV, EIF and linearized Euler equations (S. ROLLER, T. SCHWARTKOFF, M. DUMBSER, C.D. MUNZ) comparison of pressure-based and density-based methods for low Mach number CFD computations (V. SANKARAN, C. MERKLE); the
Restricted Variance Interaction Effects
DEFF Research Database (Denmark)
Cortina, Jose M.; Köhler, Tine; Keeler, Kathleen R.
2018-01-01
Although interaction hypotheses are increasingly common in our field, many recent articles point out that authors often have difficulty justifying them. The purpose of this article is to describe a particular type of interaction: the restricted variance (RV) interaction. The essence of the RV int...
Does the chromatic Mach bands effect exist?
Tsofe, Avital; Spitzer, Hedva; Einav, Shmuel
2009-06-30
The achromatic Mach bands effect is a well-known visual illusion, discovered over a hundred years ago. This effect has been investigated thoroughly, mainly for its brightness aspect. The existence of Chromatic Mach bands, however, has been disputed. In recent years it has been reported that Chromatic Mach bands are not perceived under controlled iso-luminance conditions. However, here we show that a variety of Chromatic Mach bands, consisting of chromatic and achromatic regions, separated by a saturation ramp, can be clearly perceived under iso-luminance and iso-brightness conditions. In this study, observers' eye movements were recorded under iso-brightness conditions. Several observers were tested for their ability to perceive the Chromatic Mach bands effect and its magnitude, across different cardinal and non-cardinal Chromatic Mach bands stimuli. A computational model of color adaptation, which predicted color induction and color constancy, successfully predicts this variation of Chromatic Mach bands. This has been tested by measuring the distance of the data points from the "achromatic point" and by calculating the shift of the data points from predicted complementary lines. The results suggest that the Chromatic Mach bands effect is a specific chromatic induction effect.
Dark matter versus Mach's principle.
von Borzeszkowski, H.-H.; Treder, H.-J.
1998-02-01
Empirical and theoretical evidence show that the astrophysical problem of dark matter might be solved by a theory of Einstein-Mayer type. In this theory up to global Lorentz rotations the reference system is determined by the motion of cosmic matter. Thus one is led to a "Riemannian space with teleparallelism" realizing a geometric version of the Mach-Einstein doctrine. The field equations of this gravitational theory contain hidden matter terms where the existence of hidden matter is inferred safely from its gravitational effects. It is argued that in the nonrelativistic mechanical approximation they provide an inertia-free mechanics where the inertial mass of a body is induced by the gravitational action of the comic masses. Interpreted form the Newtonian point of view this mechanics shows that the effective gravitational mass of astrophysical objects depends on r such that one expects the existence of dark matter.
Local variances in biomonitoring
International Nuclear Information System (INIS)
Wolterbeek, H.Th; Verburg, T.G.
2001-01-01
The present study was undertaken to explore possibilities to judge survey quality on basis of a limited and restricted number of a-priori observations. Here, quality is defined as the ratio between survey and local variance (signal-to-noise ratio). The results indicate that the presented surveys do not permit such judgement; the discussion also suggests that the 5-fold local sampling strategies do not merit any sound judgement. As it stands, uncertainties in local determinations may largely obscure possibilities to judge survey quality. The results further imply that surveys will benefit from procedures, controls and approaches in sampling and sample handling, to assess both average, variance and the nature of the distribution of elemental concentrations in local sites. This reasoning is compatible with the idea of the site as a basic homogeneous survey unit, which is implicitly and conceptually underlying any survey performed. (author)
Local variances in biomonitoring
International Nuclear Information System (INIS)
Wolterbeek, H.T.
1999-01-01
The present study deals with the (larger-scaled) biomonitoring survey and specifically focuses on the sampling site. In most surveys, the sampling site is simply selected or defined as a spot of (geographical) dimensions which is small relative to the dimensions of the total survey area. Implicitly it is assumed that the sampling site is essentially homogeneous with respect to the investigated variation in survey parameters. As such, the sampling site is mostly regarded as 'the basic unit' of the survey. As a logical consequence, the local (sampling site) variance should also be seen as a basic and important characteristic of the survey. During the study, work is carried out to gain more knowledge of the local variance. Multiple sampling is carried out at a specific site (tree bark, mosses, soils), multi-elemental analyses are carried out by NAA, and local variances are investigated by conventional statistics, factor analytical techniques, and bootstrapping. Consequences of the outcomes are discussed in the context of sampling, sample handling and survey quality. (author)
Spectral Ambiguity of Allan Variance
Greenhall, C. A.
1996-01-01
We study the extent to which knowledge of Allan variance and other finite-difference variances determines the spectrum of a random process. The variance of first differences is known to determine the spectrum. We show that, in general, the Allan variance does not. A complete description of the ambiguity is given.
Aeroacoustic computation of low Mach number flow
Energy Technology Data Exchange (ETDEWEB)
Dahl, K.S.
1996-12-01
This thesis explores the possibilities of applying a recently developed numerical technique to predict aerodynamically generated sound from wind turbines. The technique is a perturbation technique that has the advantage that the underlying flow field and the sound field are computed separately. Solution of the incompressible, time dependent flow field yields a hydrodynamic density correction to the incompressible constant density. The sound field is calculated from a set of equations governing the inviscid perturbations about the corrected flow field. Here, the emphasis is placed on the computation of the sound field. The nonlinear partial differential equations governing the sound field are solved numerically using an explicit MacCormack scheme. Two types of non-reflecting boundary conditions are applied; one based on the asymptotic solution of the governing equations and the other based on a characteristic analysis of the governing equations. The former condition is easy to use and it performs slightly better than the characteristic based condition. The technique is applied to the problems of the sound generation of a pulsating sphere, which is a monopole; a co-rotating vortex pair, which is a quadrupole, and the viscous flow over a circular cylinder, which is a dipole. The governing equations are written and solved for spherical, Cartesian, and cylindrical coordinates, respectively, thus, representing three common orthogonal coordinate systems. Numerical results agree very well with the analytical solutions for the problems of the pulsating sphere and the co-rotating vortex pair. Numerical results for the viscous flow over a cylinder are presented and evaluated qualitatively. The technique has potential for applications to airfoil flows as they are on a wind turbine blade, as well as for other low Mach number flows. (au) 2 tabs., 33 ills., 48 refs.
Introduction to variance estimation
Wolter, Kirk M
2007-01-01
We live in the information age. Statistical surveys are used every day to determine or evaluate public policy and to make important business decisions. Correct methods for computing the precision of the survey data and for making inferences to the target population are absolutely essential to sound decision making. Now in its second edition, Introduction to Variance Estimation has for more than twenty years provided the definitive account of the theory and methods for correct precision calculations and inference, including examples of modern, complex surveys in which the methods have been used successfully. The book provides instruction on the methods that are vital to data-driven decision making in business, government, and academe. It will appeal to survey statisticians and other scientists engaged in the planning and conduct of survey research, and to those analyzing survey data and charged with extracting compelling information from such data. It will appeal to graduate students and university faculty who...
Mach cones in space and laboratory dusty magnetoplasmas
International Nuclear Information System (INIS)
Mamun, A.A.; Shukla, P.K
2004-07-01
We present a rigorous theoretical investigation on the possibility for the formation of Mach cones in both space and laboratory dusty magnetoplasmas. We find the parametric regimes for which different types of Mach cones, such as dust acoustic Mach cones, dust magneto-acoustic Mach cones, oscillonic Mach cones, etc. are formed in space and laboratory dusty magnetoplasmas. We also identify the basic features of such different classes of Mach cones (viz. dust- acoustic, dust magneto-acoustic, oscillonic Mach cones, etc.), and clearly explain how they are relevant to space and laboratory dusty manetoplasmas. (author)
Applicability of higher-order TVD method to low mach number compressible flows
International Nuclear Information System (INIS)
Akamatsu, Mikio
1995-01-01
Steep gradients of fluid density are the influential factor of spurious oscillation in numerical solutions of low Mach number (M<<1) compressible flows. The total variation diminishing (TVD) scheme is a promising remedy to overcome this problem and obtain accurate solutions. TVD schemes for high-speed flows are, however, not compatible with commonly used methods in low Mach number flows using pressure-based formulation. In the present study a higher-order TVD scheme is constructed on a modified form of each individual scalar equation of primitive variables. It is thus clarified that the concept of TVD is applicable to low Mach number flows within the framework of the existing numerical method. Results of test problems of the moving interface of two-component gases with the density ratio ≥ 4, demonstrate the accurate and robust (wiggle-free) profile of the scheme. (author)
Mach's principle and space-time structure
International Nuclear Information System (INIS)
Raine, D.J.
1981-01-01
Mach's principle, that inertial forces should be generated by the motion of a body relative to the bulk of matter in the universe, is shown to be related to the structure imposed on space-time by dynamical theories. General relativity theory and Mach's principle are both shown to be well supported by observations. Since Mach's principle is not contained in general relativity this leads to a discussion of attempts to derive Machian theories. The most promising of these appears to be a selection rule for solutions of the general relativistic field equations, in which the space-time metric structure is generated by the matter content of the universe only in a well-defined way. (author)
Background-oriented schlieren imaging of flow around a circular cylinder at low Mach numbers
Stadler, Hannes; Bauknecht, André; Siegrist, Silvan; Flesch, Robert; Wolf, C. Christian; van Hinsberg, Nils; Jacobs, Markus
2017-09-01
The background-oriented schlieren (BOS) imaging method has, for the first time, been applied in the investigation of the flow around a circular cylinder at low Mach numbers (Msuccessive imaging at incremental angular positions around the cylinder. This density distribution has been found to agree well with the pressure measurements and with potential theory where appropriate.
Approximation errors during variance propagation
International Nuclear Information System (INIS)
Dinsmore, Stephen
1986-01-01
Risk and reliability analyses are often performed by constructing and quantifying large fault trees. The inputs to these models are component failure events whose probability of occuring are best represented as random variables. This paper examines the errors inherent in two approximation techniques used to calculate the top event's variance from the inputs' variance. Two sample fault trees are evaluated and several three dimensional plots illustrating the magnitude of the error over a wide range of input means and variances are given
A Parametric Study of a Constant-Mach-Number MHD Generator with Nuclear Ionization
International Nuclear Information System (INIS)
Braun, J.
1965-03-01
The influence of electrical and gas dynamical parameters on the length, of a linear constant-Mach-number MHD duct has been investigated. The gas has been assumed to be ionized by neutron irradiation in the expansion nozzle preceding the MHD duct. Inside the duct the electron recombination is assumed to be governed, by volume recombination. It is found that there exists a distinct domain from which the parameters must be chosen, pressure and Mach number being the most critical ones. If power densities in the order of magnitude 100 MW/m 3 are desired, high magnetic fields and Mach numbers in the supersonic range are needed. The influence of the variation of critical parameters on the channel length is given as a product of simple functions, each containing one parameter
A Parametric Study of a Constant-Mach-Number MHD Generator with Nuclear Ionization
Energy Technology Data Exchange (ETDEWEB)
Braun, J
1965-03-15
The influence of electrical and gas dynamical parameters on the length, of a linear constant-Mach-number MHD duct has been investigated. The gas has been assumed to be ionized by neutron irradiation in the expansion nozzle preceding the MHD duct. Inside the duct the electron recombination is assumed to be governed, by volume recombination. It is found that there exists a distinct domain from which the parameters must be chosen, pressure and Mach number being the most critical ones. If power densities in the order of magnitude 100 MW/m{sup 3} are desired, high magnetic fields and Mach numbers in the supersonic range are needed. The influence of the variation of critical parameters on the channel length is given as a product of simple functions, each containing one parameter.
Improving Euler computations at low Mach numbers
Koren, B.; Leer, van B.; Deconinck, H.; Koren, B.
1997-01-01
The paper consists of two parts, both dealing with conditioning techniques for lowMach-number Euler-flow computations, in which a multigrid technique is applied. In the first part, for subsonic flows and upwind-discretized, linearized 1-D Euler equations, the smoothing behavior of
Improving Euler computations at low Mach numbers
Koren, B.
1996-01-01
This paper consists of two parts, both dealing with conditioning techniques for low-Mach-number Euler-flow computations, in which a multigrid technique is applied. In the first part, for subsonic flows and upwind-discretized linearized 1-D Euler equations, the smoothing behavior of
Mach's principle in spatially homogeneous spacetimes
International Nuclear Information System (INIS)
Tipler, F.J.
1978-01-01
On the basis of Mach's Principle it is concluded that the only singularity-free solution to the empty space Einstein equations is flat space. It is shown that the only singularity-free solution to the empty space Einstein equations which is spatially homogeneous and globally hyperbolic is in fact suitably identified Minkowski space. (Auth.)
Role of Turbulent Prandtl Number on Heat Flux at Hypersonic Mach Numbers
Xiao, X.; Edwards, J. R.; Hassan, H. A.; Gaffney, R. L., Jr.
2007-01-01
A new turbulence model suited for calculating the turbulent Prandtl number as part of the solution is presented. The model is based on a set of two equations: one governing the variance of the enthalpy and the other governing its dissipation rate. These equations were derived from the exact energy equation and thus take into consideration compressibility and dissipation terms. The model is used to study two cases involving shock wave/boundary layer interaction at Mach 9.22 and Mach 5.0. In general, heat transfer prediction showed great improvement over traditional turbulence models where the turbulent Prandtl number is assumed constant. It is concluded that using a model that calculates the turbulent Prandtl number as part of the solution is the key to bridging the gap between theory and experiment for flows dominated by shock wave/boundary layer interactions.
A zero-variance-based scheme for variance reduction in Monte Carlo criticality
Energy Technology Data Exchange (ETDEWEB)
Christoforou, S.; Hoogenboom, J. E. [Delft Univ. of Technology, Mekelweg 15, 2629 JB Delft (Netherlands)
2006-07-01
A zero-variance scheme is derived and proven theoretically for criticality cases, and a simplified transport model is used for numerical demonstration. It is shown in practice that by appropriate biasing of the transition and collision kernels, a significant reduction in variance can be achieved. This is done using the adjoint forms of the emission and collision densities, obtained from a deterministic calculation, according to the zero-variance scheme. By using an appropriate algorithm, the figure of merit of the simulation increases by up to a factor of 50, with the possibility of an even larger improvement. In addition, it is shown that the biasing speeds up the convergence of the initial source distribution. (authors)
A zero-variance-based scheme for variance reduction in Monte Carlo criticality
International Nuclear Information System (INIS)
Christoforou, S.; Hoogenboom, J. E.
2006-01-01
A zero-variance scheme is derived and proven theoretically for criticality cases, and a simplified transport model is used for numerical demonstration. It is shown in practice that by appropriate biasing of the transition and collision kernels, a significant reduction in variance can be achieved. This is done using the adjoint forms of the emission and collision densities, obtained from a deterministic calculation, according to the zero-variance scheme. By using an appropriate algorithm, the figure of merit of the simulation increases by up to a factor of 50, with the possibility of an even larger improvement. In addition, it is shown that the biasing speeds up the convergence of the initial source distribution. (authors)
Turbulent mixing of a slightly supercritical van der Waals fluid at low-Mach number
International Nuclear Information System (INIS)
Battista, F.; Casciola, C. M.; Picano, F.
2014-01-01
Supercritical fluids near the critical point are characterized by liquid-like densities and gas-like transport properties. These features are purposely exploited in different contexts ranging from natural products extraction/fractionation to aerospace propulsion. Large part of studies concerns this last context, focusing on the dynamics of supercritical fluids at high Mach number where compressibility and thermodynamics strictly interact. Despite the widespread use also at low Mach number, the turbulent mixing properties of slightly supercritical fluids have still not investigated in detail in this regime. This topic is addressed here by dealing with Direct Numerical Simulations of a coaxial jet of a slightly supercritical van der Waals fluid. Since acoustic effects are irrelevant in the low Mach number conditions found in many industrial applications, the numerical model is based on a suitable low-Mach number expansion of the governing equation. According to experimental observations, the weakly supercritical regime is characterized by the formation of finger-like structures – the so-called ligaments – in the shear layers separating the two streams. The mechanism of ligament formation at vanishing Mach number is extracted from the simulations and a detailed statistical characterization is provided. Ligaments always form whenever a high density contrast occurs, independently of real or perfect gas behaviors. The difference between real and perfect gas conditions is found in the ligament small-scale structure. More intense density gradients and thinner interfaces characterize the near critical fluid in comparison with the smoother behavior of the perfect gas. A phenomenological interpretation is here provided on the basis of the real gas thermodynamics properties
Turbulent mixing of a slightly supercritical van der Waals fluid at low-Mach number
Energy Technology Data Exchange (ETDEWEB)
Battista, F.; Casciola, C. M. [Department of Mechanical and Aerospace Engineering, Sapienza University, via Eudossiana 18, 00184 Rome (Italy); Picano, F. [Department of Industrial Engineering, University of Padova, via Venezia 1, 35131 Padova (Italy)
2014-05-15
Supercritical fluids near the critical point are characterized by liquid-like densities and gas-like transport properties. These features are purposely exploited in different contexts ranging from natural products extraction/fractionation to aerospace propulsion. Large part of studies concerns this last context, focusing on the dynamics of supercritical fluids at high Mach number where compressibility and thermodynamics strictly interact. Despite the widespread use also at low Mach number, the turbulent mixing properties of slightly supercritical fluids have still not investigated in detail in this regime. This topic is addressed here by dealing with Direct Numerical Simulations of a coaxial jet of a slightly supercritical van der Waals fluid. Since acoustic effects are irrelevant in the low Mach number conditions found in many industrial applications, the numerical model is based on a suitable low-Mach number expansion of the governing equation. According to experimental observations, the weakly supercritical regime is characterized by the formation of finger-like structures – the so-called ligaments – in the shear layers separating the two streams. The mechanism of ligament formation at vanishing Mach number is extracted from the simulations and a detailed statistical characterization is provided. Ligaments always form whenever a high density contrast occurs, independently of real or perfect gas behaviors. The difference between real and perfect gas conditions is found in the ligament small-scale structure. More intense density gradients and thinner interfaces characterize the near critical fluid in comparison with the smoother behavior of the perfect gas. A phenomenological interpretation is here provided on the basis of the real gas thermodynamics properties.
Ernst Mach a deeper look : documents and new perspectives
1992-01-01
Ernst Mach -- A Deeper Look has been written to reveal to English-speaking readers the recent revival of interest in Ernst Mach in Europe and Japan. The book is a storehouse of new information on Mach as a philosopher, historian, scientist and person, containing a number of biographical and philosophical manuscripts publihsed for the first time, along with correspondence and other matters published for the first time in English. The book also provides English translations of Mach's controversies with leading physicists and psychologists, such as Max Planck and Carl Stumpf, and offers basic evidence for resolving Mach's position on atomism and Einstein's theory of relativity. Mach's scientific, philosophical and personal influence in a number of countries -- Austria, Germany, Bohemia and Yugoslavia among them -- has been carefully explored and many aspects detailed for the first time. All of the articles are eminently readable, especially those written by Mach's sister. They are deeply researched, new interpre...
Mach's principle and the rest mass of the graviton
International Nuclear Information System (INIS)
Woodward, J.F.; Crowley, R.J.; Yourgrau, W.
1975-01-01
The question of the graviton rest mass is briefly discussed and then it is shown that the Sciama-Dicke formulation of Mach's principle admits, in the linear approximation, the calculation of the graviton rest mass. One finds that the value of the graviton rest mass depends on the cosmological model adopted, the mean matter density in the universe, the speed of light, and the constant of gravitation. The value obtained for an infinite, stationary universe is 7.6 times 10 -67 g. The value for evolutionary cosmological models is found to depend critically on the mass and ''radius'' of the universe, both null and non-null values occurring only for certain values of these parameters. Problems that arise as a consequence of the linear approximation are pointed out
Revision: Variance Inflation in Regression
Directory of Open Access Journals (Sweden)
D. R. Jensen
2013-01-01
the intercept; and (iv variance deflation may occur, where ill-conditioned data yield smaller variances than their orthogonal surrogates. Conventional VIFs have all regressors linked, or none, often untenable in practice. Beyond these, our models enable the unlinking of regressors that can be unlinked, while preserving dependence among those intrinsically linked. Moreover, known collinearity indices are extended to encompass angles between subspaces of regressors. To reaccess ill-conditioned data, we consider case studies ranging from elementary examples to data from the literature.
Modelling volatility by variance decomposition
DEFF Research Database (Denmark)
Amado, Cristina; Teräsvirta, Timo
In this paper, we propose two parametric alternatives to the standard GARCH model. They allow the variance of the model to have a smooth time-varying structure of either additive or multiplicative type. The suggested parameterisations describe both nonlinearity and structural change in the condit...
Gini estimation under infinite variance
A. Fontanari (Andrea); N.N. Taleb (Nassim Nicholas); P. Cirillo (Pasquale)
2018-01-01
textabstractWe study the problems related to the estimation of the Gini index in presence of a fat-tailed data generating process, i.e. one in the stable distribution class with finite mean but infinite variance (i.e. with tail index α∈(1,2)). We show that, in such a case, the Gini coefficient
Variance based OFDM frame synchronization
Directory of Open Access Journals (Sweden)
Z. Fedra
2012-04-01
Full Text Available The paper deals with a new frame synchronization scheme for OFDM systems and calculates the complexity of this scheme. The scheme is based on the computing of the detection window variance. The variance is computed in two delayed times, so a modified Early-Late loop is used for the frame position detection. The proposed algorithm deals with different variants of OFDM parameters including guard interval, cyclic prefix, and has good properties regarding the choice of the algorithm's parameters since the parameters may be chosen within a wide range without having a high influence on system performance. The verification of the proposed algorithm functionality has been performed on a development environment using universal software radio peripheral (USRP hardware.
Variance decomposition in stochastic simulators.
Le Maître, O P; Knio, O M; Moraes, A
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maître, O. P.; Knio, O. M.; Moraes, A.
2015-06-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Energy Technology Data Exchange (ETDEWEB)
Le Maître, O. P., E-mail: olm@limsi.fr [LIMSI-CNRS, UPR 3251, Orsay (France); Knio, O. M., E-mail: knio@duke.edu [Department of Mechanical Engineering and Materials Science, Duke University, Durham, North Carolina 27708 (United States); Moraes, A., E-mail: alvaro.moraesgutierrez@kaust.edu.sa [King Abdullah University of Science and Technology, Thuwal (Saudi Arabia)
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maî tre, O. P.; Knio, O. M.; Moraes, Alvaro
2015-01-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Li, Yang; Pirvu, Traian A
2011-01-01
This paper considers the mean variance portfolio management problem. We examine portfolios which contain both primary and derivative securities. The challenge in this context is due to portfolio's nonlinearities. The delta-gamma approximation is employed to overcome it. Thus, the optimization problem is reduced to a well posed quadratic program. The methodology developed in this paper can be also applied to pricing and hedging in incomplete markets.
Role of Turbulent Prandtl Number on Heat Flux at Hypersonic Mach Number
Xiao, X.; Edwards, J. R.; Hassan, H. A.
2004-01-01
Present simulation of turbulent flows involving shock wave/boundary layer interaction invariably overestimates heat flux by almost a factor of two. One possible reason for such a performance is a result of the fact that the turbulence models employed make use of Morkovin's hypothesis. This hypothesis is valid for non-hypersonic Mach numbers and moderate rates of heat transfer. At hypersonic Mach numbers, high rates of heat transfer exist in regions where shock wave/boundary layer interactions are important. As a result, one should not expect traditional turbulence models to yield accurate results. The goal of this investigation is to explore the role of a variable Prandtl number formulation in predicting heat flux in flows dominated by strong shock wave/boundary layer interactions. The intended applications involve external flows in the absence of combustion such as those encountered in supersonic inlets. This can be achieved by adding equations for the temperature variance and its dissipation rate. Such equations can be derived from the exact Navier-Stokes equations. Traditionally, modeled equations are based on the low speed energy equation where the pressure gradient term and the term responsible for energy dissipation are ignored. It is clear that such assumptions are not valid for hypersonic flows. The approach used here is based on the procedure used in deriving the k-zeta model, in which the exact equations that governed k, the variance of velocity, and zeta, the variance of vorticity, were derived and modeled. For the variable turbulent Prandtl number, the exact equations that govern the temperature variance and its dissipation rate are derived and modeled term by term. The resulting set of equations are free of damping and wall functions and are coordinate-system independent. Moreover, modeled correlations are tensorially consistent and invariant under Galilean transformation. The final set of equations will be given in the paper.
High-Mach number, laser-driven magnetized collisionless shocks
International Nuclear Information System (INIS)
Schaeffer, Derek B.; Fox, W.; Haberberger, D.; Fiksel, G.; Bhattacharjee, A.
2017-01-01
Collisionless shocks are ubiquitous in space and astrophysical systems, and the class of supercritical shocks is of particular importance due to their role in accelerating particles to high energies. While these shocks have been traditionally studied by spacecraft and remote sensing observations, laboratory experiments can provide reproducible and multi-dimensional datasets that provide complementary understanding of the underlying microphysics. We present experiments undertaken on the OMEGA and OMEGA EP laser facilities that show the formation and evolution of high-Mach number collisionless shocks created through the interaction of a laser-driven magnetic piston and magnetized ambient plasma. Through time-resolved, 2-D imaging we observe large density and magnetic compressions that propagate at super-Alfvenic speeds and that occur over ion kinetic length scales. Electron density and temperature of the initial ambient plasma are characterized using optical Thomson scattering. Measurements of the piston laser-plasma are modeled with 2-D radiation-hydrodynamic simulations, which are used to initialize 2-D particle-in-cell simulations of the interaction between the piston and ambient plasmas. The numerical results show the formation of collisionless shocks, including the separate dynamics of the carbon and hydrogen ions that constitute the ambient plasma and their effect on the shock structure. Furthermore, the simulations also show the shock separating from the piston, which we observe in the data at late experimental times.
Confidence Interval Approximation For Treatment Variance In ...
African Journals Online (AJOL)
In a random effects model with a single factor, variation is partitioned into two as residual error variance and treatment variance. While a confidence interval can be imposed on the residual error variance, it is not possible to construct an exact confidence interval for the treatment variance. This is because the treatment ...
Capturing Option Anomalies with a Variance-Dependent Pricing Kernel
DEFF Research Database (Denmark)
Christoffersen, Peter; Heston, Steven; Jacobs, Kris
2013-01-01
We develop a GARCH option model with a new pricing kernel allowing for a variance premium. While the pricing kernel is monotonic in the stock return and in variance, its projection onto the stock return is nonmonotonic. A negative variance premium makes it U shaped. We present new semiparametric...... evidence to confirm this U-shaped relationship between the risk-neutral and physical probability densities. The new pricing kernel substantially improves our ability to reconcile the time-series properties of stock returns with the cross-section of option prices. It provides a unified explanation...... for the implied volatility puzzle, the overreaction of long-term options to changes in short-term variance, and the fat tails of the risk-neutral return distribution relative to the physical distribution....
Application of a transitional boundary-layer theory in the low hypersonic Mach number regime
Shamroth, S. J.; Mcdonald, H.
1975-01-01
An investigation is made to assess the capability of a finite-difference boundary-layer procedure to predict the mean profile development across a transition from laminar to turbulent flow in the low hypersonic Mach-number regime. The boundary-layer procedure uses an integral form of the turbulence kinetic-energy equation to govern the development of the Reynolds apparent shear stress. The present investigation shows the ability of this procedure to predict Stanton number, velocity profiles, and density profiles through the transition region and, in addition, to predict the effect of wall cooling and Mach number on transition Reynolds number. The contribution of the pressure-dilatation term to the energy balance is examined and it is suggested that transition can be initiated by the direct absorption of acoustic energy even if only a small amount (1 per cent) of the incident acoustic energy is absorbed.
Low Mach-number collisionless electrostatic shocks and associated ion acceleration
Pusztai, I.; TenBarge, J. M.; Csapó, A. N.; Juno, J.; Hakim, A.; Yi, L.; Fülöp, T.
2018-03-01
The existence and properties of low Mach-number (M≳ 1) electrostatic collisionless shocks are investigated with a semi-analytical solution for the shock structure. We show that the properties of the shock obtained in the semi-analytical model can be well reproduced in fully kinetic Eulerian Vlasov-Poisson simulations, where the shock is generated by the decay of an initial density discontinuity. Using this semi-analytical model, we study the effect of the electron-to-ion temperature ratio and the presence of impurities on both the maximum shock potential and the Mach number. We find that even a small amount of impurities can influence the shock properties significantly, including the reflected light ion fraction, which can change several orders of magnitude. Electrostatic shocks in heavy ion plasmas reflect most of the hydrogen impurity ions.
Axisymmetric vortex method for low-Mach number, diffusion-controlled combustion
Lakkis, I
2003-01-01
A grid-free, Lagrangian method for the accurate simulation of low-Mach number, variable-density, diffusion-controlled reacting flow is presented. A fast-chemistry model in which the conversion rate of reactants to products is limited by the local mixing rate is assumed in order to reduce the combustion problem to the solution of a convection-diffusion-generation equation with volumetric expansion and vorticity generation at the reaction fronts. The solutions of the continuity and vorticity equations, and the equations governing the transport of species and energy, are obtained using a formulation in which particles transport conserved quantities by convection and diffusion. The dynamic impact of exothermic combustion is captured through accurate integration of source terms in the vorticity transport equations at the location of the particles, and the extra velocity field associated with volumetric expansion at low Mach number computed to enforced mass conservation. The formulation is obtained for an axisymmet...
A fast spatial scanning combination emissive and mach probe for edge plasma diagnosis
International Nuclear Information System (INIS)
Lehmer, R.D.; LaBombard, B.; Conn, R.W.
1989-04-01
A fast spatially scanning emissive and mach probe has been developed for the measurement of plasma profiles in the PISCES facility at UCLA. A pneumatic cylinder is used to drive a multiple tip probe along a 15cm stroke in less than 400msec, giving single shot profiles while limiting power deposition to the probe. A differentially pumped sliding O-ring seal allows the probe to be moved between shots to infer two and three dimensional profiles. The probe system has been used to investigate the plasma potential, density, and parallel mach number profiles of the presheath induced by a wall surface and scrape-off-layer profile modifications in biased limiter simulation experiments. Details of the hardware, data acquisition electronics, and tests of probe reliability are discussed. 30 refs., 24 figs
Emergent gravity of fractons: Mach's principle revisited
Pretko, Michael
2017-07-01
Recent work has established the existence of stable quantum phases of matter described by symmetric tensor gauge fields, which naturally couple to particles of restricted mobility, such as fractons. We focus on a minimal toy model of a rank 2 tensor gauge field, consisting of fractons coupled to an emergent graviton (massless spin-2 excitation). We show how to reconcile the immobility of fractons with the expected gravitational behavior of the model. First, we reformulate the fracton phenomenon in terms of an emergent center of mass quantum number, and we show how an effective attraction arises from the principles of locality and conservation of center of mass. This interaction between fractons is always attractive and can be recast in geometric language, with a geodesiclike formulation, thereby satisfying the expected properties of a gravitational force. This force will generically be short-ranged, but we discuss how the power-law behavior of Newtonian gravity can arise under certain conditions. We then show that, while an isolated fracton is immobile, fractons are endowed with finite inertia by the presence of a large-scale distribution of other fractons, in a concrete manifestation of Mach's principle. Our formalism provides suggestive hints that matter plays a fundamental role, not only in perturbing, but in creating the background space in which it propagates.
Speed Variance and Its Influence on Accidents.
Garber, Nicholas J.; Gadirau, Ravi
A study was conducted to investigate the traffic engineering factors that influence speed variance and to determine to what extent speed variance affects accident rates. Detailed analyses were carried out to relate speed variance with posted speed limit, design speeds, and other traffic variables. The major factor identified was the difference…
Variance function estimation for immunoassays
International Nuclear Information System (INIS)
Raab, G.M.; Thompson, R.; McKenzie, I.
1980-01-01
A computer program is described which implements a recently described, modified likelihood method of determining an appropriate weighting function to use when fitting immunoassay dose-response curves. The relationship between the variance of the response and its mean value is assumed to have an exponential form, and the best fit to this model is determined from the within-set variability of many small sets of repeated measurements. The program estimates the parameter of the exponential function with its estimated standard error, and tests the fit of the experimental data to the proposed model. Output options include a list of the actual and fitted standard deviation of the set of responses, a plot of actual and fitted standard deviation against the mean response, and an ordered list of the 10 sets of data with the largest ratios of actual to fitted standard deviation. The program has been designed for a laboratory user without computing or statistical expertise. The test-of-fit has proved valuable for identifying outlying responses, which may be excluded from further analysis by being set to negative values in the input file. (Auth.)
Impact of Damping Uncertainty on SEA Model Response Variance
Schiller, Noah; Cabell, Randolph; Grosveld, Ferdinand
2010-01-01
Statistical Energy Analysis (SEA) is commonly used to predict high-frequency vibroacoustic levels. This statistical approach provides the mean response over an ensemble of random subsystems that share the same gross system properties such as density, size, and damping. Recently, techniques have been developed to predict the ensemble variance as well as the mean response. However these techniques do not account for uncertainties in the system properties. In the present paper uncertainty in the damping loss factor is propagated through SEA to obtain more realistic prediction bounds that account for both ensemble and damping variance. The analysis is performed on a floor-equipped cylindrical test article that resembles an aircraft fuselage. Realistic bounds on the damping loss factor are determined from measurements acquired on the sidewall of the test article. The analysis demonstrates that uncertainties in damping have the potential to significantly impact the mean and variance of the predicted response.
Gravitational Lagrangians, Mach's Principle, and the Equivalence Principle in an Expanding Universe
Essén, Hanno
2014-08-01
Gravitational Lagrangians as derived by Fock for the Einstein-Infeld-Hoffmann approach, and by Kennedy assuming only a fourth rank tensor interaction, contain long range interactions. Here we investigate how these affect the local dynamics when integrated over an expanding universe out to the Hubble radius. Taking the cosmic expansion velocity into account in a heuristic manner it is found that these long range interactions imply Mach's principle, provided the universe has the critical density, and that mass is renormalized. Suitable higher order additions to the Lagrangians make the formalism consistent with the equivalence principle.
Evolution of Genetic Variance during Adaptive Radiation.
Walter, Greg M; Aguirre, J David; Blows, Mark W; Ortiz-Barrientos, Daniel
2018-04-01
Genetic correlations between traits can concentrate genetic variance into fewer phenotypic dimensions that can bias evolutionary trajectories along the axis of greatest genetic variance and away from optimal phenotypes, constraining the rate of evolution. If genetic correlations limit adaptation, rapid adaptive divergence between multiple contrasting environments may be difficult. However, if natural selection increases the frequency of rare alleles after colonization of new environments, an increase in genetic variance in the direction of selection can accelerate adaptive divergence. Here, we explored adaptive divergence of an Australian native wildflower by examining the alignment between divergence in phenotype mean and divergence in genetic variance among four contrasting ecotypes. We found divergence in mean multivariate phenotype along two major axes represented by different combinations of plant architecture and leaf traits. Ecotypes also showed divergence in the level of genetic variance in individual traits and the multivariate distribution of genetic variance among traits. Divergence in multivariate phenotypic mean aligned with divergence in genetic variance, with much of the divergence in phenotype among ecotypes associated with changes in trait combinations containing substantial levels of genetic variance. Overall, our results suggest that natural selection can alter the distribution of genetic variance underlying phenotypic traits, increasing the amount of genetic variance in the direction of natural selection and potentially facilitating rapid adaptive divergence during an adaptive radiation.
Influence of Family Structure on Variance Decomposition
DEFF Research Database (Denmark)
Edwards, Stefan McKinnon; Sarup, Pernille Merete; Sørensen, Peter
Partitioning genetic variance by sets of randomly sampled genes for complex traits in D. melanogaster and B. taurus, has revealed that population structure can affect variance decomposition. In fruit flies, we found that a high likelihood ratio is correlated with a high proportion of explained ge...... capturing pure noise. Therefore it is necessary to use both criteria, high likelihood ratio in favor of a more complex genetic model and proportion of genetic variance explained, to identify biologically important gene groups...
Efficient Cardinality/Mean-Variance Portfolios
Brito, R. Pedro; Vicente, Luís Nunes
2014-01-01
International audience; We propose a novel approach to handle cardinality in portfolio selection, by means of a biobjective cardinality/mean-variance problem, allowing the investor to analyze the efficient tradeoff between return-risk and number of active positions. Recent progress in multiobjective optimization without derivatives allow us to robustly compute (in-sample) the whole cardinality/mean-variance efficient frontier, for a variety of data sets and mean-variance models. Our results s...
The phenotypic variance gradient - a novel concept.
Pertoldi, Cino; Bundgaard, Jørgen; Loeschcke, Volker; Barker, James Stuart Flinton
2014-11-01
Evolutionary ecologists commonly use reaction norms, which show the range of phenotypes produced by a set of genotypes exposed to different environments, to quantify the degree of phenotypic variance and the magnitude of plasticity of morphometric and life-history traits. Significant differences among the values of the slopes of the reaction norms are interpreted as significant differences in phenotypic plasticity, whereas significant differences among phenotypic variances (variance or coefficient of variation) are interpreted as differences in the degree of developmental instability or canalization. We highlight some potential problems with this approach to quantifying phenotypic variance and suggest a novel and more informative way to plot reaction norms: namely "a plot of log (variance) on the y-axis versus log (mean) on the x-axis, with a reference line added". This approach gives an immediate impression of how the degree of phenotypic variance varies across an environmental gradient, taking into account the consequences of the scaling effect of the variance with the mean. The evolutionary implications of the variation in the degree of phenotypic variance, which we call a "phenotypic variance gradient", are discussed together with its potential interactions with variation in the degree of phenotypic plasticity and canalization.
The intellectual quadrangle: Mach-Boltzmann-Planck-Einstein
International Nuclear Information System (INIS)
Broda, E.
1981-01-01
These four men were influential in the transition from classical to modern physics. They interacted as scientists, often antagonistically. Thus Boltzmann was the greatest champion of the atom, while Mach remained unconvinced all his life. As a aphysicist, Einstein was greatly influenced by both Mach and Boltzmann, although Mach in the end rejected relativity as well. Because of his work on statistical mechanics, fluctuations, and quantum theory, Einstein has been called the natural successor to Boltzmann. Planck also was influenced by Mach at first. Hence he and Boltzmann were adversaries antil Planck converted to atomistics in 1900 and used the statistical interpretation of entropy to establish his radiation law. Planck accepted relativity early, but in quantum theory he was for a long time partly opposed to Einstein, and vice versa - Einstein considered Planck's derivation of his radiation law as unsound, while Planck could not accept the light quantum. In the case of all four physicists, science was interwoven with philosophy. Boltzmann consistently fought Mach's positivism, while Planck and Einstein moved from positivism to realism. All were also, though in very different ways, actively interested in public affairs. (orig.)
No-migration variance petition
International Nuclear Information System (INIS)
Fischer, N.T.
1990-03-01
This document reports data collected as part of the Ecological Monitoring Program (EMP) at the Waste Isolation Pilot Plant near Carlsbad, New Mexico, for Calendar Year 1987. Also included are data from the last quarter (October through December) of 1986. This report divides data collection activities into two parts. Part A covers general environmental monitoring which includes meteorology, aerial photography, air quality monitoring, water quality monitoring, and wildlife population surveillance. Part B focuses on the special studies being performed to evaluate the impacts of salt dispersal from the site on the surrounding ecosystem. The fourth year of salt impact monitoring was completed in 1987. These studies involve the monitoring of soil chemistry, soil microbiota, and vegetation in permanent study plots. None of the findings indicate that the WIPP project is adversely impacting environmental quality at the site. As in 1986, breeding bird censuses completed this year indicate changes in the local bird fauna associated with the WIPP site. The decline in small mammal populations noted in the 1986 census is still evident in the 1987 data; however, populations are showing signs of recovery. There is no indication that this decline is related to WIPP activities. Rather, the evidence indicates that natural population fluctuations may be common in this ecosystem. The salt impact studies continue to reveal some short-range transport of salt dust from the saltpiles. This material accumulates at or near the soil surface during the dry seasons in areas near the saltpiles, but is flushed deeper into the soil during the rainy season. Microbial activity does not appear to be affected by this salt importation. Vegetation coverage and density data from 1987 also do not show any detrimental effect associated with aerial dispersal of salt
Least-squares variance component estimation
Teunissen, P.J.G.; Amiri-Simkooei, A.R.
2007-01-01
Least-squares variance component estimation (LS-VCE) is a simple, flexible and attractive method for the estimation of unknown variance and covariance components. LS-VCE is simple because it is based on the well-known principle of LS; it is flexible because it works with a user-defined weight
Expected Stock Returns and Variance Risk Premia
DEFF Research Database (Denmark)
Bollerslev, Tim; Zhou, Hao
risk premium with the P/E ratio results in an R2 for the quarterly returns of more than twenty-five percent. The results depend crucially on the use of "model-free", as opposed to standard Black-Scholes, implied variances, and realized variances constructed from high-frequency intraday, as opposed...
Nonlinear Epigenetic Variance: Review and Simulations
Kan, Kees-Jan; Ploeger, Annemie; Raijmakers, Maartje E. J.; Dolan, Conor V.; van Der Maas, Han L. J.
2010-01-01
We present a review of empirical evidence that suggests that a substantial portion of phenotypic variance is due to nonlinear (epigenetic) processes during ontogenesis. The role of such processes as a source of phenotypic variance in human behaviour genetic studies is not fully appreciated. In addition to our review, we present simulation studies…
Variance estimation for generalized Cavalieri estimators
Johanna Ziegel; Eva B. Vedel Jensen; Karl-Anton Dorph-Petersen
2011-01-01
The precision of stereological estimators based on systematic sampling is of great practical importance. This paper presents methods of data-based variance estimation for generalized Cavalieri estimators where errors in sampling positions may occur. Variance estimators are derived under perturbed systematic sampling, systematic sampling with cumulative errors and systematic sampling with random dropouts. Copyright 2011, Oxford University Press.
Elementary physical approach to Mach's principle and its observational basis
International Nuclear Information System (INIS)
Horak, Z.
1979-01-01
It is shown that Mach's principle and the general principle of relativity are logical consequences of a 'materialistic postulate' and that general relativity implies the validity of Mach's principle for a static (or quasistatic) homogeneous and isotropic universe, spatially self-enclosed. The finite velocity of propagation of gravitational field does not imply a retardation of inertial forces due to the distant masses and therefore does not exclude the validity of Mach's principle. Similarly, the experimentally verified isotropy of inertia is compatible with this principle. The recent observational evidence of very high isotropy of the actual universe proves that the 'anti-Machian' Godel world model must be rejected as a nonphysical one. This suggests the possibility of a renaissance of Einstein's first cosmological model by considering-in the spirit of an older idea of Herbert Dingle-a superlarge-scale quasistatic universe consisting of an unknown number of statistically oscillating regions similar to our own, momentarily expanding, metagalaxy. (author)
Computation of Mach reflection from rigid and yielding surfaces
International Nuclear Information System (INIS)
Buckingham, A.C.; Wilson, S.S.
1976-01-01
The present discussion centers on a theoretical description of one aspect of the irregular or Mach reflection from solid surfaces. The discussion is restricted to analytical considerations and some preliminary results using model approximations to the surface interaction phenomena. Currently, full numerical simulations of the irregular reflection surface interaction dynamics have not been obtained since the method is still under development. Discussion of the numerical method is, therefore, restricted to some special procedures for the gas-solid surface boundary dynamics. The discussion is divided into an introductory section briefly describing a particular Mach reflection process. Subsequently, some of the considerations on boundary conditions are submitted for numerical treatment of the gas-solid interface. Analysis and discussion of a yielding solid surface subjected to impulsive loading from an intense gas shock wave follows. This is used as a guide for the development of the numerical procedure. Mach reflection processes are then briefly reviewed with special attention for similitude and singular perturbation features
Measurements of flows in the DIII-D divertor by Mach probes
International Nuclear Information System (INIS)
Boedo, J.A.; Lehmer, R.; Moyer, R.A.; Watkins, J.G.; Porter, G.D.; Evans, T.E.; Leonard, A.W.; Schaffer, M.J.
1998-06-01
First measurements of Mach number of background plasma in the DIII-D divertor are presented in conjunction with temperature T e and density n e using a fast scanning probe array. To validate the probe measurements, the authors compared the T e , n e and J sat data to Thomson scattering data and find good overall agreement in attached discharges and some discrepancy for T e and n e in detached discharges. The discrepancy is mostly due to the effect of large fluctuations present during detached plasmas on the probe characteristic; the particle flux is accurately measured in every case. A composite 2-D map of measured flows is presented for an ELMing H-mode discharge and they focus on some of the details. They have also documented the temperature, density and Mach number in the private flux region of the divertor and the vicinity of the X-point, which are important transition regions that have been little studied or modeled. Background parallel plasma flows and electric fields in the divertor region show a complex structure
Validation of consistency of Mendelian sampling variance.
Tyrisevä, A-M; Fikse, W F; Mäntysaari, E A; Jakobsen, J; Aamand, G P; Dürr, J; Lidauer, M H
2018-03-01
Experiences from international sire evaluation indicate that the multiple-trait across-country evaluation method is sensitive to changes in genetic variance over time. Top bulls from birth year classes with inflated genetic variance will benefit, hampering reliable ranking of bulls. However, none of the methods available today enable countries to validate their national evaluation models for heterogeneity of genetic variance. We describe a new validation method to fill this gap comprising the following steps: estimating within-year genetic variances using Mendelian sampling and its prediction error variance, fitting a weighted linear regression between the estimates and the years under study, identifying possible outliers, and defining a 95% empirical confidence interval for a possible trend in the estimates. We tested the specificity and sensitivity of the proposed validation method with simulated data using a real data structure. Moderate (M) and small (S) size populations were simulated under 3 scenarios: a control with homogeneous variance and 2 scenarios with yearly increases in phenotypic variance of 2 and 10%, respectively. Results showed that the new method was able to estimate genetic variance accurately enough to detect bias in genetic variance. Under the control scenario, the trend in genetic variance was practically zero in setting M. Testing cows with an average birth year class size of more than 43,000 in setting M showed that tolerance values are needed for both the trend and the outlier tests to detect only cases with a practical effect in larger data sets. Regardless of the magnitude (yearly increases in phenotypic variance of 2 or 10%) of the generated trend, it deviated statistically significantly from zero in all data replicates for both cows and bulls in setting M. In setting S with a mean of 27 bulls in a year class, the sampling error and thus the probability of a false-positive result clearly increased. Still, overall estimated genetic
Portfolio optimization with mean-variance model
Hoe, Lam Weng; Siew, Lam Weng
2016-06-01
Investors wish to achieve the target rate of return at the minimum level of risk in their investment. Portfolio optimization is an investment strategy that can be used to minimize the portfolio risk and can achieve the target rate of return. The mean-variance model has been proposed in portfolio optimization. The mean-variance model is an optimization model that aims to minimize the portfolio risk which is the portfolio variance. The objective of this study is to construct the optimal portfolio using the mean-variance model. The data of this study consists of weekly returns of 20 component stocks of FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBMKLCI). The results of this study show that the portfolio composition of the stocks is different. Moreover, investors can get the return at minimum level of risk with the constructed optimal mean-variance portfolio.
Portfolio optimization using median-variance approach
Wan Mohd, Wan Rosanisah; Mohamad, Daud; Mohamed, Zulkifli
2013-04-01
Optimization models have been applied in many decision-making problems particularly in portfolio selection. Since the introduction of Markowitz's theory of portfolio selection, various approaches based on mathematical programming have been introduced such as mean-variance, mean-absolute deviation, mean-variance-skewness and conditional value-at-risk (CVaR) mainly to maximize return and minimize risk. However most of the approaches assume that the distribution of data is normal and this is not generally true. As an alternative, in this paper, we employ the median-variance approach to improve the portfolio optimization. This approach has successfully catered both types of normal and non-normal distribution of data. With this actual representation, we analyze and compare the rate of return and risk between the mean-variance and the median-variance based portfolio which consist of 30 stocks from Bursa Malaysia. The results in this study show that the median-variance approach is capable to produce a lower risk for each return earning as compared to the mean-variance approach.
The cosmological constant and Pioneer anomaly from Weyl spacetimes and Mach's principle
International Nuclear Information System (INIS)
Castro, Carlos
2009-01-01
It is shown how Weyl's geometry and Mach's holographic principle furnishes both the magnitude and sign (towards the sun) of the Pioneer anomalous acceleration a P ∼-c 2 /R Hubble firstly observed by Anderson et al. Weyl's geometry can account for both the origins and the value of the observed vacuum energy density (dark energy). The source of dark energy is just the dilaton-like Jordan-Brans-Dicke scalar field that is required to implement Weyl invariance of the most simple of all possible actions. A nonvanishing value of the vacuum energy density of the order of 10 -123 M Planck 4 is found consistent with observations. Weyl's geometry accounts also for the phantom scalar field in modern Cosmology in a very natural fashion.
Reflected rarefactions, double regular reflection, and mach waves in aluminum and beryllium
International Nuclear Information System (INIS)
Neal, T.
1975-01-01
A number of shock techniques which can be used to obtain high-pressure equation-of-state information between the principal Hugoniot and the principal adiabat are illustrated. A rarefaction wave in aluminum shocked to 27.7 GPa [277 kbar] is examined with radiographic techniques and the bulk sound speed is determined. The two stage compression which occurs in a double shock may be attained by colliding two shocks and observing regular reflection. A radiographic method which uses this phenomenon to measure a three-stage compression of aluminum to a density of 4.7 Mg/m 3 and beryllium to a density of 3.1 Mg/m 3 is presented. The results of a Mach reflection experiment in aluminum are found to disagree substantially with the simple three-shock model. A modified model, consistent with observations, is discussed. In all cases the Gruneisen parameter is determined. (U.S.)
Recovery Temperature, Transition, and Heat Transfer Measurements at Mach 5
Brinich, Paul F.
1961-01-01
Schlieren, recovery temperature, and heat-transfer measurements were made on a hollow cylinder and a cone with axes alined parallel to the stream. Both the cone and cylinder were equipped with various bluntnesses, and the tests covered a Reynolds number range up to 20 x 10(exp 6) at a free-stream Mach number of 4.95 and wall to free-stream temperature ratios from 1.8 to 5.2 (adiabatic). A substantial transition delay due to bluntness was found for both the cylinder and the cone. For the present tests (Mach 4.95), transition was delayed by a factor of 3 on the cylinder and about 2 on the cone, these delays being somewhat larger than those observed in earlier tests at Mach 3.1. Heat-transfer tests on the cylinder showed only slight effects of wall temperature level on transition location; this is to be contrasted to the large transition delays observed on conical-type bodies at low surface temperatures at Mach 3.1. The schlieren and the peak-recovery-temperature methods of detecting transition were compared with the heat-transfer results. The comparison showed that the first two methods identified a transition point which occurred just beyond the end of the laminar run as seen in the heat-transfer data.
Physical and numerical modelling of low mach number compressible flows
International Nuclear Information System (INIS)
Paillerre, H.; Clerc, S.; Dabbene, F.; Cueto, O.
1999-01-01
This article reviews various physical models that may be used to describe compressible flow at low Mach numbers, as well as the numerical methods developed at DRN to discretize the different systems of equations. A selection of thermal-hydraulic applications illustrate the need to take into account compressibility and multidimensional effects as well as variable flow properties. (authors)
Aeroacoustic computation of low mach number flow
Energy Technology Data Exchange (ETDEWEB)
Skriver Dahl, K. [Risoe National Laboratory, Roskilde (Denmark)
1997-12-31
The possibilities of applying a recently developed numerical technique to predict aerodynamically generated sound from wind turbines is explored. The technique is a perturbation technique that has the advantage that the underlying flow field and the sound field are computed separately. Solution of the incompressible, time dependent flow field yields a hydrodynamic density correction to the incompressible constant density. The sound field is calculated from a set of equations governing the inviscid perturbations about the corrected flow field. Here, the emphasis is placed on the computation of the sound field. The nonlinear partial differential equations governing the sound fields are solved numerically using an explicit MacCormack scheme. Two types of non-reflecting boundary conditions are applied; one based on the asymptotic solution of the governing equations and the other based on a characteristic analysis of the governing equations. The former condition is easy to use and it performs slightly better than the charcteristic based condition. The technique is applied to the problems of the sound generation of a co-rotating vortex pair, which is a quadrupole, and the viscous flow over a circular cylinder, which is a dipole. Numerical results agree very well with the analytical solution for the problem of the co-rotating vortex pair. Numerical results for the viscous flow over a cylinder are presented and evaluated qualitatively. (au)
Grammatical and lexical variance in English
Quirk, Randolph
2014-01-01
Written by one of Britain's most distinguished linguists, this book is concerned with the phenomenon of variance in English grammar and vocabulary across regional, social, stylistic and temporal space.
A Mean variance analysis of arbitrage portfolios
Fang, Shuhong
2007-03-01
Based on the careful analysis of the definition of arbitrage portfolio and its return, the author presents a mean-variance analysis of the return of arbitrage portfolios, which implies that Korkie and Turtle's results ( B. Korkie, H.J. Turtle, A mean-variance analysis of self-financing portfolios, Manage. Sci. 48 (2002) 427-443) are misleading. A practical example is given to show the difference between the arbitrage portfolio frontier and the usual portfolio frontier.
Dynamic Mean-Variance Asset Allocation
Basak, Suleyman; Chabakauri, Georgy
2009-01-01
Mean-variance criteria remain prevalent in multi-period problems, and yet not much is known about their dynamically optimal policies. We provide a fully analytical characterization of the optimal dynamic mean-variance portfolios within a general incomplete-market economy, and recover a simple structure that also inherits several conventional properties of static models. We also identify a probability measure that incorporates intertemporal hedging demands and facilitates much tractability in ...
Genetic variants influencing phenotypic variance heterogeneity.
Ek, Weronica E; Rask-Andersen, Mathias; Karlsson, Torgny; Enroth, Stefan; Gyllensten, Ulf; Johansson, Åsa
2018-03-01
Most genetic studies identify genetic variants associated with disease risk or with the mean value of a quantitative trait. More rarely, genetic variants associated with variance heterogeneity are considered. In this study, we have identified such variance single-nucleotide polymorphisms (vSNPs) and examined if these represent biological gene × gene or gene × environment interactions or statistical artifacts caused by multiple linked genetic variants influencing the same phenotype. We have performed a genome-wide study, to identify vSNPs associated with variance heterogeneity in DNA methylation levels. Genotype data from over 10 million single-nucleotide polymorphisms (SNPs), and DNA methylation levels at over 430 000 CpG sites, were analyzed in 729 individuals. We identified vSNPs for 7195 CpG sites (P mean DNA methylation levels. We further showed that variance heterogeneity between genotypes mainly represents additional, often rare, SNPs in linkage disequilibrium (LD) with the respective vSNP and for some vSNPs, multiple low frequency variants co-segregating with one of the vSNP alleles. Therefore, our results suggest that variance heterogeneity of DNA methylation mainly represents phenotypic effects by multiple SNPs, rather than biological interactions. Such effects may also be important for interpreting variance heterogeneity of more complex clinical phenotypes.
The Variance Composition of Firm Growth Rates
Directory of Open Access Journals (Sweden)
Luiz Artur Ledur Brito
2009-04-01
Full Text Available Firms exhibit a wide variability in growth rates. This can be seen as another manifestation of the fact that firms are different from one another in several respects. This study investigated this variability using the variance components technique previously used to decompose the variance of financial performance. The main source of variation in growth rates, responsible for more than 40% of total variance, corresponds to individual, idiosyncratic firm aspects and not to industry, country, or macroeconomic conditions prevailing in specific years. Firm growth, similar to financial performance, is mostly unique to specific firms and not an industry or country related phenomenon. This finding also justifies using growth as an alternative outcome of superior firm resources and as a complementary dimension of competitive advantage. This also links this research with the resource-based view of strategy. Country was the second source of variation with around 10% of total variance. The analysis was done using the Compustat Global database with 80,320 observations, comprising 13,221 companies in 47 countries, covering the years of 1994 to 2002. It also compared the variance structure of growth to the variance structure of financial performance in the same sample.
Measurements of low density, high velocity flow by electron beam fluorescence technique
International Nuclear Information System (INIS)
Soga, Takeo; Takanishi, Masaya; Yasuhara, Michiru
1981-01-01
A low density chamber with an electron gun system was made for the measurements of low density, high velocity (high Mach number) flow. This apparatus is a continuous running facility. The number density and the rotational temperature in the underexpanding free jet of nitrogen were measured along the axis of the jet by the electron beam fluorescence technique. The measurements were carried out from the vicinity of the exit of the jet to far downstream of the first Mach disk. Rotational nonequilibrium phenomena were observed in the hypersonic flow field as well as in the shock wave (Mach disk). (author)
MACH MIT: Deutsches Wochenende am Karlsfluss (MACH MIT: a German Week-End on the Charles River).
Reizes, Sonia; Kramsch, Claire J.
1980-01-01
Describes a joint high school/college pilot program planned by Massachusetts foreign language teachers and hosted by M.I.T. The success of the program dubbed "MACH MIT Total Immersion German Weekend" is attributed to the concept of active involvement, which was implemented through games, seminars, shows, cooking and other activities.…
International Nuclear Information System (INIS)
Zhou, X.; Zeng, R.; Zhuang, C.; Chen, S.
2015-01-01
Leader discharge is one of the main phases in long air gap breakdown, which is characterized by high temperature and high conductivity. It is of great importance to determine thermal characteristics of leader discharges. In this paper, a long-optical-path Mach-Zehnder interferometer was set up to measure the thermal parameters (thermal diameter, gas density, and gas temperature) of positive leader discharges in atmospheric air. IEC standard positive switching impulse voltages were applied to a near-one-meter point-plane air gap. Filamentary channels with high gas temperature and low density corresponding to leader discharges were observed as significant distortions in the interference fringe images. Typical diameters of the entire heated channel range from 1.5 mm to 3.5 mm with an average expansion velocity of 6.7 m/s. In contrast, typical diameters of the intensely heated region with a sharp gas density reduction range from 0.4 mm to 1.1 mm, about one third of the entire heated channel. The radial distribution of the gas density is calculated from the fringe displacements by performing an Abel inverse transform. The typical calculated gas density reduction in the center of a propagating leader channel is 80% to 90%, corresponding to a gas temperature of 1500 K to 3000 K based on the ideal gas law. Leaders tend to terminate if the central temperature is below 1500 K
Energy Technology Data Exchange (ETDEWEB)
Zhou, X., E-mail: zhouxuan12@mails.thu.edu.cn; Zeng, R.; Zhuang, C.; Chen, S. [Department of Electrical Engineering, Tsinghua University, Beijing 100084 (China)
2015-06-15
Leader discharge is one of the main phases in long air gap breakdown, which is characterized by high temperature and high conductivity. It is of great importance to determine thermal characteristics of leader discharges. In this paper, a long-optical-path Mach-Zehnder interferometer was set up to measure the thermal parameters (thermal diameter, gas density, and gas temperature) of positive leader discharges in atmospheric air. IEC standard positive switching impulse voltages were applied to a near-one-meter point-plane air gap. Filamentary channels with high gas temperature and low density corresponding to leader discharges were observed as significant distortions in the interference fringe images. Typical diameters of the entire heated channel range from 1.5 mm to 3.5 mm with an average expansion velocity of 6.7 m/s. In contrast, typical diameters of the intensely heated region with a sharp gas density reduction range from 0.4 mm to 1.1 mm, about one third of the entire heated channel. The radial distribution of the gas density is calculated from the fringe displacements by performing an Abel inverse transform. The typical calculated gas density reduction in the center of a propagating leader channel is 80% to 90%, corresponding to a gas temperature of 1500 K to 3000 K based on the ideal gas law. Leaders tend to terminate if the central temperature is below 1500 K.
DEFF Research Database (Denmark)
Pitkänen, Timo; Mäntysaari, Esa A; Nielsen, Ulrik Sander
2013-01-01
of variance correction is developed for the same observations. As automated milking systems are becoming more popular the current evaluation model needs to be enhanced to account for the different measurement error variances of observations from automated milking systems. In this simulation study different...... models and different approaches to account for heterogeneous variance when observations have different measurement error variances were investigated. Based on the results we propose to upgrade the currently applied models and to calibrate the heterogeneous variance adjustment method to yield same genetic......The Nordic Holstein yield evaluation model describes all available milk, protein and fat test-day yields from Denmark, Finland and Sweden. In its current form all variance components are estimated from observations recorded under conventional milking systems. Also the model for heterogeneity...
Integrating Variances into an Analytical Database
Sanchez, Carlos
2010-01-01
For this project, I enrolled in numerous SATERN courses that taught the basics of database programming. These include: Basic Access 2007 Forms, Introduction to Database Systems, Overview of Database Design, and others. My main job was to create an analytical database that can handle many stored forms and make it easy to interpret and organize. Additionally, I helped improve an existing database and populate it with information. These databases were designed to be used with data from Safety Variances and DCR forms. The research consisted of analyzing the database and comparing the data to find out which entries were repeated the most. If an entry happened to be repeated several times in the database, that would mean that the rule or requirement targeted by that variance has been bypassed many times already and so the requirement may not really be needed, but rather should be changed to allow the variance's conditions permanently. This project did not only restrict itself to the design and development of the database system, but also worked on exporting the data from the database to a different format (e.g. Excel or Word) so it could be analyzed in a simpler fashion. Thanks to the change in format, the data was organized in a spreadsheet that made it possible to sort the data by categories or types and helped speed up searches. Once my work with the database was done, the records of variances could be arranged so that they were displayed in numerical order, or one could search for a specific document targeted by the variances and restrict the search to only include variances that modified a specific requirement. A great part that contributed to my learning was SATERN, NASA's resource for education. Thanks to the SATERN online courses I took over the summer, I was able to learn many new things about computers and databases and also go more in depth into topics I already knew about.
Low-Mach number simulations of transcritical flows
Lapenna, Pasquale E.
2018-01-08
A numerical framework for the direct simulation, in the low-Mach number limit, of reacting and non-reacting transcritical flows is presented. The key feature are an efficient and detailed representation of the real fluid properties and an high-order spatial discretization. The latter is of fundamental importance to correctly resolve the largely non-linear behavior of the fluid in the proximity of the pseudo-boiling. The validity of the low-Mach number assumptions is assessed for a previously developed non-reacting DNS database of transcritical and supercritical mixing. Fully resolved DNS data employing high-fidelity thermodynamical models are also used to investigate the spectral characteristic as well as the differences between transcritical and supercritical jets.
Quantitative Global Heat Transfer in a Mach-6 Quiet Tunnel
Sullivan, John P.; Schneider, Steven P.; Liu, Tianshu; Rubal, Justin; Ward, Chris; Dussling, Joseph; Rice, Cody; Foley, Ryan; Cai, Zeimin; Wang, Bo;
2012-01-01
This project developed quantitative methods for obtaining heat transfer from temperature sensitive paint (TSP) measurements in the Mach-6 quiet tunnel at Purdue, which is a Ludwieg tube with a downstream valve, moderately-short flow duration and low levels of heat transfer. Previous difficulties with inferring heat transfer from TSP in the Mach-6 quiet tunnel were traced to (1) the large transient heat transfer that occurs during the unusually long tunnel startup and shutdown, (2) the non-uniform thickness of the insulating coating, (3) inconsistencies and imperfections in the painting process and (4) the low levels of heat transfer observed on slender models at typical stagnation temperatures near 430K. Repeated measurements were conducted on 7 degree-half-angle sharp circular cones at zero angle of attack in order to evaluate the techniques, isolate the problems and identify solutions. An attempt at developing a two-color TSP method is also summarized.
Very high Mach number shocks - Theory. [in space plasmas
Quest, Kevin B.
1986-01-01
The theory and simulation of collisionless perpendicular supercritical shock structure is reviewed, with major emphasis on recent research results. The primary tool of investigation is the hybrid simulation method, in which the Newtonian orbits of a large number of ion macroparticles are followed numerically, and in which the electrons are treated as a charge neutralizing fluid. The principal results include the following: (1) electron resistivity is not required to explain the observed quasi-stationarity of the earth's bow shock, (2) the structure of the perpendicular shock at very high Mach numbers depends sensitively on the upstream value of beta (the ratio of the thermal to magnetic pressure) and electron resistivity, (3) two-dimensional turbulence will become increasingly important as the Mach number is increased, and (4) nonadiabatic bulk electron heating will result when a thermal electron cannot complete a gyrorbit while transiting the shock.
Interplay between Mach cone and radial expansion in jet events
Energy Technology Data Exchange (ETDEWEB)
Tachibana, Y., E-mail: tachibana@nt.phys.s.u-tokyo.ac.jp [Theoretical Research Division, Nishina Center, RIKEN, Wako 351-0198 (Japan); Department of Engineering, Nishinippon Institute of Technology, Fukuoka 800-0344 (Japan); Department of Physics, Sophia University, Tokyo 102-8554 (Japan); Hirano, T., E-mail: hirano@sophia.ac.jp [Department of Physics, Sophia University, Tokyo 102-8554 (Japan)
2016-12-15
We study the hydrodynamic response to jet propagation in the expanding QGP and investigate how the particle spectra after the hydrodynamic evolution of the QGP reflect it. We perform simulations of the space-time evolution of the QGP in gamma-jet events by solving (3+1)-dimensional ideal hydrodynamic equations with source terms. Mach cone is induced by the jet energy deposition and pushes back the radial flow of the expanding background. Especially in the case when the jet passage is off-central one, the number of particles emitted in the direction of the push back decreases. This is the signal including the information about the formation of the Mach cone and the jet passage in the QGP fluid.
Interplay between Mach cone and radial expansion in jet events
International Nuclear Information System (INIS)
Tachibana, Y.; Hirano, T.
2016-01-01
We study the hydrodynamic response to jet propagation in the expanding QGP and investigate how the particle spectra after the hydrodynamic evolution of the QGP reflect it. We perform simulations of the space-time evolution of the QGP in gamma-jet events by solving (3+1)-dimensional ideal hydrodynamic equations with source terms. Mach cone is induced by the jet energy deposition and pushes back the radial flow of the expanding background. Especially in the case when the jet passage is off-central one, the number of particles emitted in the direction of the push back decreases. This is the signal including the information about the formation of the Mach cone and the jet passage in the QGP fluid.
Decomposition of Variance for Spatial Cox Processes.
Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus
2013-03-01
Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models with additive or log linear random intensity functions. We moreover consider a new and flexible class of pair correlation function models given in terms of normal variance mixture covariance functions. The proposed methodology is applied to point pattern data sets of locations of tropical rain forest trees.
Variance in binary stellar population synthesis
Breivik, Katelyn; Larson, Shane L.
2016-03-01
In the years preceding LISA, Milky Way compact binary population simulations can be used to inform the science capabilities of the mission. Galactic population simulation efforts generally focus on high fidelity models that require extensive computational power to produce a single simulated population for each model. Each simulated population represents an incomplete sample of the functions governing compact binary evolution, thus introducing variance from one simulation to another. We present a rapid Monte Carlo population simulation technique that can simulate thousands of populations in less than a week, thus allowing a full exploration of the variance associated with a binary stellar evolution model.
Estimating quadratic variation using realized variance
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole Eiler; Shephard, N.
2002-01-01
with a rather general SV model - which is a special case of the semimartingale model. Then QV is integrated variance and we can derive the asymptotic distribution of the RV and its rate of convergence. These results do not require us to specify a model for either the drift or volatility functions, although we...... have to impose some weak regularity assumptions. We illustrate the use of the limit theory on some exchange rate data and some stock data. We show that even with large values of M the RV is sometimes a quite noisy estimator of integrated variance. Copyright © 2002 John Wiley & Sons, Ltd....
Low Mach number asymptotics for reacting compressible fluid flows
Czech Academy of Sciences Publication Activity Database
Feireisl, Eduard; Petzeltová, Hana
2010-01-01
Roč. 26, č. 2 (2010), s. 455-480 ISSN 1078-0947 R&D Projects: GA ČR GA201/05/0164 Institutional research plan: CEZ:AV0Z10190503 Keywords : low Mach number * Navier-Stokes-Fourier system * reacting fluids Subject RIV: BA - General Mathematics Impact factor: 0.986, year: 2010 http://www.aimsciences.org/journals/displayArticles.jsp?paperID=4660
Low Mach number limits of compressible rotating fluids
Czech Academy of Sciences Publication Activity Database
Feireisl, Eduard
2012-01-01
Roč. 14, č. 1 (2012), s. 61-78 ISSN 1422-6928 R&D Projects: GA ČR GA201/08/0315 Institutional research plan: CEZ:AV0Z10190503 Keywords : low Mach number limit * rotating fluid * compressible fluid Subject RIV: BA - General Mathematics Impact factor: 1.415, year: 2012 http://www.springerlink.com/content/635r1116j40t6428/
Optimization of OT-MACH Filter Generation for Target Recognition
Johnson, Oliver C.; Edens, Weston; Lu, Thomas T.; Chao, Tien-Hsin
2009-01-01
An automatic Optimum Trade-off Maximum Average Correlation Height (OT-MACH) filter generator for use in a gray-scale optical correlator (GOC) has been developed for improved target detection at JPL. While the OT-MACH filter has been shown to be an optimal filter for target detection, actually solving for the optimum is too computationally intensive for multiple targets. Instead, an adaptive step gradient descent method was tested to iteratively optimize the three OT-MACH parameters, alpha, beta, and gamma. The feedback for the gradient descent method was a composite of the performance measures, correlation peak height and peak to side lobe ratio. The automated method generated and tested multiple filters in order to approach the optimal filter quicker and more reliably than the current manual method. Initial usage and testing has shown preliminary success at finding an approximation of the optimal filter, in terms of alpha, beta, gamma values. This corresponded to a substantial improvement in detection performance where the true positive rate increased for the same average false positives per image.
Study on the high speed scramjet characteristics at Mach 10 to 15 flight condition
Takahashi, M.; Itoh, K.; Tanno, H.; Komuro, T.; Sunami, T.; Sato, K.; Ueda, S.
A scramjet engine model, designed to establish steady and strong combustion at free-stream conditions corresponding to Mach 12 flight, was tested in a large free-piston driven shock tunnel. Combustion tests of a previous engine model showed that combustion heat release obtained in the combustor was not sufficient to maintain strong combustion. For a new scramjet engine model, the inlet compression ratio was increased to raise the static temperature and density of the flow at the combustor entrance. As a result of the aerodynamic design change, the pressure rise due to combustion increased and the duration of strong combustion conditions in the combustor was extended. A hyper-mixer injector designed to enhance mixing and combustion by introducing streamwise vortices was applied to the new engine model. The results showed that the hyper mixer injector was very effective in promoting combustion heat release and establishing steady and strong combustion in the combustor.
2010-07-01
...) PROCEDURE FOR VARIATIONS FROM SAFETY AND HEALTH REGULATIONS UNDER THE LONGSHOREMEN'S AND HARBOR WORKERS...) or 6(d) of the Williams-Steiger Occupational Safety and Health Act of 1970 (29 U.S.C. 655). The... under the Williams-Steiger Occupational Safety and Health Act of 1970, and any variance from §§ 1910.13...
78 FR 14122 - Revocation of Permanent Variances
2013-03-04
... Douglas Fir planking had to have at least a 1,900 fiber stress and 1,900,000 modulus of elasticity, while the Yellow Pine planking had to have at least 2,500 fiber stress and 2,000,000 modulus of elasticity... the permanent variances, and affected employees, to submit written data, views, and arguments...
Variance Risk Premia on Stocks and Bonds
DEFF Research Database (Denmark)
Mueller, Philippe; Sabtchevsky, Petar; Vedolin, Andrea
Investors in fixed income markets are willing to pay a very large premium to be hedged against shocks in expected volatility and the size of this premium can be studied through variance swaps. Using thirty years of option and high-frequency data, we document the following novel stylized facts...
Biological Variance in Agricultural Products. Theoretical Considerations
Tijskens, L.M.M.; Konopacki, P.
2003-01-01
The food that we eat is uniform neither in shape or appearance nor in internal composition or content. Since technology became increasingly important, the presence of biological variance in our food became more and more of a nuisance. Techniques and procedures (statistical, technical) were
Decomposition of variance for spatial Cox processes
DEFF Research Database (Denmark)
Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus
Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models...
Decomposition of variance for spatial Cox processes
DEFF Research Database (Denmark)
Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus
2013-01-01
Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models...
Decomposition of variance for spatial Cox processes
DEFF Research Database (Denmark)
Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus
Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introducea general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models with additive...
Variance Swap Replication: Discrete or Continuous?
Directory of Open Access Journals (Sweden)
Fabien Le Floc’h
2018-02-01
Full Text Available The popular replication formula to price variance swaps assumes continuity of traded option strikes. In practice, however, there is only a discrete set of option strikes traded on the market. We present here different discrete replication strategies and explain why the continuous replication price is more relevant.
Zero-intelligence realized variance estimation
Gatheral, J.; Oomen, R.C.A.
2010-01-01
Given a time series of intra-day tick-by-tick price data, how can realized variance be estimated? The obvious estimator—the sum of squared returns between trades—is biased by microstructure effects such as bid-ask bounce and so in the past, practitioners were advised to drop most of the data and
Variance Reduction Techniques in Monte Carlo Methods
Kleijnen, Jack P.C.; Ridder, A.A.N.; Rubinstein, R.Y.
2010-01-01
Monte Carlo methods are simulation algorithms to estimate a numerical quantity in a statistical model of a real system. These algorithms are executed by computer programs. Variance reduction techniques (VRT) are needed, even though computer speed has been increasing dramatically, ever since the
DEFF Research Database (Denmark)
Casas, Isabel; Mao, Xiuping; Veiga, Helena
This study explores the predictive power of new estimators of the equity variance risk premium and conditional variance for future excess stock market returns, economic activity, and financial instability, both during and after the last global financial crisis. These estimators are obtained from...... time-varying coefficient models are the ones showing considerably higher predictive power for stock market returns and financial instability during the financial crisis, suggesting that an extreme volatility period requires models that can adapt quickly to turmoil........ Moreover, a comparison of the overall results reveals that the conditional variance gains predictive power during the global financial crisis period. Furthermore, both the variance risk premium and conditional variance are determined to be predictors of future financial instability, whereas conditional...
Variance of a potential of mean force obtained using the weighted histogram analysis method.
Cukier, Robert I
2013-11-27
A potential of mean force (PMF) that provides the free energy of a thermally driven system along some chosen reaction coordinate (RC) is a useful descriptor of systems characterized by complex, high dimensional potential energy surfaces. Umbrella sampling window simulations use potential energy restraints to provide more uniform sampling along a RC so that potential energy barriers that would otherwise make equilibrium sampling computationally difficult can be overcome. Combining the results from the different biased window trajectories can be accomplished using the Weighted Histogram Analysis Method (WHAM). Here, we provide an analysis of the variance of a PMF along the reaction coordinate. We assume that the potential restraints used for each window lead to Gaussian distributions for the window reaction coordinate densities and that the data sampling in each window is from an equilibrium ensemble sampled so that successive points are statistically independent. Also, we assume that neighbor window densities overlap, as required in WHAM, and that further-than-neighbor window density overlap is negligible. Then, an analytic expression for the variance of the PMF along the reaction coordinate at a desired level of spatial resolution can be generated. The variance separates into a sum over all windows with two kinds of contributions: One from the variance of the biased window density normalized by the total biased window density and the other from the variance of the local (for each window's coordinate range) PMF. Based on the desired spatial resolution of the PMF, the former variance can be minimized relative to that from the latter. The method is applied to a model system that has features of a complex energy landscape evocative of a protein with two conformational states separated by a free energy barrier along a collective reaction coordinate. The variance can be constructed from data that is already available from the WHAM PMF construction.
R package MVR for Joint Adaptive Mean-Variance Regularization and Variance Stabilization.
Dazard, Jean-Eudes; Xu, Hua; Rao, J Sunil
2011-01-01
We present an implementation in the R language for statistical computing of our recent non-parametric joint adaptive mean-variance regularization and variance stabilization procedure. The method is specifically suited for handling difficult problems posed by high-dimensional multivariate datasets ( p ≫ n paradigm), such as in 'omics'-type data, among which are that the variance is often a function of the mean, variable-specific estimators of variances are not reliable, and tests statistics have low powers due to a lack of degrees of freedom. The implementation offers a complete set of features including: (i) normalization and/or variance stabilization function, (ii) computation of mean-variance-regularized t and F statistics, (iii) generation of diverse diagnostic plots, (iv) synthetic and real 'omics' test datasets, (v) computationally efficient implementation, using C interfacing, and an option for parallel computing, (vi) manual and documentation on how to setup a cluster. To make each feature as user-friendly as possible, only one subroutine per functionality is to be handled by the end-user. It is available as an R package, called MVR ('Mean-Variance Regularization'), downloadable from the CRAN.
Realized Variance and Market Microstructure Noise
DEFF Research Database (Denmark)
Hansen, Peter R.; Lunde, Asger
2006-01-01
We study market microstructure noise in high-frequency data and analyze its implications for the realized variance (RV) under a general specification for the noise. We show that kernel-based estimators can unearth important characteristics of market microstructure noise and that a simple kernel......-based estimator dominates the RV for the estimation of integrated variance (IV). An empirical analysis of the Dow Jones Industrial Average stocks reveals that market microstructure noise its time-dependent and correlated with increments in the efficient price. This has important implications for volatility...... estimation based on high-frequency data. Finally, we apply cointegration techniques to decompose transaction prices and bid-ask quotes into an estimate of the efficient price and noise. This framework enables us to study the dynamic effects on transaction prices and quotes caused by changes in the efficient...
The Theory of Variances in Equilibrium Reconstruction
International Nuclear Information System (INIS)
Zakharov, Leonid E.; Lewandowski, Jerome; Foley, Elizabeth L.; Levinton, Fred M.; Yuh, Howard Y.; Drozdov, Vladimir; McDonald, Darren
2008-01-01
The theory of variances of equilibrium reconstruction is presented. It complements existing practices with information regarding what kind of plasma profiles can be reconstructed, how accurately, and what remains beyond the abilities of diagnostic systems. The σ-curves, introduced by the present theory, give a quantitative assessment of quality of effectiveness of diagnostic systems in constraining equilibrium reconstructions. The theory also suggests a method for aligning the accuracy of measurements of different physical nature
Fundamentals of exploratory analysis of variance
Hoaglin, David C; Tukey, John W
2009-01-01
The analysis of variance is presented as an exploratory component of data analysis, while retaining the customary least squares fitting methods. Balanced data layouts are used to reveal key ideas and techniques for exploration. The approach emphasizes both the individual observations and the separate parts that the analysis produces. Most chapters include exercises and the appendices give selected percentage points of the Gaussian, t, F chi-squared and studentized range distributions.
Variance analysis refines overhead cost control.
Cooper, J C; Suver, J D
1992-02-01
Many healthcare organizations may not fully realize the benefits of standard cost accounting techniques because they fail to routinely report volume variances in their internal reports. If overhead allocation is routinely reported on internal reports, managers can determine whether billing remains current or lost charges occur. Healthcare organizations' use of standard costing techniques can lead to more realistic performance measurements and information system improvements that alert management to losses from unrecovered overhead in time for corrective action.
The Genealogical Consequences of Fecundity Variance Polymorphism
Taylor, Jesse E.
2009-01-01
The genealogical consequences of within-generation fecundity variance polymorphism are studied using coalescent processes structured by genetic backgrounds. I show that these processes have three distinctive features. The first is that the coalescent rates within backgrounds are not jointly proportional to the infinitesimal variance, but instead depend only on the frequencies and traits of genotypes containing each allele. Second, the coalescent processes at unlinked loci are correlated with the genealogy at the selected locus; i.e., fecundity variance polymorphism has a genomewide impact on genealogies. Third, in diploid models, there are infinitely many combinations of fecundity distributions that have the same diffusion approximation but distinct coalescent processes; i.e., in this class of models, ancestral processes and allele frequency dynamics are not in one-to-one correspondence. Similar properties are expected to hold in models that allow for heritable variation in other traits that affect the coalescent effective population size, such as sex ratio or fecundity and survival schedules. PMID:19433628
Discussion on variance reduction technique for shielding
Energy Technology Data Exchange (ETDEWEB)
Maekawa, Fujio [Japan Atomic Energy Research Inst., Tokai, Ibaraki (Japan). Tokai Research Establishment
1998-03-01
As the task of the engineering design activity of the international thermonuclear fusion experimental reactor (ITER), on 316 type stainless steel (SS316) and the compound system of SS316 and water, the shielding experiment using the D-T neutron source of FNS in Japan Atomic Energy Research Institute has been carried out. However, in these analyses, enormous working time and computing time were required for determining the Weight Window parameter. Limitation or complication was felt when the variance reduction by Weight Window method of MCNP code was carried out. For the purpose of avoiding this difficulty, investigation was performed on the effectiveness of the variance reduction by cell importance method. The conditions of calculation in all cases are shown. As the results, the distribution of fractional standard deviation (FSD) related to neutrons and gamma-ray flux in the direction of shield depth is reported. There is the optimal importance change, and when importance was increased at the same rate as that of the attenuation of neutron or gamma-ray flux, the optimal variance reduction can be done. (K.I.)
Acoustic Radiation From a Mach 14 Turbulent Boundary Layer
Zhang, Chao; Duan, Lian; Choudhari, Meelan M.
2016-01-01
Direct numerical simulations (DNS) are used to examine the turbulence statistics and the radiation field generated by a high-speed turbulent boundary layer with a nominal freestream Mach number of 14 and wall temperature of 0:18 times the recovery temperature. The flow conditions fall within the range of nozzle exit conditions of the Arnold Engineering Development Center (AEDC) Hypervelocity Tunnel No. 9 facility. The streamwise domain size is approximately 200 times the boundary-layer thickness at the inlet, with a useful range of Reynolds number corresponding to Re 450 ?? 650. Consistent with previous studies of turbulent boundary layer at high Mach numbers, the weak compressibility hypothesis for turbulent boundary layers remains applicable under this flow condition and the computational results confirm the validity of both the van Driest transformation and Morkovin's scaling. The Reynolds analogy is valid at the surface; the RMS of fluctuations in the surface pressure, wall shear stress, and heat flux is 24%, 53%, and 67% of the surface mean, respectively. The magnitude and dominant frequency of pressure fluctuations are found to vary dramatically within the inner layer (z/delta 0.< or approx. 0.08 or z+ < or approx. 50). The peak of the pre-multiplied frequency spectrum of the pressure fluctuation is f(delta)/U(sub infinity) approx. 2.1 at the surface and shifts to a lower frequency of f(delta)/U(sub infinity) approx. 0.7 in the free stream where the pressure signal is predominantly acoustic. The dominant frequency of the pressure spectrum shows a significant dependence on the freestream Mach number both at the wall and in the free stream.
Analytic MHD Theory for Earth's Bow Shock at Low Mach Numbers
Grabbe, Crockett L.; Cairns, Iver H.
1995-01-01
A previous MHD theory for the density jump at the Earth's bow shock, which assumed the Alfven M(A) and sonic M(s) Mach numbers are both much greater than 1, is reanalyzed and generalized. It is shown that the MHD jump equation can be analytically solved much more directly using perturbation theory, with the ordering determined by M(A) and M(s), and that the first-order perturbation solution is identical to the solution found in the earlier theory. The second-order perturbation solution is calculated, whereas the earlier approach cannot be used to obtain it. The second-order terms generally are important over most of the range of M(A) and M(s) in the solar wind when the angle theta between the normal to the bow shock and magnetic field is not close to 0 deg or 180 deg (the solutions are symmetric about 90 deg). This new perturbation solution is generally accurate under most solar wind conditions at 1 AU, with the exception of low Mach numbers when theta is close to 90 deg. In this exceptional case the new solution does not improve on the first-order solutions obtained earlier, and the predicted density ratio can vary by 10-20% from the exact numerical MHD solutions. For theta approx. = 90 deg another perturbation solution is derived that predicts the density ratio much more accurately. This second solution is typically accurate for quasi-perpendicular conditions. Taken together, these two analytical solutions are generally accurate for the Earth's bow shock, except in the rare circumstance that M(A) is less than or = 2. MHD and gasdynamic simulations have produced empirical models in which the shock's standoff distance a(s) is linearly related to the density jump ratio X at the subsolar point. Using an empirical relationship between a(s) and X obtained from MHD simulations, a(s) values predicted using the MHD solutions for X are compared with the predictions of phenomenological models commonly used for modeling observational data, and with the predictions of a
Effects of Mach number on pitot-probe displacement in a turbulent boundary layer
Allen, J. M.
1974-01-01
Experimental pitot-probe-displacement data have been obtained in a turbulent boundary layer at a local free-stream Mach number of 4.63 and unit Reynolds number of 6.46 million meter. The results of this study were compared with lower Mach number results of previous studies. It was found that small probes showed displacement only, whereas the larger probes showed not only displacement but also distortion of the shape of the boundary-layer profile. The distortion pattern occurred lower in the boundary layer at the higher Mach number than at the the lower Mach number. The maximum distortion occurred when the center of the probe was about one probe diameter off the test surface. For probes in the wall contact position, the indicated Mach numbers were, for all probes tested, close to the true profile. Pitot-probe displacement was found to increase significantly with increasing Mach number.
Rotating detectors and Mach's principle
Energy Technology Data Exchange (ETDEWEB)
Paola, R.D.M. de; Svaiter, N.F
2000-08-01
In this work we consider a quantum version of Newton{sup s} bucket experiment in a fl;at spacetime: we take an Unruh-DeWitt detector in interaction with a real massless scalar field. We calculate the detector's excitation rate when it is uniformly rotating around some fixed point and the field is prepared in the Minkowski vacuum and also when the detector is inertial and the field is in the Trocheries-Takeno vacuum state. These results are compared and the relations with Mach's principle are discussed. (author)
Numerical simulation of low Mach number reacting flows
International Nuclear Information System (INIS)
Bell, J B; Aspden, A J; Day, M S; Lijewski, M J
2007-01-01
Using examples from active research areas in combustion and astrophysics, we demonstrate a computationally efficient numerical approach for simulating multiscale low Mach number reacting flows. The method enables simulations that incorporate an unprecedented range of temporal and spatial scales, while at the same time, allows an extremely high degree of reaction fidelity. Sample applications demonstrate the efficiency of the approach with respect to a traditional time-explicit integration method, and the utility of the methodology for studying the interaction of turbulence with terrestrial and astrophysical flame structures
Minimum variance and variance of outgoing quality limit MDS-1(c1, c2) plans
Raju, C.; Vidya, R.
2016-06-01
In this article, the outgoing quality (OQ) and total inspection (TI) of multiple deferred state sampling plans MDS-1(c1,c2) are studied. It is assumed that the inspection is rejection rectification. Procedures for designing MDS-1(c1,c2) sampling plans with minimum variance of OQ and TI are developed. A procedure for obtaining a plan for a designated upper limit for the variance of the OQ (VOQL) is outlined.
Visual SLAM Using Variance Grid Maps
Howard, Andrew B.; Marks, Tim K.
2011-01-01
An algorithm denoted Gamma-SLAM performs further processing, in real time, of preprocessed digitized images acquired by a stereoscopic pair of electronic cameras aboard an off-road robotic ground vehicle to build accurate maps of the terrain and determine the location of the vehicle with respect to the maps. Part of the name of the algorithm reflects the fact that the process of building the maps and determining the location with respect to them is denoted simultaneous localization and mapping (SLAM). Most prior real-time SLAM algorithms have been limited in applicability to (1) systems equipped with scanning laser range finders as the primary sensors in (2) indoor environments (or relatively simply structured outdoor environments). The few prior vision-based SLAM algorithms have been feature-based and not suitable for real-time applications and, hence, not suitable for autonomous navigation on irregularly structured terrain. The Gamma-SLAM algorithm incorporates two key innovations: Visual odometry (in contradistinction to wheel odometry) is used to estimate the motion of the vehicle. An elevation variance map (in contradistinction to an occupancy or an elevation map) is used to represent the terrain. The Gamma-SLAM algorithm makes use of a Rao-Blackwellized particle filter (RBPF) from Bayesian estimation theory for maintaining a distribution over poses and maps. The core idea of the RBPF approach is that the SLAM problem can be factored into two parts: (1) finding the distribution over robot trajectories, and (2) finding the map conditioned on any given trajectory. The factorization involves the use of a particle filter in which each particle encodes both a possible trajectory and a map conditioned on that trajectory. The base estimate of the trajectory is derived from visual odometry, and the map conditioned on that trajectory is a Cartesian grid of elevation variances. In comparison with traditional occupancy or elevation grid maps, the grid elevation variance
Mach Number effects on turbulent superstructures in wall bounded flows
Kaehler, Christian J.; Bross, Matthew; Scharnowski, Sven
2017-11-01
Planer and three-dimensional flow field measurements along a flat plat boundary layer in the Trisonic Wind Tunnel Munich (TWM) are examined with the aim to characterize the scaling, spatial organization, and topology of large scale turbulent superstructures in compressible flow. This facility is ideal for this investigation as the ratio of boundary layer thickness to test section spanwise extent ratio is around 1/25, ensuring minimal sidewall and corner effects on turbulent structures in the center of the test section. A major difficulty in the experimental investigation of large scale features is the mutual size of the superstructures which can extend over many boundary layer thicknesses. Using multiple PIV systems, it was possible to capture the full spatial extent of large-scale structures over a range of Mach numbers from Ma = 0.3 - 3. To calculate the average large-scale structure length and spacing, the acquired vector fields were analyzed by statistical multi-point methods that show large scale structures with a correlation length of around 10 boundary layer thicknesses over the range of Mach numbers investigated. Furthermore, the average spacing between high and low momentum structures is on the order of a boundary layer thicknesses. This work is supported by the Priority Programme SPP 1881 Turbulent Superstructures of the Deutsche Forschungsgemeinschaft.
Iodine Tagging Velocimetry in a Mach 10 Wake
Balla, Robert Jeffrey
2013-01-01
A variation on molecular tagging velocimetry (MTV) [1] designated iodine tagging velocimetry (ITV) is demonstrated. Molecular iodine is tagged by two-photon absorption using an Argon Fluoride (ArF) excimer laser. A single camera measures fluid displacement using atomic iodine emission at 206 nm. Two examples ofMTVfor cold-flowmeasurements areN2OMTV [2] and Femtosecond Laser Electronic Excitation Tagging [3]. These, like most MTV methods, are designed for atmospheric pressure applications. Neither can be implemented at the low pressures (0.1- 1 Torr) in typical hypersonic wakes. Of all the single-laser/singlecamera MTV approaches, only Nitric-Oxide Planar Laser Induced Fluorescence-based MTV [4] has been successfully demonstrated in a Mach 10 wake. Oxygen quenching limits transit times to 500 ns and accuracy to typically 30%. The present note describes the photophysics of the ITV method. Off-body velocimetry along a line is demonstrated in the aerothermodynamically important and experimentally challenging region of a hypersonic low-pressure near-wake in a Mach 10 air wind tunnel. Transit times up to 10 µs are demonstrated with conservative errors of 10%.
Markov bridges, bisection and variance reduction
DEFF Research Database (Denmark)
Asmussen, Søren; Hobolth, Asger
. In this paper we firstly consider the problem of generating sample paths from a continuous-time Markov chain conditioned on the endpoints using a new algorithm based on the idea of bisection. Secondly we study the potential of the bisection algorithm for variance reduction. In particular, examples are presented......Time-continuous Markov jump processes is a popular modelling tool in disciplines ranging from computational finance and operations research to human genetics and genomics. The data is often sampled at discrete points in time, and it can be useful to simulate sample paths between the datapoints...
The value of travel time variance
Fosgerau, Mogens; Engelson, Leonid
2010-01-01
This paper considers the value of travel time variability under scheduling preferences that are de�fined in terms of linearly time-varying utility rates associated with being at the origin and at the destination. The main result is a simple expression for the value of travel time variability that does not depend on the shape of the travel time distribution. The related measure of travel time variability is the variance of travel time. These conclusions apply equally to travellers who can free...
Variance-based Salt Body Reconstruction
Ovcharenko, Oleg
2017-05-26
Seismic inversions of salt bodies are challenging when updating velocity models based on Born approximation- inspired gradient methods. We propose a variance-based method for velocity model reconstruction in regions complicated by massive salt bodies. The novel idea lies in retrieving useful information from simultaneous updates corresponding to different single frequencies. Instead of the commonly used averaging of single-iteration monofrequency gradients, our algorithm iteratively reconstructs salt bodies in an outer loop based on updates from a set of multiple frequencies after a few iterations of full-waveform inversion. The variance among these updates is used to identify areas where considerable cycle-skipping occurs. In such areas, we update velocities by interpolating maximum velocities within a certain region. The result of several recursive interpolations is later used as a new starting model to improve results of conventional full-waveform inversion. An application on part of the BP 2004 model highlights the evolution of the proposed approach and demonstrates its effectiveness.
Energy Technology Data Exchange (ETDEWEB)
Dellacherie, St
2004-07-01
This work deals with the derivation of a diphasic low Mach number model obtained through a Mach number asymptotic expansion applied to the compressible diphasic Navier Stokes system, expansion which filters out the acoustic waves. This approach is inspired from the work of Andrew Majda giving the equations of low Mach number combustion for thin flame and for perfect gases. When the equations of state verify some thermodynamic hypothesis, we show that the low Mach number diphasic system predicts in a good way the dilatation or the compression of a bubble and has equilibrium convergence properties. Then, we propose an entropic and convergent Lagrangian scheme in mono-dimensional geometry when the fluids are perfect gases and we propose a first approach in Eulerian variables where the interface between the two fluids is captured with a level set technique. (author)
Ernst Mach, George Sarton and the Empiry of Teaching Science Part I
Siemsen, Hayo
2012-01-01
George Sarton had a strong influence on modern history of science. The method he pursued throughout his life was the method he had discovered in Ernst Mach's "Mechanics" when he was a student in Ghent. Sarton was in fact throughout his life implementing a research program inspired by the epistemology of Mach. Sarton in turn inspired many…
3-D Wizardry: Design in Papier-Mache, Plaster, and Foam.
Wolfe, George
Papier-mache, plaster, and foam are inexpensive and versatile media for 3-dimensional classroom and studio art experiences. They can be used equally well by elementary, high school, or college students. Each medium has its own characteristic. Papier-mache is pliable but dries into a hard, firm surface that can be waterproofed. Plaster can be…
Germanium on silicon mid-infrared waveguides and Mach-Zehnder interferometers
Malik, A.; Muneeb, M.; Shimura, Y.; Campenhout, van J.; Loo, van de R.; Roelkens, G.C.
2013-01-01
In this paper we describe Ge-on-Si waveguides and Mach-Zehnder interferometers operating in the 5.2 - 5.4 µm wavelength range. 3dB/cm waveguide losses and Mach-Zehnder interferometers with 20dB extinction ratio are presented.
Effects of rocket jet on stability and control at high Mach numbers
Fetterman, David E , Jr
1958-01-01
Paper presents the results of an investigation to determine the jet-interference effects which may occur at high jet static-pressure ratios and high Mach numbers. Tests were made in the Langley 11-inch hypersonic tunnel at a Mach number of 6.86.
Power Estimation in Multivariate Analysis of Variance
Directory of Open Access Journals (Sweden)
Jean François Allaire
2007-09-01
Full Text Available Power is often overlooked in designing multivariate studies for the simple reason that it is believed to be too complicated. In this paper, it is shown that power estimation in multivariate analysis of variance (MANOVA can be approximated using a F distribution for the three popular statistics (Hotelling-Lawley trace, Pillai-Bartlett trace, Wilk`s likelihood ratio. Consequently, the same procedure, as in any statistical test, can be used: computation of the critical F value, computation of the noncentral parameter (as a function of the effect size and finally estimation of power using a noncentral F distribution. Various numerical examples are provided which help to understand and to apply the method. Problems related to post hoc power estimation are discussed.
Analysis of Variance in Statistical Image Processing
Kurz, Ludwik; Hafed Benteftifa, M.
1997-04-01
A key problem in practical image processing is the detection of specific features in a noisy image. Analysis of variance (ANOVA) techniques can be very effective in such situations, and this book gives a detailed account of the use of ANOVA in statistical image processing. The book begins by describing the statistical representation of images in the various ANOVA models. The authors present a number of computationally efficient algorithms and techniques to deal with such problems as line, edge, and object detection, as well as image restoration and enhancement. By describing the basic principles of these techniques, and showing their use in specific situations, the book will facilitate the design of new algorithms for particular applications. It will be of great interest to graduate students and engineers in the field of image processing and pattern recognition.
Variance Risk Premia on Stocks and Bonds
DEFF Research Database (Denmark)
Mueller, Philippe; Sabtchevsky, Petar; Vedolin, Andrea
We study equity (EVRP) and Treasury variance risk premia (TVRP) jointly and document a number of findings: First, relative to their volatility, TVRP are comparable in magnitude to EVRP. Second, while there is mild positive co-movement between EVRP and TVRP unconditionally, time series estimates...... equity returns for horizons up to 6-months, long maturity TVRP contain robust information for long run equity returns. Finally, exploiting the dynamics of real and nominal Treasuries we document that short maturity break-even rates are a power determinant of the joint dynamics of EVRP, TVRP and their co-movement...... of correlation display distinct spikes in both directions and have been notably volatile since the financial crisis. Third $(i)$ short maturity TVRP predict excess returns on short maturity bonds; $(ii)$ long maturity TVRP and EVRP predict excess returns on long maturity bonds; and $(iii)$ while EVRP predict...
The value of travel time variance
DEFF Research Database (Denmark)
Fosgerau, Mogens; Engelson, Leonid
2011-01-01
This paper considers the value of travel time variability under scheduling preferences that are defined in terms of linearly time varying utility rates associated with being at the origin and at the destination. The main result is a simple expression for the value of travel time variability...... that does not depend on the shape of the travel time distribution. The related measure of travel time variability is the variance of travel time. These conclusions apply equally to travellers who can freely choose departure time and to travellers who use a scheduled service with fixed headway. Depending...... on parameters, travellers may be risk averse or risk seeking and the value of travel time may increase or decrease in the mean travel time....
Hybrid biasing approaches for global variance reduction
International Nuclear Information System (INIS)
Wu, Zeyun; Abdel-Khalik, Hany S.
2013-01-01
A new variant of Monte Carlo—deterministic (DT) hybrid variance reduction approach based on Gaussian process theory is presented for accelerating convergence of Monte Carlo simulation and compared with Forward-Weighted Consistent Adjoint Driven Importance Sampling (FW-CADIS) approach implemented in the SCALE package from Oak Ridge National Laboratory. The new approach, denoted the Gaussian process approach, treats the responses of interest as normally distributed random processes. The Gaussian process approach improves the selection of the weight windows of simulated particles by identifying a subspace that captures the dominant sources of statistical response variations. Like the FW-CADIS approach, the Gaussian process approach utilizes particle importance maps obtained from deterministic adjoint models to derive weight window biasing. In contrast to the FW-CADIS approach, the Gaussian process approach identifies the response correlations (via a covariance matrix) and employs them to reduce the computational overhead required for global variance reduction (GVR) purpose. The effective rank of the covariance matrix identifies the minimum number of uncorrelated pseudo responses, which are employed to bias simulated particles. Numerical experiments, serving as a proof of principle, are presented to compare the Gaussian process and FW-CADIS approaches in terms of the global reduction in standard deviation of the estimated responses. - Highlights: ► Hybrid Monte Carlo Deterministic Method based on Gaussian Process Model is introduced. ► Method employs deterministic model to calculate responses correlations. ► Method employs correlations to bias Monte Carlo transport. ► Method compared to FW-CADIS methodology in SCALE code. ► An order of magnitude speed up is achieved for a PWR core model.
The Variation of Slat Noise with Mach and Reynolds Numbers
Lockard, David P.; Choudhari, Meelan M.
2011-01-01
The slat noise from the 30P30N high-lift system has been computed using a computational fluid dynamics code in conjunction with a Ffowcs Williams-Hawkings solver. By varying the Mach number from 0.13 to 0.25, the noise was found to vary roughly with the 5th power of the speed. Slight changes in the behavior with directivity angle could easily account for the different speed dependencies reported in the literature. Varying the Reynolds number from 1.4 to 2.4 million resulted in almost no differences, and primarily served to demonstrate the repeatability of the results. However, changing the underlying hybrid Reynolds-averaged-Navier-Stokes/Large-Eddy-Simulation turbulence model significantly altered the mean flow because of changes in the flap separation. However, the general trends observed in both the acoustics and near-field fluctuations were similar for both models.
Scramjet Combustor Characteristics at Hypervelocity Condition over Mach 10 Flight
Takahashi, M.; Komuro, T.; Sato, K.; Kodera, M.; Tanno, H.; Itoh, K.
2009-01-01
To investigate possibility of reduction of a scramjet combustor size without thrust performance loss, a two-dimensional constant-area combustor of a previous engine model was replaced with the one with 23% lower-height. With the application of the lower-height combustor, the pressure in the combustor becomes 50% higher and the combustor length for the optimal performance becomes 43% shorter than the original combustor. The combustion tests of the modified engine model were conducted using a large free-piston driven shock tunnel at flow conditions corresponding to the flight Mach number from 9 to 14. CFD was also applied to the engine internal flows. The results showed that the mixing and combustion heat release progress faster to the distance and the combustor performance similar to that of the previous engine was obtained with the modified engine. The reduction of the combustor size without the thrust performance loss is successfully achieved by applying the lower-height combustor.
All-optical negabinary adders using Mach-Zehnder interferometer
Cherri, A. K.
2011-02-01
In contrast to optoelectronics, all-optical adders are proposed where all-optical signals are used to represent the input numbers and the control signals. In addition, the all-optical adders use the negabinary modified signed-digit number representation (an extension of the negabinary number system) to represent the input digits. Further, the ultra-speed of the designed circuits is achieved due to the use of ultra-fast all-optical switching property of the semiconductor optical amplifier and Mach-Zehnder interferometer (SOA-MZI). Furthermore, two-bit per digit binary encoding scheme is employed to represent the trinary values of the negabinary modified signed-digits.
Angular dependence of high Mach number plasma interactions
International Nuclear Information System (INIS)
Thomas, V.A.; Brecht, S.H.
1987-01-01
In this paper a 2-1/2-dimensional hybrid code is used to examine the collisionless large spatial scale (kc/ω pi ∼ 1) low-frequency (ω ∼ ω ci ) interaction initiated by a plasma shell of finite width traveling at high Alfven Mach number relative to a uniform background plasma. Particular attention is given to the angle of the relative velocity relative to the ambient magnetic field for the range of angles O < θ < π/2. An attempt is made to parameterize some of the important physics including the Alfven ion cyclotron instability, the field-aligned electromagnetic ion counter streaming instability, mixing of the plasma shell with the background ions, and structuring of the interaction region. These results are applicable to various astrophysical interactions such as bow shocks and interplanetary shocks
On-chip Mach-Zehnder interferometer for OCT systems
van Leeuwen, Ton G.; Akca, Imran B.; Angelou, Nikolaos; Weiss, Nicolas; Hoekman, Marcel; Leinse, Arne; Heideman, Rene G.
2018-04-01
By using integrated optics, it is possible to reduce the size and cost of a bulky optical coherence tomography (OCT) system. One of the OCT components that can be implemented on-chip is the interferometer. In this work, we present the design and characterization of a Mach-Zehnder interferometer consisting of the wavelength-independent splitters and an on-chip reference arm. The Si3N4 was chosen as the material platform as it can provide low losses while keeping the device size small. The device was characterized by using a home-built swept source OCT system. A sensitivity value of 83 dB, an axial resolution of 15.2 μm (in air) and a depth range of 2.5 mm (in air) were all obtained.
Numerical solutions of unsteady flows with low inlet Mach numbers
Czech Academy of Sciences Publication Activity Database
Punčochářová, Petra; Furst, Jiří; Horáček, Jaromír; Kozel, Karel
2010-01-01
Roč. 80, č. 8 (2010), s. 1795-1805 ISSN 0378-4754 R&D Projects: GA AV ČR IAA200760613 Institutional research plan: CEZ:AV0Z20760514 Keywords : finite volume method * unsteady flow * low Mach number * viscous compressible fluid Subject RIV: BI - Acoustics Impact factor: 0.812, year: 2010 http://www.sciencedirect.com/science?_ob=MImg&_imagekey=B6V0T-4Y0D67D-1-R&_cdi=5655&_user=640952&_pii=S0378475409003607&_origin=search&_coverDate=04%2F30%2F2010&_sk=999199991&view=c&wchp=dGLbVlb-zSkzk&md5=ed6eaf0a050968ee978714fd54e7f131&ie=/sdarticle.pdf
How the mach phenomenon and shape affect the radiographic appearance of skeletal structures
International Nuclear Information System (INIS)
Papageorges, M.
1991-01-01
The shape of skeletal structures and their position relative to the x-ray beam have a considerable effect on their radiographic appearance. Depending on the thickness of the cortical or subchondral bone, skeletal structures display the characteristics of either homogeneous or compound lamellar structures. Convex homogeneous structures are associated with a negative Mach line, and concave homogeneous structures are associated with a positive Mach line. Convex compound lamellar structures are associated with a negative Mach band and visualization of the lamina (subchondral or cortical bone) is reduced. Concave compound lamellar structures are associated with a positive Mach band and visualization of the lamina is enhanced. The combined effect of Mach phenomenon, shape, and thickness enhances visualization of some skeletal surfaces and make others imperceptible. These principles are very useful to correctly identify complex skeletal structures and avoid misinterpretations
[Thought Experiments of Economic Surplus: Science and Economy in Ernst Mach's Epistemology].
Wulz, Monika
2015-03-01
Thought Experiments of Economic Surplus: Science and Economy in Ernst Mach's Epistemology. Thought experiments are an important element in Ernst Mach's epistemology: They facilitate amplifying our knowledge by experimenting with thoughts; they thus exceed the empirical experience and suspend the quest for immediate utility. In an economical perspective, Mach suggested that thought experiments depended on the production of an economic surplus based on the division of labor relieving the struggle for survival of the individual. Thus, as frequently emphasized, in Mach's epistemology, not only the 'economy of thought' is an important feature; instead, also the socioeconomic conditions of science play a decisive role. The paper discusses the mental and social economic aspects of experimental thinking in Mach's epistemology and examines those within the contemporary evolutionary, physiological, and economic contexts. © 2015 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
Variation with Mach Number of Static and Total Pressures Through Various Screens
Adler, Alfred A
1946-01-01
Tests were conducted in the Langley 24-inch highspeed tunnel to ascertain the static-pressure and total-pressure losses through screens ranging in mesh from 3 to 12 wires per inch and in wire diameter from 0.023 to 0.041 inch. Data were obtained from a Mach number of approximately 0.20 up to the maximum (choking) Mach number obtainable for each screen. The results of this investigation indicate that the pressure losses increase with increasing Mach number until the choking Mach number, which can be computed, is reached. Since choking imposes a restriction on the mass rate of flow and maximum losses are incurred at this condition, great care must be taken in selecting the screen mesh and wire dimmeter for an installation so that the choking Mach number is
The Red Rectangle: An Astronomical Example of Mach Bands?
Brecher, K.
2005-12-01
Recently, the Hubble Space Telescope (HST) produced spectacular images of the "Red Rectangle". This appears to be a binary star system undergoing recurrent mass loss episodes. The image-processed HST photographs display distinctive diagonal lightness enhancements. Some of the visual appearance undoubtedly arises from actual variations in the luminosity distribution of the light of the nebula itself, i.e., due to limb brightening. Psychophysical enhancement similar to the Vasarely or pyramid effect also seems to be involved in the visual impression conveyed by the HST images. This effect is related to Mach bands (as well as to the Chevreul and Craik-O'Brien-Cornsweet effects). The effect can be produced by stacking concentric squares (or other geometrical figures such as rectangles or hexagons) of linearly increasing or decreasing size and lightness, one on top of another. We have constructed controllable Flash applets of this effect as part of the NSF supported "Project LITE: Light Inquiry Through Experiments". They can be found in the vision section of the LITE web site at http://lite.bu.edu. Mach band effects have previously been seen in medical x-ray images. Here we report for the first time the possibility that such effects play a role in the interpretation of astronomical images. Specifically, we examine to what extent the visual impressions of the Red Rectangle and other extended astronomical objects are purely physical (photometric) in origin and to what degree they are enhanced by psychophysical processes. To help assess the relative physical and psychophysical contributions to the perceived lightness effects, we have made use of a center-surround (Difference of Gaussians) filter we developed for MatLab. We conclude that local (lateral inhibition) and longer range human visual perception effects probably do contribute to the lightness features seen in astronomical objects like the Red Rectangle. Project LITE is supported by NSF Grant # DUE-0125992.
Non-destructive X-ray Computed Tomography (XCT) Analysis of Sediment Variance in Marine Cores
Oti, E.; Polyak, L. V.; Dipre, G.; Sawyer, D.; Cook, A.
2015-12-01
Benthic activity within marine sediments can alter the physical properties of the sediment as well as indicate nutrient flux and ocean temperatures. We examine burrowing features in sediment cores from the western Arctic Ocean collected during the 2005 Healy-Oden TransArctic Expedition (HOTRAX) and from the Gulf of Mexico Integrated Ocean Drilling Program (IODP) Expedition 308. While traditional methods for studying bioturbation require physical dissection of the cores, we assess burrowing using an X-ray computed tomography (XCT) scanner. XCT noninvasively images the sediment cores in three dimensions and produces density sensitive images suitable for quantitative analysis. XCT units are recorded as Hounsfield Units (HU), where -999 is air, 0 is water, and 4000-5000 would be a higher density mineral, such as pyrite. We rely on the fundamental assumption that sediments are deposited horizontally, and we analyze the variance over each flat-lying slice. The variance describes the spread of pixel values over a slice. When sediments are reworked, drawing higher and lower density matrix into a layer, the variance increases. Examples of this can be seen in two slices in core 19H-3A from Site U1324 of IODP Expedition 308. The first slice, located 165.6 meters below sea floor consists of relatively undisturbed sediment. Because of this, the majority of the sediment values fall between 1406 and 1497 HU, thus giving the slice a comparatively small variance of 819.7. The second slice, located 166.1 meters below sea floor, features a lower density sediment matrix disturbed by burrow tubes and the inclusion of a high density mineral. As a result, the Hounsfield Units have a larger variance of 1,197.5, which is a result of sediment matrix values that range from 1220 to 1260 HU, the high-density mineral value of 1920 HU and the burrow tubes that range from 1300 to 1410 HU. Analyzing this variance allows us to observe changes in the sediment matrix and more specifically capture
Joint Adaptive Mean-Variance Regularization and Variance Stabilization of High Dimensional Data.
Dazard, Jean-Eudes; Rao, J Sunil
2012-07-01
The paper addresses a common problem in the analysis of high-dimensional high-throughput "omics" data, which is parameter estimation across multiple variables in a set of data where the number of variables is much larger than the sample size. Among the problems posed by this type of data are that variable-specific estimators of variances are not reliable and variable-wise tests statistics have low power, both due to a lack of degrees of freedom. In addition, it has been observed in this type of data that the variance increases as a function of the mean. We introduce a non-parametric adaptive regularization procedure that is innovative in that : (i) it employs a novel "similarity statistic"-based clustering technique to generate local-pooled or regularized shrinkage estimators of population parameters, (ii) the regularization is done jointly on population moments, benefiting from C. Stein's result on inadmissibility, which implies that usual sample variance estimator is improved by a shrinkage estimator using information contained in the sample mean. From these joint regularized shrinkage estimators, we derived regularized t-like statistics and show in simulation studies that they offer more statistical power in hypothesis testing than their standard sample counterparts, or regular common value-shrinkage estimators, or when the information contained in the sample mean is simply ignored. Finally, we show that these estimators feature interesting properties of variance stabilization and normalization that can be used for preprocessing high-dimensional multivariate data. The method is available as an R package, called 'MVR' ('Mean-Variance Regularization'), downloadable from the CRAN website.
76 FR 78698 - Proposed Revocation of Permanent Variances
2011-12-19
... Administration (``OSHA'' or ``the Agency'') granted permanent variances to 24 companies engaged in the... DEPARTMENT OF LABOR Occupational Safety and Health Administration [Docket No. OSHA-2011-0054] Proposed Revocation of Permanent Variances AGENCY: Occupational Safety and Health Administration (OSHA...
variance components and genetic parameters for live weight
African Journals Online (AJOL)
admin
Against this background the present study estimated the (co)variance .... Starting values for the (co)variance components of two-trait models were ..... Estimates of genetic parameters for weaning weight of beef accounting for direct-maternal.
The Distribution of the Sample Minimum-Variance Frontier
Raymond Kan; Daniel R. Smith
2008-01-01
In this paper, we present a finite sample analysis of the sample minimum-variance frontier under the assumption that the returns are independent and multivariate normally distributed. We show that the sample minimum-variance frontier is a highly biased estimator of the population frontier, and we propose an improved estimator of the population frontier. In addition, we provide the exact distribution of the out-of-sample mean and variance of sample minimum-variance portfolios. This allows us t...
Modeling the subfilter scalar variance for large eddy simulation in forced isotropic turbulence
Cheminet, Adam; Blanquart, Guillaume
2011-11-01
Static and dynamic model for the subfilter scalar variance in homogeneous isotropic turbulence are investigated using direct numerical simulations (DNS) of a lineary forced passive scalar field. First, we introduce a new scalar forcing technique conditioned only on the scalar field which allows the fluctuating scalar field to reach a statistically stationary state. Statistical properties, including 2nd and 3rd statistical moments, spectra, and probability density functions of the scalar field have been analyzed. Using this technique, we performed constant density and variable density DNS of scalar mixing in isotropic turbulence. The results are used in an a-priori study of scalar variance models. Emphasis is placed on further studying the dynamic model introduced by G. Balarac, H. Pitsch and V. Raman [Phys. Fluids 20, (2008)]. Scalar variance models based on Bedford and Yeo's expansion are accurate for small filter width but errors arise in the inertial subrange. Results suggest that a constant coefficient computed from an assumed Kolmogorov spectrum is often sufficient to predict the subfilter scalar variance.
Dynamics of Variance Risk Premia, Investors' Sentiment and Return Predictability
DEFF Research Database (Denmark)
Rombouts, Jerome V.K.; Stentoft, Lars; Violante, Francesco
We develop a joint framework linking the physical variance and its risk neutral expectation implying variance risk premia that are persistent, appropriately reacting to changes in level and variability of the variance and naturally satisfying the sign constraint. Using option market data and real...... events and only marginally by the premium associated with normal price fluctuations....
High Energy Density Laboratory Astrophysics
Lebedev, Sergey V
2007-01-01
During the past decade, research teams around the world have developed astrophysics-relevant research utilizing high energy-density facilities such as intense lasers and z-pinches. Every two years, at the International conference on High Energy Density Laboratory Astrophysics, scientists interested in this emerging field discuss the progress in topics covering: - Stellar evolution, stellar envelopes, opacities, radiation transport - Planetary Interiors, high-pressure EOS, dense plasma atomic physics - Supernovae, gamma-ray bursts, exploding systems, strong shocks, turbulent mixing - Supernova remnants, shock processing, radiative shocks - Astrophysical jets, high-Mach-number flows, magnetized radiative jets, magnetic reconnection - Compact object accretion disks, x-ray photoionized plasmas - Ultrastrong fields, particle acceleration, collisionless shocks. These proceedings cover many of the invited and contributed papers presented at the 6th International Conference on High Energy Density Laboratory Astrophys...
Numerical resolution of the Navier-Stokes equations for a low Mach number by a spectral method
International Nuclear Information System (INIS)
Frohlich, Jochen
1990-01-01
The low Mach number approximation of the Navier-Stokes equations, also called isobar, is an approximation which is less restrictive than the one due to Boussinesq. It permits strong density variations while neglecting acoustic phenomena. We present a numerical method to solve these equations in the unsteady, two dimensional case with one direction of periodicity. The discretization uses a semi-implicit finite difference scheme in time and a Fourier-Chebycheff pseudo-spectral method in space. The solution of the equations of motion is based on an iterative algorithm of Uzawa type. In the Boussinesq limit we obtain a direct method. A first application is concerned with natural convection in the Rayleigh-Benard setting. We compare the results of the low Mach number equations with the ones in the Boussinesq case and consider the influence of variable fluid properties. A linear stability analysis based on a Chebychev-Tau method completes the study. The second application that we treat is a case of isobaric combustion in an open domain. We communicate results for the hydrodynamic Darrieus-Landau instability of a plane laminar flame front. [fr
Laser-driven Mach waves for gigabar-range shock experiments
Swift, Damian; Lazicki, Amy; Coppari, Federica; Saunders, Alison; Nilsen, Joseph
2017-10-01
Mach reflection offers possibilities for generating planar, supported shocks at higher pressures than are practical even with laser ablation. We have studied the formation of Mach waves by algebraic solution and hydrocode simulation for drive pressures at much than reported previously, and for realistic equations of state. We predict that Mach reflection continues to occur as the drive pressure increases, and the pressure enhancement increases monotonically with drive pressure even though the ``enhancement spike'' characteristic of low-pressure Mach waves disappears. The growth angle also increases monotonically with pressure, so a higher drive pressure seems always to be an advantage. However, there are conditions where the Mach wave is perturbed by reflections. We have performed trial experiments at the Omega facility, using a laser-heated halfraum to induce a Mach wave in a polystyrene cone. Pulse length and energy limitations meant that the drive was not maintained long enough to fully support the shock, but the results indicated a Mach wave of 25-30 TPa from a drive pressure of 5-6 TPa, consistent with simulations. A similar configuration should be tested at the NIF, and a Z-pinch driven configuration may be possible. This work was performed under the auspices of the U.S. Department of Energy by Lawrence Livermore National Laboratory under Contract DE-AC52-07NA27344.
Local flow measurements at the inlet spike tip of a Mach 3 supersonic cruise airplane
Johnson, H. J.; Montoya, E. J.
1973-01-01
The flow field at the left inlet spike tip of a YF-12A airplane was examined using at 26 deg included angle conical flow sensor to obtain measurements at free-stream Mach numbers from 1.6 to 3.0. Local flow angularity, Mach number, impact pressure, and mass flow were determined and compared with free-stream values. Local flow changes occurred at the same time as free-stream changes. The local flow usually approached the spike centerline from the upper outboard side because of spike cant and toe-in. Free-stream Mach number influenced the local flow angularity; as Mach number increased above 2.2, local angle of attack increased and local sideslip angle decreased. Local Mach number was generally 3 percent less than free-stream Mach number. Impact-pressure ratio and mass flow ratio increased as free-stream Mach number increased above 2.2, indicating a beneficial forebody compression effect. No degradation of the spike tip instrumentation was observed after more than 40 flights in the high-speed thermal environment encountered by the airplane. The sensor is rugged, simple, and sensitive to small flow changes. It can provide accurate imputs necessary to control an inlet.
Working with Instruments: Ernst Mach as Material Epistemologist, a Short Introduction.
Hoffmann, Christoph; Métraux, Alexandre
2016-12-01
With the death of Ernst Mach on February 19, 1916, one day after his seventy-eighth birthday, a question finally became explicit that had been looming for some time. It was as simple as it was fundamental: who, in the end, was this man, a scientist or a philosopher? The importance of this question for contemporaries can easily be gleaned from the obituaries that appeared in the weeks following Mach's death: one in the Physikalische Zeitschrift, written by Albert Einstein, and another in the Archiv für die Geschichte der Philosophie, written by Mach's former student Heinrich Gomperz. They both addressed this critical issue in plain words. Einstein stressed that Mach "was not a philosopher who chose the natural sciences as the object of his speculation, but a many-sided, interested, diligent scientist who also took visible pleasure in detailed questions outside the burning issues of general interest" (Einstein 1916, 104; translation cited in Blackmore 1992, 158). Gomperz in turn first emphasized the great loss science had experienced with Mach's death, asking subsequently whether "the suffering science is physics or philosophy?" (Gomperz 1916, 321). His answer broadly followed Einstein's conclusion; relying on Mach's own words, he reminded his readers that Mach never claimed to be a philosopher, but merely was looking for a viewpoint that transcended the disciplinary constraints of particular scientific activities.
Experimental investigation of liquid jet injection into Mach 6 hypersonic crossflow
Energy Technology Data Exchange (ETDEWEB)
Beloki Perurena, J. [von Karman Institute for Fluid Dynamics, Rhode-Saint-Genese (Belgium)]|[RWTH Aachen University, Shock Wave Laboratory, Aachen (Germany); Asma, C.O. [von Karman Institute for Fluid Dynamics, Rhode-Saint-Genese (Belgium)]|[Ghent University, Department of Flow, Heat and Combustion Mechanics, Ghent (Belgium); Theunissen, R. [von Karman Institute for Fluid Dynamics, Rhode-Saint-Genese (Belgium)]|[Delft University of Technology, Faculty of Aerospace Engineering, Delft (Netherlands); Chazot, O. [von Karman Institute for Fluid Dynamics, Rhode-Saint-Genese (Belgium)
2009-03-15
The injection of a liquid jet into a crossing Mach 6 air flow is investigated. Experiments were conducted on a sharp leading edge flat plate with flush mounted injectors. Water jets were introduced through different nozzle shapes at relevant jet-to-air momentum-flux ratios. Sufficient temporal resolution to capture small scale effects was obtained by high-speed recording, while directional illumination allowed variation in field of view. Shock pattern and flow topology were visualized by Schlieren-technique. Correlations are proposed on relating water jet penetration height and lateral extension with the injection ratio and orifice diameter for circular injector jets. Penetration height and lateral extension are compared for different injector shapes at relevant jet-to-air momentum-flux ratios showing that penetration height and lateral extension decrease and increase, respectively, with injector's aspect ratio. Probability density function analysis has shown that the mixing of the jet with the crossflow is completed at a distance of x/d{sub j}{proportional_to} 40, independent of the momentum-flux ratio. Mean velocity profiles related with the liquid jet have been extracted by means of an ensemble correlation PIV algorithm. Finally, frequency analyses of the jet breakup and fluctuating shock pattern are performed using a fast Fourier algorithm and characteristic Strouhal numbers of St=0.18 for the liquid jet breakup and of St=0.011 for the separation shock fluctuation are obtained. (orig.)
Generation of cylindrically convergent shockwaves in water on the MACH facility
Bland, Simon; Krasik, Ya. E.; Yanuka, D.; Gardner, R.; MacDonald, J.; Virozub, A.; Efimov, S.; Gleizer, S.; Chaturvedi, N.
2017-06-01
We report on the first experiments utilizing MACH facility at Imperial College London to explode copper wire arrays in water, generating extremely symmetric, cylindrical convergent shockwaves. The experiments were carried out with 10mm diameter arrays consisting of 60 × 130 μm wires, and currents >500 kA were achieved despite the high inductance load. Laser backlit framing images and streak photography of the implosion showed a highly uniform, stable shockwave that travelled towards the axis at velocities up to 7.5 kms-1. For the first time, imaging of the shock front has been carried at radii 1 Mbar are produced within 10 μm of the axis, with water densities 3 gcm-3 and temperatures of many 1000 s of Kelvin. The results represent a significant step in the application of the technique to drive different material samples, and calculations of scaling the technique to larger pulsed power facilities are presented. This work was supported by the Institute of Shock Physics, funded by AWE Aldermaston, and the NNSA under DOE Cooperative Agreement Nos. DE-F03-02NA00057 and DE-SC-0001063.
Boundary-Layer Instability Measurements in a Mach-6 Quiet Tunnel
Berridge, Dennis C.; Ward, Christopher, A. C.; Luersen, Ryan P. K.; Chou, Amanda; Abney, Andrew D.; Schneider, Steven P.
2012-01-01
Several experiments have been performed in the Boeing/AFOSR Mach-6 Quiet Tunnel at Purdue University. A 7 degree half angle cone at 6 degree angle of attack with temperature-sensitive paint (TSP) and PCB pressure transducers was tested under quiet flow. The stationary crossflow vortices appear to break down to turbulence near the lee ray for sufficiently high Reynolds numbers. Attempts to use roughness elements to control the spacing of hot streaks on a flared cone in quiet flow did not succeed. Roughness was observed to damp the second-mode waves in areas influenced by the roughness, and wide roughness spacing allowed hot streaks to form between the roughness elements. A forward-facing cavity was used for proof-of-concept studies for a laser perturber. The lowest density at which the freestream laser perturbations could be detected was 1.07 x 10(exp -2) kilograms per cubic meter. Experiments were conducted to determine the transition characteristics of a streamwise corner flow at hypersonic velocities. Quiet flow resulted in a delayed onset of hot streak spreading. Under low Reynolds number flow hot streak spreading did not occur along the model. A new shock tube has been built at Purdue. The shock tube is designed to create weak shocks suitable for calibrating sensors, particularly PCB-132 sensors. PCB-132 measurements in another shock tube show the shock response and a linear calibration over a moderate pressure range.
Internal structure of laser supported detonation waves by two-wavelength Mach-Zehnder interferometer
International Nuclear Information System (INIS)
Shimamura, Kohei; Kawamura, Koichi; Fukuda, Akio; Wang Bin; Yamaguchi, Toshikazu; Komurasaki, Kimiya; Hatai, Keigo; Fukui, Akihiro; Arakawa, Yoshihiro
2011-01-01
Characteristics of the internal structure of the laser supported detonation (LSD) waves, such as the electron density n e and the electron temperature T e profiles behind the shock wave were measured using a two-wavelength Mach-Zehnder interferometer along with emission spectroscopy. A TEA CO 2 laser with energy of 10 J/pulse produced explosive laser heating in atmospheric air. Results show that the peak values of n e and T e were, respectively, about 2 x 10 24 m -3 and 30 000 K, during the LSD regime. The temporal variation of the laser absorption coefficient profile estimated from the measured properties reveals that the laser energy was absorbed perfectly in a thin layer behind the shock wave during the LSD regime, as predicted by Raizer's LSD model. However, the absorption layer was much thinner than a plasma layer, the situation of which was not considered in Raizer's model. The measured n e at the shock front was not zero while the LSD was supported, which implies that the precursor electrons exist ahead of the shock wave.
Gene set analysis using variance component tests.
Huang, Yen-Tsung; Lin, Xihong
2013-06-28
Gene set analyses have become increasingly important in genomic research, as many complex diseases are contributed jointly by alterations of numerous genes. Genes often coordinate together as a functional repertoire, e.g., a biological pathway/network and are highly correlated. However, most of the existing gene set analysis methods do not fully account for the correlation among the genes. Here we propose to tackle this important feature of a gene set to improve statistical power in gene set analyses. We propose to model the effects of an independent variable, e.g., exposure/biological status (yes/no), on multiple gene expression values in a gene set using a multivariate linear regression model, where the correlation among the genes is explicitly modeled using a working covariance matrix. We develop TEGS (Test for the Effect of a Gene Set), a variance component test for the gene set effects by assuming a common distribution for regression coefficients in multivariate linear regression models, and calculate the p-values using permutation and a scaled chi-square approximation. We show using simulations that type I error is protected under different choices of working covariance matrices and power is improved as the working covariance approaches the true covariance. The global test is a special case of TEGS when correlation among genes in a gene set is ignored. Using both simulation data and a published diabetes dataset, we show that our test outperforms the commonly used approaches, the global test and gene set enrichment analysis (GSEA). We develop a gene set analyses method (TEGS) under the multivariate regression framework, which directly models the interdependence of the expression values in a gene set using a working covariance. TEGS outperforms two widely used methods, GSEA and global test in both simulation and a diabetes microarray data.
On discrete stochastic processes with long-lasting time dependence in the variance
Queirós, S. M. D.
2008-11-01
In this manuscript, we analytically and numerically study statistical properties of an heteroskedastic process based on the celebrated ARCH generator of random variables whose variance is defined by a memory of qm-exponencial, form (eqm=1 x=ex). Specifically, we inspect the self-correlation function of squared random variables as well as the kurtosis. In addition, by numerical procedures, we infer the stationary probability density function of both of the heteroskedastic random variables and the variance, the multiscaling properties, the first-passage times distribution, and the dependence degree. Finally, we introduce an asymmetric variance version of the model that enables us to reproduce the so-called leverage effect in financial markets.
Ultra-Abrupt Tapered Fiber Mach-Zehnder Interferometer Sensors
Directory of Open Access Journals (Sweden)
Lanying Zhou
2011-05-01
Full Text Available A fiber inline Mach-Zehnder interferometer (MZI consisting of ultra-abrupt fiber tapers was fabricated through a new fusion-splicing method. By fusion-splicing, the taper diameter-length ratio is around 1:1, which is much greater than those (1:10 made by stretching. The proposed fabrication method is very low cost, 1/20–1/50 of those of LPFG pair MZI sensors. The fabricated MZIs are applied to measure refractive index, temperature and rotation angle changes. The temperature sensitivity of the MZI at a length of 30 mm is 0.061 nm/°C from 30–350 °C. The proposed MZI is also used to measure rotation angles ranging from 0° to 0.55°; the sensitivity is 54.98 nm/°. The refractive index sensitivity is improved by 3–5 fold by fabricating an inline micro–trench on the fiber cladding using a femtosecond laser. Acetone vapor of 50 ppm in N2 is tested by the MZI sensor coated with MFI–type zeolite thin film. The proposed MZI sensors are capable of in situ detection in many areas of interest such as environmental management, industrial process control, and public health.
Highly stable polarization independent Mach-Zehnder interferometer
Energy Technology Data Exchange (ETDEWEB)
Mičuda, Michal, E-mail: micuda@optics.upol.cz; Doláková, Ester; Straka, Ivo; Miková, Martina; Dušek, Miloslav; Fiurášek, Jaromír; Ježek, Miroslav, E-mail: jezek@optics.upol.cz [Department of Optics, Faculty of Science, Palacký University, 17. listopadu 1192/12, 77146 Olomouc (Czech Republic)
2014-08-15
We experimentally demonstrate optical Mach-Zehnder interferometer utilizing displaced Sagnac configuration to enhance its phase stability. The interferometer with footprint of 27×40 cm offers individually accessible paths and shows phase deviation less than 0.4° during a 250 s long measurement. The phase drift, evaluated by means of Allan deviation, stays below 3° or 7 nm for 1.5 h without any active stabilization. The polarization insensitive design is verified by measuring interference visibility as a function of input polarization. For both interferometer's output ports and all tested polarization states the visibility stays above 93%. The discrepancy in visibility for horizontal and vertical polarization about 3.5% is caused mainly by undesired polarization dependence of splitting ratio of the beam splitter used. The presented interferometer device is suitable for quantum-information and other sensitive applications where active stabilization is complicated and common-mode interferometer is not an option as both the interferometer arms have to be accessible individually.
Mach-Zehnder atom interferometer inside an optical fiber
Xin, Mingjie; Leong, Wuiseng; Chen, Zilong; Lan, Shau-Yu
2017-04-01
Precision measurement with light-pulse grating atom interferometry in free space have been used in the study of fundamental physics and applications in inertial sensing. Recent development of photonic band-gap fibers allows light for traveling in hollow region while preserving its fundamental Gaussian mode. The fibers could provide a very promising platform to transfer cold atoms. Optically guided matter waves inside a hollow-core photonic band-gap fiber can mitigate diffraction limit problem and has the potential to bring research in the field of atomic sensing and precision measurement to the next level of compactness and accuracy. Here, we will show our experimental progress towards an atom interferometer in optical fibers. We designed an atom trapping scheme inside a hollow-core photonic band-gap fiber to create an optical guided matter waves system, and studied the coherence properties of Rubidium atoms in this optical guided system. We also demonstrate a Mach-Zehnder atom interferometer in the optical waveguide. This interferometer is promising for precision measurements and designs of mobile atomic sensors.
Meerson, Baruch; Fouxon, Itzhak; Vilenkin, Arkady
2008-02-01
We employ hydrodynamic equations to investigate nonstationary channel flows of freely cooling dilute gases of hard and smooth spheres with nearly elastic particle collisions. This work focuses on the regime where the sound travel time through the channel is much shorter than the characteristic cooling time of the gas. As a result, the gas pressure rapidly becomes almost homogeneous, while the typical Mach number of the flow drops well below unity. Eliminating the acoustic modes and employing Lagrangian coordinates, we reduce the hydrodynamic equations to a single nonlinear and nonlocal equation of a reaction-diffusion type. This equation describes a broad class of channel flows and, in particular, can follow the development of the clustering instability from a weakly perturbed homogeneous cooling state to strongly nonlinear states. If the heat diffusion is neglected, the reduced equation becomes exactly soluble, and the solution develops a finite-time density blowup. The blowup has the same local features at singularity as those exhibited by the recently found family of exact solutions of the full set of ideal hydrodynamic equations [I. Fouxon, Phys. Rev. E 75, 050301(R) (2007); I. Fouxon,Phys. Fluids 19, 093303 (2007)]. The heat diffusion, however, always becomes important near the attempted singularity. It arrests the density blowup and brings about previously unknown inhomogeneous cooling states (ICSs) of the gas, where the pressure continues to decay with time, while the density profile becomes time-independent. The ICSs represent exact solutions of the full set of granular hydrodynamic equations. Both the density profile of an ICS and the characteristic relaxation time toward it are determined by a single dimensionless parameter L that describes the relative role of the inelastic energy loss and heat diffusion. At L>1 the intermediate cooling dynamics proceeds as a competition between "holes": low-density regions of the gas. This competition resembles Ostwald
Prediction-error variance in Bayesian model updating: a comparative study
Asadollahi, Parisa; Li, Jian; Huang, Yong
2017-04-01
In Bayesian model updating, the likelihood function is commonly formulated by stochastic embedding in which the maximum information entropy probability model of prediction error variances plays an important role and it is Gaussian distribution subject to the first two moments as constraints. The selection of prediction error variances can be formulated as a model class selection problem, which automatically involves a trade-off between the average data-fit of the model class and the information it extracts from the data. Therefore, it is critical for the robustness in the updating of the structural model especially in the presence of modeling errors. To date, three ways of considering prediction error variances have been seem in the literature: 1) setting constant values empirically, 2) estimating them based on the goodness-of-fit of the measured data, and 3) updating them as uncertain parameters by applying Bayes' Theorem at the model class level. In this paper, the effect of different strategies to deal with the prediction error variances on the model updating performance is investigated explicitly. A six-story shear building model with six uncertain stiffness parameters is employed as an illustrative example. Transitional Markov Chain Monte Carlo is used to draw samples of the posterior probability density function of the structure model parameters as well as the uncertain prediction variances. The different levels of modeling uncertainty and complexity are modeled through three FE models, including a true model, a model with more complexity, and a model with modeling error. Bayesian updating is performed for the three FE models considering the three aforementioned treatments of the prediction error variances. The effect of number of measurements on the model updating performance is also examined in the study. The results are compared based on model class assessment and indicate that updating the prediction error variances as uncertain parameters at the model
Regional sensitivity analysis using revised mean and variance ratio functions
International Nuclear Information System (INIS)
Wei, Pengfei; Lu, Zhenzhou; Ruan, Wenbin; Song, Jingwen
2014-01-01
The variance ratio function, derived from the contribution to sample variance (CSV) plot, is a regional sensitivity index for studying how much the output deviates from the original mean of model output when the distribution range of one input is reduced and to measure the contribution of different distribution ranges of each input to the variance of model output. In this paper, the revised mean and variance ratio functions are developed for quantifying the actual change of the model output mean and variance, respectively, when one reduces the range of one input. The connection between the revised variance ratio function and the original one is derived and discussed. It is shown that compared with the classical variance ratio function, the revised one is more suitable to the evaluation of model output variance due to reduced ranges of model inputs. A Monte Carlo procedure, which needs only a set of samples for implementing it, is developed for efficiently computing the revised mean and variance ratio functions. The revised mean and variance ratio functions are compared with the classical ones by using the Ishigami function. At last, they are applied to a planar 10-bar structure
Hadron Azimuthal Correlations and Mach-like Structures in a Partonic/Hadronic Transport Model
International Nuclear Information System (INIS)
Ma, G.L.; Zhang, S.; Ma, Y.G.; Cai, X.Z.; Chen, J.H.; He, Z.J.; Huang, H.Z.; Long, J.L.; Shen, W.Q.; Shi, X.H.; Zhong, C.; Zuo, J.X.
2007-01-01
With a multi-phase transport model (AMPT) with both partonic and hadronic interactions, two- and three-particle azimuthal correlations in Au + Au collisions at s NN =200 GeV have been studied by the mixing-event technique. A Mach-like structure has been observed in two- and three-particle correlations in central collisions. It has been found that both partonic and hadronic dynamical mechanisms contribute to the Mach-like structure. However, only hadronic rescattering is unable to reproduce experimental amplitude of Mach-like structure, and parton cascade process is indispensable. The results of three-particle correlation indicate a partonic Mach-like shock wave can be produced by strong parton cascade in central Au+Au collisions
Performance Limiting Flow Processes in High-State Loading High-Mach Number Compressors
National Research Council Canada - National Science Library
Tan, Choon S
2008-01-01
In high-stage loading high-Mach number (HLM) compressors, counter-rotating pairs of discrete vortices are shed at the trailing edge of the upstream blade row at a frequency corresponding to the downstream rotor blade passing frequency...
Derivation of the low Mach number diphasic system. Numerical simulation in mono-dimensional geometry
International Nuclear Information System (INIS)
Dellacherie, St.
2004-01-01
This work deals with the derivation of a diphasic low Mach number model obtained through a Mach number asymptotic expansion applied to the compressible diphasic Navier Stokes system, expansion which filters out the acoustic waves. This approach is inspired from the work of Andrew Majda giving the equations of low Mach number combustion for thin flame and for perfect gases. When the equations of state verify some thermodynamic hypothesis, we show that the low Mach number diphasic system predicts in a good way the dilatation or the compression of a bubble and has equilibrium convergence properties. Then, we propose an entropic and convergent Lagrangian scheme in mono-dimensional geometry when the fluids are perfect gases and we propose a first approach in Eulerian variables where the interface between the two fluids is captured with a level set technique. (author)
Hypervelocity Wind Tunnel No. 9 Mach 7 Thermal Structural Facility Verification and Calibration
National Research Council Canada - National Science Library
Lafferty, John
1996-01-01
This report summarizes the verification and calibration of the new Mach 7 Thermal Structural Facility located at the White Oak, Maryland, site of the Dahlgren Division, Naval Surface Warfare Center...
Electrical crosstalk in integrated Mach-Zehnder modulators caused by a shared ground path
Yao, W.; Gilardi, G.; Smit, M.K.; Wale, M.J.
2015-01-01
We show that the majority of electrical crosstalk between integrated Mach-Zehnder modulators can be caused by a shared ground path and demonstrate that in its absence crosstalk and related transmission penalty is greatly reduced.
[Investigation of Empiricism. On Ernst Mach's Conception of the Thought Experiment].
Krauthausen, Karin
2015-03-01
Investigation of Empiricism. On Ernst Mach's Conception of the Thought Experiment. The paper argues that Ernst Mach's conception of the thought experiment from 1897/1905 holds a singular position in the lively discussions and repeated theorizations that have continued up to the present in relation to this procedure. Mach derives the thought experiment from scientific practice, and does not oppose it to the physical experiment, but, on the contrary, endows it with a robust relation to the facts. For Mach, the thought experiment is a reliable means of determining empiricism, and at the same time a real, because open and unbiased, experimenting. To shed light on this approach, the paper carries out a close reading of the relevant texts in Mach's body of writings (in their different stages of revision) and proceeds in three steps: first, Mach's processual understanding of science will be presented, which also characterizes his research and publication practice (I. 'Aperçu' and 'Sketch'. Science as Process and Projection); then in a second step the physiological and biological justification and valorization of memory and association will be examined with which Mach limits the relevance of categories such as consciousness and will (II. The Biology of Consciousness. Or The Polyp Colony); against this background, thirdly, the specific empiricism can be revealed that Mach inscribes into the thought experiment by on the one hand founding it in the memory and association, and on the other by tracing it back to geometry, which he deploys as an experimenting oriented to experience (III. Thinking and Experience. The Thought Experiment). © 2015 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
Estimating the encounter rate variance in distance sampling
Fewster, R.M.; Buckland, S.T.; Burnham, K.P.; Borchers, D.L.; Jupp, P.E.; Laake, J.L.; Thomas, L.
2009-01-01
The dominant source of variance in line transect sampling is usually the encounter rate variance. Systematic survey designs are often used to reduce the true variability among different realizations of the design, but estimating the variance is difficult and estimators typically approximate the variance by treating the design as a simple random sample of lines. We explore the properties of different encounter rate variance estimators under random and systematic designs. We show that a design-based variance estimator improves upon the model-based estimator of Buckland et al. (2001, Introduction to Distance Sampling. Oxford: Oxford University Press, p. 79) when transects are positioned at random. However, if populations exhibit strong spatial trends, both estimators can have substantial positive bias under systematic designs. We show that poststratification is effective in reducing this bias. ?? 2008, The International Biometric Society.
Variance swap payoffs, risk premia and extreme market conditions
DEFF Research Database (Denmark)
Rombouts, Jeroen V.K.; Stentoft, Lars; Violante, Francesco
This paper estimates the Variance Risk Premium (VRP) directly from synthetic variance swap payoffs. Since variance swap payoffs are highly volatile, we extract the VRP by using signal extraction techniques based on a state-space representation of our model in combination with a simple economic....... The latter variables and the VRP generate different return predictability on the major US indices. A factor model is proposed to extract a market VRP which turns out to be priced when considering Fama and French portfolios....
Towards a mathematical foundation of minimum-variance theory
Energy Technology Data Exchange (ETDEWEB)
Feng Jianfeng [COGS, Sussex University, Brighton (United Kingdom); Zhang Kewei [SMS, Sussex University, Brighton (United Kingdom); Wei Gang [Mathematical Department, Baptist University, Hong Kong (China)
2002-08-30
The minimum-variance theory which accounts for arm and eye movements with noise signal inputs was proposed by Harris and Wolpert (1998 Nature 394 780-4). Here we present a detailed theoretical analysis of the theory and analytical solutions of the theory are obtained. Furthermore, we propose a new version of the minimum-variance theory, which is more realistic for a biological system. For the new version we show numerically that the variance is considerably reduced. (author)
Revisiting Einstein's Happiest Thought: On Ernst Mach and the Early History of Relativity
Staley, Richard
2016-03-01
This paper argues we should distinguish three phases in the formation of relativity. The first involved relational approaches to perception, and physiological and geometrical space and time in the 1860s and 70s. The second concerned electrodynamics and mechanics (special relativity). The third concerned mechanics, gravitation, and physical and geometrical space and time. Mach's early work on the Doppler effect, together with studies of visual and motor perception linked physiology, physics and psychology, and offered new approaches to physiological space and time. These informed the critical conceptual attacks on Newtonian absolutes that Mach famously outlined in The Science of Mechanics. Subsequently Mach identified a growing group of ``relativists,'' and his critiques helped form a foundation for later work in electrodynamics (in which he did not participate). Revisiting Mach's early work will suggest he was still more important to the development of new approaches to inertia and gravitation than has been commonly appreciated. In addition to what Einstein later called ``Mach's principle,'' I will argue that a thought experiment on falling bodies in Mach's Science of Mechanics also provided a point of inspiration for the happy thought that led Einstein to the equivalence principle.
RR-Interval variance of electrocardiogram for atrial fibrillation detection
Nuryani, N.; Solikhah, M.; Nugoho, A. S.; Afdala, A.; Anzihory, E.
2016-11-01
Atrial fibrillation is a serious heart problem originated from the upper chamber of the heart. The common indication of atrial fibrillation is irregularity of R peak-to-R-peak time interval, which is shortly called RR interval. The irregularity could be represented using variance or spread of RR interval. This article presents a system to detect atrial fibrillation using variances. Using clinical data of patients with atrial fibrillation attack, it is shown that the variance of electrocardiographic RR interval are higher during atrial fibrillation, compared to the normal one. Utilizing a simple detection technique and variances of RR intervals, we find a good performance of atrial fibrillation detection.
Multiperiod Mean-Variance Portfolio Optimization via Market Cloning
Energy Technology Data Exchange (ETDEWEB)
Ankirchner, Stefan, E-mail: ankirchner@hcm.uni-bonn.de [Rheinische Friedrich-Wilhelms-Universitaet Bonn, Institut fuer Angewandte Mathematik, Hausdorff Center for Mathematics (Germany); Dermoune, Azzouz, E-mail: Azzouz.Dermoune@math.univ-lille1.fr [Universite des Sciences et Technologies de Lille, Laboratoire Paul Painleve UMR CNRS 8524 (France)
2011-08-15
The problem of finding the mean variance optimal portfolio in a multiperiod model can not be solved directly by means of dynamic programming. In order to find a solution we therefore first introduce independent market clones having the same distributional properties as the original market, and we replace the portfolio mean and variance by their empirical counterparts. We then use dynamic programming to derive portfolios maximizing a weighted sum of the empirical mean and variance. By letting the number of market clones converge to infinity we are able to solve the original mean variance problem.
Network Structure and Biased Variance Estimation in Respondent Driven Sampling.
Verdery, Ashton M; Mouw, Ted; Bauldry, Shawn; Mucha, Peter J
2015-01-01
This paper explores bias in the estimation of sampling variance in Respondent Driven Sampling (RDS). Prior methodological work on RDS has focused on its problematic assumptions and the biases and inefficiencies of its estimators of the population mean. Nonetheless, researchers have given only slight attention to the topic of estimating sampling variance in RDS, despite the importance of variance estimation for the construction of confidence intervals and hypothesis tests. In this paper, we show that the estimators of RDS sampling variance rely on a critical assumption that the network is First Order Markov (FOM) with respect to the dependent variable of interest. We demonstrate, through intuitive examples, mathematical generalizations, and computational experiments that current RDS variance estimators will always underestimate the population sampling variance of RDS in empirical networks that do not conform to the FOM assumption. Analysis of 215 observed university and school networks from Facebook and Add Health indicates that the FOM assumption is violated in every empirical network we analyze, and that these violations lead to substantially biased RDS estimators of sampling variance. We propose and test two alternative variance estimators that show some promise for reducing biases, but which also illustrate the limits of estimating sampling variance with only partial information on the underlying population social network.
Multiperiod Mean-Variance Portfolio Optimization via Market Cloning
International Nuclear Information System (INIS)
Ankirchner, Stefan; Dermoune, Azzouz
2011-01-01
The problem of finding the mean variance optimal portfolio in a multiperiod model can not be solved directly by means of dynamic programming. In order to find a solution we therefore first introduce independent market clones having the same distributional properties as the original market, and we replace the portfolio mean and variance by their empirical counterparts. We then use dynamic programming to derive portfolios maximizing a weighted sum of the empirical mean and variance. By letting the number of market clones converge to infinity we are able to solve the original mean variance problem.
Discrete and continuous time dynamic mean-variance analysis
Reiss, Ariane
1999-01-01
Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...
Discrete time and continuous time dynamic mean-variance analysis
Reiss, Ariane
1999-01-01
Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...
ANALISIS PORTOFOLIO RESAMPLED EFFICIENT FRONTIER BERDASARKAN OPTIMASI MEAN-VARIANCE
Abdurakhman, Abdurakhman
2008-01-01
Keputusan alokasi asset yang tepat pada investasi portofolio dapat memaksimalkan keuntungan dan atau meminimalkan risiko. Metode yang sering dipakai dalam optimasi portofolio adalah metode Mean-Variance Markowitz. Dalam prakteknya, metode ini mempunyai kelemahan tidak terlalu stabil. Sedikit perubahan dalam estimasi parameter input menyebabkan perubahan besar pada komposisi portofolio. Untuk itu dikembangkan metode optimasi portofolio yang dapat mengatasi ketidakstabilan metode Mean-Variance ...
Capturing option anomalies with a variance-dependent pricing kernel
Christoffersen, P.; Heston, S.; Jacobs, K.
2013-01-01
We develop a GARCH option model with a variance premium by combining the Heston-Nandi (2000) dynamic with a new pricing kernel that nests Rubinstein (1976) and Brennan (1979). While the pricing kernel is monotonic in the stock return and in variance, its projection onto the stock return is
Realized range-based estimation of integrated variance
DEFF Research Database (Denmark)
Christensen, Kim; Podolskij, Mark
2007-01-01
We provide a set of probabilistic laws for estimating the quadratic variation of continuous semimartingales with the realized range-based variance-a statistic that replaces every squared return of the realized variance with a normalized squared range. If the entire sample path of the process is a...
Diagnostic checking in linear processes with infinit variance
Krämer, Walter; Runde, Ralf
1998-01-01
We consider empirical autocorrelations of residuals from infinite variance autoregressive processes. Unlike the finite-variance case, it emerges that the limiting distribution, after suitable normalization, is not always more concentrated around zero when residuals rather than true innovations are employed.
Evaluation of Mean and Variance Integrals without Integration
Joarder, A. H.; Omar, M. H.
2007-01-01
The mean and variance of some continuous distributions, in particular the exponentially decreasing probability distribution and the normal distribution, are considered. Since they involve integration by parts, many students do not feel comfortable. In this note, a technique is demonstrated for deriving mean and variance through differential…
Adjustment of heterogenous variances and a calving year effect in ...
African Journals Online (AJOL)
Data at the beginning and at the end of lactation period, have higher variances than tests in the middle of the lactation. Furthermore, first lactations have lower mean and variances compared to second and third lactations. This is a deviation from the basic assumptions required for the application of repeatability models.
Direct encoding of orientation variance in the visual system.
Norman, Liam J; Heywood, Charles A; Kentridge, Robert W
2015-01-01
Our perception of regional irregularity, an example of which is orientation variance, seems effortless when we view two patches of texture that differ in this attribute. Little is understood, however, of how the visual system encodes a regional statistic like orientation variance, but there is some evidence to suggest that it is directly encoded by populations of neurons tuned broadly to high or low levels. The present study shows that selective adaptation to low or high levels of variance results in a perceptual aftereffect that shifts the perceived level of variance of a subsequently viewed texture in the direction away from that of the adapting stimulus (Experiments 1 and 2). Importantly, the effect is durable across changes in mean orientation, suggesting that the encoding of orientation variance is independent of global first moment orientation statistics (i.e., mean orientation). In Experiment 3 it was shown that the variance-specific aftereffect did not show signs of being encoded in a spatiotopic reference frame, similar to the equivalent aftereffect of adaptation to the first moment orientation statistic (the tilt aftereffect), which is represented in the primary visual cortex and exists only in retinotopic coordinates. Experiment 4 shows that a neuropsychological patient with damage to ventral areas of the cortex but spared intact early areas retains sensitivity to orientation variance. Together these results suggest that orientation variance is encoded directly by the visual system and possibly at an early cortical stage.
Beyond the Mean: Sensitivities of the Variance of Population Growth.
Trotter, Meredith V; Krishna-Kumar, Siddharth; Tuljapurkar, Shripad
2013-03-01
Populations in variable environments are described by both a mean growth rate and a variance of stochastic population growth. Increasing variance will increase the width of confidence bounds around estimates of population size, growth, probability of and time to quasi-extinction. However, traditional sensitivity analyses of stochastic matrix models only consider the sensitivity of the mean growth rate. We derive an exact method for calculating the sensitivity of the variance in population growth to changes in demographic parameters. Sensitivities of the variance also allow a new sensitivity calculation for the cumulative probability of quasi-extinction. We apply this new analysis tool to an empirical dataset on at-risk polar bears to demonstrate its utility in conservation biology We find that in many cases a change in life history parameters will increase both the mean and variance of population growth of polar bears. This counterintuitive behaviour of the variance complicates predictions about overall population impacts of management interventions. Sensitivity calculations for cumulative extinction risk factor in changes to both mean and variance, providing a highly useful quantitative tool for conservation management. The mean stochastic growth rate and its sensitivities do not fully describe the dynamics of population growth. The use of variance sensitivities gives a more complete understanding of population dynamics and facilitates the calculation of new sensitivities for extinction processes.
Genotypic-specific variance in Caenorhabditis elegans lifetime fecundity.
Diaz, S Anaid; Viney, Mark
2014-06-01
Organisms live in heterogeneous environments, so strategies that maximze fitness in such environments will evolve. Variation in traits is important because it is the raw material on which natural selection acts during evolution. Phenotypic variation is usually thought to be due to genetic variation and/or environmentally induced effects. Therefore, genetically identical individuals in a constant environment should have invariant traits. Clearly, genetically identical individuals do differ phenotypically, usually thought to be due to stochastic processes. It is now becoming clear, especially from studies of unicellular species, that phenotypic variance among genetically identical individuals in a constant environment can be genetically controlled and that therefore, in principle, this can be subject to selection. However, there has been little investigation of these phenomena in multicellular species. Here, we have studied the mean lifetime fecundity (thus a trait likely to be relevant to reproductive success), and variance in lifetime fecundity, in recently-wild isolates of the model nematode Caenorhabditis elegans. We found that these genotypes differed in their variance in lifetime fecundity: some had high variance in fecundity, others very low variance. We find that this variance in lifetime fecundity was negatively related to the mean lifetime fecundity of the lines, and that the variance of the lines was positively correlated between environments. We suggest that the variance in lifetime fecundity may be a bet-hedging strategy used by this species.
On the Endogeneity of the Mean-Variance Efficient Frontier.
Somerville, R. A.; O'Connell, Paul G. J.
2002-01-01
Explains that the endogeneity of the efficient frontier in the mean-variance model of portfolio selection is commonly obscured in portfolio selection literature and in widely used textbooks. Demonstrates endogeneity and discusses the impact of parameter changes on the mean-variance efficient frontier and on the beta coefficients of individual…
42 CFR 456.522 - Content of request for variance.
2010-10-01
... 42 Public Health 4 2010-10-01 2010-10-01 false Content of request for variance. 456.522 Section 456.522 Public Health CENTERS FOR MEDICARE & MEDICAID SERVICES, DEPARTMENT OF HEALTH AND HUMAN... perform UR within the time requirements for which the variance is requested and its good faith efforts to...
29 CFR 1905.5 - Effect of variances.
2010-07-01
...-STEIGER OCCUPATIONAL SAFETY AND HEALTH ACT OF 1970 General § 1905.5 Effect of variances. All variances... Regulations Relating to Labor (Continued) OCCUPATIONAL SAFETY AND HEALTH ADMINISTRATION, DEPARTMENT OF LABOR... concerning a proposed penalty or period of abatement is pending before the Occupational Safety and Health...
29 CFR 1904.38 - Variances from the recordkeeping rule.
2010-07-01
..., DEPARTMENT OF LABOR RECORDING AND REPORTING OCCUPATIONAL INJURIES AND ILLNESSES Other OSHA Injury and Illness... he or she finds appropriate. (iv) If the Assistant Secretary grants your variance petition, OSHA will... Secretary is reviewing your variance petition. (4) If I have already been cited by OSHA for not following...
Gender Variance and Educational Psychology: Implications for Practice
Yavuz, Carrie
2016-01-01
The area of gender variance appears to be more visible in both the media and everyday life. Within educational psychology literature gender variance remains underrepresented. The positioning of educational psychologists working across the three levels of child and family, school or establishment and education authority/council, means that they are…
Minimum Variance Portfolios in the Brazilian Equity Market
Directory of Open Access Journals (Sweden)
Alexandre Rubesam
2013-03-01
Full Text Available We investigate minimum variance portfolios in the Brazilian equity market using different methods to estimate the covariance matrix, from the simple model of using the sample covariance to multivariate GARCH models. We compare the performance of the minimum variance portfolios to those of the following benchmarks: (i the IBOVESPA equity index, (ii an equally-weighted portfolio, (iii the maximum Sharpe ratio portfolio and (iv the maximum growth portfolio. Our results show that the minimum variance portfolio has higher returns with lower risk compared to the benchmarks. We also consider long-short 130/30 minimum variance portfolios and obtain similar results. The minimum variance portfolio invests in relatively few stocks with low βs measured with respect to the IBOVESPA index, being easily replicable by individual and institutional investors alike.
Dynamic pressure sensitivity determination with Mach number method
Sarraf, Christophe; Damion, Jean-Pierre
2018-05-01
Measurements of pressure in fast transient conditions are often performed even if the dynamic characteristic of the transducer are not traceable to international standards. Moreover, the question of a primary standard in dynamic pressure is still open, especially for gaseous applications. The question is to improve dynamic standards in order to respond to expressed industrial needs. In this paper, the method proposed in the EMRP IND09 ‘Dynamic’ project, which can be called the ‘ideal shock tube method’, is compared with the ‘collective standard method’ currently used in the Laboratoire de Métrologie Dynamique (LNE/ENSAM). The input is a step of pressure generated by a shock tube. The transducer is a piezoelectric pressure sensor. With the ‘ideal shock tube method’ the sensitivity of a pressure sensor is first determined dynamically. This method requires a shock tube implemented with piezoelectric shock wave detectors. The measurement of the Mach number in the tube allows an evaluation of the incident pressure amplitude of a step using a theoretical 1D model of the shock tube. Heat transfer, other actual effects and effects of the shock tube imperfections are not taken into account. The amplitude of the pressure step is then used to determine the sensitivity in dynamic conditions. The second method uses a frequency bandwidth comparison to determine pressure at frequencies from quasi-static conditions, traceable to static pressure standards, to higher frequencies (up to 10 kHz). The measurand is also a step of pressure generated by a supposed ideal shock tube or a fast-opening device. The results are provided as a transfer function with an uncertainty budget assigned to a frequency range, also deliverable frequency by frequency. The largest uncertainty in the bandwidth of comparison is used to trace the final pressure step level measured in dynamic conditions, owing that this pressure is not measurable in a steady state on a shock tube. A reference
Mach's Principle to Hubble's Law and Light Relativity
Zhang, Tianxi
2018-01-01
Discovery of the redshift-distance relation to be linear (i.e. Hubble's law) for galaxies in the end of 1920s instigated us to widely accept expansion of the universe, originated from a big bang around 14 billion years ago. Finding of the redshift-distance relation to be weaker than linear for distant type Ia supernovae nearly two decades ago further precipitated us to largely agree with recent acceleration of the universe, driven by the mysterious dark energy. The time dilation measured for supernovae has been claimed as a direct evidence for the expansion of the universe, but scientists could not explain why quasars and gamma-ray bursts had not similar time dilations. Recently, an anomaly was found in the standard template for the width of supernova light curves to be proportional to the wavelength, which exactly removed the time dilation of supernovae and hence was strongly inconsistent with the conventional redshift mechanism. In this study, we have derived a new redshift-distance relation from Mach's principle with light relativity that describes the effect of light on spacetime as well as the influence of disturbed spacetime on the light inertia or frequency. A moving object or photon, because of its continuously keeping on displacement, disturbs the rest of the entire universe or distorts/curves the spacetime. The distorted or curved spacetime then generates an effective gravitational force to act back on the moving object or photon, so that reduces the object inertia or photon frequency. Considering the disturbance of spacetime by a photon is extremely weak, we have modelled the effective gravitational force to be Newtonian and derived the new redshift-distance relation that can not only perfectly explain the redshift-distance measurement of distant type Ia supernovae but also inherently obtain Hubble's law as an approximate at small redshift. Therefore, the result obtained from this study does neither support the acceleration of the universe nor the
Blunt body near wake flow field at Mach 6
Horvath, Thomas J.; McGinley, Catherine B.; Hannemann, Klaus
1996-01-01
Tests were conducted in a Mach 6 flow to examine the reattachment process of an axisymmetric free shear layer associated with the near wake of a 70 deg. half angle, spherically blunted cone with a cylindrical after body. Model angle of incidence was fixed at 0 deg. and free-stream Reynolds numbers based on body diameter ranged from 0.5 x 10(exp 6) to 4 x 10(exp 6). The sensitivity of wake shear layer transition on reattachment heating was investigated. The present perfect gas study was designed to compliment results obtained previously in facilities capable of producing real gas effects. The instrumented blunted cone model was designed primarily for testing in high enthalpy hypervelocity shock tunnels in both this country and abroad but was amenable for testing in conventional hypersonic blowdown wind tunnels as well. Surface heating rates were inferred from temperature - time histories from coaxial surface thermocouples on the model forebody and thin film resistance gages along the model base and cylindrical after body. General flow feature (bow shock, wake shear layer, and recompression shock) locations were visually identified by schlieren photography. Mean shear layer position and growth were determined from intrusive pitot pressure surveys. In addition, wake surveys with a constant temperature hot-wire anemometer were utilized to qualitatively characterize the state of the shear layer prior to reattachment. Experimental results were compared to laminar perfect gas predictions provided by a 3-D Navier Stokes code (NSHYP). Shear layer impingement on the instrumented cylindrical after body resulted in a localized heating maximum that was 21 to 29 percent of the forebody stagnation point heating. Peak heating resulting from the reattaching shear layer was found to be a factor of 2 higher than laminar predictions, which suggested a transitional shear layer. Schlieren flow visualization and fluctuating voltage time histories and spectra from the hot wire surveys
Particle image velocimetry measurements of Mach 3 turbulent boundary layers at low Reynolds numbers
Brooks, J. M.; Gupta, A. K.; Smith, M. S.; Marineau, E. C.
2018-05-01
Particle image velocimetry (PIV) measurements of Mach 3 turbulent boundary layers (TBL) have been performed under low Reynolds number conditions, Re_τ =200{-}1000, typical of direct numerical simulations (DNS). Three reservoir pressures and three measurement locations create an overlap in parameter space at one research facility. This allows us to assess the effects of Reynolds number, particle response and boundary layer thickness separate from facility specific experimental apparatus or methods. The Morkovin-scaled streamwise fluctuating velocity profiles agree well with published experimental and numerical data and show a small standard deviation among the nine test conditions. The wall-normal fluctuating velocity profiles show larger variations which appears to be due to particle lag. Prior to the current study, no detailed experimental study characterizing the effect of Stokes number on attenuating wall-normal fluctuating velocities has been performed. A linear variation is found between the Stokes number ( St) and the relative error in wall-normal fluctuating velocity magnitude (compared to hot wire anemometry data from Klebanoff, Characteristics of Turbulence in a Boundary Layer with Zero Pressure Gradient. Tech. Rep. NACA-TR-1247, National Advisory Committee for Aeronautics, Springfield, Virginia, 1955). The relative error ranges from about 10% for St=0.26 to over 50% for St=1.06. Particle lag and spatial resolution are shown to act as low-pass filters on the fluctuating velocity power spectral densities which limit the measurable energy content. The wall-normal component appears more susceptible to these effects due to the flatter spectrum profile which indicates that there is additional energy at higher wave numbers not measured by PIV. The upstream inclination and spatial correlation extent of coherent turbulent structures agree well with published data including those using krypton tagging velocimetry (KTV) performed at the same facility.
Integrating mean and variance heterogeneities to identify differentially expressed genes.
Ouyang, Weiwei; An, Qiang; Zhao, Jinying; Qin, Huaizhen
2016-12-06
In functional genomics studies, tests on mean heterogeneity have been widely employed to identify differentially expressed genes with distinct mean expression levels under different experimental conditions. Variance heterogeneity (aka, the difference between condition-specific variances) of gene expression levels is simply neglected or calibrated for as an impediment. The mean heterogeneity in the expression level of a gene reflects one aspect of its distribution alteration; and variance heterogeneity induced by condition change may reflect another aspect. Change in condition may alter both mean and some higher-order characteristics of the distributions of expression levels of susceptible genes. In this report, we put forth a conception of mean-variance differentially expressed (MVDE) genes, whose expression means and variances are sensitive to the change in experimental condition. We mathematically proved the null independence of existent mean heterogeneity tests and variance heterogeneity tests. Based on the independence, we proposed an integrative mean-variance test (IMVT) to combine gene-wise mean heterogeneity and variance heterogeneity induced by condition change. The IMVT outperformed its competitors under comprehensive simulations of normality and Laplace settings. For moderate samples, the IMVT well controlled type I error rates, and so did existent mean heterogeneity test (i.e., the Welch t test (WT), the moderated Welch t test (MWT)) and the procedure of separate tests on mean and variance heterogeneities (SMVT), but the likelihood ratio test (LRT) severely inflated type I error rates. In presence of variance heterogeneity, the IMVT appeared noticeably more powerful than all the valid mean heterogeneity tests. Application to the gene profiles of peripheral circulating B raised solid evidence of informative variance heterogeneity. After adjusting for background data structure, the IMVT replicated previous discoveries and identified novel experiment
On the instabilities of supersonic mixing layers - A high-Mach-number asymptotic theory
Balsa, Thomas F.; Goldstein, M. E.
1990-01-01
The stability of a family of tanh mixing layers is studied at large Mach numbers using perturbation methods. It is found that the eigenfunction develops a multilayered structure, and the eigenvalue is obtained by solving a simplified version of the Rayleigh equation (with homogeneous boundary conditions) in one of these layers which lies in either of the external streams. This analysis leads to a simple hypersonic similarity law which explains how spatial and temporal phase speeds and growth rates scale with Mach number and temperature ratio. Comparisons are made with numerical results, and it is found that this similarity law provides a good qualitative guide for the behavior of the instability at high Mach numbers. In addition to this asymptotic theory, some fully numerical results are also presented (with no limitation on the Mach number) in order to explain the origin of the hypersonic modes (through mode splitting) and to discuss the role of oblique modes over a very wide range of Mach number and temperature ratio.
Increased Mach Number Capability for the NASA Glenn 10x10 Supersonic Wind Tunnel
Slater, J. W.; Saunders, J. D.
2015-01-01
Computational simulations and wind tunnel testing were conducted to explore the operation of the Abe Silverstein Supersonic Wind Tunnel at the NASA Glenn Research Center at test section Mach numbers above the current limit of Mach 3.5. An increased Mach number would enhance the capability for testing of supersonic and hypersonic propulsion systems. The focus of the explorations was on understanding the flow within the second throat of the tunnel, which is downstream of the test section and is where the supersonic flow decelerates to subsonic flow. Methods of computational fluid dynamics (CFD) were applied to provide details of the shock boundary layer structure and to estimate losses in total pressure. The CFD simulations indicated that the tunnel could be operated up to Mach 4.0 if the minimum width of the second throat was made smaller than that used for previous operation of the tunnel. Wind tunnel testing was able to confirm such operation of the tunnel at Mach 3.6 and 3.7 before a hydraulic failure caused a stop to the testing. CFD simulations performed after the wind tunnel testing showed good agreement with test data consisting of static pressures along the ceiling of the second throat. The CFD analyses showed increased shockwave boundary layer interactions, which was also observed as increased unsteadiness of dynamic pressures collected in the wind tunnel testing.
Human vision model in relation to characteristics of shapes for the Mach band effect.
Wu, Bo-Wen; Fang, Yi-Chin
2015-10-01
For human vision to recognize the contours of objects means that, as the contrast variation at the object's edges increases, so will the Mach band effect of human vision. This paper more deeply investigates the relationship between changes in the contours of an object and the Mach band effect of human vision. Based on lateral inhibition and the Mach band effect, we studied subjects' eyes as they watched images of different shapes under a fixed brightness at 34 cd/m2, with changes of contrast and spatial frequency. Three types of display were used: a television, a computer monitor, and a projector. For each display used, we conducted a separate experiment for each shape. Although the maximum values for the contrast sensitivity function curves of the displays were different, their variations were minimal. As the spatial frequency changed, the diminishing effect of the different lines also was minimal. However, as the shapes at the contour intersections were modified by the Mach band effect, a greater degree of variation occurred. In addition, as the spatial frequency at a contour intersection increased, the Mach band effect became lower, along with changes in the corresponding contrast sensitivity function curve. Our experimental results on the characteristics of human vision have led to what we believe is a new vision model based on tests with different shapes. This new model may be used for future development and implementation of an artificial vision system.
High Mach flow associated with plasma detachment in JT-60U
International Nuclear Information System (INIS)
Hatayama, A.; Hoshino, K.; Miyamoto, K.
2003-01-01
Recent new results of the high Mach flows associated with plasma detachment are presented on the basis of numerical simulations by a 2-D edge simulation code (the B2-Eirene code) and their comparisons with experiments in JT-60U W-shaped divertor plasma. High Mach flows appear near the ionization front away from the target plate. The plasma static pressure rapidly drops, while the total pressure is kept almost constant near the ionization front, because the ionization front near the X-point is clearly separated from the momentum loss region near the target plate. Redistribution from static to dynamic pressure without a large momentum loss is confirmed to be a possible mechanism of the high Mach flows. It has been also shown that the radial structure of the high Mach flow near the X point away from the target plate has a strong correlation with the DOD (Degree of Detachment) at the target plate. Also, we have made systematic analyses on the high Mach flows for both the 'Open' geometry and the 'W-shaped' geometry of JT-60U in order to clarify the geometric effects on the flows. (author)
Guzzardi, Luca
2014-06-01
This paper discusses Ernst Mach's interpretation of the principle of energy conservation (EC) in the context of the development of energy concepts and ideas about causality in nineteenth-century physics and theory of science. In doing this, it focuses on the close relationship between causality, energy conservation and space in Mach's antireductionist view of science. Mach expounds his thesis about EC in his first historical-epistemological essay, Die Geschichte und die Wurzel des Satzes von der Erhaltung der Arbeit (1872): far from being a new principle, it is used from the early beginnings of mechanics independently from other principles; in fact, EC is a pre-mechanical principle which is generally applied in investigating nature: it is, indeed, nothing but a form of the principle of causality. The paper focuses on the scientific-historical premises and philosophical underpinnings of Mach's thesis, beginning with the classic debate on the validity and limits of the notion of cause by Hume, Kant, and Helmholtz. Such reference also implies a discussion of the relationship between causality on the one hand and space and time on the other. This connection plays a major role for Mach, and in the final paragraphs its importance is argued in order to understand his antireductionist perspective, i.e. the rejection of any attempt to give an ultimate explanation of the world via reduction of nature to one fundamental set of phenomena.
Comparing estimates of genetic variance across different relationship models.
Legarra, Andres
2016-02-01
Use of relationships between individuals to estimate genetic variances and heritabilities via mixed models is standard practice in human, plant and livestock genetics. Different models or information for relationships may give different estimates of genetic variances. However, comparing these estimates across different relationship models is not straightforward as the implied base populations differ between relationship models. In this work, I present a method to compare estimates of variance components across different relationship models. I suggest referring genetic variances obtained using different relationship models to the same reference population, usually a set of individuals in the population. Expected genetic variance of this population is the estimated variance component from the mixed model times a statistic, Dk, which is the average self-relationship minus the average (self- and across-) relationship. For most typical models of relationships, Dk is close to 1. However, this is not true for very deep pedigrees, for identity-by-state relationships, or for non-parametric kernels, which tend to overestimate the genetic variance and the heritability. Using mice data, I show that heritabilities from identity-by-state and kernel-based relationships are overestimated. Weighting these estimates by Dk scales them to a base comparable to genomic or pedigree relationships, avoiding wrong comparisons, for instance, "missing heritabilities". Copyright © 2015 Elsevier Inc. All rights reserved.
Cui, Peng; Xu, WanWu; Li, Qinglian
2018-01-01
Currently, the upper operating limit of the turbine engine is Mach 2+, and the lower limit of the dual-mode scramjet is Mach 4. Therefore no single power systems can operate within the range between Mach 2 + and Mach 4. By using ejector rockets, Rocket-based-combined-cycle can work well in the above scope. As the key component of Rocket-based-combined-cycle, the ejector rocket has significant influence on Rocket-based-combined-cycle performance. Research on the influence of rocket parameters on Rocket-based-combined-cycle in the speed range of Mach 2 + to Mach 4 is scarce. In the present study, influences of Mach number and total pressure of the ejector rocket on Rocket-based-combined-cycle were analyzed numerically. Due to the significant effects of the flight conditions and the Rocket-based-combined-cycle configuration on Rocket-based-combined-cycle performances, flight altitude, flight Mach number, and divergence ratio were also considered. The simulation results indicate that matching lower altitude with higher flight Mach numbers can increase Rocket-based-combined-cycle thrust. For another thing, with an increase of the divergent ratio, the effect of the divergent configuration will strengthen and there is a limit on the divergent ratio. When the divergent ratio is greater than the limit, the effect of divergent configuration will gradually exceed that of combustion on supersonic flows. Further increases in the divergent ratio will decrease Rocket-based-combined-cycle thrust.
Variance computations for functional of absolute risk estimates.
Pfeiffer, R M; Petracci, E
2011-07-01
We present a simple influence function based approach to compute the variances of estimates of absolute risk and functions of absolute risk. We apply this approach to criteria that assess the impact of changes in the risk factor distribution on absolute risk for an individual and at the population level. As an illustration we use an absolute risk prediction model for breast cancer that includes modifiable risk factors in addition to standard breast cancer risk factors. Influence function based variance estimates for absolute risk and the criteria are compared to bootstrap variance estimates.
Estimating High-Frequency Based (Co-) Variances: A Unified Approach
DEFF Research Database (Denmark)
Voev, Valeri; Nolte, Ingmar
We propose a unified framework for estimating integrated variances and covariances based on simple OLS regressions, allowing for a general market microstructure noise specification. We show that our estimators can outperform, in terms of the root mean squared error criterion, the most recent...... and commonly applied estimators, such as the realized kernels of Barndorff-Nielsen, Hansen, Lunde & Shephard (2006), the two-scales realized variance of Zhang, Mykland & Aït-Sahalia (2005), the Hayashi & Yoshida (2005) covariance estimator, and the realized variance and covariance with the optimal sampling...
Meta-analysis of SNPs involved in variance heterogeneity using Levene's test for equal variances
Deng, Wei Q; Asma, Senay; Paré, Guillaume
2014-01-01
Meta-analysis is a commonly used approach to increase the sample size for genome-wide association searches when individual studies are otherwise underpowered. Here, we present a meta-analysis procedure to estimate the heterogeneity of the quantitative trait variance attributable to genetic variants using Levene's test without needing to exchange individual-level data. The meta-analysis of Levene's test offers the opportunity to combine the considerable sample size of a genome-wide meta-analysis to identify the genetic basis of phenotypic variability and to prioritize single-nucleotide polymorphisms (SNPs) for gene–gene and gene–environment interactions. The use of Levene's test has several advantages, including robustness to departure from the normality assumption, freedom from the influence of the main effects of SNPs, and no assumption of an additive genetic model. We conducted a meta-analysis of the log-transformed body mass index of 5892 individuals and identified a variant with a highly suggestive Levene's test P-value of 4.28E-06 near the NEGR1 locus known to be associated with extreme obesity. PMID:23921533
Energy Technology Data Exchange (ETDEWEB)
Core, X.
2002-02-01
The isobar approximation for the system of the balance equations of mass, momentum, energy and chemical species is a suitable approximation to represent low Mach number reactive flows. In this approximation, which neglects acoustics phenomena, the mixture is hydrodynamically incompressible and the thermodynamic effects lead to an uniform compression of the system. We present a novel numerical scheme for this approximation. An incremental projection method, which uses the original form of mass balance equation, discretizes in time the Navier-Stokes equations. Spatial discretization is achieved through a finite volume approach on MAC-type staggered mesh. A higher order de-centered scheme is used to compute the convective fluxes. We associate to this discretization a local mesh refinement method, based on Flux Interface Correction technique. A first application concerns a forced flow with variable density which mimics a combustion problem. The second application is natural convection with first small temperature variations and then beyond the limit of validity of the Boussinesq approximation. Finally, we treat a third application which is a laminar diffusion flame. For each of these test problems, we demonstrate the robustness of the proposed numerical scheme, notably for the density spatial variations. We analyze the gain in accuracy obtained with the local mesh refinement method. (author)
Bizzarri, A.; Dunham, Eric M.; Spudich, P.
2010-01-01
We study how heterogeneous rupture propagation affects the coherence of shear and Rayleigh Mach wavefronts radiated by supershear earthquakes. We address this question using numerical simulations of ruptures on a planar, vertical strike-slip fault embedded in a three-dimensional, homogeneous, linear elastic half-space. Ruptures propagate spontaneously in accordance with a linear slip-weakening friction law through both homogeneous and heterogeneous initial shear stress fields. In the 3-D homogeneous case, rupture fronts are curved owing to interactions with the free surface and the finite fault width; however, this curvature does not greatly diminish the coherence of Mach fronts relative to cases in which the rupture front is constrained to be straight, as studied by Dunham and Bhat (2008a). Introducing heterogeneity in the initial shear stress distribution causes ruptures to propagate at speeds that locally fluctuate above and below the shear wave speed. Calculations of the Fourier amplitude spectra (FAS) of ground velocity time histories corroborate the kinematic results of Bizzarri and Spudich (2008a): (1) The ground motion of a supershear rupture is richer in high frequency with respect to a subshear one. (2) When a Mach pulse is present, its high frequency content overwhelms that arising from stress heterogeneity. Present numerical experiments indicate that a Mach pulse causes approximately an ω−1.7 high frequency falloff in the FAS of ground displacement. Moreover, within the context of the employed representation of heterogeneities and over the range of parameter space that is accessible with current computational resources, our simulations suggest that while heterogeneities reduce peak ground velocity and diminish the coherence of the Mach fronts, ground motion at stations experiencing Mach pulses should be richer in high frequencies compared to stations without Mach pulses. In contrast to the foregoing theoretical results, we find no average elevation
Cost-effective evolution of research prototypes into end-user tools: The MACH case study
DEFF Research Database (Denmark)
Störrle, Harald
2017-01-01
's claim by fellow scientists, and (3) demonstrate the utility and value of the research contribution to any interested parties. However, turning an exploratory prototype into a “proper” tool for end-users often entails great effort. Heavyweight mainstream frameworks such as Eclipse do not address...... this issue; their steep learning curves constitute substantial entry barriers to such ecosystems. In this paper, we present the Model Analyzer/Checker (MACH), a stand-alone tool with a command-line interpreter. MACH integrates a set of research prototypes for analyzing UML models. By choosing a simple...... command line interpreter rather than (costly) graphical user interface, we achieved the core goal of quickly deploying research results to a broader audience while keeping the required effort to an absolute minimum. We analyze MACH as a case study of how requirements and constraints in an academic...
Hyper-X Mach 7 Scramjet Design, Ground Test and Flight Results
Ferlemann, Shelly M.; McClinton, Charles R.; Rock, Ken E.; Voland, Randy T.
2005-01-01
The successful Mach 7 flight test of the Hyper-X (X-43) research vehicle has provided the major, essential demonstration of the capability of the airframe integrated scramjet engine. This flight was a crucial first step toward realizing the potential for airbreathing hypersonic propulsion for application to space launch vehicles. However, it is not sufficient to have just achieved a successful flight. The more useful knowledge gained from the flight is how well the prediction methods matched the actual test results in order to have confidence that these methods can be applied to the design of other scramjet engines and powered vehicles. The propulsion predictions for the Mach 7 flight test were calculated using the computer code, SRGULL, with input from computational fluid dynamics (CFD) and wind tunnel tests. This paper will discuss the evolution of the Mach 7 Hyper-X engine, ground wind tunnel experiments, propulsion prediction methodology, flight results and validation of design methods.
Directory of Open Access Journals (Sweden)
Erinc Erdem
2014-12-01
Full Text Available An experimental investigation of sonic air, CO2 and Helium transverse jets in Mach 5 cross flow was carried out over a flat plate. The jet to freestream momentum flux ratio, J, was kept the same for all gases. The unsteady flow topology was examined using high speed schlieren visualisation and PIV. Schlieren visualisation provided information regarding oscillating jet shear layer structures and bow shock, Mach disc and barrel shocks. Two-component PIV measurements at the centreline, provided information regarding jet penetration trajectories. Barrel shocks and Mach disc forming the jet boundary were visualised/quantified also jet penetration boundaries were determined. Even though J is kept the same for all gases, the penetration patterns were found to be remarkably different both at the nearfield and the farfield. Air and CO2 jet resulted similar nearfield and farfield penetration pattern whereas Helium jet spread minimal in the nearfield.
Comparison of variance estimators for metaanalysis of instrumental variable estimates
Schmidt, A. F.; Hingorani, A. D.; Jefferis, B. J.; White, J.; Groenwold, R. H H; Dudbridge, F.; Ben-Shlomo, Y.; Chaturvedi, N.; Engmann, J.; Hughes, A.; Humphries, S.; Hypponen, E.; Kivimaki, M.; Kuh, D.; Kumari, M.; Menon, U.; Morris, R.; Power, C.; Price, J.; Wannamethee, G.; Whincup, P.
2016-01-01
Background: Mendelian randomization studies perform instrumental variable (IV) analysis using genetic IVs. Results of individual Mendelian randomization studies can be pooled through meta-analysis. We explored how different variance estimators influence the meta-analysed IV estimate. Methods: Two
Phenotypic variance explained by local ancestry in admixed African Americans.
Shriner, Daniel; Bentley, Amy R; Doumatey, Ayo P; Chen, Guanjie; Zhou, Jie; Adeyemo, Adebowale; Rotimi, Charles N
2015-01-01
We surveyed 26 quantitative traits and disease outcomes to understand the proportion of phenotypic variance explained by local ancestry in admixed African Americans. After inferring local ancestry as the number of African-ancestry chromosomes at hundreds of thousands of genotyped loci across all autosomes, we used a linear mixed effects model to estimate the variance explained by local ancestry in two large independent samples of unrelated African Americans. We found that local ancestry at major and polygenic effect genes can explain up to 20 and 8% of phenotypic variance, respectively. These findings provide evidence that most but not all additive genetic variance is explained by genetic markers undifferentiated by ancestry. These results also inform the proportion of health disparities due to genetic risk factors and the magnitude of error in association studies not controlling for local ancestry.
Allowable variance set on left ventricular function parameter
International Nuclear Information System (INIS)
Zhou Li'na; Qi Zhongzhi; Zeng Yu; Ou Xiaohong; Li Lin
2010-01-01
Purpose: To evaluate the influence of allowable Variance settings on left ventricular function parameter of the arrhythmia patients during gated myocardial perfusion imaging. Method: 42 patients with evident arrhythmia underwent myocardial perfusion SPECT, 3 different allowable variance with 20%, 60%, 100% would be set before acquisition for every patients,and they will be acquired simultaneously. After reconstruction by Astonish, end-diastole volume(EDV) and end-systolic volume (ESV) and left ventricular ejection fraction (LVEF) would be computed with Quantitative Gated SPECT(QGS). Using SPSS software EDV, ESV, EF values of analysis of variance. Result: there is no statistical difference between three groups. Conclusion: arrhythmia patients undergo Gated myocardial perfusion imaging, Allowable Variance settings on EDV, ESV, EF value does not have a statistical meaning. (authors)
Host nutrition alters the variance in parasite transmission potential.
Vale, Pedro F; Choisy, Marc; Little, Tom J
2013-04-23
The environmental conditions experienced by hosts are known to affect their mean parasite transmission potential. How different conditions may affect the variance of transmission potential has received less attention, but is an important question for disease management, especially if specific ecological contexts are more likely to foster a few extremely infectious hosts. Using the obligate-killing bacterium Pasteuria ramosa and its crustacean host Daphnia magna, we analysed how host nutrition affected the variance of individual parasite loads, and, therefore, transmission potential. Under low food, individual parasite loads showed similar mean and variance, following a Poisson distribution. By contrast, among well-nourished hosts, parasite loads were right-skewed and overdispersed, following a negative binomial distribution. Abundant food may, therefore, yield individuals causing potentially more transmission than the population average. Measuring both the mean and variance of individual parasite loads in controlled experimental infections may offer a useful way of revealing risk factors for potential highly infectious hosts.
Minimum variance Monte Carlo importance sampling with parametric dependence
International Nuclear Information System (INIS)
Ragheb, M.M.H.; Halton, J.; Maynard, C.W.
1981-01-01
An approach for Monte Carlo Importance Sampling with parametric dependence is proposed. It depends upon obtaining by proper weighting over a single stage the overall functional dependence of the variance on the importance function parameter over a broad range of its values. Results corresponding to minimum variance are adapted and other results rejected. Numerical calculation for the estimation of intergrals are compared to Crude Monte Carlo. Results explain the occurrences of the effective biases (even though the theoretical bias is zero) and infinite variances which arise in calculations involving severe biasing and a moderate number of historis. Extension to particle transport applications is briefly discussed. The approach constitutes an extension of a theory on the application of Monte Carlo for the calculation of functional dependences introduced by Frolov and Chentsov to biasing, or importance sample calculations; and is a generalization which avoids nonconvergence to the optimal values in some cases of a multistage method for variance reduction introduced by Spanier. (orig.) [de
Advanced methods of analysis variance on scenarios of nuclear prospective
International Nuclear Information System (INIS)
Blazquez, J.; Montalvo, C.; Balbas, M.; Garcia-Berrocal, A.
2011-01-01
Traditional techniques of propagation of variance are not very reliable, because there are uncertainties of 100% relative value, for this so use less conventional methods, such as Beta distribution, Fuzzy Logic and the Monte Carlo Method.
Some variance reduction methods for numerical stochastic homogenization.
Blanc, X; Le Bris, C; Legoll, F
2016-04-28
We give an overview of a series of recent studies devoted to variance reduction techniques for numerical stochastic homogenization. Numerical homogenization requires that a set of problems is solved at the microscale, the so-called corrector problems. In a random environment, these problems are stochastic and therefore need to be repeatedly solved, for several configurations of the medium considered. An empirical average over all configurations is then performed using the Monte Carlo approach, so as to approximate the effective coefficients necessary to determine the macroscopic behaviour. Variance severely affects the accuracy and the cost of such computations. Variance reduction approaches, borrowed from other contexts in the engineering sciences, can be useful. Some of these variance reduction techniques are presented, studied and tested here. © 2016 The Author(s).
Heritability, variance components and genetic advance of some ...
African Journals Online (AJOL)
Heritability, variance components and genetic advance of some yield and yield related traits in Ethiopian ... African Journal of Biotechnology ... randomized complete block design at Adet Agricultural Research Station in 2008 cropping season.
Variance Function Partially Linear Single-Index Models1.
Lian, Heng; Liang, Hua; Carroll, Raymond J
2015-01-01
We consider heteroscedastic regression models where the mean function is a partially linear single index model and the variance function depends upon a generalized partially linear single index model. We do not insist that the variance function depend only upon the mean function, as happens in the classical generalized partially linear single index model. We develop efficient and practical estimation methods for the variance function and for the mean function. Asymptotic theory for the parametric and nonparametric parts of the model is developed. Simulations illustrate the results. An empirical example involving ozone levels is used to further illustrate the results, and is shown to be a case where the variance function does not depend upon the mean function.
Variance estimation in the analysis of microarray data
Wang, Yuedong; Ma, Yanyuan; Carroll, Raymond J.
2009-01-01
Microarrays are one of the most widely used high throughput technologies. One of the main problems in the area is that conventional estimates of the variances that are required in the t-statistic and other statistics are unreliable owing
Röring, Johan
2017-01-01
Volatility is a common risk measure in the field of finance that describes the magnitude of an asset’s up and down movement. From only being a risk measure, volatility has become an asset class of its own and volatility derivatives enable traders to get an isolated exposure to an asset’s volatility. Two kinds of volatility derivatives are volatility swaps and variance swaps. The problem with volatility swaps and variance swaps is that they require estimations of the future variance and volati...
ASYMMETRY OF MARKET RETURNS AND THE MEAN VARIANCE FRONTIER
SENGUPTA, Jati K.; PARK, Hyung S.
1994-01-01
The hypothesis that the skewness and asymmetry have no significant impact on the mean variance frontier is found to be strongly violated by monthly U.S. data over the period January 1965 through December 1974. This result raises serious doubts whether the common market portifolios such as SP 500, value weighted and equal weighted returns can serve as suitable proxies for meanvariance efficient portfolios in the CAPM framework. A new test for assessing the impact of skewness on the variance fr...
Towards the ultimate variance-conserving convection scheme
International Nuclear Information System (INIS)
Os, J.J.A.M. van; Uittenbogaard, R.E.
2004-01-01
In the past various arguments have been used for applying kinetic energy-conserving advection schemes in numerical simulations of incompressible fluid flows. One argument is obeying the programmed dissipation by viscous stresses or by sub-grid stresses in Direct Numerical Simulation and Large Eddy Simulation, see e.g. [Phys. Fluids A 3 (7) (1991) 1766]. Another argument is that, according to e.g. [J. Comput. Phys. 6 (1970) 392; 1 (1966) 119], energy-conserving convection schemes are more stable i.e. by prohibiting a spurious blow-up of volume-integrated energy in a closed volume without external energy sources. In the above-mentioned references it is stated that nonlinear instability is due to spatial truncation rather than to time truncation and therefore these papers are mainly concerned with the spatial integration. In this paper we demonstrate that discretized temporal integration of a spatially variance-conserving convection scheme can induce non-energy conserving solutions. In this paper the conservation of the variance of a scalar property is taken as a simple model for the conservation of kinetic energy. In addition, the derivation and testing of a variance-conserving scheme allows for a clear definition of kinetic energy-conserving advection schemes for solving the Navier-Stokes equations. Consequently, we first derive and test a strictly variance-conserving space-time discretization for the convection term in the convection-diffusion equation. Our starting point is the variance-conserving spatial discretization of the convection operator presented by Piacsek and Williams [J. Comput. Phys. 6 (1970) 392]. In terms of its conservation properties, our variance-conserving scheme is compared to other spatially variance-conserving schemes as well as with the non-variance-conserving schemes applied in our shallow-water solver, see e.g. [Direct and Large-eddy Simulation Workshop IV, ERCOFTAC Series, Kluwer Academic Publishers, 2001, pp. 409-287
Problems of variance reduction in the simulation of random variables
International Nuclear Information System (INIS)
Lessi, O.
1987-01-01
The definition of the uniform linear generator is given and some of the mostly used tests to evaluate the uniformity and the independence of the obtained determinations are listed. The problem of calculating, through simulation, some moment W of a random variable function is taken into account. The Monte Carlo method enables the moment W to be estimated and the estimator variance to be obtained. Some techniques for the construction of other estimators of W with a reduced variance are introduced
Cumulative prospect theory and mean variance analysis. A rigorous comparison
Hens, Thorsten; Mayer, Janos
2012-01-01
We compare asset allocations derived for cumulative prospect theory(CPT) based on two different methods: Maximizing CPT along the mean–variance efficient frontier and maximizing it without that restriction. We find that with normally distributed returns the difference is negligible. However, using standard asset allocation data of pension funds the difference is considerable. Moreover, with derivatives like call options the restriction to the mean-variance efficient frontier results in a siza...
Global Variance Risk Premium and Forex Return Predictability
Aloosh, Arash
2014-01-01
In a long-run risk model with stochastic volatility and frictionless markets, I express expected forex returns as a function of consumption growth variances and stock variance risk premiums (VRPs)—the difference between the risk-neutral and statistical expectations of market return variation. This provides a motivation for using the forward-looking information available in stock market volatility indices to predict forex returns. Empirically, I find that stock VRPs predict forex returns at a ...
Global Gravity Wave Variances from Aura MLS: Characteristics and Interpretation
2008-12-01
slight longitudinal variations, with secondary high- latitude peaks occurring over Greenland and Europe . As the QBO changes to the westerly phase, the...equatorial GW temperature variances from suborbital data (e.g., Eck- ermann et al. 1995). The extratropical wave variances are generally larger in the...emanating from tropopause altitudes, presumably radiated from tropospheric jet stream in- stabilities associated with baroclinic storm systems that
Temperature variance study in Monte-Carlo photon transport theory
International Nuclear Information System (INIS)
Giorla, J.
1985-10-01
We study different Monte-Carlo methods for solving radiative transfer problems, and particularly Fleck's Monte-Carlo method. We first give the different time-discretization schemes and the corresponding stability criteria. Then we write the temperature variance as a function of the variances of temperature and absorbed energy at the previous time step. Finally we obtain some stability criteria for the Monte-Carlo method in the stationary case [fr
Mean-Variance Optimization in Markov Decision Processes
Mannor, Shie; Tsitsiklis, John N.
2011-01-01
We consider finite horizon Markov decision processes under performance measures that involve both the mean and the variance of the cumulative reward. We show that either randomized or history-based policies can improve performance. We prove that the complexity of computing a policy that maximizes the mean reward under a variance constraint is NP-hard for some cases, and strongly NP-hard for others. We finally offer pseudo-polynomial exact and approximation algorithms.
The asymptotic variance of departures in critically loaded queues
Al Hanbali, Ahmad; Mandjes, M.R.H.; Nazarathy, Y.; Whitt, W.
2011-01-01
We consider the asymptotic variance of the departure counting process D(t) of the GI/G/1 queue; D(t) denotes the number of departures up to time t. We focus on the case where the system load ϱ equals 1, and prove that the asymptotic variance rate satisfies limt→∞varD(t) / t = λ(1 - 2 / π)(ca2 +
Automatic variance reduction for Monte Carlo simulations via the local importance function transform
International Nuclear Information System (INIS)
Turner, S.A.
1996-02-01
The author derives a transformed transport problem that can be solved theoretically by analog Monte Carlo with zero variance. However, the Monte Carlo simulation of this transformed problem cannot be implemented in practice, so he develops a method for approximating it. The approximation to the zero variance method consists of replacing the continuous adjoint transport solution in the transformed transport problem by a piecewise continuous approximation containing local biasing parameters obtained from a deterministic calculation. He uses the transport and collision processes of the transformed problem to bias distance-to-collision and selection of post-collision energy groups and trajectories in a traditional Monte Carlo simulation of ''real'' particles. He refers to the resulting variance reduction method as the Local Importance Function Transform (LIFI) method. He demonstrates the efficiency of the LIFT method for several 3-D, linearly anisotropic scattering, one-group, and multigroup problems. In these problems the LIFT method is shown to be more efficient than the AVATAR scheme, which is one of the best variance reduction techniques currently available in a state-of-the-art Monte Carlo code. For most of the problems considered, the LIFT method produces higher figures of merit than AVATAR, even when the LIFT method is used as a ''black box''. There are some problems that cause trouble for most variance reduction techniques, and the LIFT method is no exception. For example, the author demonstrates that problems with voids, or low density regions, can cause a reduction in the efficiency of the LIFT method. However, the LIFT method still performs better than survival biasing and AVATAR in these difficult cases
Variance and covariance calculations for nuclear materials accounting using ''MAVARIC''
International Nuclear Information System (INIS)
Nasseri, K.K.
1987-07-01
Determination of the detection sensitivity of a materials accounting system to the loss of special nuclear material (SNM) requires (1) obtaining a relation for the variance of the materials balance by propagation of the instrument errors for the measured quantities that appear in the materials balance equation and (2) substituting measured values and their error standard deviations into this relation and calculating the variance of the materials balance. MAVARIC (Materials Accounting VARIance Calculations) is a custom spreadsheet, designed using the second release of Lotus 1-2-3, that significantly reduces the effort required to make the necessary variance (and covariance) calculations needed to determine the detection sensitivity of a materials accounting system. Predefined macros within the spreadsheet allow the user to carry out long, tedious procedures with only a few keystrokes. MAVARIC requires that the user enter the following data into one of four data tables, depending on the type of the term in the materials balance equation; the SNM concentration, the bulk mass (or solution volume), the measurement error standard deviations, and the number of measurements made during an accounting period. The user can also specify if there are correlations between transfer terms. Based on these data entries, MAVARIC can calculate the variance of the materials balance and the square root of this variance, from which the detection sensitivity of the accounting system can be determined
Variance estimation in the analysis of microarray data
Wang, Yuedong
2009-04-01
Microarrays are one of the most widely used high throughput technologies. One of the main problems in the area is that conventional estimates of the variances that are required in the t-statistic and other statistics are unreliable owing to the small number of replications. Various methods have been proposed in the literature to overcome this lack of degrees of freedom problem. In this context, it is commonly observed that the variance increases proportionally with the intensity level, which has led many researchers to assume that the variance is a function of the mean. Here we concentrate on estimation of the variance as a function of an unknown mean in two models: the constant coefficient of variation model and the quadratic variance-mean model. Because the means are unknown and estimated with few degrees of freedom, naive methods that use the sample mean in place of the true mean are generally biased because of the errors-in-variables phenomenon. We propose three methods for overcoming this bias. The first two are variations on the theme of the so-called heteroscedastic simulation-extrapolation estimator, modified to estimate the variance function consistently. The third class of estimators is entirely different, being based on semiparametric information calculations. Simulations show the power of our methods and their lack of bias compared with the naive method that ignores the measurement error. The methodology is illustrated by using microarray data from leukaemia patients.
Why risk is not variance: an expository note.
Cox, Louis Anthony Tony
2008-08-01
Variance (or standard deviation) of return is widely used as a measure of risk in financial investment risk analysis applications, where mean-variance analysis is applied to calculate efficient frontiers and undominated portfolios. Why, then, do health, safety, and environmental (HS&E) and reliability engineering risk analysts insist on defining risk more flexibly, as being determined by probabilities and consequences, rather than simply by variances? This note suggests an answer by providing a simple proof that mean-variance decision making violates the principle that a rational decisionmaker should prefer higher to lower probabilities of receiving a fixed gain, all else being equal. Indeed, simply hypothesizing a continuous increasing indifference curve for mean-variance combinations at the origin is enough to imply that a decisionmaker must find unacceptable some prospects that offer a positive probability of gain and zero probability of loss. Unlike some previous analyses of limitations of variance as a risk metric, this expository note uses only simple mathematics and does not require the additional framework of von Neumann Morgenstern utility theory.
Approximate zero-variance Monte Carlo estimation of Markovian unreliability
International Nuclear Information System (INIS)
Delcoux, J.L.; Labeau, P.E.; Devooght, J.
1997-01-01
Monte Carlo simulation has become an important tool for the estimation of reliability characteristics, since conventional numerical methods are no more efficient when the size of the system to solve increases. However, evaluating by a simulation the probability of occurrence of very rare events means playing a very large number of histories of the system, which leads to unacceptable computation times. Acceleration and variance reduction techniques have to be worked out. We show in this paper how to write the equations of Markovian reliability as a transport problem, and how the well known zero-variance scheme can be adapted to this application. But such a method is always specific to the estimation of one quality, while a Monte Carlo simulation allows to perform simultaneously estimations of diverse quantities. Therefore, the estimation of one of them could be made more accurate while degrading at the same time the variance of other estimations. We propound here a method to reduce simultaneously the variance for several quantities, by using probability laws that would lead to zero-variance in the estimation of a mean of these quantities. Just like the zero-variance one, the method we propound is impossible to perform exactly. However, we show that simple approximations of it may be very efficient. (author)
A versatile omnibus test for detecting mean and variance heterogeneity.
Cao, Ying; Wei, Peng; Bailey, Matthew; Kauwe, John S K; Maxwell, Taylor J
2014-01-01
Recent research has revealed loci that display variance heterogeneity through various means such as biological disruption, linkage disequilibrium (LD), gene-by-gene (G × G), or gene-by-environment interaction. We propose a versatile likelihood ratio test that allows joint testing for mean and variance heterogeneity (LRT(MV)) or either effect alone (LRT(M) or LRT(V)) in the presence of covariates. Using extensive simulations for our method and others, we found that all parametric tests were sensitive to nonnormality regardless of any trait transformations. Coupling our test with the parametric bootstrap solves this issue. Using simulations and empirical data from a known mean-only functional variant, we demonstrate how LD can produce variance-heterogeneity loci (vQTL) in a predictable fashion based on differential allele frequencies, high D', and relatively low r² values. We propose that a joint test for mean and variance heterogeneity is more powerful than a variance-only test for detecting vQTL. This takes advantage of loci that also have mean effects without sacrificing much power to detect variance only effects. We discuss using vQTL as an approach to detect G × G interactions and also how vQTL are related to relationship loci, and how both can create prior hypothesis for each other and reveal the relationships between traits and possibly between components of a composite trait.
Variance-based sensitivity indices for models with dependent inputs
International Nuclear Information System (INIS)
Mara, Thierry A.; Tarantola, Stefano
2012-01-01
Computational models are intensively used in engineering for risk analysis or prediction of future outcomes. Uncertainty and sensitivity analyses are of great help in these purposes. Although several methods exist to perform variance-based sensitivity analysis of model output with independent inputs only a few are proposed in the literature in the case of dependent inputs. This is explained by the fact that the theoretical framework for the independent case is set and a univocal set of variance-based sensitivity indices is defined. In the present work, we propose a set of variance-based sensitivity indices to perform sensitivity analysis of models with dependent inputs. These measures allow us to distinguish between the mutual dependent contribution and the independent contribution of an input to the model response variance. Their definition relies on a specific orthogonalisation of the inputs and ANOVA-representations of the model output. In the applications, we show the interest of the new sensitivity indices for model simplification setting. - Highlights: ► Uncertainty and sensitivity analyses are of great help in engineering. ► Several methods exist to perform variance-based sensitivity analysis of model output with independent inputs. ► We define a set of variance-based sensitivity indices for models with dependent inputs. ► Inputs mutual contributions are distinguished from their independent contributions. ► Analytical and computational tests are performed and discussed.
Variance and covariance calculations for nuclear materials accounting using 'MAVARIC'
International Nuclear Information System (INIS)
Nasseri, K.K.
1987-01-01
Determination of the detection sensitivity of a materials accounting system to the loss of special nuclear material (SNM) requires (1) obtaining a relation for the variance of the materials balance by propagation of the instrument errors for the measured quantities that appear in the materials balance equation and (2) substituting measured values and their error standard deviations into this relation and calculating the variance of the materials balance. MAVARIC (Materials Accounting VARIance Calculations) is a custom spreadsheet, designed using the second release of Lotus 1-2-3, that significantly reduces the effort required to make the necessary variance (and covariance) calculations needed to determine the detection sensitivity of a materials accounting system. Predefined macros within the spreadsheet allow the user to carry out long, tedious procedures with only a few keystrokes. MAVARIC requires that the user enter the following data into one of four data tables, depending on the type of the term in the materials balance equation; the SNM concentration, the bulk mass (or solution volume), the measurement error standard deviations, and the number of measurements made during an accounting period. The user can also specify if there are correlations between transfer terms. Based on these data entries, MAVARIC can calculate the variance of the materials balance and the square root of this variance, from which the detection sensitivity of the accounting system can be determined
On integral formulation of the Mach principle in a conformally flat space
International Nuclear Information System (INIS)
Mal'tsev, V.K.
1976-01-01
The integral formulation of the Mach principle represents a rather complicated mathematical formalism in which many aspects of the physical content of theory are not clear. Below an attempt is made to consider the integral representation for the most simple case of conformally flat spaces. The fact that this formalism there is only one scalar function makes it possible to analyse in more detail many physical peculiarities of this representation of the Mach principle: the absence of asymptotically flat spaces, problems of inertia and gravity, constraints on state equations, etc
MACHe3: A new generation detector for non-baryonic dark matter direct detection
International Nuclear Information System (INIS)
Santos, D.; Mayet, F.; Perrin, G.; Moulin, E.; Bunkov, Yu. M.; Godfrin, H.; Krusius, M.
2002-01-01
MACHe3 (MAtrix of Cells of superfluid 3 H e) is a project of a new detector for direct Dark Matter (DM) search, using superfluid 3 He as a sensitive medium. An experiment on a prototype cell has been performed and the st results reported here are encouraging to develop of a multicell prototype. In order to investigate the discovery potential of MACHe3, and its complementarity with other DM detectors, a phenomenological study done with the DarkSUSY code is shown. (authors)
U.S. Environmental Protection Agency — Road density is generally highly correlated with amount of developed land cover. High road densities usually indicate high levels of ecological disturbance. More...
Siemsen, Hayo
2013-01-01
George Sarton had a strong influence on modern history of science. The method he pursued throughout his life was the method he had discovered in Ernst Mach's "Mechanics" when he was a student in Ghent. Sarton was in fact throughout his life implementing a research program inspired by the epistemology of Mach. Sarton in turn inspired many…
CMB-S4 and the hemispherical variance anomaly
O'Dwyer, Márcio; Copi, Craig J.; Knox, Lloyd; Starkman, Glenn D.
2017-09-01
Cosmic microwave background (CMB) full-sky temperature data show a hemispherical asymmetry in power nearly aligned with the Ecliptic. In real space, this anomaly can be quantified by the temperature variance in the Northern and Southern Ecliptic hemispheres, with the Northern hemisphere displaying an anomalously low variance while the Southern hemisphere appears unremarkable [consistent with expectations from the best-fitting theory, Lambda Cold Dark Matter (ΛCDM)]. While this is a well-established result in temperature, the low signal-to-noise ratio in current polarization data prevents a similar comparison. This will change with a proposed ground-based CMB experiment, CMB-S4. With that in mind, we generate realizations of polarization maps constrained by the temperature data and predict the distribution of the hemispherical variance in polarization considering two different sky coverage scenarios possible in CMB-S4: full Ecliptic north coverage and just the portion of the North that can be observed from a ground-based telescope at the high Chilean Atacama plateau. We find that even in the set of realizations constrained by the temperature data, the low Northern hemisphere variance observed in temperature is not expected in polarization. Therefore, observing an anomalously low variance in polarization would make the hypothesis that the temperature anomaly is simply a statistical fluke more unlikely and thus increase the motivation for physical explanations. We show, within ΛCDM, how variance measurements in both sky coverage scenarios are related. We find that the variance makes for a good statistic in cases where the sky coverage is limited, however, full northern coverage is still preferable.
International Nuclear Information System (INIS)
Zhang Zhong; Wang Zhanshan; Wang Hongchang; Wang Fengli; Wu Wenjuan; Zhang Shumin; Qin Shuji; Chen Lingyan
2006-01-01
The soft X-ray Mach-Zehnder interferometer is an important tool in measuring the electron densities of laser-produced plasma near the critical surface. The design, fabrication and characterization of multilayer beam splitters at 13.9 nm for soft X-ray Mach-Zehnder interferometer are presented in the paper. The design of beam splitter is completed based on the standard of maximizing product of reflectivity and transmission of the beam splitter at 13.9 nm. The beam splitters, which are Mo/Si multi-layer deposited on 10 mm x 10 mm area, 100 nm thickness Si 3 N 4 membranes, are fabricated using the magnetron sputtering. A method based on extended He-Ne laser beam is developed to analyze the figure error of the beam splitters. The data measured by an optical profiler prove that the method based on visible light is effective to analyze the figure of the beam splitters. The rms figure error of a beam splitter reaches 1.757 nm in the center area 3.82 mm x 3.46 mm and satisfies the need of soft X-ray interference experiment. The product of reflectivity and transmission measured by synchrotron radiation is near to 4%. The Mach-Zehnder interferometer at 13.9 nm based on the multilayer beam splitters is used in 13.9 nm soft X-ray laser interference experiment, in which a clear interferograms of C 8 H 8 laser-produced plasma is got. (authors)
Energy Technology Data Exchange (ETDEWEB)
Marc O Delchini; Jean E. Ragusa; Ray A. Berry
2015-07-01
We present a new version of the entropy viscosity method, a viscous regularization technique for hyperbolic conservation laws, that is well-suited for low-Mach flows. By means of a low-Mach asymptotic study, new expressions for the entropy viscosity coefficients are derived. These definitions are valid for a wide range of Mach numbers, from subsonic flows (with very low Mach numbers) to supersonic flows, and no longer depend on an analytical expression for the entropy function. In addition, the entropy viscosity method is extended to Euler equations with variable area for nozzle flow problems. The effectiveness of the method is demonstrated using various 1-D and 2-D benchmark tests: flow in a converging–diverging nozzle; Leblanc shock tube; slow moving shock; strong shock for liquid phase; low-Mach flows around a cylinder and over a circular hump; and supersonic flow in a compression corner. Convergence studies are performed for smooth solutions and solutions with shocks present.
On the Use of a Virtual Mach-Zehnder Interferometer in the Teaching of Quantum Mechanics
Pereira, Alexsandro; Ostermann, Fernanda; Cavalcanti, Claudio
2009-01-01
For many students, the conceptual learning of quantum mechanics can be rather painful owing to the counter-intuitive nature of quantum phenomena. In order to enhance students' understanding of the odd behaviour of photons and electrons, we introduce a computational simulation of the Mach-Zehnder interferometer, developed by our research group. An…
All-silicon thermal independent Mach-Zehnder interferometer with multimode waveguides
DEFF Research Database (Denmark)
Guan, Xiaowei; Frandsen, Lars Hagedorn
2016-01-01
A novel all-silicon thermal independent Mach-Zehnder interferometer consisting of two multimode waveguide arms having equal lengths and widths but transmitting different modes is proposed and experimentally demonstrated. The interferometer has a temperature sensitivity smaller than 8pm/°C in a wa...
Chan, David T.; Balakrishna, Sundareswara; Walker, Eric L.; Goodliff, Scott L.
2015-01-01
Recent data quality improvements at the National Transonic Facility have an intended goal of reducing the Mach number variation in a data point to within plus or minus 0.0005, with the ultimate goal of reducing the data repeatability of the drag coefficient for full-span subsonic transport models at transonic speeds to within half a drag count. This paper will discuss the Mach stability improvements achieved through the use of an existing second throat capability at the NTF to create a minimum area at the end of the test section. These improvements were demonstrated using both the NASA Common Research Model and the NTF Pathfinder-I model in recent experiments. Sonic conditions at the throat were verified using sidewall static pressure data. The Mach variation levels from both experiments in the baseline tunnel configuration and the choked tunnel configuration will be presented and the correlation between Mach number and drag will also be examined. Finally, a brief discussion is given on the consequences of using the second throat in its location at the end of the test section.
A versatile all-optical modulator based on nonlinear Mach-Zehnder interferometers
Krijnen, Gijsbertus J.M.; Villeneuve, A.; Stegeman, G.I.; Lambeck, Paul; Hoekstra, Hugo
1994-01-01
A device based on a Nonlinear Mach-Zehnder interferometer (NMI) which exploits cross-phase modulation of two co-propagating modes in bimodal branches has been described in this paper. The advantage of this device is that it becomes polarisation independent while keeping phase insensitive by using
Numerical simulation of unsteady compressible low Mach number flow in a channel
Czech Academy of Sciences Publication Activity Database
Punčochářová-Pořízková, P.; Kozel, Karel; Horáček, Jaromír; Fürst, J.
2010-01-01
Roč. 17, č. 2 (2010), s. 83-97 ISSN 1802-1484 R&D Projects: GA MŠk OC09019 Institutional research plan: CEZ:AV0Z20760514 Keywords : CFD * finite volume method * unsteady flow * low Mach number Subject RIV: BI - Acoustics
Experiments on a hot plume base flow interaction at Mach 2
Blinde, P.L.; Schrijer, F.F.J.; Powell, S.J.; Werner, R.M.; Van Oudheusden, B.W.
2015-01-01
A wind tunnel model containing a solid rocket motor was tested at Mach 2 to assess the feasibility of investigating the interaction between a hot plume and a high-speed outer stream. In addition to Schlieren visualisation, the feasibility of applying PIV was explored. Recorded particle images
Supersonic and transonic Mach probe for calibration control in the Trisonic Wind Tunnel
Directory of Open Access Journals (Sweden)
Alexandru Marius PANAIT
2017-12-01
Full Text Available A supersonic and high speed transonic Pitot Prandtl is described as it can be implemented in the Trisonic Wind Tunnel for calibration and verification of Mach number precision. A new calculation method for arbitrary precision Mach numbers is proposed and explained. The probe is specially designed for the Trisonic wind tunnel and would greatly simplify obtaining a precise Mach calibration in the critical high transonic and low supersonic regimes, where typically wind tunnels exhibit poor performance. The supersonic Pitot Prandtl combined probe is well known in the aerospace industry, however the proposed probe is a derivative of the standard configuration, combining a stout cone-cylinder probe with a supersonic Pitot static port which allows this configuration to validate the Mach number by three methods: conical flow method – using the pressure ports on a cone generatrix, the Schlieren-optical method of shock wave angle photogrammetry and the Rayleigh supersonic Pitot equation, while having an aerodynamic blockage similar to that of a scaled rocket model commonly used in testing. The proposed probe uses an existing cone-cylinder probe forebody and support, adding only an afterbody with a support for a static port.
Mach probe interpretation in the presence of supra-thermal electrons
Czech Academy of Sciences Publication Activity Database
Fuchs, Vladimír; Gunn, J. P.
2007-01-01
Roč. 14, č. 3 (2007), 032501-1 ISSN 1070-664X R&D Projects: GA ČR GA202/04/0360 Institutional research plan: CEZ:AV0Z20430508 Keywords : Mach probes * supra -thermal electrons * quasi-neutral PIC codes Subject RIV: BL - Plasma and Gas Discharge Physics Impact factor: 2.325, year: 2007
Quantum nonlocality of photon pairs in interference in a Mach-Zehnder interferometer
Czech Academy of Sciences Publication Activity Database
Trojek, P.; Peřina ml., Jan
2003-01-01
Roč. 53, č. 4 (2003), s. 335-349 ISSN 0011-4626 R&D Projects: GA MŠk LN00A015 Institutional research plan: CEZ:AV0Z1010921 Keywords : entangled photon pairs * nonlocal interference * Mach-Zehender interferometer Subject RIV: BH - Optics, Masers, Lasers Impact factor: 0.263, year: 2003
The realization of an integrated Mach-Zehnder waveguide immunosensor in silicon technology
Schipper, E.F.; Schipper, E.F.; Brugman, A.M.; Lechuga, L.M.; Lechuga, L.M.; Kooyman, R.P.H.; Greve, Jan; Dominguez, C.
1997-01-01
We describe the realization of a symmetric integrated channel waveguide Mach-Zehnder sensor which uses the evanescent field to detect small refractive-index changes (¿nmin ¿ 1 × 10¿4) near the guiding-layer surface. This guiding layer consists of ridge structures with a height of 3 nm and a width of
Design of an Optical OR Gate using Mach-Zehnder Interferometers
Choudhary, Kuldeep; Kumar, Santosh
2018-04-01
The optical switching phenomenon enhances the speed of optical communication systems. It is widely used in the wavelength division multiplexing (WDM). In this work, an optical OR gate is proposed using the Mach-Zehnder interferometer (MZI) structure. The detailed derivation of mathematical expression have been shown. The analysis is carried out by simulating the proposed device with MATLAB and Beam propagation method.
Combustion-Powered Actuation for Dynamic Stall Suppression - Simulations and Low-Mach Experiments
Matalanis, Claude G.; Min, Byung-Young; Bowles, Patrick O.; Jee, Solkeun; Wake, Brian E.; Crittenden, Tom; Woo, George; Glezer, Ari
2014-01-01
An investigation on dynamic-stall suppression capabilities of combustion-powered actuation (COMPACT) applied to a tabbed VR-12 airfoil is presented. In the first section, results from computational fluid dynamics (CFD) simulations carried out at Mach numbers from 0.3 to 0.5 are presented. Several geometric parameters are varied including the slot chordwise location and angle. Actuation pulse amplitude, frequency, and timing are also varied. The simulations suggest that cycle-averaged lift increases of approximately 4% and 8% with respect to the baseline airfoil are possible at Mach numbers of 0.4 and 0.3 for deep and near-deep dynamic-stall conditions. In the second section, static-stall results from low-speed wind-tunnel experiments are presented. Low-speed experiments and high-speed CFD suggest that slots oriented tangential to the airfoil surface produce stronger benefits than slots oriented normal to the chordline. Low-speed experiments confirm that chordwise slot locations suitable for Mach 0.3-0.4 stall suppression (based on CFD) will also be effective at lower Mach numbers.
Consistency of the Mach principle and the gravitational-to-inertial mass equivalence principle
International Nuclear Information System (INIS)
Granada, Kh.K.; Chubykalo, A.E.
1990-01-01
Kinematics of the system, composed of two bodies, interacting with each other according to inverse-square law, was investigated. It is shown that the Mach principle, earlier rejected by the general relativity theory, can be used as an alternative for the absolute space concept, if it is proposed, that distant star background dictates both inertial and gravitational mass of a body
A two-dimensional, TVD numerical scheme for inviscid, high Mach number flows in chemical equilibrium
Eberhardt, S.; Palmer, G.
1986-01-01
A new algorithm has been developed for hypervelocity flows in chemical equilibrium. Solutions have been achieved for Mach numbers up to 15 with no adverse effect on convergence. Two methods of coupling an equilibrium chemistry package have been tested, with the simpler method proving to be more robust. Improvements in boundary conditions are still required for a production-quality code.
Genetic Variance in Homophobia: Evidence from Self- and Peer Reports.
Zapko-Willmes, Alexandra; Kandler, Christian
2018-01-01
The present twin study combined self- and peer assessments of twins' general homophobia targeting gay men in order to replicate previous behavior genetic findings across different rater perspectives and to disentangle self-rater-specific variance from common variance in self- and peer-reported homophobia (i.e., rater-consistent variance). We hypothesized rater-consistent variance in homophobia to be attributable to genetic and nonshared environmental effects, and self-rater-specific variance to be partially accounted for by genetic influences. A sample of 869 twins and 1329 peer raters completed a seven item scale containing cognitive, affective, and discriminatory homophobic tendencies. After correction for age and sex differences, we found most of the genetic contributions (62%) and significant nonshared environmental contributions (16%) to individual differences in self-reports on homophobia to be also reflected in peer-reported homophobia. A significant genetic component, however, was self-report-specific (38%), suggesting that self-assessments alone produce inflated heritability estimates to some degree. Different explanations are discussed.
How does variance in fertility change over the demographic transition?
Hruschka, Daniel J; Burger, Oskar
2016-04-19
Most work on the human fertility transition has focused on declines in mean fertility. However, understanding changes in the variance of reproductive outcomes can be equally important for evolutionary questions about the heritability of fertility, individual determinants of fertility and changing patterns of reproductive skew. Here, we document how variance in completed fertility among women (45-49 years) differs across 200 surveys in 72 low- to middle-income countries where fertility transitions are currently in progress at various stages. Nearly all (91%) of samples exhibit variance consistent with a Poisson process of fertility, which places systematic, and often severe, theoretical upper bounds on the proportion of variance that can be attributed to individual differences. In contrast to the pattern of total variance, these upper bounds increase from high- to mid-fertility samples, then decline again as samples move from mid to low fertility. Notably, the lowest fertility samples often deviate from a Poisson process. This suggests that as populations move to low fertility their reproduction shifts from a rate-based process to a focus on an ideal number of children. We discuss the implications of these findings for predicting completed fertility from individual-level variables. © 2016 The Author(s).
Mach-Like Structure in a Patronic-Hadronic Transport Model at RHIC Energies
International Nuclear Information System (INIS)
Ma, Y.G.; Ma, G.L.; Zhang, S.
2008-01-01
Recent RHIC experimental results indicated an exotic partonic matter may be created in central Au + Au collisions at dollars sqrt (s ( NN))dollars =200 GeV. When a parton with high transverse momentum (jet) passes through the new matter, jet will quench. The lost energy will be redistributed into the medium. Experimentally the soft scattered particles which carry the lost energy have been reconstructed via di-hadron angular correlations of charged particles and a hump structure on away side in di-hadron $ Delta phi$ correlation has been observed in central Au + Au collisions [1,2]. Some interpretations, such as Mach-cone shock wave and gluon Cherenkov-like radiation mechanism etc, have been proposed to explain the splitting behavior of the away side peaks. However, quantitative understanding of the experimental observation has yet to be established. In this work, we use a multi-phase transport (AMPT) model to make a detailed simulation for di-hadron or tri-hadron azimuthal correlation for central Au + Au collisions at dollars sqrt(s ( NN)) dollars =200 GeV. The hump structure on away side (we called Mach-like structure later) in the di-hadron and tri-hadron azimuthal correlations has been observed [3,4,5]. Furthermore, the time evolution of Mach-like structure is presented [6]. With the increasing of the lifetime of partonic matter, Mach-like structure develops by strong parton cascade process. Not only the splitting parameter but also the number of associated hadrons (dollarsN ( h) (assoc)dollars) increases with the lifetime of partonic matter and partonic interaction cross section. Both the explosion of dollarsN ( h) (assoc)dollars following the formation of Mach-like structure and the corresponding results of three-particle correlation support that a partonic Mach-like behavior can be produced by a collective coupling of partons because of the strong parton cascade mechanism. Therefore, the studies about Mach-like structure may give us some critical information
Simulation-Based Stochastic Sensitivity Analysis of a Mach 4.5 Mixed-Compression Intake Performance
Kato, H.; Ito, K.
2009-01-01
A sensitivity analysis of a supersonic mixed-compression intake of a variable-cycle turbine-based combined cycle (TBCC) engine is presented. The TBCC engine is de- signed to power a long-range Mach 4.5 transport capable of antipodal missions studied in the framework of an EU FP6 project, LAPCAT. The nominal intake geometry was designed using DLR abpi cycle analysis pro- gram by taking into account various operating require- ments of a typical mission profile. The intake consists of two movable external compression ramps followed by an isolator section with bleed channel. The compressed air is then diffused through a rectangular-to-circular subsonic diffuser. A multi-block Reynolds-averaged Navier- Stokes (RANS) solver with Srinivasan-Tannehill equilibrium air model was used to compute the total pressure recovery and mass capture fraction. While RANS simulation of the nominal intake configuration provides more realistic performance characteristics of the intake than the cycle analysis program, the intake design must also take into account in-flight uncertainties for robust intake performance. In this study, we focus on the effects of the geometric uncertainties on pressure recovery and mass capture fraction, and propose a practical approach to simulation-based sensitivity analysis. The method begins by constructing a light-weight analytical model, a radial-basis function (RBF) network, trained via adaptively sampled RANS simulation results. Using the RBF network as the response surface approximation, stochastic sensitivity analysis is performed using analysis of variance (ANOVA) technique by Sobol. This approach makes it possible to perform a generalized multi-input- multi-output sensitivity analysis based on high-fidelity RANS simulation. The resulting Sobol's influence indices allow the engineer to identify dominant parameters as well as the degree of interaction among multiple parameters, which can then be fed back into the design cycle.
DEFF Research Database (Denmark)
Garnett, E S; Webber, C E; Coates, G
1977-01-01
The density of a defined volume of the human lung can be measured in vivo by a new noninvasive technique. A beam of gamma-rays is directed at the lung and, by measuring the scattered gamma-rays, lung density is calculated. The density in the lower lobe of the right lung in normal man during quiet...... breathing in the sitting position ranged from 0.25 to 0.37 g.cm-3. Subnormal values were found in patients with emphsema. In patients with pulmonary congestion and edema, lung density values ranged from 0.33 to 0.93 g.cm-3. The lung density measurement correlated well with the findings in chest radiographs...... but the lung density values were more sensitive indices. This was particularly evident in serial observations of individual patients....
Genetic and environmental variance in content dimensions of the MMPI.
Rose, R J
1988-08-01
To evaluate genetic and environmental variance in the Minnesota Multiphasic Personality Inventory (MMPI), I studied nine factor scales identified in the first item factor analysis of normal adult MMPIs in a sample of 820 adolescent and young adult co-twins. Conventional twin comparisons documented heritable variance in six of the nine MMPI factors (Neuroticism, Psychoticism, Extraversion, Somatic Complaints, Inadequacy, and Cynicism), whereas significant influence from shared environmental experience was found for four factors (Masculinity versus Femininity, Extraversion, Religious Orthodoxy, and Intellectual Interests). Genetic variance in the nine factors was more evident in results from twin sisters than those of twin brothers, and a developmental-genetic analysis, using hierarchical multiple regressions of double-entry matrixes of the twins' raw data, revealed that in four MMPI factor scales, genetic effects were significantly modulated by age or gender or their interaction during the developmental period from early adolescence to early adulthood.
A new variance stabilizing transformation for gene expression data analysis.
Kelmansky, Diana M; Martínez, Elena J; Leiva, Víctor
2013-12-01
In this paper, we introduce a new family of power transformations, which has the generalized logarithm as one of its members, in the same manner as the usual logarithm belongs to the family of Box-Cox power transformations. Although the new family has been developed for analyzing gene expression data, it allows a wider scope of mean-variance related data to be reached. We study the analytical properties of the new family of transformations, as well as the mean-variance relationships that are stabilized by using its members. We propose a methodology based on this new family, which includes a simple strategy for selecting the family member adequate for a data set. We evaluate the finite sample behavior of different classical and robust estimators based on this strategy by Monte Carlo simulations. We analyze real genomic data by using the proposed transformation to empirically show how the new methodology allows the variance of these data to be stabilized.
Pricing perpetual American options under multiscale stochastic elasticity of variance
International Nuclear Information System (INIS)
Yoon, Ji-Hun
2015-01-01
Highlights: • We study the effects of the stochastic elasticity of variance on perpetual American option. • Our SEV model consists of a fast mean-reverting factor and a slow mean-revering factor. • A slow scale factor has a very significant impact on the option price. • We analyze option price structures through the market prices of elasticity risk. - Abstract: This paper studies pricing the perpetual American options under a constant elasticity of variance type of underlying asset price model where the constant elasticity is replaced by a fast mean-reverting Ornstein–Ulenbeck process and a slowly varying diffusion process. By using a multiscale asymptotic analysis, we find the impact of the stochastic elasticity of variance on the option prices and the optimal exercise prices with respect to model parameters. Our results enhance the existing option price structures in view of flexibility and applicability through the market prices of elasticity risk
Monte Carlo variance reduction approaches for non-Boltzmann tallies
International Nuclear Information System (INIS)
Booth, T.E.
1992-12-01
Quantities that depend on the collective effects of groups of particles cannot be obtained from the standard Boltzmann transport equation. Monte Carlo estimates of these quantities are called non-Boltzmann tallies and have become increasingly important recently. Standard Monte Carlo variance reduction techniques were designed for tallies based on individual particles rather than groups of particles. Experience with non-Boltzmann tallies and analog Monte Carlo has demonstrated the severe limitations of analog Monte Carlo for many non-Boltzmann tallies. In fact, many calculations absolutely require variance reduction methods to achieve practical computation times. Three different approaches to variance reduction for non-Boltzmann tallies are described and shown to be unbiased. The advantages and disadvantages of each of the approaches are discussed
An implicit turbulence model for low-Mach Roe scheme using truncated Navier-Stokes equations
Li, Chung-Gang; Tsubokura, Makoto
2017-09-01
The original Roe scheme is well-known to be unsuitable in simulations of turbulence because the dissipation that develops is unsatisfactory. Simulations of turbulent channel flow for Reτ = 180 show that, with the 'low-Mach-fix for Roe' (LMRoe) proposed by Rieper [J. Comput. Phys. 230 (2011) 5263-5287], the Roe dissipation term potentially equates the simulation to an implicit large eddy simulation (ILES) at low Mach number. Thus inspired, a new implicit turbulence model for low Mach numbers is proposed that controls the Roe dissipation term appropriately. Referred to as the automatic dissipation adjustment (ADA) model, the method of solution follows procedures developed previously for the truncated Navier-Stokes (TNS) equations and, without tuning of parameters, uses the energy ratio as a criterion to automatically adjust the upwind dissipation. Turbulent channel flow at two different Reynold numbers and the Taylor-Green vortex were performed to validate the ADA model. In simulations of turbulent channel flow for Reτ = 180 at Mach number of 0.05 using the ADA model, the mean velocity and turbulence intensities are in excellent agreement with DNS results. With Reτ = 950 at Mach number of 0.1, the result is also consistent with DNS results, indicating that the ADA model is also reliable at higher Reynolds numbers. In simulations of the Taylor-Green vortex at Re = 3000, the kinetic energy is consistent with the power law of decaying turbulence with -1.2 exponents for both LMRoe with and without the ADA model. However, with the ADA model, the dissipation rate can be significantly improved near the dissipation peak region and the peak duration can be also more accurately captured. With a firm basis in TNS theory, applicability at higher Reynolds number, and ease in implementation as no extra terms are needed, the ADA model offers to become a promising tool for turbulence modeling.
Study and discretization of kinetic models and fluid models at low Mach number
International Nuclear Information System (INIS)
Dellacherie, Stephane
2011-01-01
This thesis summarizes our work between 1995 and 2010. It concerns the analysis and the discretization of Fokker-Planck or semi-classical Boltzmann kinetic models and of Euler or Navier-Stokes fluid models at low Mach number. The studied Fokker-Planck equation models the collisions between ions and electrons in a hot plasma, and is here applied to the inertial confinement fusion. The studied semi-classical Boltzmann equations are of two types. The first one models the thermonuclear reaction between a deuterium ion and a tritium ion producing an α particle and a neutron particle, and is also in our case used to describe inertial confinement fusion. The second one (known as the Wang-Chang and Uhlenbeck equations) models the transitions between electronic quantified energy levels of uranium and iron atoms in the AVLIS isotopic separation process. The basic properties of these two Boltzmann equations are studied, and, for the Wang-Chang and Uhlenbeck equations, a kinetic-fluid coupling algorithm is proposed. This kinetic-fluid coupling algorithm incited us to study the relaxation concept for gas and immiscible fluids mixtures, and to underline connections with classical kinetic theory. Then, a diphasic low Mach number model without acoustic waves is proposed to model the deformation of the interface between two immiscible fluids induced by high heat transfers at low Mach number. In order to increase the accuracy of the results without increasing computational cost, an AMR algorithm is studied on a simplified interface deformation model. These low Mach number studies also incited us to analyse on cartesian meshes the inaccuracy at low Mach number of Godunov schemes. Finally, the LBM algorithm applied to the heat equation is justified
The mean and variance of phylogenetic diversity under rarefaction.
Nipperess, David A; Matsen, Frederick A
2013-06-01
Phylogenetic diversity (PD) depends on sampling depth, which complicates the comparison of PD between samples of different depth. One approach to dealing with differing sample depth for a given diversity statistic is to rarefy, which means to take a random subset of a given size of the original sample. Exact analytical formulae for the mean and variance of species richness under rarefaction have existed for some time but no such solution exists for PD.We have derived exact formulae for the mean and variance of PD under rarefaction. We confirm that these formulae are correct by comparing exact solution mean and variance to that calculated by repeated random (Monte Carlo) subsampling of a dataset of stem counts of woody shrubs of Toohey Forest, Queensland, Australia. We also demonstrate the application of the method using two examples: identifying hotspots of mammalian diversity in Australasian ecoregions, and characterising the human vaginal microbiome.There is a very high degree of correspondence between the analytical and random subsampling methods for calculating mean and variance of PD under rarefaction, although the Monte Carlo method requires a large number of random draws to converge on the exact solution for the variance.Rarefaction of mammalian PD of ecoregions in Australasia to a common standard of 25 species reveals very different rank orderings of ecoregions, indicating quite different hotspots of diversity than those obtained for unrarefied PD. The application of these methods to the vaginal microbiome shows that a classical score used to quantify bacterial vaginosis is correlated with the shape of the rarefaction curve.The analytical formulae for the mean and variance of PD under rarefaction are both exact and more efficient than repeated subsampling. Rarefaction of PD allows for many applications where comparisons of samples of different depth is required.
Variance estimation for sensitivity analysis of poverty and inequality measures
Directory of Open Access Journals (Sweden)
Christian Dudel
2017-04-01
Full Text Available Estimates of poverty and inequality are often based on application of a single equivalence scale, despite the fact that a large number of different equivalence scales can be found in the literature. This paper describes a framework for sensitivity analysis which can be used to account for the variability of equivalence scales and allows to derive variance estimates of results of sensitivity analysis. Simulations show that this method yields reliable estimates. An empirical application reveals that accounting for both variability of equivalence scales and sampling variance leads to confidence intervals which are wide.
Studying Variance in the Galactic Ultra-compact Binary Population
Larson, Shane; Breivik, Katelyn
2017-01-01
In the years preceding LISA, Milky Way compact binary population simulations can be used to inform the science capabilities of the mission. Galactic population simulation efforts generally focus on high fidelity models that require extensive computational power to produce a single simulated population for each model. Each simulated population represents an incomplete sample of the functions governing compact binary evolution, thus introducing variance from one simulation to another. We present a rapid Monte Carlo population simulation technique that can simulate thousands of populations on week-long timescales, thus allowing a full exploration of the variance associated with a binary stellar evolution model.
Variance of a product with application to uranium estimation
International Nuclear Information System (INIS)
Lowe, V.W.; Waterman, M.S.
1976-01-01
The U in a container can either be determined directly by NDA or by estimating the weight of material in the container and the concentration of U in this material. It is important to examine the statistical properties of estimating the amount of U by multiplying the estimates of weight and concentration. The variance of the product determines the accuracy of the estimate of the amount of uranium. This paper examines the properties of estimates of the variance of the product of two random variables
Variance components for body weight in Japanese quails (Coturnix japonica
Directory of Open Access Journals (Sweden)
RO Resende
2005-03-01
Full Text Available The objective of this study was to estimate the variance components for body weight in Japanese quails by Bayesian procedures. The body weight at hatch (BWH and at 7 (BW07, 14 (BW14, 21 (BW21 and 28 days of age (BW28 of 3,520 quails was recorded from August 2001 to June 2002. A multiple-trait animal model with additive genetic, maternal environment and residual effects was implemented by Gibbs sampling methodology. A single Gibbs sampling with 80,000 rounds was generated by the program MTGSAM (Multiple Trait Gibbs Sampling in Animal Model. Normal and inverted Wishart distributions were used as prior distributions for the random effects and the variance components, respectively. Variance components were estimated based on the 500 samples that were left after elimination of 30,000 rounds in the burn-in period and 100 rounds of each thinning interval. The posterior means of additive genetic variance components were 0.15; 4.18; 14.62; 27.18 and 32.68; the posterior means of maternal environment variance components were 0.23; 1.29; 2.76; 4.12 and 5.16; and the posterior means of residual variance components were 0.084; 6.43; 22.66; 31.21 and 30.85, at hatch, 7, 14, 21 and 28 days old, respectively. The posterior means of heritability were 0.33; 0.35; 0.36; 0.43 and 0.47 at hatch, 7, 14, 21 and 28 days old, respectively. These results indicate that heritability increased with age. On the other hand, after hatch there was a marked reduction in the maternal environment variance proportion of the phenotypic variance, whose estimates were 0.50; 0.11; 0.07; 0.07 and 0.08 for BWH, BW07, BW14, BW21 and BW28, respectively. The genetic correlation between weights at different ages was high, except for those estimates between BWH and weight at other ages. Changes in body weight of quails can be efficiently achieved by selection.
Levine's guide to SPSS for analysis of variance
Braver, Sanford L; Page, Melanie
2003-01-01
A greatly expanded and heavily revised second edition, this popular guide provides instructions and clear examples for running analyses of variance (ANOVA) and several other related statistical tests of significance with SPSS. No other guide offers the program statements required for the more advanced tests in analysis of variance. All of the programs in the book can be run using any version of SPSS, including versions 11 and 11.5. A table at the end of the preface indicates where each type of analysis (e.g., simple comparisons) can be found for each type of design (e.g., mixed two-factor desi
Variance squeezing and entanglement of the XX central spin model
International Nuclear Information System (INIS)
El-Orany, Faisal A A; Abdalla, M Sebawe
2011-01-01
In this paper, we study the quantum properties for a system that consists of a central atom interacting with surrounding spins through the Heisenberg XX couplings of equal strength. Employing the Heisenberg equations of motion we manage to derive an exact solution for the dynamical operators. We consider that the central atom and its surroundings are initially prepared in the excited state and in the coherent spin state, respectively. For this system, we investigate the evolution of variance squeezing and entanglement. The nonclassical effects have been remarked in the behavior of all components of the system. The atomic variance can exhibit revival-collapse phenomenon based on the value of the detuning parameter.
Asymptotic variance of grey-scale surface area estimators
DEFF Research Database (Denmark)
Svane, Anne Marie
Grey-scale local algorithms have been suggested as a fast way of estimating surface area from grey-scale digital images. Their asymptotic mean has already been described. In this paper, the asymptotic behaviour of the variance is studied in isotropic and sufficiently smooth settings, resulting...... in a general asymptotic bound. For compact convex sets with nowhere vanishing Gaussian curvature, the asymptotics can be described more explicitly. As in the case of volume estimators, the variance is decomposed into a lattice sum and an oscillating term of at most the same magnitude....
Variance squeezing and entanglement of the XX central spin model
Energy Technology Data Exchange (ETDEWEB)
El-Orany, Faisal A A [Department of Mathematics and Computer Science, Faculty of Science, Suez Canal University, Ismailia (Egypt); Abdalla, M Sebawe, E-mail: m.sebaweh@physics.org [Mathematics Department, College of Science, King Saud University PO Box 2455, Riyadh 11451 (Saudi Arabia)
2011-01-21
In this paper, we study the quantum properties for a system that consists of a central atom interacting with surrounding spins through the Heisenberg XX couplings of equal strength. Employing the Heisenberg equations of motion we manage to derive an exact solution for the dynamical operators. We consider that the central atom and its surroundings are initially prepared in the excited state and in the coherent spin state, respectively. For this system, we investigate the evolution of variance squeezing and entanglement. The nonclassical effects have been remarked in the behavior of all components of the system. The atomic variance can exhibit revival-collapse phenomenon based on the value of the detuning parameter.
Pinch density measurements in compact plasma foci of 400J and 50J
International Nuclear Information System (INIS)
Tarifeño-Saldivia, Ariel; Pavez, Cristian; Soto, Leopoldo
2014-01-01
A Mach-Zehnder interferometer using a pulsed Nd-YAG laser (600 mJ, 532 nm, 8 ns) was implemented to measure the electron density and the dimensions of the pinch column in two sub-kJ compact plasma focus devices operating at hundred joules (PF-400J) and tens of joules (PF-50J).
Robertson, Brant E.; Ellis, Richard S.; Dunlop, James S.; McLure, Ross J.; Stark, Dan P.; McLeod, Derek
2014-12-01
Strong gravitational lensing provides a powerful means for studying faint galaxies in the distant universe. By magnifying the apparent brightness of background sources, massive clusters enable the detection of galaxies fainter than the usual sensitivity limit for blank fields. However, this gain in effective sensitivity comes at the cost of a reduced survey volume and, in this Letter, we demonstrate that there is an associated increase in the cosmic variance uncertainty. As an example, we show that the cosmic variance uncertainty of the high-redshift population viewed through the Hubble Space Telescope Frontier Field cluster Abell 2744 increases from ~35% at redshift z ~ 7 to >~ 65% at z ~ 10. Previous studies of high-redshift galaxies identified in the Frontier Fields have underestimated the cosmic variance uncertainty that will affect the ultimate constraints on both the faint-end slope of the high-redshift luminosity function and the cosmic star formation rate density, key goals of the Frontier Field program.
Energy Technology Data Exchange (ETDEWEB)
Christoforou, Stavros, E-mail: stavros.christoforou@gmail.com [Kirinthou 17, 34100, Chalkida (Greece); Hoogenboom, J. Eduard, E-mail: j.e.hoogenboom@tudelft.nl [Department of Applied Sciences, Delft University of Technology (Netherlands)
2011-07-01
A zero-variance based scheme is implemented and tested in the MCNP5 Monte Carlo code. The scheme is applied to a mini-core reactor using the adjoint function obtained from a deterministic calculation for biasing the transport kernels. It is demonstrated that the variance of the k{sub eff} estimate is halved compared to a standard criticality calculation. In addition, the biasing does not affect source distribution convergence of the system. However, since the code lacked optimisations for speed, we were not able to demonstrate an appropriate increase in the efficiency of the calculation, because of the higher CPU time cost. (author)
International Nuclear Information System (INIS)
Christoforou, Stavros; Hoogenboom, J. Eduard
2011-01-01
A zero-variance based scheme is implemented and tested in the MCNP5 Monte Carlo code. The scheme is applied to a mini-core reactor using the adjoint function obtained from a deterministic calculation for biasing the transport kernels. It is demonstrated that the variance of the k_e_f_f estimate is halved compared to a standard criticality calculation. In addition, the biasing does not affect source distribution convergence of the system. However, since the code lacked optimisations for speed, we were not able to demonstrate an appropriate increase in the efficiency of the calculation, because of the higher CPU time cost. (author)
Multivariate Variance Targeting in the BEKK-GARCH Model
DEFF Research Database (Denmark)
Pedersen, Rasmus Søndergaard; Rahbek, Anders
This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By de…nition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modi…ed like- lihood function, or estimating function, corresponding...
Multivariate Variance Targeting in the BEKK-GARCH Model
DEFF Research Database (Denmark)
Pedersen, Rasmus Søndergaard; Rahbek, Anders
2014-01-01
This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By definition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modified likelihood function, or estimating function, corresponding...
Multivariate Variance Targeting in the BEKK-GARCH Model
DEFF Research Database (Denmark)
Pedersen, Rasmus Søndergaard; Rahbek, Anders
This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By de…nition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modi…ed likelihood function, or estimating function, corresponding...
Analysis of Variance: What Is Your Statistical Software Actually Doing?
Li, Jian; Lomax, Richard G.
2011-01-01
Users assume statistical software packages produce accurate results. In this article, the authors systematically examined Statistical Package for the Social Sciences (SPSS) and Statistical Analysis System (SAS) for 3 analysis of variance (ANOVA) designs, mixed-effects ANOVA, fixed-effects analysis of covariance (ANCOVA), and nested ANOVA. For each…
Genetic variance components for residual feed intake and feed ...
African Journals Online (AJOL)
Feeding costs of animals is a major determinant of profitability in livestock production enterprises. Genetic selection to improve feed efficiency aims to reduce feeding cost in beef cattle and thereby improve profitability. This study estimated genetic (co)variances between weaning weight and other production, reproduction ...
Cumulative Prospect Theory, Option Returns, and the Variance Premium
Baele, Lieven; Driessen, Joost; Ebert, Sebastian; Londono Yarce, J.M.; Spalt, Oliver
The variance premium and the pricing of out-of-the-money (OTM) equity index options are major challenges to standard asset pricing models. We develop a tractable equilibrium model with Cumulative Prospect Theory (CPT) preferences that can overcome both challenges. The key insight is that the
Hydrograph variances over different timescales in hydropower production networks
Zmijewski, Nicholas; Wörman, Anders
2016-08-01
The operation of water reservoirs involves a spectrum of timescales based on the distribution of stream flow travel times between reservoirs, as well as the technical, environmental, and social constraints imposed on the operation. In this research, a hydrodynamically based description of the flow between hydropower stations was implemented to study the relative importance of wave diffusion on the spectrum of hydrograph variance in a regulated watershed. Using spectral decomposition of the effluence hydrograph of a watershed, an exact expression of the variance in the outflow response was derived, as a function of the trends of hydraulic and geomorphologic dispersion and management of production and reservoirs. We show that the power spectra of involved time-series follow nearly fractal patterns, which facilitates examination of the relative importance of wave diffusion and possible changes in production demand on the outflow spectrum. The exact spectral solution can also identify statistical bounds of future demand patterns due to limitations in storage capacity. The impact of the hydraulic description of the stream flow on the reservoir discharge was examined for a given power demand in River Dalälven, Sweden, as function of a stream flow Peclet number. The regulation of hydropower production on the River Dalälven generally increased the short-term variance in the effluence hydrograph, whereas wave diffusion decreased the short-term variance over periods of white noise) as a result of current production objectives.
Gravity interpretation of dipping faults using the variance analysis method
International Nuclear Information System (INIS)
Essa, Khalid S
2013-01-01
A new algorithm is developed to estimate simultaneously the depth and the dip angle of a buried fault from the normalized gravity gradient data. This algorithm utilizes numerical first horizontal derivatives computed from the observed gravity anomaly, using filters of successive window lengths to estimate the depth and the dip angle of a buried dipping fault structure. For a fixed window length, the depth is estimated using a least-squares sense for each dip angle. The method is based on computing the variance of the depths determined from all horizontal gradient anomaly profiles using the least-squares method for each dip angle. The minimum variance is used as a criterion for determining the correct dip angle and depth of the buried structure. When the correct dip angle is used, the variance of the depths is always less than the variances computed using wrong dip angles. The technique can be applied not only to the true residuals, but also to the measured Bouguer gravity data. The method is applied to synthetic data with and without random errors and two field examples from Egypt and Scotland. In all cases examined, the estimated depths and other model parameters are found to be in good agreement with the actual values. (paper)
Bounds for Tail Probabilities of the Sample Variance
Directory of Open Access Journals (Sweden)
Van Zuijlen M
2009-01-01
Full Text Available We provide bounds for tail probabilities of the sample variance. The bounds are expressed in terms of Hoeffding functions and are the sharpest known. They are designed having in mind applications in auditing as well as in processing data related to environment.
Robust estimation of the noise variance from background MR data
Sijbers, J.; Den Dekker, A.J.; Poot, D.; Bos, R.; Verhoye, M.; Van Camp, N.; Van der Linden, A.
2006-01-01
In the literature, many methods are available for estimation of the variance of the noise in magnetic resonance (MR) images. A commonly used method, based on the maximum of the background mode of the histogram, is revisited and a new, robust, and easy to use method is presented based on maximum
Stable limits for sums of dependent infinite variance random variables
DEFF Research Database (Denmark)
Bartkiewicz, Katarzyna; Jakubowski, Adam; Mikosch, Thomas
2011-01-01
The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to hold are known in the literature. However, most of these...
Computing the Expected Value and Variance of Geometric Measures
DEFF Research Database (Denmark)
Staals, Frank; Tsirogiannis, Constantinos
2017-01-01
distance (MPD), the squared Euclidean distance from the centroid, and the diameter of the minimum enclosing disk. We also describe an efficient (1-e)-approximation algorithm for computing the mean and variance of the mean pairwise distance. We implemented three of our algorithms and we show that our...
Estimation of the additive and dominance variances in South African ...
African Journals Online (AJOL)
The objective of this study was to estimate dominance variance for number born alive (NBA), 21- day litter weight (LWT21) and interval between parities (FI) in South African Landrace pigs. A total of 26223 NBA, 21335 LWT21 and 16370 FI records were analysed. Bayesian analysis via Gibbs sampling was used to estimate ...
A note on minimum-variance theory and beyond
Energy Technology Data Exchange (ETDEWEB)
Feng Jianfeng [Department of Informatics, Sussex University, Brighton, BN1 9QH (United Kingdom); Tartaglia, Giangaetano [Physics Department, Rome University ' La Sapienza' , Rome 00185 (Italy); Tirozzi, Brunello [Physics Department, Rome University ' La Sapienza' , Rome 00185 (Italy)
2004-04-30
We revisit the minimum-variance theory proposed by Harris and Wolpert (1998 Nature 394 780-4), discuss the implications of the theory on modelling the firing patterns of single neurons and analytically find the optimal control signals, trajectories and velocities. Under the rate coding assumption, input control signals employed in the minimum-variance theory should be Fitts processes rather than Poisson processes. Only if information is coded by interspike intervals, Poisson processes are in agreement with the inputs employed in the minimum-variance theory. For the integrate-and-fire model with Fitts process inputs, interspike intervals of efferent spike trains are very irregular. We introduce diffusion approximations to approximate neural models with renewal process inputs and present theoretical results on calculating moments of interspike intervals of the integrate-and-fire model. Results in Feng, et al (2002 J. Phys. A: Math. Gen. 35 7287-304) are generalized. In conclusion, we present a complete picture on the minimum-variance theory ranging from input control signals, to model outputs, and to its implications on modelling firing patterns of single neurons.
A Visual Model for the Variance and Standard Deviation
Orris, J. B.
2011-01-01
This paper shows how the variance and standard deviation can be represented graphically by looking at each squared deviation as a graphical object--in particular, as a square. A series of displays show how the standard deviation is the size of the average square.
Multidimensional adaptive testing with a minimum error-variance criterion
van der Linden, Willem J.
1997-01-01
The case of adaptive testing under a multidimensional logistic response model is addressed. An adaptive algorithm is proposed that minimizes the (asymptotic) variance of the maximum-likelihood (ML) estimator of a linear combination of abilities of interest. The item selection criterion is a simple
Asymptotics of variance of the lattice point count
Czech Academy of Sciences Publication Activity Database
Janáček, Jiří
2008-01-01
Roč. 58, č. 3 (2008), s. 751-758 ISSN 0011-4642 R&D Projects: GA AV ČR(CZ) IAA100110502 Institutional research plan: CEZ:AV0Z50110509 Keywords : point lattice * variance Subject RIV: BA - General Mathematics Impact factor: 0.210, year: 2008
Vertical velocity variances and Reynold stresses at Brookhaven
DEFF Research Database (Denmark)
Busch, Niels E.; Brown, R.M.; Frizzola, J.A.
1970-01-01
Results of wind tunnel tests of the Brookhaven annular bivane are presented. The energy transfer functions describing the instrument response and the numerical filter employed in the data reduction process have been used to obtain corrected values of the normalized variance of the vertical wind v...
Estimates of variance components for postweaning feed intake and ...
African Journals Online (AJOL)
Mike
2013-03-09
Mar 9, 2013 ... transformation of RFIp and RDGp to z-scores (mean = 0.0, variance = 1.0) and then ... generation pedigree (n = 9 653) used for this analysis. ..... Nkrumah, J.D., Basarab, J.A., Wang, Z., Li, C., Price, M.A., Okine, E.K., Crews Jr., ...
An observation on the variance of a predicted response in ...
African Journals Online (AJOL)
... these properties and computational simplicity. To avoid over fitting, along with the obvious advantage of having a simpler equation, it is shown that the addition of a variable to a regression equation does not reduce the variance of a predicted response. Key words: Linear regression; Partitioned matrix; Predicted response ...
An entropy approach to size and variance heterogeneity
Balasubramanyan, L.; Stefanou, S.E.; Stokes, J.R.
2012-01-01
In this paper, we investigate the effect of bank size differences on cost efficiency heterogeneity using a heteroskedastic stochastic frontier model. This model is implemented by using an information theoretic maximum entropy approach. We explicitly model both bank size and variance heterogeneity
The Threat of Common Method Variance Bias to Theory Building
Reio, Thomas G., Jr.
2010-01-01
The need for more theory building scholarship remains one of the pressing issues in the field of HRD. Researchers can employ quantitative, qualitative, and/or mixed methods to support vital theory-building efforts, understanding however that each approach has its limitations. The purpose of this article is to explore common method variance bias as…
Variance in parametric images: direct estimation from parametric projections
International Nuclear Information System (INIS)
Maguire, R.P.; Leenders, K.L.; Spyrou, N.M.
2000-01-01
Recent work has shown that it is possible to apply linear kinetic models to dynamic projection data in PET in order to calculate parameter projections. These can subsequently be back-projected to form parametric images - maps of parameters of physiological interest. Critical to the application of these maps, to test for significant changes between normal and pathophysiology, is an assessment of the statistical uncertainty. In this context, parametric images also include simple integral images from, e.g., [O-15]-water used to calculate statistical parametric maps (SPMs). This paper revisits the concept of parameter projections and presents a more general formulation of the parameter projection derivation as well as a method to estimate parameter variance in projection space, showing which analysis methods (models) can be used. Using simulated pharmacokinetic image data we show that a method based on an analysis in projection space inherently calculates the mathematically rigorous pixel variance. This results in an estimation which is as accurate as either estimating variance in image space during model fitting, or estimation by comparison across sets of parametric images - as might be done between individuals in a group pharmacokinetic PET study. The method based on projections has, however, a higher computational efficiency, and is also shown to be more precise, as reflected in smooth variance distribution images when compared to the other methods. (author)
40 CFR 268.44 - Variance from a treatment standard.
2010-07-01
... complete petition may be requested as needed to send to affected states and Regional Offices. (e) The... provide an opportunity for public comment. The final decision on a variance from a treatment standard will... than) the concentrations necessary to minimize short- and long-term threats to human health and the...
Application of effective variance method for contamination monitor calibration
International Nuclear Information System (INIS)
Goncalez, O.L.; Freitas, I.S.M. de.
1990-01-01
In this report, the calibration of a thin window Geiger-Muller type monitor for alpha superficial contamination is presented. The calibration curve is obtained by the method of the least-squares fitting with effective variance. The method and the approach for the calculation are briefly discussed. (author)
The VIX, the Variance Premium, and Expected Returns
DEFF Research Database (Denmark)
Osterrieder, Daniela Maria; Ventosa-Santaulària, Daniel; Vera-Valdés, Eduardo
2018-01-01
. These problems are eliminated if risk is captured by the variance premium (VP) instead; it is unobservable, however. We propose a 2SLS estimator that produces consistent estimates without observing the VP. Using this method, we find a positive risk–return trade-off and long-run return predictability. Our...
Some asymptotic theory for variance function smoothing | Kibua ...
African Journals Online (AJOL)
Simple selection of the smoothing parameter is suggested. Both homoscedastic and heteroscedastic regression models are considered. Keywords: Asymptotic, Smoothing, Kernel, Bandwidth, Bias, Variance, Mean squared error, Homoscedastic, Heteroscedastic. > East African Journal of Statistics Vol. 1 (1) 2005: pp. 9-22 ...
Variance-optimal hedging for processes with stationary independent increments
DEFF Research Database (Denmark)
Hubalek, Friedrich; Kallsen, J.; Krawczyk, L.
We determine the variance-optimal hedge when the logarithm of the underlying price follows a process with stationary independent increments in discrete or continuous time. Although the general solution to this problem is known as backward recursion or backward stochastic differential equation, we...
Adaptive Nonparametric Variance Estimation for a Ratio Estimator ...
African Journals Online (AJOL)
Kernel estimators for smooth curves require modifications when estimating near end points of the support, both for practical and asymptotic reasons. The construction of such boundary kernels as solutions of variational problem is a difficult exercise. For estimating the error variance of a ratio estimator, we suggest an ...
A note on minimum-variance theory and beyond
International Nuclear Information System (INIS)
Feng Jianfeng; Tartaglia, Giangaetano; Tirozzi, Brunello
2004-01-01
We revisit the minimum-variance theory proposed by Harris and Wolpert (1998 Nature 394 780-4), discuss the implications of the theory on modelling the firing patterns of single neurons and analytically find the optimal control signals, trajectories and velocities. Under the rate coding assumption, input control signals employed in the minimum-variance theory should be Fitts processes rather than Poisson processes. Only if information is coded by interspike intervals, Poisson processes are in agreement with the inputs employed in the minimum-variance theory. For the integrate-and-fire model with Fitts process inputs, interspike intervals of efferent spike trains are very irregular. We introduce diffusion approximations to approximate neural models with renewal process inputs and present theoretical results on calculating moments of interspike intervals of the integrate-and-fire model. Results in Feng, et al (2002 J. Phys. A: Math. Gen. 35 7287-304) are generalized. In conclusion, we present a complete picture on the minimum-variance theory ranging from input control signals, to model outputs, and to its implications on modelling firing patterns of single neurons
Handling nonnormality and variance heterogeneity for quantitative sublethal toxicity tests.
Ritz, Christian; Van der Vliet, Leana
2009-09-01
The advantages of using regression-based techniques to derive endpoints from environmental toxicity data are clear, and slowly, this superior analytical technique is gaining acceptance. As use of regression-based analysis becomes more widespread, some of the associated nuances and potential problems come into sharper focus. Looking at data sets that cover a broad spectrum of standard test species, we noticed that some model fits to data failed to meet two key assumptions-variance homogeneity and normality-that are necessary for correct statistical analysis via regression-based techniques. Failure to meet these assumptions often is caused by reduced variance at the concentrations showing severe adverse effects. Although commonly used with linear regression analysis, transformation of the response variable only is not appropriate when fitting data using nonlinear regression techniques. Through analysis of sample data sets, including Lemna minor, Eisenia andrei (terrestrial earthworm), and algae, we show that both the so-called Box-Cox transformation and use of the Poisson distribution can help to correct variance heterogeneity and nonnormality and so allow nonlinear regression analysis to be implemented. Both the Box-Cox transformation and the Poisson distribution can be readily implemented into existing protocols for statistical analysis. By correcting for nonnormality and variance heterogeneity, these two statistical tools can be used to encourage the transition to regression-based analysis and the depreciation of less-desirable and less-flexible analytical techniques, such as linear interpolation.
Molecular variance of the Tunisian almond germplasm assessed by ...
African Journals Online (AJOL)
The genetic variance analysis of 82 almond (Prunus dulcis Mill.) genotypes was performed using ten genomic simple sequence repeats (SSRs). A total of 50 genotypes from Tunisia including local landraces identified while prospecting the different sites of Bizerte and Sidi Bouzid (Northern and central parts) which are the ...
Starting design for use in variance exchange algorithms | Iwundu ...
African Journals Online (AJOL)
A new method of constructing the initial design for use in variance exchange algorithms is presented. The method chooses support points to go into the design as measures of distances of the support points from the centre of the geometric region and of permutation-invariant sets. The initial design is as close as possible to ...
Decomposition of variance in terms of conditional means
Directory of Open Access Journals (Sweden)
Alessandro Figà Talamanca
2013-05-01
Full Text Available Two different sets of data are used to test an apparently new approach to the analysis of the variance of a numerical variable which depends on qualitative variables. We suggest that this approach be used to complement other existing techniques to study the interdependence of the variables involved. According to our method, the variance is expressed as a sum of orthogonal components, obtained as differences of conditional means, with respect to the qualitative characters. The resulting expression for the variance depends on the ordering in which the characters are considered. We suggest an algorithm which leads to an ordering which is deemed natural. The first set of data concerns the score achieved by a population of students on an entrance examination based on a multiple choice test with 30 questions. In this case the qualitative characters are dyadic and correspond to correct or incorrect answer to each question. The second set of data concerns the delay to obtain the degree for a population of graduates of Italian universities. The variance in this case is analyzed with respect to a set of seven specific qualitative characters of the population studied (gender, previous education, working condition, parent's educational level, field of study, etc..
A Hold-out method to correct PCA variance inflation
DEFF Research Database (Denmark)
Garcia-Moreno, Pablo; Artes-Rodriguez, Antonio; Hansen, Lars Kai
2012-01-01
In this paper we analyze the problem of variance inflation experienced by the PCA algorithm when working in an ill-posed scenario where the dimensionality of the training set is larger than its sample size. In an earlier article a correction method based on a Leave-One-Out (LOO) procedure...
Heterogeneity of variance and its implications on dairy cattle breeding
African Journals Online (AJOL)
Milk yield data (n = 12307) from 116 Holstein-Friesian herds were grouped into three production environments based on mean and standard deviation of herd 305-day milk yield and evaluated for within herd variation using univariate animal model procedures. Variance components were estimated by derivative free REML ...
Effects of Diversification of Assets on Mean and Variance | Jayeola ...
African Journals Online (AJOL)
Diversification is a means of minimizing risk and maximizing returns by investing in a variety of assets of the portfolio. This paper is written to determine the effects of diversification of three types of Assets; uncorrelated, perfectly correlated and perfectly negatively correlated assets on mean and variance. To go about this, ...
Perspective projection for variance pose face recognition from camera calibration
Fakhir, M. M.; Woo, W. L.; Chambers, J. A.; Dlay, S. S.
2016-04-01
Variance pose is an important research topic in face recognition. The alteration of distance parameters across variance pose face features is a challenging. We provide a solution for this problem using perspective projection for variance pose face recognition. Our method infers intrinsic camera parameters of the image which enable the projection of the image plane into 3D. After this, face box tracking and centre of eyes detection can be identified using our novel technique to verify the virtual face feature measurements. The coordinate system of the perspective projection for face tracking allows the holistic dimensions for the face to be fixed in different orientations. The training of frontal images and the rest of the poses on FERET database determine the distance from the centre of eyes to the corner of box face. The recognition system compares the gallery of images against different poses. The system initially utilises information on position of both eyes then focuses principally on closest eye in order to gather data with greater reliability. Differentiation between the distances and position of the right and left eyes is a unique feature of our work with our algorithm outperforming other state of the art algorithms thus enabling stable measurement in variance pose for each individual.
On zero variance Monte Carlo path-stretching schemes
International Nuclear Information System (INIS)
Lux, I.
1983-01-01
A zero variance path-stretching biasing scheme proposed for a special case by Dwivedi is derived in full generality. The procedure turns out to be the generalization of the exponential transform. It is shown that the biased game can be interpreted as an analog simulation procedure, thus saving some computational effort in comparison with the corresponding nonanalog game
A mean-variance frontier in discrete and continuous time
Bekker, Paul A.
2004-01-01
The paper presents a mean-variance frontier based on dynamic frictionless investment strategies in continuous time. The result applies to a finite number of risky assets whose price process is given by multivariate geometric Brownian motion with deterministically varying coefficients. The derivation
Hedging with stock index futures: downside risk versus the variance
Brouwer, F.; Nat, van der M.
1995-01-01
In this paper we investigate hedging a stock portfolio with stock index futures.Instead of defining the hedge ratio as the minimum variance hedge ratio, we considerseveral measures of downside risk: the semivariance according to Markowitz [ 19591 andthe various lower partial moments according to
The variance quadtree algorithm: use for spatial sampling design
Minasny, B.; McBratney, A.B.; Walvoort, D.J.J.
2007-01-01
Spatial sampling schemes are mainly developed to determine sampling locations that can cover the variation of environmental properties in the area of interest. Here we proposed the variance quadtree algorithm for sampling in an area with prior information represented as ancillary or secondary
Properties of realized variance under alternative sampling schemes
Oomen, R.C.A.
2006-01-01
This paper investigates the statistical properties of the realized variance estimator in the presence of market microstructure noise. Different from the existing literature, the analysis relies on a pure jump process for high frequency security prices and explicitly distinguishes among alternative
Variance component and heritability estimates of early growth traits ...
African Journals Online (AJOL)
as selection criteria for meat production in sheep (Anon, 1970; Olson et ai., 1976;. Lasslo et ai., 1985; Badenhorst et ai., 1991). If these traits are to be included in a breeding programme, accurate estimates of breeding values will be needed to optimize selection programmes. This requires a knowledge of variance and co-.
Variances in consumers prices of selected food Items among ...
African Journals Online (AJOL)
The study focused on the determination of variances among consumer prices of rice (local white), beans (white) and garri (yellow) in Watts, Okurikang and 8 Miles markets in southern zone of Cross River State. Completely randomized design was used to test the research hypothesis. Comparing the consumer prices of rice, ...
Age Differences in the Variance of Personality Characteristics
Czech Academy of Sciences Publication Activity Database
Mottus, R.; Allik, J.; Hřebíčková, Martina; Kööts-Ausmees, L.; Realo, A.
2016-01-01
Roč. 30, č. 1 (2016), s. 4-11 ISSN 0890-2070 R&D Projects: GA ČR GA13-25656S Institutional support: RVO:68081740 Keywords : variance * individual differences * personality * five-factor model Subject RIV: AN - Psychology Impact factor: 3.707, year: 2016
Kristament, Christian; Schwaighofer, Andreas; Montemurro, Milagros; Lendl, Bernhard
2018-02-01
One of the advantages of mid-IR spectroscopy in biomedical research lies in its capability to provide direct information on the secondary structure of proteins in their natural, often aqueous, environment. One impediment of direct absorption measurements in the correspondent spectral region is the strong absorbance of the native solvent (H2O). In this regard, the advent of broadly-tunable external cavity quantum cascade lasers (EC-QCL) allowed to significantly increasing the optical path length employed in transmission measurements due to their high spectral power densities. Low measured S/N ratios were improved by elaborated data analysis protocols that corrected mechanical flaws in the tuning mechanism of ECQCLs and allow for S/N ratios comparable to research grade FTIR spectrometers. Recent development of new optical set-ups outpacing direct absorption measurements led to further advancements. We present a dedicated Mach-Zehnder interferometer for photothermal measurements in balanced detection mode. In this highly sensitive design, the interferometer is illuminated by a HeNe laser to detect the refractive index change induced by the heat insertion of the EC-QCL. Here, we present photothermal phase shift interferometry measurements of caffeine in ethanol as well as casein in water. Further, the dependency of the signal amplitude on varying modulation frequencies was investigated for different liquids.
Variance in exposed perturbations impairs retention of visuomotor adaptation.
Canaveral, Cesar Augusto; Danion, Frédéric; Berrigan, Félix; Bernier, Pierre-Michel
2017-11-01
Sensorimotor control requires an accurate estimate of the state of the body. The brain optimizes state estimation by combining sensory signals with predictions of the sensory consequences of motor commands using a forward model. Given that both sensory signals and predictions are uncertain (i.e., noisy), the brain optimally weights the relative reliance on each source of information during adaptation. In support, it is known that uncertainty in the sensory predictions influences the rate and generalization of visuomotor adaptation. We investigated whether uncertainty in the sensory predictions affects the retention of a new visuomotor relationship. This was done by exposing three separate groups to a visuomotor rotation whose mean was common at 15° counterclockwise but whose variance around the mean differed (i.e., SD of 0°, 3.2°, or 4.5°). Retention was assessed by measuring the persistence of the adapted behavior in a no-vision phase. Results revealed that mean reach direction late in adaptation was similar across groups, suggesting it depended mainly on the mean of exposed rotations and was robust to differences in variance. However, retention differed across groups, with higher levels of variance being associated with a more rapid reversion toward nonadapted behavior. A control experiment ruled out the possibility that differences in retention were accounted for by differences in success rates. Exposure to variable rotations may have increased the uncertainty in sensory predictions, making the adapted forward model more labile and susceptible to change or decay. NEW & NOTEWORTHY The brain predicts the sensory consequences of motor commands through a forward model. These predictions are subject to uncertainty. We use visuomotor adaptation and modulate uncertainty in the sensory predictions by manipulating the variance in exposed rotations. Results reveal that variance does not influence the final extent of adaptation but selectively impairs the retention of
Variance risk premia in CO_2 markets: A political perspective
International Nuclear Information System (INIS)
Reckling, Dennis
2016-01-01
The European Commission discusses the change of free allocation plans to guarantee a stable market equilibrium. Selling over-allocated contracts effectively depreciates prices and negates the effect intended by the regulator to establish a stable price mechanism for CO_2 assets. Our paper investigates mispricing and allocation issues by quantitatively analyzing variance risk premia of CO_2 markets over the course of changing regimes (Phase I-III) for three different assets (European Union Allowances, Certified Emissions Reductions and European Reduction Units). The research paper gives recommendations to regulatory bodies in order to most effectively cap the overall carbon dioxide emissions. The analysis of an enriched dataset, comprising not only of additional CO_2 assets, but also containing data from the European Energy Exchange, shows that variance risk premia are equal to a sample average of 0.69 for European Union Allowances (EUA), 0.17 for Certified Emissions Reductions (CER) and 0.81 for European Reduction Units (ERU). We identify the existence of a common risk factor across different assets that justifies the presence of risk premia. Various policy implications with regards to gaining investors’ confidence in the market are being reviewed. Consequently, we recommend the implementation of a price collar approach to support stable prices for emission allowances. - Highlights: •Enriched dataset covering all three political phases of the CO_2 markets. •Clear policy implications for regulators to most effectively cap the overall CO_2 emissions pool. •Applying a cross-asset benchmark index for variance beta estimation. •CER contracts have been analyzed with respect to variance risk premia for the first time. •Increased forecasting accuracy for CO_2 asset returns by using variance risk premia.
Ernst Mach, George Sarton and the Empiry of Teaching Science Part I
Siemsen, Hayo
2012-04-01
George Sarton had a strong influence on modern history of science. The method he pursued throughout his life was the method he had discovered in Ernst Mach's Mechanics when he was a student in Ghent. Sarton was in fact throughout his life implementing a research program inspired by the epistemology of Mach. Sarton in turn inspired many others (James Conant, Thomas Kuhn, Gerald Holton, etc.). What were the origins of these ideas in Mach and what can this origin tell us about the history of science and science education nowadays? Which ideas proved to be successful and which ones need to be improved upon? The following article will elaborate the epistemological questions, which Darwin's "Origin" raised concerning human knowledge and scientific knowledge and which led Mach to adapt the concept of what is "empirical" in contrast to metaphysical a priori assumptions a second time after Galileo. On this basis Sarton proposed "genesis and development" as the major goal of Isis. Mach had elaborated this epistemology in La Connaissance et l'Erreur ( Knowledge and Error), which Sarton read in 1913 (Hiebert 1905/1976; de Mey 1984). Accordingly for Sarton, history becomes not only a subject of science, but a method of science education. Culture—and science as part of culture—is a result of a genetic process. History of science shapes and is shaped by science and science education in a reciprocal process. Its epistemology needs to be adapted to scientific facts and the philosophy of science. Sarton was well aware of the need to develop the history of science and the philosophy of science along the lines of this reciprocal process. It was a very fruitful basis, but a specific part of it, Sarton did not elaborate further, namely the psychology of science education. This proved to be a crucial missing element for all of science education in Sarton's succession, especially in the US. Looking again at the origins of the central questions in the thinking of Mach, which provided
Needleman, Kathy E.; Mack, Robert J.
1990-01-01
This paper presents and discusses trends in nose shock overpressure generated by two conceptual Mach 2.0 configurations. One configuration was designed for high aerodynamic efficiency, while the other was designed to produce a low boom, shaped-overpressure signature. Aerodynamic lift, sonic boom minimization, and Mach-sliced/area-rule codes were used to analyze and compute the sonic boom characteristics of both configurations with respect to cruise Mach number, weight, and altitude. The influence of these parameters on the overpressure and the overpressure trends are discussed and conclusions are given.
Interferometer for electron density measurement in exploding wire plasma
International Nuclear Information System (INIS)
Batra, Jigyasa; Jaiswar, Ashutosh; Kaushik, T.C.
2016-12-01
Mach-Zehnder Interferometer (MZI) has been developed for measuring electron density profile in pulsed plasmas. MZI is to be used for characterizing exploding wire plasmas for correlating electron density dynamics with x-rays emission. Experiments have been carried out for probing electron density in pulsed plasmas produced in our laboratory like in spark gap and exploding wire plasmas. These are microsecond phenomenon. Changes in electron density have been registered in interferograms with the help of a streak camera for specific time window. Temporal electron density profiles have been calculated by analyzing temporal fringe shifts in interferograms. This report deals with details of MZI developed in our laboratory along with its theory. Basic introductory details have also been provided for exploding wire plasmas to be probed. Some demonstrative results of electron density measurements in pulsed plasmas of spark gap and single exploding wires have been described. (author)
... Density Exam/Testing › Low Bone Density Low Bone Density Low bone density is when your bone density ... people with normal bone density. Detecting Low Bone Density A bone density test will determine whether you ...
Mach-Zehnder interferometer implementation for thermo-optical and Kerr effect study
Bundulis, Arturs; Nitiss, Edgars; Busenbergs, Janis; Rutkis, Martins
2018-04-01
In this paper, we propose the Mach-Zehnder interferometric method for third-order nonlinear optical and thermo-optical studies. Both effects manifest themselves as refractive index dependence on the incident light intensity and are widely employed for multiple opto-optical and thermo-optical applications. With the implemented method, we have measured the Kerr and thermo-optical coefficients of chloroform under CW, ns and ps laser irradiance. The application of lasers with different light wavelengths, pulse duration and energy allowed us to distinguish the processes responsible for refractive index changes in the investigated solution. Presented setup was also used for demonstration of opto-optical switching. Results from Mach-Zehnder experiment were compared to Z-scan data obtained in our previous studies. Based on this, a quality comparison of both methods was assessed and advantages and disadvantages of each method were analyzed.
The Interaction of Boltzmann with Mach, Ostwald and Planck, and his influence on Nernst and Einstein
International Nuclear Information System (INIS)
Broda, E.
1981-01-01
Boltzmann esteemed both Mach and Ostwald personally and as experimentalists, but consistently fought them in epistemology. He represented atomism and realism against energism and positivism. In the early period Boltzmann also had to struggle against Planck as a phenomenologist, but he welcomed his quantum hypothesis. As a scientist Nernst was also under Boltzmann's influence. Einstein learned atomism from (Maxwell and) Boltzmann. After Einstein had overcome Mach's positivist influence, he unknowingly approached Boltzmann's philosophical views. Some sociopolitlcal aspects of the lives of the great physicists will be discussed. It will be shown how they all, and many of Boltzmann's most eminent students, in one way or other conflicted with evil tendencies and developments in existing society. (author)
Assessment of a transitional boundary layer theory at low hypersonic Mach numbers
Shamroth, S. J.; Mcdonald, H.
1972-01-01
An investigation was carried out to assess the accuracy of a transitional boundary layer theory in the low hypersonic Mach number regime. The theory is based upon the simultaneous numerical solution of the boundary layer partial differential equations for the mean motion and an integral form of the turbulence kinetic energy equation which controls the magnitude and development of the Reynolds stress. Comparisions with experimental data show the theory is capable of accurately predicting heat transfer and velocity profiles through the transitional regime and correctly predicts the effects of Mach number and wall cooling on transition Reynolds number. The procedure shows promise of predicting the initiation of transition for given free stream disturbance levels. The effects on transition predictions of the pressure dilitation term and of direct absorption of acoustic energy by the boundary layer were evaluated.
Mach number scaling of helicopter rotor blade/vortex interaction noise
Leighton, Kenneth P.; Harris, Wesley L.
1985-01-01
A parametric study of model helicopter rotor blade slap due to blade vortex interaction (BVI) was conducted in a 5 by 7.5-foot anechoic wind tunnel using model helicopter rotors with two, three, and four blades. The results were compared with a previously developed Mach number scaling theory. Three- and four-bladed rotor configurations were found to show very good agreement with the Mach number to the sixth power law for all conditions tested. A reduction of conditions for which BVI blade slap is detected was observed for three-bladed rotors when compared to the two-bladed baseline. The advance ratio boundaries of the four-bladed rotor exhibited an angular dependence not present for the two-bladed configuration. The upper limits for the advance ratio boundaries of the four-bladed rotors increased with increasing rotational speed.
The three-grating Mach-Zehnder optical interferometer: a tutorial approach using particle optics
International Nuclear Information System (INIS)
Miffre, A; Delhuille, R; Viaris Lesegno, B de; Buechner, M; Rizzo, C; Vigue, J
2002-01-01
In this paper, we present a tutorial set-up based on an optical three-grating Mach-Zehnder interferometer. As this apparatus is very similar in its principle to the Mach-Zehnder interferometers used with matter waves (neutrons, atoms and molecules), it can be used to familiarize students with particle optics, and in our explanations, we use the complementary points of view of wave optics and particle optics. Finally, we have used this interferometer to measure the index of refraction of BK7 glass for red light at 633 nm, with a technique equivalent to the one used to measure the index of refraction of solid matter for thermal neutrons. The dimensions of this interferometer and its cost make it very interesting for laboratory courses and the experiment described here can be reproduced by students
Comparison between Hydrogen and Methane Fuels in a 3-D Scramjet at Mach 8
2016-06-24
scramjet using a cavity based flame holder in the T4 shock tunnel at The University of Queensland, as well as a companion fundamental CFD study. The...shock tunnel. 15. SUBJECT TERMS Airbreathing Engines, Hypersonics , Propulsion, AOARD 16. SECURITY CLASSIFICATION OF: 17. LIMITATION OF ABSTRACT SAR 18...Report Comparison between hydrogen, methane and ethylene fuels in a 3-D Scramjet at Mach 8 Professor Michael K. Smart Chair of Hypersonic Propulsion
Comparison between Hydrogen, Methane and Ethylene Fuels in a 3-D Scramjet at Mach 8
2016-06-24
scramjet using a cavity based flame holder in the T4 shock tunnel at The University of Queensland, as well as a companion fundamental CFD study. The...shock tunnel. 15. SUBJECT TERMS Airbreathing Engines, Hypersonics , Propulsion, AOARD 16. SECURITY CLASSIFICATION OF: 17. LIMITATION OF ABSTRACT SAR 18...Report Comparison between hydrogen, methane and ethylene fuels in a 3-D Scramjet at Mach 8 Professor Michael K. Smart Chair of Hypersonic Propulsion
Surfing and drift acceleration at high mach number quasi-perpendicular shocks
International Nuclear Information System (INIS)
Amano, T.
2008-01-01
Electron acceleration in high Mach number collisionless shocks relevant to supernova remnant is discussed. By performing one- and two-dimensional particle-in-cell simulations of quasi-perpendicular shocks, we find that energetic electrons are quickly generated in the shock transition region through shock surfing and drift acceleration. The electron energization is strong enough to account for the observed injection at supernova remnant shocks. (author)
CFD Validation Experiment of a Mach 2.5 Axisymmetric Shock-Wave/Boundary-Layer Interaction
Davis, David Owen
2015-01-01
Preliminary results of an experimental investigation of a Mach 2.5 two-dimensional axisymmetric shock-wave/ boundary-layer interaction (SWBLI) are presented. The purpose of the investigation is to create a SWBLI dataset specifically for CFD validation purposes. Presented herein are the details of the facility and preliminary measurements characterizing the facility and interaction region. These results will serve to define the region of interest where more detailed mean and turbulence measurements will be made.
Krypton tagging velocimetry in a turbulent Mach 2.7 boundary layer
Zahradka, D.; Parziale, N. J.; Smith, M. S.; Marineau, E. C.
2016-05-01
The krypton tagging velocimetry (KTV) technique is applied to the turbulent boundary layer on the wall of the "Mach 3 Calibration Tunnel" at Arnold Engineering Development Complex (AEDC) White Oak. Profiles of velocity were measured with KTV and Pitot-pressure probes in the Mach 2.7 turbulent boundary layer comprised of 99 % {N}2/1 % Kr at momentum-thickness Reynolds numbers of {Re}_{\\varTheta }= 800, 1400, and 2400. Agreement between the KTV- and Pitot-derived velocity profiles is excellent. The KTV and Pitot velocity data follow the law of the wall in the logarithmic region with application of the Van Driest I transformation. The velocity data are analyzed in the outer region of the boundary layer with the law of the wake and a velocity-defect law. KTV-derived streamwise velocity fluctuation measurements are reported and are consistent with data from the literature. To enable near-wall measurement with KTV (y/δ ≈ 0.1-0.2), an 800-nm longpass filter was used to block the 760.2-nm read-laser pulse. With the longpass filter, the 819.0-nm emission from the re-excited Kr can be imaged to track the displacement of the metastable tracer without imaging the reflection and scatter from the read-laser off of solid surfaces. To operate the Mach 3 AEDC Calibration Tunnel at several discrete unit Reynolds numbers, a modification was required and is described herein.
The Dynamics of Very High Alfvén Mach Number Shocks in Space Plasmas
Energy Technology Data Exchange (ETDEWEB)
Sundberg, Torbjörn; Burgess, David [School of Physics and Astronomy, Queen Mary University of London, London, E1 4NS (United Kingdom); Scholer, Manfred [Max-Planck-Institut für extraterrestrische Physik, Garching (Germany); Masters, Adam [The Blackett Laboratory, Imperial College London, Prince Consort Road, London, SW7 2AZ (United Kingdom); Sulaiman, Ali H., E-mail: torbjorn.sundberg@gmail.com [Department of Physics and Astronomy, University of Iowa, Iowa City, Iowa 52242 (United States)
2017-02-10
Astrophysical shocks, such as planetary bow shocks or supernova remnant shocks, are often in the high or very-high Mach number regime, and the structure of such shocks is crucial for understanding particle acceleration and plasma heating, as well inherently interesting. Recent magnetic field observations at Saturn’s bow shock, for Alfvén Mach numbers greater than about 25, have provided evidence for periodic non-stationarity, although the details of the ion- and electron-scale processes remain unclear due to limited plasma data. High-resolution, multi-spacecraft data are available for the terrestrial bow shock, but here the very high Mach number regime is only attained on extremely rare occasions. Here we present magnetic field and particle data from three such quasi-perpendicular shock crossings observed by the four-spacecraft Cluster mission. Although both ion reflection and the shock profile are modulated at the upstream ion gyroperiod timescale, the dominant wave growth in the foot takes place at sub-proton length scales and is consistent with being driven by the ion Weibel instability. The observed large-scale behavior depends strongly on cross-scale coupling between ion and electron processes, with ion reflection never fully suppressed, and this suggests a model of the shock dynamics that is in conflict with previous models of non-stationarity. Thus, the observations offer insight into the conditions prevalent in many inaccessible astrophysical environments, and provide important constraints for acceleration processes at such shocks.
Adaptation to Variance of Stimuli in Drosophila Larva Navigation
Wolk, Jason; Gepner, Ruben; Gershow, Marc
In order to respond to stimuli that vary over orders of magnitude while also being capable of sensing very small changes, neural systems must be capable of rapidly adapting to the variance of stimuli. We study this adaptation in Drosophila larvae responding to varying visual signals and optogenetically induced fictitious odors using an infrared illuminated arena and custom computer vision software. Larval navigational decisions (when to turn) are modeled as the output a linear-nonlinear Poisson process. The development of the nonlinear turn rate in response to changes in variance is tracked using an adaptive point process filter determining the rate of adaptation to different stimulus profiles. Supported by NIH Grant 1DP2EB022359 and NSF Grant PHY-1455015.
PORTFOLIO COMPOSITION WITH MINIMUM VARIANCE: COMPARISON WITH MARKET BENCHMARKS
Directory of Open Access Journals (Sweden)
Daniel Menezes Cavalcante
2016-07-01
Full Text Available Portfolio optimization strategies are advocated as being able to allow the composition of stocks portfolios that provide returns above market benchmarks. This study aims to determine whether, in fact, portfolios based on the minimum variance strategy, optimized by the Modern Portfolio Theory, are able to achieve earnings above market benchmarks in Brazil. Time series of 36 securities traded on the BM&FBOVESPA have been analyzed in a long period of time (1999-2012, with sample windows of 12, 36, 60 and 120 monthly observations. The results indicated that the minimum variance portfolio performance is superior to market benchmarks (CDI and IBOVESPA in terms of return and risk-adjusted return, especially in medium and long-term investment horizons.
Compounding approach for univariate time series with nonstationary variances
Schäfer, Rudi; Barkhofen, Sonja; Guhr, Thomas; Stöckmann, Hans-Jürgen; Kuhl, Ulrich
2015-12-01
A defining feature of nonstationary systems is the time dependence of their statistical parameters. Measured time series may exhibit Gaussian statistics on short time horizons, due to the central limit theorem. The sample statistics for long time horizons, however, averages over the time-dependent variances. To model the long-term statistical behavior, we compound the local distribution with the distribution of its parameters. Here, we consider two concrete, but diverse, examples of such nonstationary systems: the turbulent air flow of a fan and a time series of foreign exchange rates. Our main focus is to empirically determine the appropriate parameter distribution for the compounding approach. To this end, we extract the relevant time scales by decomposing the time signals into windows and determine the distribution function of the thus obtained local variances.
Variance inflation in high dimensional Support Vector Machines
DEFF Research Database (Denmark)
Abrahamsen, Trine Julie; Hansen, Lars Kai
2013-01-01
Many important machine learning models, supervised and unsupervised, are based on simple Euclidean distance or orthogonal projection in a high dimensional feature space. When estimating such models from small training sets we face the problem that the span of the training data set input vectors...... the case of Support Vector Machines (SVMS) and we propose a non-parametric scheme to restore proper generalizability. We illustrate the algorithm and its ability to restore performance on a wide range of benchmark data sets....... follow a different probability law with less variance. While the problem and basic means to reconstruct and deflate are well understood in unsupervised learning, the case of supervised learning is less well understood. We here investigate the effect of variance inflation in supervised learning including...
Robust LOD scores for variance component-based linkage analysis.
Blangero, J; Williams, J T; Almasy, L
2000-01-01
The variance component method is now widely used for linkage analysis of quantitative traits. Although this approach offers many advantages, the importance of the underlying assumption of multivariate normality of the trait distribution within pedigrees has not been studied extensively. Simulation studies have shown that traits with leptokurtic distributions yield linkage test statistics that exhibit excessive Type I error when analyzed naively. We derive analytical formulae relating the deviation from the expected asymptotic distribution of the lod score to the kurtosis and total heritability of the quantitative trait. A simple correction constant yields a robust lod score for any deviation from normality and for any pedigree structure, and effectively eliminates the problem of inflated Type I error due to misspecification of the underlying probability model in variance component-based linkage analysis.
Response variance in functional maps: neural darwinism revisited.
Directory of Open Access Journals (Sweden)
Hirokazu Takahashi
Full Text Available The mechanisms by which functional maps and map plasticity contribute to cortical computation remain controversial. Recent studies have revisited the theory of neural Darwinism to interpret the learning-induced map plasticity and neuronal heterogeneity observed in the cortex. Here, we hypothesize that the Darwinian principle provides a substrate to explain the relationship between neuron heterogeneity and cortical functional maps. We demonstrate in the rat auditory cortex that the degree of response variance is closely correlated with the size of its representational area. Further, we show that the response variance within a given population is altered through training. These results suggest that larger representational areas may help to accommodate heterogeneous populations of neurons. Thus, functional maps and map plasticity are likely to play essential roles in Darwinian computation, serving as effective, but not absolutely necessary, structures to generate diverse response properties within a neural population.
Response variance in functional maps: neural darwinism revisited.
Takahashi, Hirokazu; Yokota, Ryo; Kanzaki, Ryohei
2013-01-01
The mechanisms by which functional maps and map plasticity contribute to cortical computation remain controversial. Recent studies have revisited the theory of neural Darwinism to interpret the learning-induced map plasticity and neuronal heterogeneity observed in the cortex. Here, we hypothesize that the Darwinian principle provides a substrate to explain the relationship between neuron heterogeneity and cortical functional maps. We demonstrate in the rat auditory cortex that the degree of response variance is closely correlated with the size of its representational area. Further, we show that the response variance within a given population is altered through training. These results suggest that larger representational areas may help to accommodate heterogeneous populations of neurons. Thus, functional maps and map plasticity are likely to play essential roles in Darwinian computation, serving as effective, but not absolutely necessary, structures to generate diverse response properties within a neural population.
Replica approach to mean-variance portfolio optimization
Varga-Haszonits, Istvan; Caccioli, Fabio; Kondor, Imre
2016-12-01
We consider the problem of mean-variance portfolio optimization for a generic covariance matrix subject to the budget constraint and the constraint for the expected return, with the application of the replica method borrowed from the statistical physics of disordered systems. We find that the replica symmetry of the solution does not need to be assumed, but emerges as the unique solution of the optimization problem. We also check the stability of this solution and find that the eigenvalues of the Hessian are positive for r = N/T optimal in-sample variance is found to vanish at the critical point inversely proportional to the divergent estimation error.
Variance reduction methods applied to deep-penetration problems
International Nuclear Information System (INIS)
Cramer, S.N.
1984-01-01
All deep-penetration Monte Carlo calculations require variance reduction methods. Before beginning with a detailed approach to these methods, several general comments concerning deep-penetration calculations by Monte Carlo, the associated variance reduction, and the similarities and differences of these with regard to non-deep-penetration problems will be addressed. The experienced practitioner of Monte Carlo methods will easily find exceptions to any of these generalities, but it is felt that these comments will aid the novice in understanding some of the basic ideas and nomenclature. Also, from a practical point of view, the discussions and developments presented are oriented toward use of the computer codes which are presented in segments of this Monte Carlo course
Bjørnerem, Åshild; Bui, Minh; Wang, Xiaofang; Ghasem-Zadeh, Ali; Hopper, John L; Zebaze, Roger; Seeman, Ego
2015-03-01
All genetic and environmental factors contributing to differences in bone structure between individuals mediate their effects through the final common cellular pathway of bone modeling and remodeling. We hypothesized that genetic factors account for most of the population variance of cortical and trabecular microstructure, in particular intracortical porosity and medullary size - void volumes (porosity), which establish the internal bone surface areas or interfaces upon which modeling and remodeling deposit or remove bone to configure bone microarchitecture. Microarchitecture of the distal tibia and distal radius and remodeling markers were measured for 95 monozygotic (MZ) and 66 dizygotic (DZ) white female twin pairs aged 40 to 61 years. Images obtained using high-resolution peripheral quantitative computed tomography were analyzed using StrAx1.0, a nonthreshold-based software that quantifies cortical matrix and porosity. Genetic and environmental components of variance were estimated under the assumptions of the classic twin model. The data were consistent with the proportion of variance accounted for by genetic factors being: 72% to 81% (standard errors ∼18%) for the distal tibial total, cortical, and medullary cross-sectional area (CSA); 67% and 61% for total cortical porosity, before and after adjusting for total CSA, respectively; 51% for trabecular volumetric bone mineral density (vBMD; all p accounted for 47% to 68% of the variance (all p ≤ 0.001). Cross-twin cross-trait correlations between tibial cortical porosity and medullary CSA were higher for MZ (rMZ = 0.49) than DZ (rDZ = 0.27) pairs before (p = 0.024), but not after (p = 0.258), adjusting for total CSA. For the remodeling markers, the data were consistent with genetic factors accounting for 55% to 62% of the variance. We infer that middle-aged women differ in their bone microarchitecture and remodeling markers more because of differences in their genetic factors than
Irie, T.; Yasunobu, T.; Kashimura, H.; Setoguchi, T.
2003-05-01
When the high-pressure gas is exhausted to the vacuum chamber from the nozzle, the underexpanded supersonic jet contained with the Mach disk is generally formed. The eventual purpose of this study is to clarify the unsteady phenomenon of the underexpanded free jet when the back pressure continuously changes with time. The characteristic of the Mach disk has been clarified in consideration of the diameter and position of it by the numerical analysis in this paper. The sonic jet of the exit Mach number Me=1 is assumed and the axisymmetric conservational equation is solved by the TVD method in the numerical calculation. The diameter and position of the Mach disk differs with the results of a steady jet and the influence on the continuously changing of the back pressure is evidenced from the comparison with the case of steady supersonic jet.
NASA Administrator Sean O'Keefe, left, learned about the Mach 10 X-43 research vehicle from manager
2002-01-01
NASA Administrator Sean O'Keefe left, learned about the Mach 10 X-43 research vehicle from manager, Joel Sitz during O'Keefe's visit to the NASA Dryden Flight Research Center, Edwards, California, January 31, 2002.
International Nuclear Information System (INIS)
Mosquera, L; Osorio, Jonas H; Hayashi, Juliano G; Cordeiro, Cristiano M B
2011-01-01
A refractometric sensor based on mechanically induced interferometers formed with long period gratings is reported. It is also shown two different setups based on a Michelson and Mach-Zehnder interferometer and its application to measure ethanol concentration in gasoline.
Spatial analysis based on variance of moving window averages
Wu, B M; Subbarao, K V; Ferrandino, F J; Hao, J J
2006-01-01
A new method for analysing spatial patterns was designed based on the variance of moving window averages (VMWA), which can be directly calculated in geographical information systems or a spreadsheet program (e.g. MS Excel). Different types of artificial data were generated to test the method. Regardless of data types, the VMWA method correctly determined the mean cluster sizes. This method was also employed to assess spatial patterns in historical plant disease survey data encompassing both a...
A mean-variance frontier in discrete and continuous time
Bekker, Paul A.
2004-01-01
The paper presents a mean-variance frontier based on dynamic frictionless investment strategies in continuous time. The result applies to a finite number of risky assets whose price process is given by multivariate geometric Brownian motion with deterministically varying coefficients. The derivation is based on the solution for the frontier in discrete time. Using the same multiperiod framework as Li and Ng (2000), I provide an alternative derivation and an alternative formulation of the solu...
Efficient Scores, Variance Decompositions and Monte Carlo Swindles.
1984-08-28
to ;r Then a version .of Pythagoras ’ theorem gives the variance decomposition (6.1) varT var S var o(T-S) P P0 0 0 One way to see this is to note...complete sufficient statistics for (B, a) , and that the standard- ized residuals a(y - XB) 6 are ancillary. Basu’s sufficiency- ancillarity theorem
Variance-based sensitivity analysis for wastewater treatment plant modelling.
Cosenza, Alida; Mannina, Giorgio; Vanrolleghem, Peter A; Neumann, Marc B
2014-02-01
Global sensitivity analysis (GSA) is a valuable tool to support the use of mathematical models that characterise technical or natural systems. In the field of wastewater modelling, most of the recent applications of GSA use either regression-based methods, which require close to linear relationships between the model outputs and model factors, or screening methods, which only yield qualitative results. However, due to the characteristics of membrane bioreactors (MBR) (non-linear kinetics, complexity, etc.) there is an interest to adequately quantify the effects of non-linearity and interactions. This can be achieved with variance-based sensitivity analysis methods. In this paper, the Extended Fourier Amplitude Sensitivity Testing (Extended-FAST) method is applied to an integrated activated sludge model (ASM2d) for an MBR system including microbial product formation and physical separation processes. Twenty-one model outputs located throughout the different sections of the bioreactor and 79 model factors are considered. Significant interactions among the model factors are found. Contrary to previous GSA studies for ASM models, we find the relationship between variables and factors to be non-linear and non-additive. By analysing the pattern of the variance decomposition along the plant, the model factors having the highest variance contributions were identified. This study demonstrates the usefulness of variance-based methods in membrane bioreactor modelling where, due to the presence of membranes and different operating conditions than those typically found in conventional activated sludge systems, several highly non-linear effects are present. Further, the obtained results highlight the relevant role played by the modelling approach for MBR taking into account simultaneously biological and physical processes. © 2013.
The mean and variance of phylogenetic diversity under rarefaction
Nipperess, David A.; Matsen, Frederick A.
2013-01-01
Phylogenetic diversity (PD) depends on sampling intensity, which complicates the comparison of PD between samples of different depth. One approach to dealing with differing sample depth for a given diversity statistic is to rarefy, which means to take a random subset of a given size of the original sample. Exact analytical formulae for the mean and variance of species richness under rarefaction have existed for some time but no such solution exists for PD. We have derived exact formulae for t...
On mean reward variance in semi-Markov processes
Czech Academy of Sciences Publication Activity Database
Sladký, Karel
2005-01-01
Roč. 62, č. 3 (2005), s. 387-397 ISSN 1432-2994 R&D Projects: GA ČR(CZ) GA402/05/0115; GA ČR(CZ) GA402/04/1294 Institutional research plan: CEZ:AV0Z10750506 Keywords : Markov and semi-Markov processes with rewards * variance of cumulative reward * asymptotic behaviour Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.259, year: 2005
Mean-Variance Analysis in a Multiperiod Setting
Frauendorfer, Karl; Siede, Heiko
1997-01-01
Similar to the classical Markowitz approach it is possible to apply a mean-variance criterion to a multiperiod setting to obtain efficient portfolios. To represent the stochastic dynamic characteristics necessary for modelling returns a process of asset returns is discretized with respect to time and space and summarized in a scenario tree. The resulting optimization problem is solved by means of stochastic multistage programming. The optimal solutions show equivalent structural properties as...
Analytic solution to variance optimization with no short positions
Kondor, Imre; Papp, Gábor; Caccioli, Fabio
2017-12-01
We consider the variance portfolio optimization problem with a ban on short selling. We provide an analytical solution by means of the replica method for the case of a portfolio of independent, but not identically distributed, assets. We study the behavior of the solution as a function of the ratio r between the number N of assets and the length T of the time series of returns used to estimate risk. The no-short-selling constraint acts as an asymmetric \
Estimating Predictive Variance for Statistical Gas Distribution Modelling
International Nuclear Information System (INIS)
Lilienthal, Achim J.; Asadi, Sahar; Reggente, Matteo
2009-01-01
Recent publications in statistical gas distribution modelling have proposed algorithms that model mean and variance of a distribution. This paper argues that estimating the predictive concentration variance entails not only a gradual improvement but is rather a significant step to advance the field. This is, first, since the models much better fit the particular structure of gas distributions, which exhibit strong fluctuations with considerable spatial variations as a result of the intermittent character of gas dispersal. Second, because estimating the predictive variance allows to evaluate the model quality in terms of the data likelihood. This offers a solution to the problem of ground truth evaluation, which has always been a critical issue for gas distribution modelling. It also enables solid comparisons of different modelling approaches, and provides the means to learn meta parameters of the model, to determine when the model should be updated or re-initialised, or to suggest new measurement locations based on the current model. We also point out directions of related ongoing or potential future research work.
Improved estimation of the variance in Monte Carlo criticality calculations
International Nuclear Information System (INIS)
Hoogenboom, J. Eduard
2008-01-01
Results for the effective multiplication factor in a Monte Carlo criticality calculations are often obtained from averages over a number of cycles or batches after convergence of the fission source distribution to the fundamental mode. Then the standard deviation of the effective multiplication factor is also obtained from the k eff results over these cycles. As the number of cycles will be rather small, the estimate of the variance or standard deviation in k eff will not be very reliable, certainly not for the first few cycles after source convergence. In this paper the statistics for k eff are based on the generation of new fission neutron weights during each history in a cycle. It is shown that this gives much more reliable results for the standard deviation even after a small number of cycles. Also attention is paid to the variance of the variance (VoV) and the standard deviation of the standard deviation. A derivation is given how to obtain an unbiased estimate for the VoV, even for a small number of samples. (authors)
Improved estimation of the variance in Monte Carlo criticality calculations
Energy Technology Data Exchange (ETDEWEB)
Hoogenboom, J. Eduard [Delft University of Technology, Delft (Netherlands)
2008-07-01
Results for the effective multiplication factor in a Monte Carlo criticality calculations are often obtained from averages over a number of cycles or batches after convergence of the fission source distribution to the fundamental mode. Then the standard deviation of the effective multiplication factor is also obtained from the k{sub eff} results over these cycles. As the number of cycles will be rather small, the estimate of the variance or standard deviation in k{sub eff} will not be very reliable, certainly not for the first few cycles after source convergence. In this paper the statistics for k{sub eff} are based on the generation of new fission neutron weights during each history in a cycle. It is shown that this gives much more reliable results for the standard deviation even after a small number of cycles. Also attention is paid to the variance of the variance (VoV) and the standard deviation of the standard deviation. A derivation is given how to obtain an unbiased estimate for the VoV, even for a small number of samples. (authors)
A general transform for variance reduction in Monte Carlo simulations
International Nuclear Information System (INIS)
Becker, T.L.; Larsen, E.W.
2011-01-01
This paper describes a general transform to reduce the variance of the Monte Carlo estimate of some desired solution, such as flux or biological dose. This transform implicitly includes many standard variance reduction techniques, including source biasing, collision biasing, the exponential transform for path-length stretching, and weight windows. Rather than optimizing each of these techniques separately or choosing semi-empirical biasing parameters based on the experience of a seasoned Monte Carlo practitioner, this General Transform unites all these variance techniques to achieve one objective: a distribution of Monte Carlo particles that attempts to optimize the desired solution. Specifically, this transform allows Monte Carlo particles to be distributed according to the user's specification by using information obtained from a computationally inexpensive deterministic simulation of the problem. For this reason, we consider the General Transform to be a hybrid Monte Carlo/Deterministic method. The numerical results con rm that the General Transform distributes particles according to the user-specified distribution and generally provide reasonable results for shielding applications. (author)
Modality-Driven Classification and Visualization of Ensemble Variance
Energy Technology Data Exchange (ETDEWEB)
Bensema, Kevin; Gosink, Luke; Obermaier, Harald; Joy, Kenneth I.
2016-10-01
Advances in computational power now enable domain scientists to address conceptual and parametric uncertainty by running simulations multiple times in order to sufficiently sample the uncertain input space. While this approach helps address conceptual and parametric uncertainties, the ensemble datasets produced by this technique present a special challenge to visualization researchers as the ensemble dataset records a distribution of possible values for each location in the domain. Contemporary visualization approaches that rely solely on summary statistics (e.g., mean and variance) cannot convey the detailed information encoded in ensemble distributions that are paramount to ensemble analysis; summary statistics provide no information about modality classification and modality persistence. To address this problem, we propose a novel technique that classifies high-variance locations based on the modality of the distribution of ensemble predictions. Additionally, we develop a set of confidence metrics to inform the end-user of the quality of fit between the distribution at a given location and its assigned class. We apply a similar method to time-varying ensembles to illustrate the relationship between peak variance and bimodal or multimodal behavior. These classification schemes enable a deeper understanding of the behavior of the ensemble members by distinguishing between distributions that can be described by a single tendency and distributions which reflect divergent trends in the ensemble.
International Nuclear Information System (INIS)
Ignatyuk, A.V.
1998-01-01
For any applications of the statistical theory of nuclear reactions it is very important to obtain the parameters of the level density description from the reliable experimental data. The cumulative numbers of low-lying levels and the average spacings between neutron resonances are usually used as such data. The level density parameters fitted to such data are compiled in the RIPL Starter File for the tree models most frequently used in practical calculations: i) For the Gilber-Cameron model the parameters of the Beijing group, based on a rather recent compilations of the neutron resonance and low-lying level densities and included into the beijing-gc.dat file, are chosen as recommended. As alternative versions the parameters provided by other groups are given into the files: jaeri-gc.dat, bombay-gc.dat, obninsk-gc.dat. Additionally the iljinov-gc.dat, and mengoni-gc.dat files include sets of the level density parameters that take into account the damping of shell effects at high energies. ii) For the backed-shifted Fermi gas model the beijing-bs.dat file is selected as the recommended one. Alternative parameters of the Obninsk group are given in the obninsk-bs.dat file and those of Bombay in bombay-bs.dat. iii) For the generalized superfluid model the Obninsk group parameters included into the obninsk-bcs.dat file are chosen as recommended ones and the beijing-bcs.dat file is included as an alternative set of parameters. iv) For the microscopic approach to the level densities the files are: obninsk-micro.for -FORTRAN 77 source for the microscopical statistical level density code developed in Obninsk by Ignatyuk and coworkers, moller-levels.gz - Moeller single-particle level and ground state deformation data base, moller-levels.for -retrieval code for Moeller single-particle level scheme. (author)
A proxy for variance in dense matching over homogeneous terrain
Altena, Bas; Cockx, Liesbet; Goedemé, Toon
2014-05-01
Automation in photogrammetry and avionics have brought highly autonomous UAV mapping solutions on the market. These systems have great potential for geophysical research, due to their mobility and simplicity of work. Flight planning can be done on site and orientation parameters are estimated automatically. However, one major drawback is still present: if contrast is lacking, stereoscopy fails. Consequently, topographic information cannot be obtained precisely through photogrammetry for areas with low contrast. Even though more robustness is added in the estimation through multi-view geometry, a precise product is still lacking. For the greater part, interpolation is applied over these regions, where the estimation is constrained by uniqueness, its epipolar line and smoothness. Consequently, digital surface models are generated with an estimate of the topography, without holes but also without an indication of its variance. Every dense matching algorithm is based on a similarity measure. Our methodology uses this property to support the idea that if only noise is present, no correspondence can be detected. Therefore, the noise level is estimated in respect to the intensity signal of the topography (SNR) and this ratio serves as a quality indicator for the automatically generated product. To demonstrate this variance indicator, two different case studies were elaborated. The first study is situated at an open sand mine near the village of Kiezegem, Belgium. Two different UAV systems flew over the site. One system had automatic intensity regulation, and resulted in low contrast over the sandy interior of the mine. That dataset was used to identify the weak estimations of the topography and was compared with the data from the other UAV flight. In the second study a flight campaign with the X100 system was conducted along the coast near Wenduine, Belgium. The obtained images were processed through structure-from-motion software. Although the beach had a very low
Estimation of noise-free variance to measure heterogeneity.
Directory of Open Access Journals (Sweden)
Tilo Winkler
Full Text Available Variance is a statistical parameter used to characterize heterogeneity or variability in data sets. However, measurements commonly include noise, as random errors superimposed to the actual value, which may substantially increase the variance compared to a noise-free data set. Our aim was to develop and validate a method to estimate noise-free spatial heterogeneity of pulmonary perfusion using dynamic positron emission tomography (PET scans. On theoretical grounds, we demonstrate a linear relationship between the total variance of a data set derived from averages of n multiple measurements, and the reciprocal of n. Using multiple measurements with varying n yields estimates of the linear relationship including the noise-free variance as the constant parameter. In PET images, n is proportional to the number of registered decay events, and the variance of the image is typically normalized by the square of its mean value yielding a coefficient of variation squared (CV(2. The method was evaluated with a Jaszczak phantom as reference spatial heterogeneity (CV(r(2 for comparison with our estimate of noise-free or 'true' heterogeneity (CV(t(2. We found that CV(t(2 was only 5.4% higher than CV(r2. Additional evaluations were conducted on 38 PET scans of pulmonary perfusion using (13NN-saline injection. The mean CV(t(2 was 0.10 (range: 0.03-0.30, while the mean CV(2 including noise was 0.24 (range: 0.10-0.59. CV(t(2 was in average 41.5% of the CV(2 measured including noise (range: 17.8-71.2%. The reproducibility of CV(t(2 was evaluated using three repeated PET scans from five subjects. Individual CV(t(2 were within 16% of each subject's mean and paired t-tests revealed no difference among the results from the three consecutive PET scans. In conclusion, our method provides reliable noise-free estimates of CV(t(2 in PET scans, and may be useful for similar statistical problems in experimental data.
On the noise variance of a digital mammography system
International Nuclear Information System (INIS)
Burgess, Arthur
2004-01-01
A recent paper by Cooper et al. [Med. Phys. 30, 2614-2621 (2003)] contains some apparently anomalous results concerning the relationship between pixel variance and x-ray exposure for a digital mammography system. They found an unexpected peak in a display domain pixel variance plot as a function of 1/mAs (their Fig. 5) with a decrease in the range corresponding to high display data values, corresponding to low x-ray exposures. As they pointed out, if the detector response is linear in exposure and the transformation from raw to display data scales is logarithmic, then pixel variance should be a monotonically increasing function in the figure. They concluded that the total system transfer curve, between input exposure and display image data values, is not logarithmic over the full exposure range. They separated data analysis into two regions and plotted the logarithm of display image pixel variance as a function of the logarithm of the mAs used to produce the phantom images. They found a slope of minus one for high mAs values and concluded that the transfer function is logarithmic in this region. They found a slope of 0.6 for the low mAs region and concluded that the transfer curve was neither linear nor logarithmic for low exposure values. It is known that the digital mammography system investigated by Cooper et al. has a linear relationship between exposure and raw data values [Vedantham et al., Med. Phys. 27, 558-567 (2000)]. The purpose of this paper is to show that the variance effect found by Cooper et al. (their Fig. 5) arises because the transformation from the raw data scale (14 bits) to the display scale (12 bits), for the digital mammography system they investigated, is not logarithmic for raw data values less than about 300 (display data values greater than about 3300). At low raw data values the transformation is linear and prevents over-ranging of the display data scale. Parametric models for the two transformations will be presented. Results of pixel
Jeong, Seok-Hwan; Shimura, Daisuke; Simoyama, Takasi; Horikawa, Tsuyoshi; Tanaka, Yu; Morito, Ken
2014-07-01
We report good phase controllability and high production yield in Si-nanowire-based multistage delayed Mach-Zehnder interferometer-type optical multiplexers/demultiplexers (MUX/DeMUX) fabricated by an ArF-immersion lithography process on a 300 mm silicon-on-insulator (SOI) wafer. Three kinds of devices fabricated in this work exhibit clear 1×4 Ch wavelength filtering operations for various optical frequency spacing. These results are promising for their applications in high-density wavelength division multiplexing-based optical interconnects.
International Nuclear Information System (INIS)
Saitou, Y.; Yonesu, A.; Shinohara, S.; Ignatenko, M. V.; Kasuya, N.; Kawaguchi, M.; Terasaka, K.; Nishijima, T.; Nagashima, Y.; Kawai, Y.; Yagi, M.; Itoh, S.-I.; Azumi, M.; Itoh, K.
2007-01-01
The importance of reducing the neutral density to reach strong drift wave turbulence is clarified from the results of the extended magnetohydrodynamics and Monte Carlo simulations in a linear magnetized plasma. An upper bound of the neutral density relating to the ion-neutral collision frequency for the excitation of drift wave instability is shown, and the necessary flow velocity to excite this instability is also estimated from the neutral distributions. Measurements of the Mach number and the electron density distributions using Mach probe in the large mirror device (LMD) of Kyushu University [S. Shinohara et al., Plasma Phys. Control. Fusion 37, 1015 (1995)] are reported as well. The obtained results show a controllability of the neutral density and provide the basis for neutral density reduction and a possibility to excite strong drift wave turbulence in the LMD
Fringe biasing: A variance reduction technique for optically thick meshes
Energy Technology Data Exchange (ETDEWEB)
Smedley-Stevenson, R. P. [AWE PLC, Aldermaston Reading, Berkshire, RG7 4PR (United Kingdom)
2013-07-01
Fringe biasing is a stratified sampling scheme applicable to Monte Carlo thermal radiation transport codes. The thermal emission source in optically thick cells is partitioned into separate contributions from the cell interiors (where the likelihood of the particles escaping the cells is virtually zero) and the 'fringe' regions close to the cell boundaries. Thermal emission in the cell interiors can now be modelled with fewer particles, the remaining particles being concentrated in the fringes so that they are more likely to contribute to the energy exchange between cells. Unlike other techniques for improving the efficiency in optically thick regions (such as random walk and discrete diffusion treatments), fringe biasing has the benefit of simplicity, as the associated changes are restricted to the sourcing routines with the particle tracking routines being unaffected. This paper presents an analysis of the potential for variance reduction achieved from employing the fringe biasing technique. The aim of this analysis is to guide the implementation of this technique in Monte Carlo thermal radiation codes, specifically in order to aid the choice of the fringe width and the proportion of particles allocated to the fringe (which are interrelated) in multi-dimensional simulations, and to confirm that the significant levels of variance reduction achieved in simulations can be understood by studying the behaviour for simple test cases. The variance reduction properties are studied for a single cell in a slab geometry purely absorbing medium, investigating the accuracy of the scalar flux and current tallies on one of the interfaces with the surrounding medium. (authors)
Fringe biasing: A variance reduction technique for optically thick meshes
International Nuclear Information System (INIS)
Smedley-Stevenson, R. P.
2013-01-01
Fringe biasing is a stratified sampling scheme applicable to Monte Carlo thermal radiation transport codes. The thermal emission source in optically thick cells is partitioned into separate contributions from the cell interiors (where the likelihood of the particles escaping the cells is virtually zero) and the 'fringe' regions close to the cell boundaries. Thermal emission in the cell interiors can now be modelled with fewer particles, the remaining particles being concentrated in the fringes so that they are more likely to contribute to the energy exchange between cells. Unlike other techniques for improving the efficiency in optically thick regions (such as random walk and discrete diffusion treatments), fringe biasing has the benefit of simplicity, as the associated changes are restricted to the sourcing routines with the particle tracking routines being unaffected. This paper presents an analysis of the potential for variance reduction achieved from employing the fringe biasing technique. The aim of this analysis is to guide the implementation of this technique in Monte Carlo thermal radiation codes, specifically in order to aid the choice of the fringe width and the proportion of particles allocated to the fringe (which are interrelated) in multi-dimensional simulations, and to confirm that the significant levels of variance reduction achieved in simulations can be understood by studying the behaviour for simple test cases. The variance reduction properties are studied for a single cell in a slab geometry purely absorbing medium, investigating the accuracy of the scalar flux and current tallies on one of the interfaces with the surrounding medium. (authors)
An Empirical Temperature Variance Source Model in Heated Jets
Khavaran, Abbas; Bridges, James
2012-01-01
An acoustic analogy approach is implemented that models the sources of jet noise in heated jets. The equivalent sources of turbulent mixing noise are recognized as the differences between the fluctuating and Favre-averaged Reynolds stresses and enthalpy fluxes. While in a conventional acoustic analogy only Reynolds stress components are scrutinized for their noise generation properties, it is now accepted that a comprehensive source model should include the additional entropy source term. Following Goldstein s generalized acoustic analogy, the set of Euler equations are divided into two sets of equations that govern a non-radiating base flow plus its residual components. When the base flow is considered as a locally parallel mean flow, the residual equations may be rearranged to form an inhomogeneous third-order wave equation. A general solution is written subsequently using a Green s function method while all non-linear terms are treated as the equivalent sources of aerodynamic sound and are modeled accordingly. In a previous study, a specialized Reynolds-averaged Navier-Stokes (RANS) solver was implemented to compute the variance of thermal fluctuations that determine the enthalpy flux source strength. The main objective here is to present an empirical model capable of providing a reasonable estimate of the stagnation temperature variance in a jet. Such a model is parameterized as a function of the mean stagnation temperature gradient in the jet, and is evaluated using commonly available RANS solvers. The ensuing thermal source distribution is compared with measurements as well as computational result from a dedicated RANS solver that employs an enthalpy variance and dissipation rate model. Turbulent mixing noise predictions are presented for a wide range of jet temperature ratios from 1.0 to 3.20.
Spatio-temporal variance and meteorological drivers of the urban heat island in a European city
Arnds, Daniela; Böhner, Jürgen; Bechtel, Benjamin
2017-04-01
Urban areas are especially vulnerable to high temperatures, which will intensify in the future due to climate change. Therefore, both good knowledge about the local urban climate as well as simple and robust methods for its projection are needed. This study has analysed the spatio-temporal variance of the mean nocturnal urban heat island (UHI) of Hamburg, with observations from 40 stations from different suppliers. The UHI showed a radial gradient with about 2 K in the centre mostly corresponding to the urban densities. Temporarily, it has a strong seasonal cycle with the highest values between April and September and an inter-annual variability of approximately 0.5 K. Further, synoptic meteorological drivers of the UHI were analysed, which generally is most pronounced under calm and cloud-free conditions. Considered were meteorological parameters such as relative humidity, wind speed, cloud cover and objective weather types. For the stations with the highest UHI intensities, up to 68.7 % of the variance could be explained by seasonal empirical models and even up to 76.6 % by monthly models.
Stable Control of Firing Rate Mean and Variance by Dual Homeostatic Mechanisms.
Cannon, Jonathan; Miller, Paul
2017-12-01
Homeostatic processes that provide negative feedback to regulate neuronal firing rates are essential for normal brain function. Indeed, multiple parameters of individual neurons, including the scale of afferent synapse strengths and the densities of specific ion channels, have been observed to change on homeostatic time scales to oppose the effects of chronic changes in synaptic input. This raises the question of whether these processes are controlled by a single slow feedback variable or multiple slow variables. A single homeostatic process providing negative feedback to a neuron's firing rate naturally maintains a stable homeostatic equilibrium with a characteristic mean firing rate; but the conditions under which multiple slow feedbacks produce a stable homeostatic equilibrium have not yet been explored. Here we study a highly general model of homeostatic firing rate control in which two slow variables provide negative feedback to drive a firing rate toward two different target rates. Using dynamical systems techniques, we show that such a control system can be used to stably maintain a neuron's characteristic firing rate mean and variance in the face of perturbations, and we derive conditions under which this happens. We also derive expressions that clarify the relationship between the homeostatic firing rate targets and the resulting stable firing rate mean and variance. We provide specific examples of neuronal systems that can be effectively regulated by dual homeostasis. One of these examples is a recurrent excitatory network, which a dual feedback system can robustly tune to serve as an integrator.
Double Minimum Variance Beamforming Method to Enhance Photoacoustic Imaging
Paridar, Roya; Mozaffarzadeh, Moein; Nasiriavanaki, Mohammadreza; Orooji, Mahdi
2018-01-01
One of the common algorithms used to reconstruct photoacoustic (PA) images is the non-adaptive Delay-and-Sum (DAS) beamformer. However, the quality of the reconstructed PA images obtained by DAS is not satisfying due to its high level of sidelobes and wide mainlobe. In contrast, adaptive beamformers, such as minimum variance (MV), result in an improved image compared to DAS. In this paper, a novel beamforming method, called Double MV (D-MV) is proposed to enhance the image quality compared to...
A Note on the Kinks at the Mean Variance Frontier
Vörös, J.; Kriens, J.; Strijbosch, L.W.G.
1997-01-01
In this paper the standard portfolio case with short sales restrictions is analyzed.Dybvig pointed out that if there is a kink at a risky portfolio on the efficient frontier, then the securities in this portfolio have equal expected return and the converse of this statement is false.For the existence of kinks at the efficient frontier the sufficient condition is given here and a new procedure is used to derive the efficient frontier, i.e. the characteristics of the mean variance frontier.
Variance reduction techniques in the simulation of Markov processes
International Nuclear Information System (INIS)
Lessi, O.
1987-01-01
We study a functional r of the stationary distribution of a homogeneous Markov chain. It is often difficult or impossible to perform the analytical calculation of r and so it is reasonable to estimate r by a simulation process. A consistent estimator r(n) of r is obtained with respect to a chain with a countable state space. Suitably modifying the estimator r(n) of r one obtains a new consistent estimator which has a smaller variance than r(n). The same is obtained in the case of finite state space
A guide to SPSS for analysis of variance
Levine, Gustav
2013-01-01
This book offers examples of programs designed for analysis of variance and related statistical tests of significance that can be run with SPSS. The reader may copy these programs directly, changing only the names or numbers of levels of factors according to individual needs. Ways of altering command specifications to fit situations with larger numbers of factors are discussed and illustrated, as are ways of combining program statements to request a variety of analyses in the same program. The first two chapters provide an introduction to the use of SPSS, Versions 3 and 4. General rules conce
Diffusion-Based Trajectory Observers with Variance Constraints
DEFF Research Database (Denmark)
Alcocer, Alex; Jouffroy, Jerome; Oliveira, Paulo
Diffusion-based trajectory observers have been recently proposed as a simple and efficient framework to solve diverse smoothing problems in underwater navigation. For instance, to obtain estimates of the trajectories of an underwater vehicle given position fixes from an acoustic positioning system...... of smoothing and is determined by resorting to trial and error. This paper presents a methodology to choose the observer gain by taking into account a priori information on the variance of the position measurement errors. Experimental results with data from an acoustic positioning system are presented...
A Fay-Herriot Model with Different Random Effect Variances
Czech Academy of Sciences Publication Activity Database
Hobza, Tomáš; Morales, D.; Herrador, M.; Esteban, M.D.
2011-01-01
Roč. 40, č. 5 (2011), s. 785-797 ISSN 0361-0926 R&D Projects: GA MŠk 1M0572 Institutional research plan: CEZ:AV0Z10750506 Keywords : small area estimation * Fay-Herriot model * Linear mixed model * Labor Force Survey Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.274, year: 2011 http://library.utia.cas.cz/separaty/2011/SI/hobza-a%20fay-herriot%20model%20with%20different%20random%20effect%20variances.pdf
Variational Variance Reduction for Monte Carlo Criticality Calculations
International Nuclear Information System (INIS)
Densmore, Jeffery D.; Larsen, Edward W.
2001-01-01
A new variational variance reduction (VVR) method for Monte Carlo criticality calculations was developed. This method employs (a) a variational functional that is more accurate than the standard direct functional, (b) a representation of the deterministically obtained adjoint flux that is especially accurate for optically thick problems with high scattering ratios, and (c) estimates of the forward flux obtained by Monte Carlo. The VVR method requires no nonanalog Monte Carlo biasing, but it may be used in conjunction with Monte Carlo biasing schemes. Some results are presented from a class of criticality calculations involving alternating arrays of fuel and moderator regions
Indian Academy of Sciences (India)
space was postulated arbitrarily and in an abstract man- ner. Why does ... moves with uniform velocity. But we now no .... action. The reaction from B to A, however travels back along the same route, arriving at A earlier than it left. B. Such an ...
Beyond CMB cosmic variance limits on reionization with the polarized Sunyaev-Zel'dovich effect
Meyers, Joel; Meerburg, P. Daniel; van Engelen, Alexander; Battaglia, Nicholas
2018-05-01
Upcoming cosmic microwave background (CMB) surveys will soon make the first detection of the polarized Sunyaev-Zel'dovich effect, the linear polarization generated by the scattering of CMB photons on the free electrons present in collapsed objects. Measurement of this polarization along with knowledge of the electron density of the objects allows a determination of the quadrupolar temperature anisotropy of the CMB as viewed from the space-time location of the objects. Maps of these remote temperature quadrupoles have several cosmological applications. Here we propose a new application: the reconstruction of the cosmological reionization history. We show that with quadrupole measurements out to redshift 3, constraints on the mean optical depth can be improved by an order of magnitude beyond the CMB cosmic variance limit.
Parameter uncertainty effects on variance-based sensitivity analysis
International Nuclear Information System (INIS)
Yu, W.; Harris, T.J.
2009-01-01
In the past several years there has been considerable commercial and academic interest in methods for variance-based sensitivity analysis. The industrial focus is motivated by the importance of attributing variance contributions to input factors. A more complete understanding of these relationships enables companies to achieve goals related to quality, safety and asset utilization. In a number of applications, it is possible to distinguish between two types of input variables-regressive variables and model parameters. Regressive variables are those that can be influenced by process design or by a control strategy. With model parameters, there are typically no opportunities to directly influence their variability. In this paper, we propose a new method to perform sensitivity analysis through a partitioning of the input variables into these two groupings: regressive variables and model parameters. A sequential analysis is proposed, where first an sensitivity analysis is performed with respect to the regressive variables. In the second step, the uncertainty effects arising from the model parameters are included. This strategy can be quite useful in understanding process variability and in developing strategies to reduce overall variability. When this method is used for nonlinear models which are linear in the parameters, analytical solutions can be utilized. In the more general case of models that are nonlinear in both the regressive variables and the parameters, either first order approximations can be used, or numerically intensive methods must be used
Variance of indoor radon concentration: Major influencing factors
Energy Technology Data Exchange (ETDEWEB)
Yarmoshenko, I., E-mail: ivy@ecko.uran.ru [Institute of Industrial Ecology UB RAS, Sophy Kovalevskoy, 20, Ekaterinburg (Russian Federation); Vasilyev, A.; Malinovsky, G. [Institute of Industrial Ecology UB RAS, Sophy Kovalevskoy, 20, Ekaterinburg (Russian Federation); Bossew, P. [German Federal Office for Radiation Protection (BfS), Berlin (Germany); Žunić, Z.S. [Institute of Nuclear Sciences “Vinca”, University of Belgrade (Serbia); Onischenko, A.; Zhukovsky, M. [Institute of Industrial Ecology UB RAS, Sophy Kovalevskoy, 20, Ekaterinburg (Russian Federation)
2016-01-15
Variance of radon concentration in dwelling atmosphere is analysed with regard to geogenic and anthropogenic influencing factors. Analysis includes review of 81 national and regional indoor radon surveys with varying sampling pattern, sample size and duration of measurements and detailed consideration of two regional surveys (Sverdlovsk oblast, Russia and Niška Banja, Serbia). The analysis of the geometric standard deviation revealed that main factors influencing the dispersion of indoor radon concentration over the territory are as follows: area of territory, sample size, characteristics of measurements technique, the radon geogenic potential, building construction characteristics and living habits. As shown for Sverdlovsk oblast and Niška Banja town the dispersion as quantified by GSD is reduced by restricting to certain levels of control factors. Application of the developed approach to characterization of the world population radon exposure is discussed. - Highlights: • Influence of lithosphere and anthroposphere on variance of indoor radon is found. • Level-by-level analysis reduces GSD by a factor of 1.9. • Worldwide GSD is underestimated.
Variance Component Selection With Applications to Microbiome Taxonomic Data
Directory of Open Access Journals (Sweden)
Jing Zhai
2018-03-01
Full Text Available High-throughput sequencing technology has enabled population-based studies of the role of the human microbiome in disease etiology and exposure response. Microbiome data are summarized as counts or composition of the bacterial taxa at different taxonomic levels. An important problem is to identify the bacterial taxa that are associated with a response. One method is to test the association of specific taxon with phenotypes in a linear mixed effect model, which incorporates phylogenetic information among bacterial communities. Another type of approaches consider all taxa in a joint model and achieves selection via penalization method, which ignores phylogenetic information. In this paper, we consider regression analysis by treating bacterial taxa at different level as multiple random effects. For each taxon, a kernel matrix is calculated based on distance measures in the phylogenetic tree and acts as one variance component in the joint model. Then taxonomic selection is achieved by the lasso (least absolute shrinkage and selection operator penalty on variance components. Our method integrates biological information into the variable selection problem and greatly improves selection accuracies. Simulation studies demonstrate the superiority of our methods versus existing methods, for example, group-lasso. Finally, we apply our method to a longitudinal microbiome study of Human Immunodeficiency Virus (HIV infected patients. We implement our method using the high performance computing language Julia. Software and detailed documentation are freely available at https://github.com/JingZhai63/VCselection.
Worldwide variance in the potential utilization of Gamma Knife radiosurgery.
Hamilton, Travis; Dade Lunsford, L
2016-12-01
OBJECTIVE The role of Gamma Knife radiosurgery (GKRS) has expanded worldwide during the past 3 decades. The authors sought to evaluate whether experienced users vary in their estimate of its potential use. METHODS Sixty-six current Gamma Knife users from 24 countries responded to an electronic survey. They estimated the potential role of GKRS for benign and malignant tumors, vascular malformations, and functional disorders. These estimates were compared with published disease epidemiological statistics and the 2014 use reports provided by the Leksell Gamma Knife Society (16,750 cases). RESULTS Respondents reported no significant variation in the estimated use in many conditions for which GKRS is performed: meningiomas, vestibular schwannomas, and arteriovenous malformations. Significant variance in the estimated use of GKRS was noted for pituitary tumors, craniopharyngiomas, and cavernous malformations. For many current indications, the authors found significant variance in GKRS users based in the Americas, Europe, and Asia. Experts estimated that GKRS was used in only 8.5% of the 196,000 eligible cases in 2014. CONCLUSIONS Although there was a general worldwide consensus regarding many major indications for GKRS, significant variability was noted for several more controversial roles. This expert opinion survey also suggested that GKRS is significantly underutilized for many current diagnoses, especially in the Americas. Future studies should be conducted to investigate health care barriers to GKRS for many patients.
Hidden temporal order unveiled in stock market volatility variance
Directory of Open Access Journals (Sweden)
Y. Shapira
2011-06-01
Full Text Available When analyzed by standard statistical methods, the time series of the daily return of financial indices appear to behave as Markov random series with no apparent temporal order or memory. This empirical result seems to be counter intuitive since investor are influenced by both short and long term past market behaviors. Consequently much effort has been devoted to unveil hidden temporal order in the market dynamics. Here we show that temporal order is hidden in the series of the variance of the stocks volatility. First we show that the correlation between the variances of the daily returns and means of segments of these time series is very large and thus cannot be the output of random series, unless it has some temporal order in it. Next we show that while the temporal order does not show in the series of the daily return, rather in the variation of the corresponding volatility series. More specifically, we found that the behavior of the shuffled time series is equivalent to that of a random time series, while that of the original time series have large deviations from the expected random behavior, which is the result of temporal structure. We found the same generic behavior in 10 different stock markets from 7 different countries. We also present analysis of specially constructed sequences in order to better understand the origin of the observed temporal order in the market sequences. Each sequence was constructed from segments with equal number of elements taken from algebraic distributions of three different slopes.
Waste Isolation Pilot Plant no-migration variance petition
International Nuclear Information System (INIS)
1990-01-01
Section 3004 of RCRA allows EPA to grant a variance from the land disposal restrictions when a demonstration can be made that, to a reasonable degree of certainty, there will be no migration of hazardous constituents from the disposal unit for as long as the waste remains hazardous. Specific requirements for making this demonstration are found in 40 CFR 268.6, and EPA has published a draft guidance document to assist petitioners in preparing a variance request. Throughout the course of preparing this petition, technical staff from DOE, EPA, and their contractors have met frequently to discuss and attempt to resolve issues specific to radioactive mixed waste and the WIPP facility. The DOE believes it meets or exceeds all requirements set forth for making a successful ''no-migration'' demonstration. The petition presents information under five general headings: (1) waste information; (2) site characterization; (3) facility information; (4) assessment of environmental impacts, including the results of waste mobility modeling; and (5) analysis of uncertainties. Additional background and supporting documentation is contained in the 15 appendices to the petition, as well as in an extensive addendum published in October 1989
Deterministic mean-variance-optimal consumption and investment
DEFF Research Database (Denmark)
Christiansen, Marcus; Steffensen, Mogens
2013-01-01
In dynamic optimal consumption–investment problems one typically aims to find an optimal control from the set of adapted processes. This is also the natural starting point in case of a mean-variance objective. In contrast, we solve the optimization problem with the special feature that the consum......In dynamic optimal consumption–investment problems one typically aims to find an optimal control from the set of adapted processes. This is also the natural starting point in case of a mean-variance objective. In contrast, we solve the optimization problem with the special feature...... that the consumption rate and the investment proportion are constrained to be deterministic processes. As a result we get rid of a series of unwanted features of the stochastic solution including diffusive consumption, satisfaction points and consistency problems. Deterministic strategies typically appear in unit......-linked life insurance contracts, where the life-cycle investment strategy is age dependent but wealth independent. We explain how optimal deterministic strategies can be found numerically and present an example from life insurance where we compare the optimal solution with suboptimal deterministic strategies...
MENENTUKAN PORTOFOLIO OPTIMAL MENGGUNAKAN MODEL CONDITIONAL MEAN VARIANCE
Directory of Open Access Journals (Sweden)
I GEDE ERY NISCAHYANA
2016-08-01
Full Text Available When the returns of stock prices show the existence of autocorrelation and heteroscedasticity, then conditional mean variance models are suitable method to model the behavior of the stocks. In this thesis, the implementation of the conditional mean variance model to the autocorrelated and heteroscedastic return was discussed. The aim of this thesis was to assess the effect of the autocorrelated and heteroscedastic returns to the optimal solution of a portfolio. The margin of four stocks, Fortune Mate Indonesia Tbk (FMII.JK, Bank Permata Tbk (BNLI.JK, Suryamas Dutamakmur Tbk (SMDM.JK dan Semen Gresik Indonesia Tbk (SMGR.JK were estimated by GARCH(1,1 model with standard innovations following the standard normal distribution and the t-distribution. The estimations were used to construct a portfolio. The portfolio optimal was found when the standard innovation used was t-distribution with the standard deviation of 1.4532 and the mean of 0.8023 consisting of 0.9429 (94% of FMII stock, 0.0473 (5% of BNLI stock, 0% of SMDM stock, 1% of SMGR stock.
Variance decomposition-based sensitivity analysis via neural networks
International Nuclear Information System (INIS)
Marseguerra, Marzio; Masini, Riccardo; Zio, Enrico; Cojazzi, Giacomo
2003-01-01
This paper illustrates a method for efficiently performing multiparametric sensitivity analyses of the reliability model of a given system. These analyses are of great importance for the identification of critical components in highly hazardous plants, such as the nuclear or chemical ones, thus providing significant insights for their risk-based design and management. The technique used to quantify the importance of a component parameter with respect to the system model is based on a classical decomposition of the variance. When the model of the system is realistically complicated (e.g. by aging, stand-by, maintenance, etc.), its analytical evaluation soon becomes impractical and one is better off resorting to Monte Carlo simulation techniques which, however, could be computationally burdensome. Therefore, since the variance decomposition method requires a large number of system evaluations, each one to be performed by Monte Carlo, the need arises for possibly substituting the Monte Carlo simulation model with a fast, approximated, algorithm. Here we investigate an approach which makes use of neural networks appropriately trained on the results of a Monte Carlo system reliability/availability evaluation to quickly provide with reasonable approximation, the values of the quantities of interest for the sensitivity analyses. The work was a joint effort between the Department of Nuclear Engineering of the Polytechnic of Milan, Italy, and the Institute for Systems, Informatics and Safety, Nuclear Safety Unit of the Joint Research Centre in Ispra, Italy which sponsored the project
Concentration variance decay during magma mixing: a volcanic chronometer.
Perugini, Diego; De Campos, Cristina P; Petrelli, Maurizio; Dingwell, Donald B
2015-09-21
The mixing of magmas is a common phenomenon in explosive eruptions. Concentration variance is a useful metric of this process and its decay (CVD) with time is an inevitable consequence during the progress of magma mixing. In order to calibrate this petrological/volcanological clock we have performed a time-series of high temperature experiments of magma mixing. The results of these experiments demonstrate that compositional variance decays exponentially with time. With this calibration the CVD rate (CVD-R) becomes a new geochronometer for the time lapse from initiation of mixing to eruption. The resultant novel technique is fully independent of the typically unknown advective history of mixing - a notorious uncertainty which plagues the application of many diffusional analyses of magmatic history. Using the calibrated CVD-R technique we have obtained mingling-to-eruption times for three explosive volcanic eruptions from Campi Flegrei (Italy) in the range of tens of minutes. These in turn imply ascent velocities of 5-8 meters per second. We anticipate the routine application of the CVD-R geochronometer to the eruptive products of active volcanoes in future in order to constrain typical "mixing to eruption" time lapses such that monitoring activities can be targeted at relevant timescales and signals during volcanic unrest.
Mean-Variance-Validation Technique for Sequential Kriging Metamodels
International Nuclear Information System (INIS)
Lee, Tae Hee; Kim, Ho Sung
2010-01-01
The rigorous validation of the accuracy of metamodels is an important topic in research on metamodel techniques. Although a leave-k-out cross-validation technique involves a considerably high computational cost, it cannot be used to measure the fidelity of metamodels. Recently, the mean 0 validation technique has been proposed to quantitatively determine the accuracy of metamodels. However, the use of mean 0 validation criterion may lead to premature termination of a sampling process even if the kriging model is inaccurate. In this study, we propose a new validation technique based on the mean and variance of the response evaluated when sequential sampling method, such as maximum entropy sampling, is used. The proposed validation technique is more efficient and accurate than the leave-k-out cross-validation technique, because instead of performing numerical integration, the kriging model is explicitly integrated to accurately evaluate the mean and variance of the response evaluated. The error in the proposed validation technique resembles a root mean squared error, thus it can be used to determine a stop criterion for sequential sampling of metamodels
PET image reconstruction: mean, variance, and optimal minimax criterion
International Nuclear Information System (INIS)
Liu, Huafeng; Guo, Min; Gao, Fei; Shi, Pengcheng; Xue, Liying; Nie, Jing
2015-01-01
Given the noise nature of positron emission tomography (PET) measurements, it is critical to know the image quality and reliability as well as expected radioactivity map (mean image) for both qualitative interpretation and quantitative analysis. While existing efforts have often been devoted to providing only the reconstructed mean image, we present a unified framework for joint estimation of the mean and corresponding variance of the radioactivity map based on an efficient optimal min–max criterion. The proposed framework formulates the PET image reconstruction problem to be a transformation from system uncertainties to estimation errors, where the minimax criterion is adopted to minimize the estimation errors with possibly maximized system uncertainties. The estimation errors, in the form of a covariance matrix, express the measurement uncertainties in a complete way. The framework is then optimized by ∞-norm optimization and solved with the corresponding H ∞ filter. Unlike conventional statistical reconstruction algorithms, that rely on the statistical modeling methods of the measurement data or noise, the proposed joint estimation stands from the point of view of signal energies and can handle from imperfect statistical assumptions to even no a priori statistical assumptions. The performance and accuracy of reconstructed mean and variance images are validated using Monte Carlo simulations. Experiments on phantom scans with a small animal PET scanner and real patient scans are also conducted for assessment of clinical potential. (paper)
Argentine Population Genetic Structure: Large Variance in Amerindian Contribution
Seldin, Michael F.; Tian, Chao; Shigeta, Russell; Scherbarth, Hugo R.; Silva, Gabriel; Belmont, John W.; Kittles, Rick; Gamron, Susana; Allevi, Alberto; Palatnik, Simon A.; Alvarellos, Alejandro; Paira, Sergio; Caprarulo, Cesar; Guillerón, Carolina; Catoggio, Luis J.; Prigione, Cristina; Berbotto, Guillermo A.; García, Mercedes A.; Perandones, Carlos E.; Pons-Estel, Bernardo A.; Alarcon-Riquelme, Marta E.
2011-01-01
Argentine population genetic structure was examined using a set of 78 ancestry informative markers (AIMs) to assess the contributions of European, Amerindian, and African ancestry in 94 individuals members of this population. Using the Bayesian clustering algorithm STRUCTURE, the mean European contribution was 78%, the Amerindian contribution was 19.4%, and the African contribution was 2.5%. Similar results were found using weighted least mean square method: European, 80.2%; Amerindian, 18.1%; and African, 1.7%. Consistent with previous studies the current results showed very few individuals (four of 94) with greater than 10% African admixture. Notably, when individual admixture was examined, the Amerindian and European admixture showed a very large variance and individual Amerindian contribution ranged from 1.5 to 84.5% in the 94 individual Argentine subjects. These results indicate that admixture must be considered when clinical epidemiology or case control genetic analyses are studied in this population. Moreover, the current study provides a set of informative SNPs that can be used to ascertain or control for this potentially hidden stratification. In addition, the large variance in admixture proportions in individual Argentine subjects shown by this study suggests that this population is appropriate for future admixture mapping studies. PMID:17177183
Energy Technology Data Exchange (ETDEWEB)
Staudhammer, Karl P.
2004-01-01
The Mach stem region in an axial symmetric shock implosion has generally been avoided in the dynamic consolidation of powders for a number of reasons. The prime reason being that the convergence of the shock waves in the cylindrical axis produce enormous pressures and concomitant temperatures that have melted tungsten. This shock wave convergence consequently results in a discontinuity in the hydro-code calculations. Dynamic deformation experiments on gold plated 304L stainless steel powders were undertaken. These experiments utilized pressures of 0.08 to 1.0 Mbar and contained a symmetric radial melt region along the central axis of the sample holder. To understand the role of deformation in a porous material, the pressure, and temperature as well as the deformation heat and associated defects must be accounted for. When the added heat of consolidation deformation exceeds the melt temperature of the 304 powders, a melt zone results that can consume large regions of the compact while still under the high-pressure pulse. As the shock wave traverses the sample and is removed in a momentum trap, its pressure/temperature are quenched. It is within this region that very high diffusion/alloying occurs and has been observed in the gold plated powders. Anomalous increases of gold diffusion into 304 stainless steel have been observed via optical microscopy, scanning electron microscopy and EDAX measurements. Values exceeding 1200 m/sec have been measured and correlated to the powder sizes, size distribution and packing density, concomitant with sample container strains ranging from 2.0% to 26%.
The Influence of Ernst Mach and Ludwig Boltzmann on Albert Einstein
International Nuclear Information System (INIS)
Broda, E.
1979-01-01
This document, written by Engelbert Broda in 1979, analyses the influence of Ernst Mach and Ludwig Boltzmann on Albert Einstein. Broda describes how Einstein and his scientific thinking benefited from Mach’s criticism on classical mechanics and its basic concepts like absolute time and absolute space. This criticism encouraged Einstein in the time he worked on his special relativity. On the other side Broda writes about the influence of Ludwig Boltzman, an atomist, whose scientific work and research prepared the ground for Einsteins work on the quantum-structure of electromagnetic radiation or the discovery of the photoelectric effect. (nowak)
Acoustic-hydrodynamic-flame coupling—A new perspective for zero and low Mach number flows
Pulikkottil, V. V.; Sujith, R. I.
2017-04-01
A combustion chamber has a hydrodynamic field that convects the incoming fuel and oxidizer into the chamber, thereby causing the mixture to react and produce heat energy. This heat energy can, in turn, modify the hydrodynamic and acoustic fields by acting as a source and thereby, establish a positive feedback loop. Subsequent growth in the amplitude of the acoustic field variables and their eventual saturation to a limit cycle is generally known as thermo-acoustic instability. Mathematical representation of these phenomena, by a set of equations, is the subject of this paper. In contrast to the ad hoc models, an explanation of the flame-acoustic-hydrodynamic coupling, based on fundamental laws of conservation of mass, momentum, and energy, is presented in this paper. In this paper, we use a convection reaction diffusion equation, which, in turn, is derived from the fundamental laws of conservation to explain the flame-acoustic coupling. The advantage of this approach is that the physical variables such as hydrodynamic velocity and heat release rate are coupled based on the conservation of energy and not based on an ad hoc model. Our approach shows that the acoustic-hydrodynamic interaction arises from the convection of acoustic velocity fluctuations by the hydrodynamic field and vice versa. This is a linear mechanism, mathematically represented as a convection operator. This mechanism resembles the non-normal mechanism studied in hydrodynamic theory. We propose that this mechanism could relate the instability mechanisms of hydrodynamic and thermo-acoustic systems. Furthermore, the acoustic-hydrodynamic interaction is shown to be responsible for the convection of entropy disturbances from the inlet of the chamber. The theory proposed in this paper also unifies the observations in the fields of low Mach number flows and zero Mach number flows. In contrast to the previous findings, where compressibility is shown to be causing different physics for zero and low Mach
Low Mach and Peclet number limit for a model of stellar tachocline and upper radiative zones
Directory of Open Access Journals (Sweden)
Donatella Donatelli
2016-09-01
Full Text Available We study a hydrodynamical model describing the motion of internal stellar layers based on compressible Navier-Stokes-Fourier-Poisson system. We suppose that the medium is electrically charged, we include energy exchanges through radiative transfer and we assume that the system is rotating. We analyze the singular limit of this system when the Mach number, the Alfven number, the Peclet number and the Froude number approache zero in a certain way and prove convergence to a 3D incompressible MHD system with a stationary linear transport equation for transport of radiation intensity. Finally, we show that the energy equation reduces to a steady equation for the temperature corrector.
Goedel, Penrose, anti-Mach: extra supersymmetries of time-dependent plane waves
International Nuclear Information System (INIS)
Blau, Matthias; O'Loughlin, Martin; Meessen, Patrick
2003-01-01
We prove that M-theory plane waves with extra supersymmetries are necessarily homogeneous (but possibly time-dependent), and we show by explicit construction that such time-dependent plane waves can admit extra supersymmetries. To that end we study the Penrose limits of Goedel-like metrics, show that the Penrose limit of the M-theory Goedel metric (with 20 supercharges) is generically a time-dependent homogeneous plane wave of the anti-Mach type, and display the four extra Killings spinors in that case. We conclude with some general remarks on the Killing spinor equations for homogeneous plane waves. (author)
Temperature effects of Mach-Zehnder interferometer using a liquid crystal-filled fiber
DEFF Research Database (Denmark)
Ho, Bo-Yan; Su, Hsien-Pin; Tseng, Yu-Pei
2015-01-01
We demonstrated a simple and cost-effective method to fabricate all fiber Mach-Zehnder interferometer (MZI) based on cascading a short section of liquid crystal (LC)-filled hollow-optic fiber (HOF) between two single mode fibers by using automatically splicing technique. The transmission spectra...... of the proposed MZI with different LC-infiltrated length were measured and the temperature-induced wavelength shifts of the interference fringes were recorded. Both blue shift and red shift were observed, depending the temperature range. Based on our experimental results, interference fringe was observed...
Asymmetric Mach-Zehnder Interferometer Based Biosensors for Aflatoxin M1 Detection.
Chalyan, Tatevik; Guider, Romain; Pasquardini, Laura; Zanetti, Manuela; Falke, Floris; Schreuder, Erik; Heideman, Rene G; Pederzolli, Cecilia; Pavesi, Lorenzo
2016-01-06
In this work, we present a study of Aflatoxin M1 detection by photonic biosensors based on Si₃N₄ Asymmetric Mach-Zehnder Interferometer (aMZI) functionalized with antibodies fragments (Fab'). We measured a best volumetric sensitivity of 10⁴ rad/RIU, leading to a Limit of Detection below 5 × 10(-7) RIU. On sensors functionalized with Fab', we performed specific and non-specific sensing measurements at various toxin concentrations. Reproducibility of the measurements and re-usability of the sensor were also investigated.
Analisis Perbandingan Kinerja Mach-Zehnder berdasarkan Ragam Format Modulasi pada Jaringan FTTH
Directory of Open Access Journals (Sweden)
ZULIA NURUL KARIMAH
2018-03-01
Full Text Available ABSTRAK Pada jurnal ini dibuat pemodelan link FTTH pada software Optisystem 7.0 untuk mengetahui pengaruh dari Kerr effect dengan membandingkan performansi serat optik kaca dan serat optik plastik berdasarkan format modulasi berupa NRZ, RZ, RZ-DPSK, RZ-DQPSK dan CSRZ. Terdapat dua skenario, dengan skenario pertama, variabel input yang diubah adalah format modulasi pada Mach-zehnder, sedangkan pada skenario kedua, variabel yang diubah adalah pemakaian serat optik yang dipakai, yaitu serat optik bahan kaca, plastik dan hybrid kaca plastik. Hasil simulasi menunjukkan dengan efek linier dan non-linier pada kabel kaca yang menghasilkan performansi jaringan dari yang terbaik, dengan Q factor di atas 6 dan BER di bawah 10-9 adalah NRZ, RZ, RZ-DPSK, CSRZ dan RZ-DQPSK. Sedangkan dengan penggunaan kabel PMMA, yang menunjukkan performansi jaringan yang baik adalah dengan konfigurasi G652D-G652D-PMMA pada format modulasi NRZ, RZ, RZ-DPSK dan RZ-DQPSK. Efek non-linier yang terjadi pada jaringan ini hanya SPM dan XPM. Kata kunci: FTTH, mach-zehnder, format modulasi, efek non-linier, GOF, POF. ABSTRACT In this journal is creating a FTTH link on Optisystem software 7.0 to determine the effect of Kerr effect by comparing the performance of fiber optic glass and plastic optical fiber based on modulation formats such as NRZ, RZ, RZ-DPSK, RZ-DQPSK and CSRZ. There are two scenarios, first, input variables are changed based on format in Mach-zehnder modulator, while in the second scenario, the changed variable is the material of optical fiber, the materials are optical fiber glass, plastic and hybrid plastic and glass. The simulation results based on comparison with linear and nonlinear effects on glass optical fiber, which produce Q factor above 6 and BER below 10-9 are NRZ, RZ, RZ-DPSK, CSRZ and RZ-DQPSK. While the use of PMMA cable, which indicates good network performance is the configuration G652D-G652D-PMMA on the modulation format NRZ, RZ, RZ-DPSK and RZ
A Concept of Multi-Mode High Spectral Resolution Lidar Using Mach-Zehnder Interferometer
Directory of Open Access Journals (Sweden)
Jin Yoshitaka
2016-01-01
Full Text Available In this paper, we present the design of a High Spectral Resolution Lidar (HSRL using a laser that oscillates in a multi-longitudinal mode. Rayleigh and Mie scattering components are separated using a Mach-Zehnder Interferometer (MZI with the same free spectral range (FSR as the transmitted laser. The transmitted laser light is measured as a reference signal with the same MZI. By scanning the MZI periodically with a scanning range equal to the mode spacing, we can identify the maximum Mie and the maximum Rayleigh signals using the reference signal. The cross talk due to the spectral width of each laser mode can also be estimated.
Femtosecond laser writing of a flat-top interleaver via cascaded Mach-Zehnder interferometers.
Ng, Jason C; Li, Chengbo; Herman, Peter R; Qian, Li
2012-07-30
A flat-top interleaver consisting of cascaded Mach-Zehnder interferometers (MZIs) was fabricated in bulk glass by femtosecond laser direct writing. Spectral contrast ratios of greater than 15 dB were demonstrated over a 30 nm bandwidth for 3 nm channel spacing. The observed spectral response agreed well with a standard transfer matrix model generated from responses of individual optical components, demonstrating the possibility for multi-component optical design as well as sufficient process accuracy and fabrication consistency for femtosecond laser writing of advanced optical circuits in three dimensions.
Analisis Perbandingan Kinerja Mach-Zehnder berdasarkan Ragam Format Modulasi pada Jaringan FTTH
Directory of Open Access Journals (Sweden)
ZULIA NURUL KARIMAH
2017-06-01
Full Text Available ABSTRAKPada jurnal ini dibuat pemodelan link FTTH pada software Optisystem 7.0 untuk mengetahui pengaruh dari Kerr effect dengan membandingkan performansi serat optik kaca dan serat optik plastik berdasarkan format modulasi berupa NRZ, RZ, RZ-DPSK, RZ-DQPSK dan CSRZ. Terdapat dua skenario, dengan skenario pertama, variabel input yang diubah adalah format modulasi pada Mach-zehnder, sedangkan pada skenario kedua, variabel yang diubah adalah pemakaian serat optik yang dipakai, yaitu serat optik bahan kaca, plastik dan hybrid kaca plastik. Hasil simulasi menunjukkan dengan efek linier dan non-linier pada kabel kaca yang menghasilkan performansi jaringan dari yang terbaik, dengan Q factor di atas 6 dan BER di bawah 10-9 adalah NRZ, RZ, RZ-DPSK, CSRZ dan RZ-DQPSK. Sedangkan dengan penggunaan kabel PMMA, yang menunjukkan performansi jaringan yang baik adalah dengan konfigurasi G652D-G652D-PMMA pada format modulasi NRZ, RZ, RZ-DPSK dan RZ-DQPSK. Efek non-linier yang terjadi pada jaringan ini hanya SPM dan XPM.Kata kunci: FTTH, mach-zehnder, format modulasi, efek non-linier, GOF, POF.ABSTRACTIn this journal is creating a FTTH link on Optisystem software 7.0 to determine the effect of Kerr effect by comparing the performance of fiber optic glass and plastic optical fiber based on modulation formats such as NRZ, RZ, RZ-DPSK, RZ-DQPSK and CSRZ. There are two scenarios, first, input variables are changed based on format in Mach-zehnder modulator, while in the second scenario, the changed variable is the material of optical fiber, the materials are optical fiber glass, plastic and hybrid plastic and glass. The simulation results based on comparison with linear and nonlinear effects on glass optical fiber, which produce Q factor above 6 and BER below 10-9 are NRZ, RZ, RZ-DPSK, CSRZ and RZ-DQPSK. While the use of PMMA cable, which indicates good network performance is the configuration G652D-G652D-PMMA on the modulation format NRZ, RZ, RZ-DPSK and RZ
Oxidation of a Silica-Containing Material in a Mach 0.3 Burner Rig
Nguyen, QuynhGiao N.; Cuy, Michael D.; Gray, Hugh R. (Technical Monitor)
2002-01-01
A primarily silica-containing material with traces of organic compounds, as well as aluminum and calcium additions, was exposed to a Mach 0.3 burner rig at atmospheric pressure using jet fuel. The sample was exposed for 5 continuous hours at 1370 C. Post exposure x-ray diffraction analyses indicate formation of cristobalite, quartz, NiO and Spinel (Al(Ni)CR2O4). The rig hardware is composed of a nickel-based superalloy with traces of Fe. These elements are indicated in the energy dispersive spectroscopy (EDS) results. This material was studied as a candidate for high temperature applications under an engine technology program.
The Experimental Measurement of Aerodynamic Heating About Complex Shapes at Supersonic Mach Numbers
Neumann, Richard D.; Freeman, Delma C.
2011-01-01
In 2008 a wind tunnel test program was implemented to update the experimental data available for predicting protuberance heating at supersonic Mach numbers. For this test the Langley Unitary Wind Tunnel was also used. The significant differences for this current test were the advances in the state-of-the-art in model design, fabrication techniques, instrumentation and data acquisition capabilities. This current paper provides a focused discussion of the results of an in depth analysis of unique measurements of recovery temperature obtained during the test.
Goedel, Penrose, anti-Mach: extra supersymmetries of time-dependent plane waves
Energy Technology Data Exchange (ETDEWEB)
Blau, Matthias; O' Loughlin, Martin; Meessen, Patrick [SISSA/ISAS, Via Beirut 2-4, 34014 Trieste (Italy)]. E-mail: meessen@sissa.it
2003-09-01
We prove that M-theory plane waves with extra supersymmetries are necessarily homogeneous (but possibly time-dependent), and we show by explicit construction that such time-dependent plane waves can admit extra supersymmetries. To that end we study the Penrose limits of Goedel-like metrics, show that the Penrose limit of the M-theory Goedel metric (with 20 supercharges) is generically a time-dependent homogeneous plane wave of the anti-Mach type, and display the four extra Killings spinors in that case. We conclude with some general remarks on the Killing spinor equations for homogeneous plane waves. (author)
SPIROMETRIC EVALUATION OF LUNG FUNCTION OF COAL WORKERS WORKING AT MACH (BOLAN DISTRICT)
Ghulam Sarwar, Muhammad Younis, Shafi Muhammad, Tanzeel Ahmed*, Muhammad Siddique, Bashir Ahmed, Munir Ahmed, Jahanzaib
2017-01-01
To evaluate the coal dust effect on lung function among coal workers and non-coal workers. This was case-control study. The 144 male coal workers and non-coal workers, 20-50 years more than one year of working skill were selected. Study was carried out in the Mach, Bolan district in Balochistan, Pakistan. The Spirometer and selfdesigned survey form were used. The interview was accompanied and information was documented in the survey form and Spirometry was done for coal workers and non-coal w...
Fiber optic sensor based on Mach-Zehnder interferometer for securing entrance areas of buildings
Nedoma, Jan; Fajkus, Marcel; Martinek, Radek; Mec, Pavel; Novak, Martin; Bednarek, Lukas; Vasinek, Vladimir
2017-10-01
Authors of this article focused on the utilization of fiber optic sensors based on interferometric measurements for securing entrance areas of buildings such as windows and doors. We described the implementation of the fiber-optic interferometer (type Mach-Zehnder) into the window frame or door, sensor sensitivity, analysis of the background noise and methods of signal evaluation. The advantage of presented solution is the use of standard telecommunication fiber standard G.652.D, high sensitivity, immunity of sensor to electromagnetic interference (EMI) and passivity of the sensor regarding power supply. Authors implemented the Graphical User Interface (GUI) which offers the possibility of remote monitoring presented sensing solution.
Spatially tuned normalization explains attention modulation variance within neurons.
Ni, Amy M; Maunsell, John H R
2017-09-01
Spatial attention improves perception of attended parts of a scene, a behavioral enhancement accompanied by modulations of neuronal firing rates. These modulations vary in size across neurons in the same brain area. Models of normalization explain much of this variance in attention modulation with differences in tuned normalization across neurons (Lee J, Maunsell JHR. PLoS One 4: e4651, 2009; Ni AM, Ray S, Maunsell JHR. Neuron 73: 803-813, 2012). However, recent studies suggest that normalization tuning varies with spatial location both across and within neurons (Ruff DA, Alberts JJ, Cohen MR. J Neurophysiol 116: 1375-1386, 2016; Verhoef BE, Maunsell JHR. eLife 5: e17256, 2016). Here we show directly that attention modulation and normalization tuning do in fact covary within individual neurons, in addition to across neurons as previously demonstrated. We recorded the activity of isolated neurons in the middle temporal area of two rhesus monkeys as they performed a change-detection task that controlled the focus of spatial attention. Using the same two drifting Gabor stimuli and the same two receptive field locations for each neuron, we found that switching which stimulus was presented at which location affected both attention modulation and normalization in a correlated way within neurons. We present an equal-maximum-suppression spatially tuned normalization model that explains this covariance both across and within neurons: each stimulus generates equally strong suppression of its own excitatory drive, but its suppression of distant stimuli is typically less. This new model specifies how the tuned normalization associated with each stimulus location varies across space both within and across neurons, changing our understanding of the normalization mechanism and how attention modulations depend on this mechanism. NEW & NOTEWORTHY Tuned normalization studies have demonstrated that the variance in attention modulation size seen across neurons from the same cortical
Kriging with Unknown Variance Components for Regional Ionospheric Reconstruction
Directory of Open Access Journals (Sweden)
Ling Huang
2017-02-01
Full Text Available Ionospheric delay effect is a critical issue that limits the accuracy of precise Global Navigation Satellite System (GNSS positioning and navigation for single-frequency users, especially in mid- and low-latitude regions where variations in the ionosphere are larger. Kriging spatial interpolation techniques have been recently introduced to model the spatial correlation and variability of ionosphere, which intrinsically assume that the ionosphere field is stochastically stationary but does not take the random observational errors into account. In this paper, by treating the spatial statistical information on ionosphere as prior knowledge and based on Total Electron Content (TEC semivariogram analysis, we use Kriging techniques to spatially interpolate TEC values. By assuming that the stochastic models of both the ionospheric signals and measurement errors are only known up to some unknown factors, we propose a new Kriging spatial interpolation method with unknown variance components for both the signals of ionosphere and TEC measurements. Variance component estimation has been integrated with Kriging to reconstruct regional ionospheric delays. The method has been applied to data from the Crustal Movement Observation Network of China (CMONOC and compared with the ordinary Kriging and polynomial interpolations with spherical cap harmonic functions, polynomial functions and low-degree spherical harmonic functions. The statistics of results indicate that the daily ionospheric variations during the experimental period characterized by the proposed approach have good agreement with the other methods, ranging from 10 to 80 TEC Unit (TECU, 1 TECU = 1 × 1016 electrons/m2 with an overall mean of 28.2 TECU. The proposed method can produce more appropriate estimations whose general TEC level is as smooth as the ordinary Kriging but with a smaller standard deviation around 3 TECU than others. The residual results show that the interpolation precision of the
Di-hadron azimuthal correlation and Mach-like cone structure in a parton/hadron transport model
International Nuclear Information System (INIS)
Ma, G.L.; Zhang, S.; Ma, Y.G.; Huang, H.Z.; Cai, X.Z.; Chen, J.H.; He, Z.J.; Long, J.L.; Shen, W.Q.; Shi, X.H.; Zuo, J.X.
2006-01-01
In the framework of a multi-phase transport model (AMPT) with both partonic and hadronic interactions, azimuthal correlations between trigger particles and associated scattering particles have been studied by the mixing-event technique. The momentum ranges of these particles are 3 T trig T assoc T trig T assoc NN =200 GeV. A Mach-like structure has been observed in correlation functions for central collisions. By comparing scenarios with and without parton cascade and hadronic rescattering, we show that both partonic and hadronic dynamical mechanisms contribute to the Mach-like structure of the associated particle azimuthal correlations. The contribution of hadronic dynamical process cannot be ignored in the emergence of Mach-like correlations of the soft scattered associated hadrons. However, hadronic rescattering alone cannot reproduce experimental amplitude of Mach-like cone on away-side, and the parton cascade process is essential to describe experimental amplitude of Mach-like cone on away-side. In addition, both the associated multiplicity and the sum of p T decrease, while the T > increases, with the impact parameter in the AMPT model including partonic dynamics from string melting scenario
Lezberg, Erwin A.; Metzler, Allen J.; Pack, William D.
1993-01-01
Results of in-stream combustion measurements taken during Mach 5 to 7 true simulation testing of the Hypersonic Research Engine/Aerothermodynamic Integration Model (HRE/AIM) are presented. These results, the instrumentation techniques, and configuration changes to the engine installation that were required to test this model are described. In test runs at facility Mach numbers of 5 to 7, an exhaust instrumentation ring which formed an extension of the engine exhaust nozzle shroud provided diagnostic measurements at 10 circumferential locations in the HRE combustor exit plane. The measurements included static and pitot pressures using conventional conical probes, combustion gas temperatures from cooled-gas pyrometer probes, and species concentration from analysis of combustion gas samples. Results showed considerable circumferential variation, indicating that efficiency losses were due to nonuniform fuel distribution or incomplete mixing. Results using the Mach 7 facility nozzle but with Mach 6 temperature simulation, 1590 to 1670 K, showed indications of incomplete combustion. Nitric oxide measurements at the combustor exit peaked at 2000 ppmv for stoichiometric combustion at Mach 6.
Energy Technology Data Exchange (ETDEWEB)
Matsumoto, Yosuke [Department of Physics, Chiba University, Yayoi-cho 1-33, Inage-ku, Chiba 263-8522 (Japan); Amano, Takanobu; Hoshino, Masahiro, E-mail: ymatumot@astro.s.chiba-u.ac.jp [Department of Earth and Planetary Science, University of Tokyo, Hongo 1-33, Bunkyo-ku, Tokyo 113-0033 (Japan)
2012-08-20
Electron accelerations at high Mach number collisionless shocks are investigated by means of two-dimensional electromagnetic particle-in-cell simulations with various Alfven Mach numbers, ion-to-electron mass ratios, and the upstream electron {beta}{sub e} (the ratio of the thermal pressure to the magnetic pressure). We find electrons are effectively accelerated at a super-high Mach number shock (M{sub A} {approx} 30) with a mass ratio of M/m = 100 and {beta}{sub e} = 0.5. The electron shock surfing acceleration is an effective mechanism for accelerating the particles toward the relativistic regime even in two dimensions with a large mass ratio. Buneman instability excited at the leading edge of the foot in the super-high Mach number shock results in a coherent electrostatic potential structure. While multi-dimensionality allows the electrons to escape from the trapping region, they can interact with the strong electrostatic field several times. Simulation runs in various parameter regimes indicate that the electron shock surfing acceleration is an effective mechanism for producing relativistic particles in extremely high Mach number shocks in supernova remnants, provided that the upstream electron temperature is reasonably low.
Estimation of measurement variance in the context of environment statistics
Maiti, Pulakesh
2015-02-01
The object of environment statistics is for providing information on the environment, on its most important changes over time, across locations and identifying the main factors that influence them. Ultimately environment statistics would be required to produce higher quality statistical information. For this timely, reliable and comparable data are needed. Lack of proper and uniform definitions, unambiguous classifications pose serious problems to procure qualitative data. These cause measurement errors. We consider the problem of estimating measurement variance so that some measures may be adopted to improve upon the quality of data on environmental goods and services and on value statement in economic terms. The measurement technique considered here is that of employing personal interviewers and the sampling considered here is that of two-stage sampling.
Risk Management - Variance Minimization or Lower Tail Outcome Elimination
DEFF Research Database (Denmark)
Aabo, Tom
2002-01-01
on future cash flows (the budget), while risk managers concerned about costly lower tail outcomes will hedge (considerably) less depending on the level of uncertainty. A risk management strategy of lower tail outcome elimination is in line with theoretical recommendations in a corporate value......This paper illustrates the profound difference between a risk management strategy of variance minimization and a risk management strategy of lower tail outcome elimination. Risk managers concerned about the variability of cash flows will tend to center their hedge decisions on their best guess......-adding perspective. A cross-case study of blue-chip industrial companies partly supports the empirical use of a risk management strategy of lower tail outcome elimination but does not exclude other factors from (co-)driving the observations....
Draft no-migration variance petition. Volume 1
International Nuclear Information System (INIS)
1995-01-01
The Department of Energy is responsible for the disposition of transuranic (TRU) waste generated by national defense-related activities. Approximately 2,6 million cubic feet of these waste have been generated and are stored at various facilities across the country. The Waste Isolation Pilot Plant (WIPP), was sited and constructed to meet stringent disposal requirements. In order to permanently dispose of TRU waste, the DOE has elected to petition the US EPA for a variance from the Land Disposal Restrictions of RCRA. This document fulfills the reporting requirements for the petition. This report is Volume 1 which discusses the regulatory frame work, site characterization, facility description, waste description, environmental impact analysis, monitoring, quality assurance, long-term compliance analysis, and regulatory compliance assessment
Static models, recursive estimators and the zero-variance approach
Rubino, Gerardo
2016-01-07
When evaluating dependability aspects of complex systems, most models belong to the static world, where time is not an explicit variable. These models suffer from the same problems than dynamic ones (stochastic processes), such as the frequent combinatorial explosion of the state spaces. In the Monte Carlo domain, on of the most significant difficulties is the rare event situation. In this talk, we describe this context and a recent technique that appears to be at the top performance level in the area, where we combined ideas that lead to very fast estimation procedures with another approach called zero-variance approximation. Both ideas produced a very efficient method that has the right theoretical property concerning robustness, the Bounded Relative Error one. Some examples illustrate the results.
Batch variation between branchial cell cultures: An analysis of variance
DEFF Research Database (Denmark)
Hansen, Heinz Johs. Max; Grosell, M.; Kristensen, L.
2003-01-01
We present in detail how a statistical analysis of variance (ANOVA) is used to sort out the effect of an unexpected batch-to-batch variation between cell cultures. Two separate cultures of rainbow trout branchial cells were grown on permeable filtersupports ("inserts"). They were supposed...... and introducing the observed difference between batches as one of the factors in an expanded three-dimensional ANOVA, we were able to overcome an otherwisecrucial lack of sufficiently reproducible duplicate values. We could thereby show that the effect of changing the apical medium was much more marked when...... the radioactive lipid precursors were added on the apical, rather than on the basolateral, side. Theinsert cell cultures were obviously polarized. We argue that it is not reasonable to reject troublesome experimental results, when we do not know a priori that something went wrong. The ANOVA is a very useful...
Interdependence of NAFTA capital markets: A minimum variance portfolio approach
Directory of Open Access Journals (Sweden)
López-Herrera Francisco
2014-01-01
Full Text Available We estimate the long-run relationships among NAFTA capital market returns and then calculate the weights of a “time-varying minimum variance portfolio” that includes the Canadian, Mexican, and USA capital markets between March 2007 and March 2009, a period of intense turbulence in international markets. Our results suggest that the behavior of NAFTA market investors is not consistent with that of a theoretical “risk-averse” agent during periods of high uncertainty and may be either considered as irrational or attributed to a possible “home country bias”. This finding represents valuable information for portfolio managers and contributes to a better understanding of the nature of the markets in which they invest. It also has practical implications in the design of international portfolio investment policies.
Ant Colony Optimization for Markowitz Mean-Variance Portfolio Model
Deng, Guang-Feng; Lin, Woo-Tsong
This work presents Ant Colony Optimization (ACO), which was initially developed to be a meta-heuristic for combinatorial optimization, for solving the cardinality constraints Markowitz mean-variance portfolio model (nonlinear mixed quadratic programming problem). To our knowledge, an efficient algorithmic solution for this problem has not been proposed until now. Using heuristic algorithms in this case is imperative. Numerical solutions are obtained for five analyses of weekly price data for the following indices for the period March, 1992 to September, 1997: Hang Seng 31 in Hong Kong, DAX 100 in Germany, FTSE 100 in UK, S&P 100 in USA and Nikkei 225 in Japan. The test results indicate that the ACO is much more robust and effective than Particle swarm optimization (PSO), especially for low-risk investment portfolios.
Minimum variance linear unbiased estimators of loss and inventory
International Nuclear Information System (INIS)
Stewart, K.B.
1977-01-01
The article illustrates a number of approaches for estimating the material balance inventory and a constant loss amount from the accountability data from a sequence of accountability periods. The approaches all lead to linear estimates that have minimum variance. Techniques are shown whereby ordinary least squares, weighted least squares and generalized least squares computer programs can be used. Two approaches are recursive in nature and lend themselves to small specialized computer programs. Another approach is developed that is easy to program; could be used with a desk calculator and can be used in a recursive way from accountability period to accountability period. Some previous results are also reviewed that are very similar in approach to the present ones and vary only in the way net throughput measurements are statistically modeled. 5 refs
Cosmic variance in inflation with two light scalars
Energy Technology Data Exchange (ETDEWEB)
Bonga, Béatrice; Brahma, Suddhasattwa; Deutsch, Anne-Sylvie; Shandera, Sarah, E-mail: bpb165@psu.edu, E-mail: suddhasattwa.brahma@gmail.com, E-mail: asdeutsch@psu.edu, E-mail: shandera@gravity.psu.edu [Institute for Gravitation and the Cosmos and Physics Department, The Pennsylvania State University, University Park, PA, 16802 (United States)
2016-05-01
We examine the squeezed limit of the bispectrum when a light scalar with arbitrary non-derivative self-interactions is coupled to the inflaton. We find that when the hidden sector scalar is sufficiently light ( m ∼< 0.1 H ), the coupling between long and short wavelength modes from the series of higher order correlation functions (from arbitrary order contact diagrams) causes the statistics of the fluctuations to vary in sub-volumes. This means that observations of primordial non-Gaussianity cannot be used to uniquely reconstruct the potential of the hidden field. However, the local bispectrum induced by mode-coupling from these diagrams always has the same squeezed limit, so the field's locally determined mass is not affected by this cosmic variance.
Growth rates and variances of unexploited wolf populations in dynamic equilibria
Mech, L. David; Fieberg, John
2015-01-01
Several states have begun harvesting gray wolves (Canis lupus), and these states and various European countries are closely monitoring their wolf populations. To provide appropriate perspective for determining unusual or extreme fluctuations in their managed wolf populations, we analyzed natural, long-term, wolf-population-density trajectories totaling 130 years of data from 3 areas: Isle Royale National Park in Lake Superior, Michigan, USA; the east-central Superior National Forest in northeastern Minnesota, USA; and Denali National Park, Alaska, USA. Ratios between minimum and maximum annual sizes for 2 mainland populations (n = 28 and 46 yr) varied from 2.5–2.8, whereas for Isle Royale (n = 56 yr), the ratio was 6.3. The interquartile range (25th percentile, 75th percentile) for annual growth rates, Nt+1/Nt, was (0.88, 1.14), (0.92, 1.11), and (0.86, 1.12) for Denali, Superior National Forest, and Isle Royale respectively. We fit a density-independent model and a Ricker model to each time series, and in both cases we considered the potential for observation error. Mean growth rates from the density-independent model were close to 0 for all 3 populations, with 95% credible intervals including 0. We view the estimated model parameters, including those describing annual variability or process variance, as providing useful summaries of the trajectories of these populations. The estimates of these natural wolf population parameters can serve as benchmarks for comparison with those of recovering wolf populations. Because our study populations were all from circumscribed areas, fluctuations in them represent fluctuations in densities (i.e., changes in numbers are not confounded by changes in occupied area as would be the case with populations expanding their range, as are wolf populations in many states).
Low Mach number analysis of idealized thermoacoustic engines with numerical solution.
Hireche, Omar; Weisman, Catherine; Baltean-Carlès, Diana; Le Quéré, Patrick; Bauwens, Luc
2010-12-01
A model of an idealized thermoacoustic engine is formulated, coupling nonlinear flow and heat exchange in the heat exchangers and stack with a simple linear acoustic model of the resonator and load. Correct coupling results in an asymptotically consistent global model, in the small Mach number approximation. A well-resolved numerical solution is obtained for two-dimensional heat exchangers and stack. The model assumes that the heat exchangers and stack are shorter than the overall length by a factor of the order of a representative Mach number. The model is well-suited for simulation of the entire startup process, whereby as a result of some excitation, an initially specified temperature profile in the stack evolves toward a near-steady profile, eventually reaching stationary operation. A validation analysis is presented, together with results showing the early amplitude growth and approach of a stationary regime. Two types of initial excitation are used: Random noise and a small periodic wave. The set of assumptions made leads to a heat-exchanger section that acts as a source of volume but is transparent to pressure and to a local heat-exchanger model characterized by a dynamically incompressible flow to which a locally spatially uniform acoustic pressure fluctuation is superimposed.
Thermodynamic analysis on optimum performance of scramjet engine at high Mach numbers
International Nuclear Information System (INIS)
Zhang, Duo; Yang, Shengbo; Zhang, Silong; Qin, Jiang; Bao, Wen
2015-01-01
In order to predict the maximum performance of scramjet engine at flight conditions with high freestream Mach numbers, a thermodynamic model of Brayton cycle was utilized to analyze the effects of inlet pressure ratio, fuel equivalence ratio and the upper limit of gas temperature to the specific thrust and the fuel impulse of the scramjet considering the characteristics of non-isentropic compression in the inlet. The results show that both the inlet efficiency and the temperature limit in the combustor have remarkable effects on the overall engine performances. Different with the ideal Brayton cycles assuming isentropic compression without upper limit of gas temperature, both the maximum specific thrust and the maximum fuel impulse of a scramjet present non-monotonic trends against the fuel equivalence ratio in this study. Considering the empirical design efficiencies of inlet, there is a wide range of fuel equivalence ratios in which the fuel impulses remain at high values. Moreover, the maximum specific thrust can also be achieved with a fuel equivalence ratio near this range. Therefore, it is possible to achieve an overall high performance in a scramjet at high Mach numbers. - Highlights: • Thermodynamic analysis with Brayton cycle on overall performances of scramjet. • The compression loss in the inlet was considered in predicting scram-mode operation. • Non-monotonic trends of engine performances against fuel equivalence ratio.
Influences of mach number and flow incidence on aerodynamic losses of steam turbine blade
International Nuclear Information System (INIS)
Yoo, Seok Jae; Ng, Wing Fai
2000-01-01
An experiment was conducted to investigate the aerodynamic losses of high pressure steam turbine nozzle (526A) subjected to a large range of incident angles (-34 .deg. to 26 .deg. ) and exit Mach numbers (0.6 and 1.15). Measurements included downstream pitot probe traverses, upstream total pressure, and endwall static pressures. Flow visualization techniques such as shadowgraph and color oil flow visualization were performed to complement the measured data. When the exit Mach number for nozzles increased from 0.9 to 1.1 the total pressure loss coefficient increased by a factor of 7 as compared to the total pressure losses measured at subsonic conditions (M 2 <0.9). For the range of incidence tested, the effect of flow incidence on the total pressure losses is less pronounced. Based on the shadowgraphs taken during the experiment, it's believed that the large increase in losses at transonic conditions is due to strong shock/ boundary layer interaction that may lead to flow separation on the blade suction surface
Software-aided discussion about classical picture of Mach-Zehnder interferometer
Cavalcanti, C. J. H.; Ostermann, F.; Lima, N. W.; Netto, J. S.
2017-11-01
The Mach-Zehnder interferometer has played an important role both in quantum and classical physics research over the years. In physics education, it has been used as a didactic tool for quantum physics teaching, allowing fundamental concepts, such as particle-wave duality, to be addressed from the very beginning. For a student to understand the novelties of the quantum scenario, it is first worth introducing the classical picture. In this paper, we introduce a new version of the software developed by our research group to deepen the discussion on the classical picture of the Mach-Zehnder interferometer. We present its equivalence with the double slit experiment and we derive the mathematical expressions relating to the interference pattern. We also explore the concept of visibility (which is very important for understanding wave-particle complementarity in quantum physics) to help students become familiar with this experiment and to enhance their knowledge of its counterintuitive aspects. We use the software articulated by the mathematical formalism and phenomenological features. We also present excerpts of the discursive interactions of students using the software in didactic situations.
Single Mode SU8 Polymer Based Mach-Zehnder Interferometer for Bio-Sensing Application
Boiragi, Indrajit; Kundu, Sushanta; Makkar, Roshan; Chalapathi, Krishnamurthy
2011-10-01
This paper explains the influence of different parameters to the sensitivity of an optical waveguide Mach-Zehnder Interferometer (MZI) for real time detection of biomolecules. The sensing principle is based on the interaction of evanescence field with the biomolecules that get immobilized on sensing arm. The sensitivity has been calculated by varying the sensing window length, wavelength and concentration of bio-analyte. The maximum attainable sensitivity for the preferred design is the order of 10-8 RIU at 840 nm wavelength with a sensing window length of 1cm. All the simulation work has been carried out with Opti-BPMCAD for the optimization of MZI device parameters. The SU8 polymers are used as a core and clad material to fabricate the waveguide. The refractive index of cladding layer is optimized by varying the curing temperature for a fixed time period and the achieved index difference between core and clad is Δn = 0.0151. The fabricated MZI device has been characterized with LASER beam profiler at 840 nm wavelength. This study demonstrates the effectiveness of the different parameter to the sensitivity of a single mode optical waveguide Mach-Zehnder Interferometer for bio-sensing application.
Optical Coupling Structures of Fiber-Optic Mach-Zehnder Interferometers Using CO2 Laser Irradiation
Directory of Open Access Journals (Sweden)
Chien-Hsing Chen
2014-01-01
Full Text Available The Mach-Zehnder interferometer (MZI can be used to test changes in the refractive index of sucrose solutions at different concentrations. However, the popularity of this measurement tool is limited by its substantial size and portability. Therefore, the MZI was integrated with a small fiber-optic waveguide component to develop an interferometer with fiber-optic characteristics, specifically a fiber-optic Mach-Zehnder interferometer (FO-MZI. Optical fiber must be processed to fabricate two optical coupling structures. The two optical coupling structures are a duplicate of the beam splitter, an optical component of the interferometer. Therefore, when the sensor length and the two optical coupling structures vary, the time or path for optical transmission in the sensor changes, thereby influencing the back-end interference signals. The researchers successfully developed an asymmetrical FO-MZI with sensing abilities. The spacing value between the troughs of the sensor length and interference signal exhibited an inverse relationship. In addition, image analysis was employed to examine the size-matching relationship between various sensor lengths and the coupling and decoupling structure. Furthermore, the spectral wavelength shift results measured using a refractive index sensor indicate that FO-MZIs with a sensor length of 38 mm exhibited excellent sensitivity, measuring 59.7 nm/RIU.
Directory of Open Access Journals (Sweden)
G. R. Pasha
2006-07-01
Full Text Available In this paper, we present that how much the variances of the classical estimators, namely, maximum likelihood estimator and moment estimator deviate from the minimum variance bound while estimating for the Maxwell distribution. We also sketch this difference for the negative integer moment estimator. We note the poor performance of the negative integer moment estimator in the said consideration while maximum likelihood estimator attains minimum variance bound and becomes an attractive choice.
Topology in Synthetic Column Density Maps for Interstellar Turbulence
Putko, Joseph; Burkhart, B. K.; Lazarian, A.
2013-01-01
We show how the topology tool known as the genus statistic can be utilized to characterize magnetohydrodyanmic (MHD) turbulence in the ISM. The genus is measured with respect to a given density threshold and varying the threshold produces a genus curve, which can suggest an overall ‘‘meatball,’’ neutral, or ‘‘Swiss cheese’’ topology through its integral. We use synthetic column density maps made from three-dimensional 5123 compressible MHD isothermal simulations performed for different sonic and Alfvénic Mach numbers (Ms and MA respectively). We study eight different Ms values each with one sub- and one super-Alfvénic counterpart. We consider sight-lines both parallel (x) and perpendicular (y and z) to the mean magnetic field. We find that the genus integral shows a dependence on both Mach numbers, and this is still the case even after adding beam smoothing and Gaussian noise to the maps to mimic observational data. The genus integral increases with higher Ms values (but saturates after about Ms = 4) for all lines of sight. This is consistent with greater values of Ms resulting in stronger shocks, which results in a clumpier topology. We observe a larger genus integral for the sub-Alfvénic cases along the perpendicular lines of sight due to increased compression from the field lines and enhanced anisotropy. Application of the genus integral to column density maps should allow astronomers to infer the Mach numbers and thus learn about the environments of interstellar turbulence. This work was supported by the National Science Foundation’s REU program through NSF Award AST-1004881.
Effect of Mach number on thermoelectric performance of SiC ceramics nose-tip for supersonic vehicles
International Nuclear Information System (INIS)
Han, Xiao-Yi; Wang, Jun
2014-01-01
This paper focus on the effects of Mach number on thermoelectric energy conversion for the limitation of aero-heating and the feasibility of energy harvesting on supersonic vehicles. A model of nose-tip structure constructed with SiC ceramics is developed to numerically study the thermoelectric performance in a supersonic flow field by employing the computational fluid dynamics and the thermal conduction theory. Results are given in the cases of different Mach numbers. Moreover, the thermoelectric performance in each case is predicted with and without Thomson heat, respectively. Due to the increase of Mach number, both the temperature difference and the conductive heat flux between the hot side and the cold side of nose tip are increased. This results in the growth of the thermoelectric power generated and the energy conversion efficiency. With respect to the Thomson effect, over 50% of total power generated converts to Thomson heat, which greatly reduces the thermoelectric power and efficiency. However, whether the Thomson effect is considered or not, with the Mach number increasing from 2.5 to 4.5, the thermoelectric performance can be effectively improved. -- Highlights: • Thermoelectric SiC nose-tip structure for aerodynamic heat harvesting of high-speed vehicles is studied. • Thermoelectric performance is predicted based on numerical methods and experimental thermoelectric parameters. • The effects of Mach number on thermoelectric performance are studied in the present paper. • Results with respect to the Thomson effect are also explored. • Output power and energy efficiency of the thermoelectric nose-tip are increased with the increase of Mach number
Henneberry, Hugh M.; Snyder, Christopher A.
1993-01-01
An analysis of gas turbine engines using water and oxygen injection to enhance performance by increasing Mach number capability and by increasing thrust is described. The liquids are injected, either separately or together, into the subsonic diffuser ahead of the engine compressor. A turbojet engine and a mixed-flow turbofan engine (MFTF) are examined, and in pursuit of maximum thrust, both engines are fitted with afterburners. The results indicate that water injection alone can extend the performance envelope of both engine types by one and one-half Mach numbers at which point water-air ratios reach 17 or 18 percent and liquid specific impulse is reduced to some 390 to 470 seconds, a level about equal to the impulse of a high energy rocket engine. The envelope can be further extended, but only with increasing sacrifices in liquid specific impulse. Oxygen-airflow ratios as high as 15 percent were investigated for increasing thrust. Using 15 percent oxygen in combination with water injection at high supersonic Mach numbers resulted in thrust augmentation as high as 76 percent without any significant decrease in liquid specific impulse. The stoichiometric afterburner exit temperature increased with increasing oxygen flow, reaching 4822 deg R in the turbojet engine at a Mach number of 3.5. At the transonic Mach number of 0.95 where no water injection is needed, an oxygen-air ratio of 15 percent increased thrust by some 55 percent in both engines, along with a decrease in liquid specific impulse of 62 percent. Afterburner temperature was approximately 4700 deg R at this high thrust condition. Water and/or oxygen injection are simple and straightforward strategies to improve engine performance and they will add little to engine weight. However, if large Mach number and thrust increases are required, liquid flows become significant, so that operation at these conditions will necessarily be of short duration.
Energy Technology Data Exchange (ETDEWEB)
Hull, Lawrence Mark [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Miller, Phillip Isaac [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Moro, Erik Allan [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
2016-11-28
In the instance of multiple fragment impact on cased explosive, isolated curved shocks are generated in the explosive. These curved shocks propagate and may interact and form irregular or Mach reflections along the interaction loci, thereby producing a single shock that may be sufficient to initiate PBX-9501. However, the incident shocks are divergent and their intensity generally decreases as they expand, and the regions behind the Mach stem interaction loci are generally unsupported and allow release waves to rapidly affect the flow. The effects of release waves and divergent shocks may be considered theoretically through a “Shock Change Equation”.
Continuous-Time Mean-Variance Portfolio Selection under the CEV Process
Ma, Hui-qiang
2014-01-01
We consider a continuous-time mean-variance portfolio selection model when stock price follows the constant elasticity of variance (CEV) process. The aim of this paper is to derive an optimal portfolio strategy and the efficient frontier. The mean-variance portfolio selection problem is formulated as a linearly constrained convex program problem. By employing the Lagrange multiplier method and stochastic optimal control theory, we obtain the optimal portfolio strategy and mean-variance effici...
Directory of Open Access Journals (Sweden)
Cassio Neri
2014-05-01
Full Text Available We study the problem of finding probability densities that match given European call option prices. To allow prior information about such a density to be taken into account, we generalise the algorithm presented in Neri and Schneider (Appl. Math. Finance 2013 to find the maximum entropy density of an asset price to the relative entropy case. This is applied to study the impact of the choice of prior density in two market scenarios. In the first scenario, call option prices are prescribed at only a small number of strikes, and we see that the choice of prior, or indeed its omission, yields notably different densities. The second scenario is given by CBOE option price data for S&P500 index options at a large number of strikes. Prior information is now considered to be given by calibrated Heston, Schöbel–Zhu or Variance Gamma models. We find that the resulting digital option prices are essentially the same as those given by the (non-relative Buchen–Kelly density itself. In other words, in a sufficiently liquid market, the influence of the prior density seems to vanish almost completely. Finally, we study variance swaps and derive a simple formula relating the fair variance swap rate to entropy. Then we show, again, that the prior loses its influence on the fair variance swap rate as the number of strikes increases.
The pricing of long and short run variance and correlation risk in stock returns
Cosemans, M.
2011-01-01
This paper studies the pricing of long and short run variance and correlation risk. The predictive power of the market variance risk premium for returns is driven by the correlation risk premium and the systematic part of individual variance premia. Furthermore, I find that aggregate volatility risk
Spot Variance Path Estimation and its Application to High Frequency Jump Testing
Bos, C.S.; Janus, P.; Koopman, S.J.
2012-01-01
This paper considers spot variance path estimation from datasets of intraday high-frequency asset prices in the presence of diurnal variance patterns, jumps, leverage effects, and microstructure noise. We rely on parametric and nonparametric methods. The estimated spot variance path can be used to
Variance bias analysis for the Gelbard's batch method
Energy Technology Data Exchange (ETDEWEB)
Seo, Jae Uk; Shim, Hyung Jin [Seoul National Univ., Seoul (Korea, Republic of)
2014-05-15
In this paper, variances and the bias will be derived analytically when the Gelbard's batch method is applied. And then, the real variance estimated from this bias will be compared with the real variance calculated from replicas. Variance and the bias were derived analytically when the batch method was applied. If the batch method was applied to calculate the sample variance, covariance terms between tallies which exist in the batch were eliminated from the bias. With the 2 by 2 fission matrix problem, we could calculate real variance regardless of whether or not the batch method was applied. However as batch size got larger, standard deviation of real variance was increased. When we perform a Monte Carlo estimation, we could get a sample variance as the statistical uncertainty of it. However, this value is smaller than the real variance of it because a sample variance is biased. To reduce this bias, Gelbard devised the method which is called the Gelbard's batch method. It has been certificated that a sample variance get closer to the real variance when the batch method is applied. In other words, the bias get reduced. This fact is well known to everyone in the MC field. However, so far, no one has given the analytical interpretation on it.
CO2 laser interferometer for temporally and spatially resolved electron density measurements
Brannon, P. J.; Gerber, R. A.; Gerardo, J. B.
1982-09-01
A 10.6-μm Mach-Zehnder interferometer has been constructed to make temporally and spatially resolved measurements of electron densities in plasmas. The device uses a pyroelectric vidicon camera and video memory to record and display the two-dimensional fringe pattern and a Pockels cell to limit the pulse width of the 10.6-μm radiation. A temporal resolution of 14 ns has been demonstrated. The relative sensitivity of the device for electron density measurements is 2×1015 cm-2 (the line integral of the line-of-sight length and electron density), which corresponds to 0.1 fringe shift.
CO2 laser interferometer for temporally and spatially resolved electron density measurements
International Nuclear Information System (INIS)
Brannon, P.J.; Gerber, R.A.; Gerardo, J.B.
1982-01-01
A 10.6-μm Mach--Zehnder interferometer has been constructed to make temporally and spatially resolved measurements of electron densities in plasmas. The device uses a pyroelectric vidicon camera and video memory to record and display the two-dimensional fringe pattern and a Pockels cell to limit the pulse width of the 10.6-μm radiation. A temporal resolution of 14 ns has been demonstrated. The relative sensitivity of the device for electron density measurements is 2 x 10 15 cm -2 (the line integral of the line-of-sight length and electron density), which corresponds to 0.1 fringe shift
Microwave background anisotropies and the primordial spectrum of cosmological density fluctuations
International Nuclear Information System (INIS)
Suto, Yasushi; Gouda, Naoteru; Sugiyama, Naoshi
1990-01-01
Microwave background anisotropies in various cosmological scenarios are studied. In particular, the extent to which nonscale-invariant spectra of the primordial density fluctuations are consistent with the observational upper limits is examined. The resultant constraints are summarized as contours on (n, Omega)-plane, where n is the power-law index of the primordial spectrum of density fuctuations and Omega is the cosmological density parameter. They are compared also with the constraints from the cosmic Mach number test, recently proposed by Ostriker and Suto (1990). The parameter regions which pass both tests are not consistent with the theoretical prejudice inspired by the inflationary model. 44 refs
Classical and quantum non-linear optical applications using the Mach-Zehnder interferometer
Prescod, Andru
Mach Zehnder (MZ) modulators are widely employed in a variety of applications, such as optical communications, optical imaging, metrology and encryption. In this dissertation, we explore two non-linear MZ applications; one classified as classical and one as quantum, in which the Mach Zehnder interferometer is used. In the first application, a classical non-linear application, we introduce and study a new electro-optic highly linear (e.g., >130 dB) modulator configuration. This modulator makes use of a phase modulator (PM) in one arm of the MZ interferometer (MZI) and a ring resonator (RR) located on the other arm. The modulator performance is obtained through the control of a combination of internal and external parameters. These parameters include the RR-coupling ratio (internal parameter); the RF power split ratio and the RF phase bias (external parameters). Results show the unique and superior features, such as high linearity (SFDR˜133 dB), modulation bandwidth extension (as much as 70%) over the previously proposed and demonstrated Resonator-Assisted Mach Zehnder (RAMZ) design. Furthermore the proposed electro-optic modulator of this dissertation also provides an inherent SFDR compensation capability, even in cases where a significant waveguide optical loss exists. This design also shows potential for increased flexibility, practicality and ease of use. In the second application, a quantum non-linear application, we experimentally demonstrate quantum optical coherence tomography (QOCT) using a type II non-linear crystal (periodically-poled potassium titanyl phosphate (KTiOPO4) or PPKTP). There have been several publications discussing the merits and disadvantages of QOCT compared to OCT and other imaging techniques. First, we discuss the issues and solutions for increasing the efficiency of the quantum entangled photons. Second, we use a free space QOCT experiment to generate a high flux of these quantum entangled photons in two orthogonal polarizations, by
Waste Isolation Pilot Plant No-Migration Variance Petition
International Nuclear Information System (INIS)
1990-03-01
The purpose of the WIPP No-Migration Variance Petition is to demonstrate, according to the requirements of RCRA section 3004(d) and 40 CFR section 268.6, that to a reasonable degree of certainty, there will be no migration of hazardous constituents from the facility for as long as the wastes remain hazardous. The DOE submitted the petition to the EPA in March 1989. Upon completion of its initial review, the EPA provided to DOE a Notice of Deficiencies (NOD). DOE responded to the EPA's NOD and met with the EPA's reviewers of the petition several times during 1989. In August 1989, EPA requested that DOE submit significant additional information addressing a variety of topics including: waste characterization, ground water hydrology, geology and dissolution features, monitoring programs, the gas generation test program, and other aspects of the project. This additional information was provided to EPA in January 1990 when DOE submitted Revision 1 of the Addendum to the petition. For clarity and ease of review, this document includes all of these submittals, and the information has been updated where appropriate. This document is divided into the following sections: Introduction, 1.0: Facility Description, 2.0: Waste Description, 3.0; Site Characterization, 4.0; Environmental Impact Analysis, 5.0; Prediction and Assessment of Infrequent Events, 6.0; and References, 7.0
Mean-Variance Portfolio Selection with Margin Requirements
Directory of Open Access Journals (Sweden)
Yuan Zhou
2013-01-01
Full Text Available We study the continuous-time mean-variance portfolio selection problem in the situation when investors must pay margin for short selling. The problem is essentially a nonlinear stochastic optimal control problem because the coefficients of positive and negative parts of control variables are different. We can not apply the results of stochastic linearquadratic (LQ problem. Also the solution of corresponding Hamilton-Jacobi-Bellman (HJB equation is not smooth. Li et al. (2002 studied the case when short selling is prohibited; therefore they only need to consider the positive part of control variables, whereas we need to handle both the positive part and the negative part of control variables. The main difficulty is that the positive part and the negative part are not independent. The previous results are not directly applicable. By decomposing the problem into several subproblems we figure out the solutions of HJB equation in two disjoint regions and then prove it is the viscosity solution of HJB equation. Finally we formulate solution of optimal portfolio and the efficient frontier. We also present two examples showing how different margin rates affect the optimal solutions and the efficient frontier.
Beyond the GUM: variance-based sensitivity analysis in metrology
International Nuclear Information System (INIS)
Lira, I
2016-01-01
Variance-based sensitivity analysis is a well established tool for evaluating the contribution of the uncertainties in the inputs to the uncertainty in the output of a general mathematical model. While the literature on this subject is quite extensive, it has not found widespread use in metrological applications. In this article we present a succinct review of the fundamentals of sensitivity analysis, in a form that should be useful to most people familiarized with the Guide to the Expression of Uncertainty in Measurement (GUM). Through two examples, it is shown that in linear measurement models, no new knowledge is gained by using sensitivity analysis that is not already available after the terms in the so-called ‘law of propagation of uncertainties’ have been computed. However, if the model behaves non-linearly in the neighbourhood of the best estimates of the input quantities—and if these quantities are assumed to be statistically independent—sensitivity analysis is definitely advantageous for gaining insight into how they can be ranked according to their importance in establishing the uncertainty of the measurand. (paper)
Scale dependence in species turnover reflects variance in species occupancy.
McGlinn, Daniel J; Hurlbert, Allen H
2012-02-01
Patterns of species turnover may reflect the processes driving community dynamics across scales. While the majority of studies on species turnover have examined pairwise comparison metrics (e.g., the average Jaccard dissimilarity), it has been proposed that the species-area relationship (SAR) also offers insight into patterns of species turnover because these two patterns may be analytically linked. However, these previous links only apply in a special case where turnover is scale invariant, and we demonstrate across three different plant communities that over 90% of the pairwise turnover values are larger than expected based on scale-invariant predictions from the SAR. Furthermore, the degree of scale dependence in turnover was negatively related to the degree of variance in the occupancy frequency distribution (OFD). These findings suggest that species turnover diverges from scale invariance, and as such pairwise turnover and the slope of the SAR are not redundant. Furthermore, models developed to explain the OFD should be linked with those developed to explain species turnover to achieve a more unified understanding of community structure.
Improving computational efficiency of Monte Carlo simulations with variance reduction
International Nuclear Information System (INIS)
Turner, A.; Davis, A.
2013-01-01
CCFE perform Monte-Carlo transport simulations on large and complex tokamak models such as ITER. Such simulations are challenging since streaming and deep penetration effects are equally important. In order to make such simulations tractable, both variance reduction (VR) techniques and parallel computing are used. It has been found that the application of VR techniques in such models significantly reduces the efficiency of parallel computation due to 'long histories'. VR in MCNP can be accomplished using energy-dependent weight windows. The weight window represents an 'average behaviour' of particles, and large deviations in the arriving weight of a particle give rise to extreme amounts of splitting being performed and a long history. When running on parallel clusters, a long history can have a detrimental effect on the parallel efficiency - if one process is computing the long history, the other CPUs complete their batch of histories and wait idle. Furthermore some long histories have been found to be effectively intractable. To combat this effect, CCFE has developed an adaptation of MCNP which dynamically adjusts the WW where a large weight deviation is encountered. The method effectively 'de-optimises' the WW, reducing the VR performance but this is offset by a significant increase in parallel efficiency. Testing with a simple geometry has shown the method does not bias the result. This 'long history method' has enabled CCFE to significantly improve the performance of MCNP calculations for ITER on parallel clusters, and will be beneficial for any geometry combining streaming and deep penetration effects. (authors)