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...
Predicting vertical jump height from bar velocity.
García-Ramos, Amador; Štirn, Igor; Padial, Paulino; Argüelles-Cienfuegos, Javier; De la Fuente, Blanca; Strojnik, Vojko; Feriche, Belén
2015-06-01
The objective of the study was to assess the use of maximum (Vmax) and final propulsive phase (FPV) bar velocity to predict jump height in the weighted jump squat. FPV was defined as the velocity reached just before bar acceleration was lower than gravity (-9.81 m·s(-2)). Vertical jump height was calculated from the take-off velocity (Vtake-off) provided by a force platform. Thirty swimmers belonging to the National Slovenian swimming team performed a jump squat incremental loading test, lifting 25%, 50%, 75% and 100% of body weight in a Smith machine. Jump performance was simultaneously monitored using an AMTI portable force platform and a linear velocity transducer attached to the barbell. Simple linear regression was used to estimate jump height from the Vmax and FPV recorded by the linear velocity transducer. Vmax (y = 16.577x - 16.384) was able to explain 93% of jump height variance with a standard error of the estimate of 1.47 cm. FPV (y = 12.828x - 6.504) was able to explain 91% of jump height variance with a standard error of the estimate of 1.66 cm. Despite that both variables resulted to be good predictors, heteroscedasticity in the differences between FPV and Vtake-off was observed (r(2) = 0.307), while the differences between Vmax and Vtake-off were homogenously distributed (r(2) = 0.071). These results suggest that Vmax is a valid tool for estimating vertical jump height in a loaded jump squat test performed in a Smith machine. Key pointsVertical jump height in the loaded jump squat can be estimated with acceptable precision from the maximum bar velocity recorded by a linear velocity transducer.The relationship between the point at which bar acceleration is less than -9.81 m·s(-2) and the real take-off is affected by the velocity of movement.Mean propulsive velocity recorded by a linear velocity transducer does not appear to be optimal to monitor ballistic exercise performance.
Doppler Lidar Vertical Velocity Statistics Value-Added Product
Energy Technology Data Exchange (ETDEWEB)
Newsom, R. K. [DOE ARM Climate Research Facility, Washington, DC (United States); Sivaraman, C. [DOE ARM Climate Research Facility, Washington, DC (United States); Shippert, T. R. [DOE ARM Climate Research Facility, Washington, DC (United States); Riihimaki, L. D. [DOE ARM Climate Research Facility, Washington, DC (United States)
2015-07-01
Accurate height-resolved measurements of higher-order statistical moments of vertical velocity fluctuations are crucial for improved understanding of turbulent mixing and diffusion, convective initiation, and cloud life cycles. The Atmospheric Radiation Measurement (ARM) Climate Research Facility operates coherent Doppler lidar systems at several sites around the globe. These instruments provide measurements of clear-air vertical velocity profiles in the lower troposphere with a nominal temporal resolution of 1 sec and height resolution of 30 m. The purpose of the Doppler lidar vertical velocity statistics (DLWSTATS) value-added product (VAP) is to produce height- and time-resolved estimates of vertical velocity variance, skewness, and kurtosis from these raw measurements. The VAP also produces estimates of cloud properties, including cloud-base height (CBH), cloud frequency, cloud-base vertical velocity, and cloud-base updraft fraction.
Climatology of tropospheric vertical velocity spectra
Ecklund, W. L.; Gage, K. S.; Balsley, B. B.; Carter, D. A.
1986-01-01
Vertical velocity power spectra obtained from Poker Flat, Alaska; Platteville, Colorado; Rhone Delta, France; and Ponape, East Caroline Islands using 50-MHz clear-air radars with vertical beams are given. The spectra were obtained by analyzing the quietest periods from the one-minute-resolution time series for each site. The lengths of available vertical records ranged from as long as 6 months at Poker Flat to about 1 month at Platteville. The quiet-time vertical velocity spectra are shown. Spectral period ranging from 2 minutes to 4 hours is shown on the abscissa and power spectral density is given on the ordinate. The Brunt-Vaisala (B-V) periods (determined from nearby sounding balloons) are indicated. All spectra (except the one from Platteville) exhibit a peak at periods slightly longer than the B-V period, are flat at longer periods, and fall rapidly at periods less than the B-V period. This behavior is expected for a spectrum of internal waves and is very similar to what is observed in the ocean (Eriksen, 1978). The spectral amplitudes vary by only a factor of 2 or 3 about the mean, and show that under quiet conditions vertical velocity spectra from the troposphere are very similar at widely different locations.
International Nuclear Information System (INIS)
Rahi, A.; Bahrami, M.; Rastegar, J.
2002-01-01
The tip displacement variance of an articulated robotic manipulator to simultaneous horizontal and vertical stochastic base excitation is studied. The dynamic equations for an n-links manipulator subjected to both horizontal and vertical stochastic excitations are derived by Lagrangian method and decoupled for small displacement of joints. The dynamic response covariance of the manipulator links is computed in the coordinate frame attached to the base and then the principal variance of tip displacement is determined. Finally, simulation for a two-link planner robotic manipulator under base excitation is developed. Then sensitivity of the principal variance of tip displacement and tip velocity to manipulator configuration, damping, excitation parameters and manipulator links length are investigated
Shaping the distribution of vertical velocities of antihydrogen in GBAR
Energy Technology Data Exchange (ETDEWEB)
Dufour, G.; Lambrecht, A.; Reynaud, S. [CNRS, ENS, UPMC, Laboratoire Kastler-Brossel, Paris (France); Debu, P. [CEA-Saclay, Institut de Recherche sur les lois Fondamentales de l' Univers, Gif-sur-Yvette (France); Nesvizhevsky, V.V. [Institut Max von Laue-Paul Langevin, Grenoble (France); Voronin, A.Yu. [P.N. Lebedev Physical Institute, Moscow (Russian Federation)
2014-01-15
GBAR is a project aiming at measuring the freefall acceleration of gravity for antimatter, namely antihydrogen atoms (H). The precision of this timing experiment depends crucially on the dispersion of initial vertical velocities of the atoms as well as on the reliable control of their distribution.We propose to use a new method for shaping the distribution of the vertical velocities of H, which improves these factors simultaneously. The method is based on quantum reflection of elastically and specularly bouncing H with small initial vertical velocity on a bottom mirror disk, and absorption of atoms with large initial vertical velocities on a top rough disk.We estimate statistical and systematic uncertainties, and we show that the accuracy for measuring the free fall acceleration g of H could be pushed below 10{sup -3} under realistic experimental conditions. (orig.)
Shaping the distribution of vertical velocities of antihydrogen in GBAR
Dufour, G.; Lambrecht, A.; Nesvizhevsky, V.V.; Reynaud, S.; Voronin, A.Yu.
2014-01-30
GBAR is a project aiming at measuring the free fall acceleration of gravity for antimatter, namely antihydrogen atoms ($\\overline{\\mathrm{H}}$). Precision of this timing experiment depends crucially on the dispersion of initial vertical velocities of the atoms as well as on the reliable control of their distribution. We propose to use a new method for shaping the distribution of vertical velocities of $\\overline{\\mathrm{H}}$, which improves these factors simultaneously. The method is based on quantum reflection of elastically and specularly bouncing $\\overline{\\mathrm{H}}$ with small initial vertical velocity on a bottom mirror disk, and absorption of atoms with large initial vertical velocities on a top rough disk. We estimate statistical and systematic uncertainties, and show that the accuracy for measuring the free fall acceleration $\\overline{g}$ of $\\overline{\\mathrm{H}}$ could be pushed below $10^{-3}$ under realistic experimental conditions.
Estimation of sand dune thickness using a vertical velocity profile
International Nuclear Information System (INIS)
Al-Shuhail, Abdullatif A.
2004-01-01
Previous field and mathematical studies have shown that sand dunes may have vertical velocity profiles (i.e. continuous increase of velocity with depth). Therefore, computing the dunes thickness using conventional seismic refraction methods that assume a vertically homogeneous layer will likely produce some errors. The purpose of this study is to quantify the effect of the vertical velocity profile in a sand dune on the process of thickness estimation using seismic refraction data. First, the time distance (T-X) data of the direct wave in the dune is calculated using a vertical velocity profile, V (z), derived from Hertz-Mindlin contact theory. Then the thickness is estimated from the calculated T-X data, intercept time and velocity of the refractor at the dune's base assuming a constant velocity in the dune. The error in the estimated thickness due to the constant-velocity assumption increases with increasing thickness and decreasing porosity of the dune. For sand dunes with porosities greater than 0.2 and thickness less than 200 meter, the error is less than 15%. (author)
Revisiting the radiative vertical velocity paradigm in the TTL
Bolot, Maximilien; Moyer, Elisabeth
2015-04-01
We demonstrate that uplift rates in the TTL (tropical tropopause layer) may be commonly overestimated. The mass balance of any tracer in the TTL depends on the vertical speed of large-scale uplift and the rate of convective detrainment from overshoots. Generally, uplift velocity is retrieved from the conservation of energy, assuming that the only significant factor is radiative heating.1,2 The detrainment rate is then computed from the convergence of the uplift flux, with the assumption that detrainment dominates over entrainment in the TTL. We show that this commonly calculated 'radiative vertical velocity' and the associated rate of detrainment are necessarily flawed for either of two mutually exclusive reasons. If radiative heating is the sole diabatic term in the energy budget, then significant convective entrainment must occur at TTL levels. If detrainment dominates over entrainment, then the heat budget must include the cooling rate from the export of sensible heat deficit in overshooting convection. We illustrate the calculations using tropical values of radiative heating rates and large-scale divergence fluxes from ERA-Interim reanalysis. For undilute convection, the export of heat deficit in detrained overshoots would substantially offset radiative heating, lowering the resulting assumed vertical velocity at 16 km by a factor of three. The computed detrainment rate at this altitude also increases significantly, by a factor of five. Because these changes would alter interpretation of tracer profiles, it is important to include all terms in the heat budget in tracer studies. Conversely, tracer transport properties can be used to help constrain the impact of convection on the TTL heat budget.3 [1] Folkins, I. et al., J. Geophys. Res., 111, D23304, (2006). [2] Read, W. G. et al., Atmos. Chem. Phys., 8, 6051-6067, (2008). [3] Kuang, Z. and Bretherton, C. S., J. Atmos. Sci., 61, 2919-2927, (2004)
Periodic Variations in the Vertical Velocities of Galactic Masers
Directory of Open Access Journals (Sweden)
Bobylev V. V.
2016-03-01
Full Text Available We compiled published data on Galactic masers with VLBI-measured trigonometric parallaxes and determined the residual tangential, ∆Vcirc, and radial, ∆VR, velocities for 120 masers. We used these data to redetermine the parameters of the Galactic spiral density wave using the method of spectral analysis. The most interesting result of this study is the detection of wavelike oscillations of vertical spatial velocities (W versus distance R from the Galactic rotation axis. Spectral analysis allowed us to determine the perturbation wavelength and the amplitude of this wave, which we found to be equal to λW = 3.4 ± 0.7 kpc and fW = 4.9 ± 1.2 km s−1, respectively.
Velocity measurement of model vertical axis wind turbines
Energy Technology Data Exchange (ETDEWEB)
Johnson, D.A.; McWilliam, M. [Waterloo Univ., ON (Canada). Dept. of Mechanical Engineering
2006-07-01
An increasingly popular solution to future energy demand is wind energy. Wind turbine designs can be grouped according to their axis of rotation, either horizontal or vertical. Horizontal axis wind turbines have higher power output in a good wind regime than vertical axis turbines and are used in most commercial class designs. Vertical axis Savonius-based wind turbine designs are still widely used in some applications because of their simplistic design and low wind speed performance. There are many design variables that must be considered in order to optimize the power output in a given wind regime in a typical wind turbine design. Using particle image velocimetry, a study of the air flow around five different model vertical axis wind turbines was conducted in a closed loop wind tunnel. A standard Savonius design with two semi-circular blades overlapping, and two variations of this design, a deep blade and a shallow blade design were among the turbine models included in this study. It also evaluated alternate designs that attempt to increase the performance of the standard design by allowing compound blade curvature. Measurements were collected at a constant phase angle and also at random rotor orientations. It was found that evaluation of the flow patterns and measured velocities revealed consistent and stable flow patterns at any given phase angle. Large scale flow structures are evident in all designs such as vortices shed from blade surfaces. An important performance parameter was considered to be the ability of the flow to remain attached to the forward blade and redirect and reorient the flow to the following blade. 6 refs., 18 figs.
Lee, Dong-In; Kim, Dong-Kyun; Kim, Ji-Hyeon; Kang, Yunhee; Kim, Hyeonjoon
2017-04-01
During a summer monsoon season each year, severe weather phenomena caused by front, mesoscale convective systems, or typhoons often occur in the southern Korean Peninsula where is mostly comprised of complex high mountains. These areas play an important role in controlling formation, amount, and distribution of rainfall. As precipitation systems move over the mountains, they can develop rapidly and produce localized heavy rainfall. Thus observational analysis in the mountainous areas is required for studying terrain effects on the rapid rainfall development and its microphysics. We performed intensive field observations using two s-band operational weather radars around Mt. Jiri (1950 m ASL) during summertime on June and July in 2015-2016. Observation data of DSD (Drop Size Distribution) from Parsivel disdrometer and (w component) vertical velocity data from ultrasonic anemometers were analyzed for Typhoon Chanhom on 12 July 2015 and the heavy rain event on 1 July 2016. During the heavy rain event, a dual-Doppler radar analysis using Jindo radar and Gunsan radar was also conducted to examine 3-D wind fields and vertical structure of reflectivity in these areas. For examining up-/downdrafts in the windward or leeward side of Mt. Jiri, we developed a new scheme technique to estimate vertical velocities (w) from drop size and fall velocity spectra of Parsivel disdrometers at different stations. Their comparison with the w values observed by the 3D anemometer showed quite good agreement each other. The Z histogram with regard to the estimated w was similar to that with regard to R, indicating that Parsivel-estimated w is quite reasonable for classifying strong and weak rain, corresponding to updraft and downdraft, respectively. Mostly, positive w values (upward) were estimated in heavy rainfall at the windward side (D1 and D2). Negative w values (downward) were dominant even during large rainfall at the leeward side (D4). For D1 and D2, the upward w percentages were
Stereological estimation of the mean and variance of nuclear volume from vertical sections
DEFF Research Database (Denmark)
Sørensen, Flemming Brandt
1991-01-01
The application of assumption-free, unbiased stereological techniques for estimation of the volume-weighted mean nuclear volume, nuclear vv, from vertical sections of benign and malignant nuclear aggregates in melanocytic skin tumours is described. Combining sampling of nuclei with uniform...... probability in a physical disector and Cavalieri's direct estimator of volume, the unbiased, number-weighted mean nuclear volume, nuclear vN, of the same benign and malignant nuclear populations is also estimated. Having obtained estimates of nuclear volume in both the volume- and number distribution...... to the larger malignant nuclei. Finally, the variance in the volume distribution of nuclear volume is estimated by shape-independent estimates of the volume-weighted second moment of the nuclear volume, vv2, using both a manual and a computer-assisted approach. The working procedure for the description of 3-D...
Simulation of air velocity in a vertical perforated air distributor
Ngu, T. N. W.; Chu, C. M.; Janaun, J. A.
2016-06-01
Perforated pipes are utilized to divide a fluid flow into several smaller streams. Uniform flow distribution requirement is of great concern in engineering applications because it has significant influence on the performance of fluidic devices. For industrial applications, it is crucial to provide a uniform velocity distribution through orifices. In this research, flow distribution patterns of a closed-end multiple outlet pipe standing vertically for air delivery in the horizontal direction was simulated. Computational Fluid Dynamics (CFD), a tool of research for enhancing and understanding design was used as the simulator and the drawing software SolidWorks was used for geometry setup. The main purpose of this work is to establish the influence of size of orifices, intervals between outlets, and the length of tube in order to attain uniformity of exit flows through a multi outlet perforated tube. However, due to the gravitational effect, the compactness of paddy increases gradually from top to bottom of dryer, uniform flow pattern was aimed for top orifices and larger flow for bottom orifices.
Energy Technology Data Exchange (ETDEWEB)
Berg, Larry K. [Pacific Northwest National Laboratory, Richland, Washington; Newsom, Rob K. [Pacific Northwest National Laboratory, Richland, Washington; Turner, David D. [Global Systems Division, NOAA/Earth System Research Laboratory, Boulder, Colorado
2017-09-01
One year of Coherent Doppler Lidar (CDL) data collected at the U.S. Department of Energy’s Atmospheric Radiation Measurement (ARM) site in Oklahoma is analyzed to provide profiles of vertical velocity variance, skewness, and kurtosis for cases of cloud-free convective boundary layers. The variance was scaled by the Deardorff convective velocity scale, which was successful when the boundary layer depth was stationary but failed in situations when the layer was changing rapidly. In this study the data are sorted according to time of day, season, wind direction, surface shear stress, degree of instability, and wind shear across the boundary-layer top. The normalized variance was found to have its peak value near a normalized height of 0.25. The magnitude of the variance changes with season, shear stress, and degree of instability, but was not impacted by wind shear across the boundary-layer top. The skewness was largest in the top half of the boundary layer (with the exception of wintertime conditions). The skewness was found to be a function of the season, shear stress, wind shear across the boundary-layer top, with larger amounts of shear leading to smaller values. Like skewness, the vertical profile of kurtosis followed a consistent pattern, with peak values near the boundary-layer top (also with the exception of wintertime data). The altitude of the peak values of kurtosis was found to be lower when there was a large amount of wind shear at the boundary-layer top.
Using Smartphone Pressure Sensors to Measure Vertical Velocities of Elevators, Stairways, and Drones
Monteiro, Martín; Martí, Arturo C.
2017-01-01
We measure the vertical velocities of elevators, pedestrians climbing stairs, and drones (flying unmanned aerial vehicles), by means of smartphone pressure sensors. The barometric pressure obtained with the smartphone is related to the altitude of the device via the hydrostatic approximation. From the altitude values, vertical velocities are…
Magnetic and velocity fields MHD flow of a stretched vertical ...
African Journals Online (AJOL)
Analytical solutions for heat and mass transfer by laminar flow of Newtonian, viscous, electrically conducting and heat generation/absorbing fluid on a continuously moving vertical permeable surface with buoyancy in the presence of a magnetic field and a first order chemical reaction are reported. The solutions for magnetic ...
Determination of vertical velocities in the equatorial part of the western Indian Ocean
Digital Repository Service at National Institute of Oceanography (India)
Bahulayan, N.; Varadachari, V.V.R.
Using steady state two-dimensional turbulent diffusion equations of salt and heat some important characteristics of vertical circulation in the equatorial part of the Indian Ocean have been evaluated and discussed. Upwelling and sinking velocities...
Estimates of vertical velocities and eddy coefficients in the Bay of Bengal
Digital Repository Service at National Institute of Oceanography (India)
Varkey, M.J.; Sastry, J.S.
Vertical velocities and eddy coefficients in the intermediate depths of the Bay of Bengal are calculated from mean hydrographic data for 300 miles-squares. The linear current density (sigma- O) versus log-depth plots show steady balance between...
Estimation of power in low velocity vertical axis wind turbine
Sampath, S. S.; Shetty, Sawan; Chithirai Pon Selvan, M.
2015-06-01
The present work involves in the construction of a vertical axis wind turbine and the determination of power. Various different types of turbine blades are considered and the optimum blade is selected. Mechanical components of the entire setup are built to obtain maximum rotation per minute. The mechanical energy is converted into the electrical energy by coupling coaxially between the shaft and the generator. This setup produces sufficient power for consumption of household purposes which is economic and easily available.
Bonin, Timothy A.; Newman, Jennifer F.; Klein, Petra M.; Chilson, Phillip B.; Wharton, Sonia
2016-12-01
Since turbulence measurements from Doppler lidars are being increasingly used within wind energy and boundary-layer meteorology, it is important to assess and improve the accuracy of these observations. While turbulent quantities are measured by Doppler lidars in several different ways, the simplest and most frequently used statistic is vertical velocity variance (w'2) from zenith stares. However, the competing effects of signal noise and resolution volume limitations, which respectively increase and decrease w'2, reduce the accuracy of these measurements. Herein, an established method that utilises the autocovariance of the signal to remove noise is evaluated and its skill in correcting for volume-averaging effects in the calculation of w'2 is also assessed. Additionally, this autocovariance technique is further refined by defining the amount of lag time to use for the most accurate estimates of w'2. Through comparison of observations from two Doppler lidars and sonic anemometers on a 300 m tower, the autocovariance technique is shown to generally improve estimates of w'2. After the autocovariance technique is applied, values of w'2 from the Doppler lidars are generally in close agreement (R2 ≈ 0.95 - 0.98) with those calculated from sonic anemometer measurements.
Particle fluxes in the deep Eastern Mediterranean basins: the role of ocean vertical velocities
Directory of Open Access Journals (Sweden)
L. Patara
2009-03-01
Full Text Available This paper analyzes the relationship between deep sedimentary fluxes and ocean current vertical velocities in an offshore area of the Ionian Sea, the deepest basin of the Eastern Mediterranean Sea. Sediment trap data are collected at 500 m and 2800 m depth in two successive moorings covering the period September 1999–May 2001. A tight coupling is observed between the upper and deep traps and the estimated particle sinking rates are more than 200 m day^{−1}. The current vertical velocity field is computed from a 1/16°×1/16° Ocean General Circulation Model simulation and from the wind stress curl. Current vertical velocities are larger and more variable than Ekman vertical velocities, yet the general patterns are alike. Current vertical velocities are generally smaller than 1 m day^{−1}: we therefore exclude a direct effect of downward velocities in determining high sedimentation rates. However we find that upward velocities in the subsurface layers of the water column are positively correlated with deep particle fluxes. We thus hypothesize that upwelling would produce an increase in upper ocean nutrient levels – thus stimulating primary production and grazing – a few weeks before an enhanced vertical flux is found in the sediment traps. High particle sedimentation rates may be attained by means of rapidly sinking fecal pellets produced by gelatinous macro-zooplankton. Other sedimentation mechanisms, such as dust deposition, are also considered in explaining large pulses of deep particle fluxes. The fast sinking rates estimated in this study might be an evidence of the efficiency of the biological pump in sequestering organic carbon from the surface layers of the deep Eastern Mediterranean basins.
Numerical calculation of velocity distribution near a vertical flat plate immersed in bubble flow
International Nuclear Information System (INIS)
Matsuura, Akihiro; Nakamura, Hajime; Horihata, Hideyuki; Hiraoka, Setsuro; Aragaki, Tsutomu; Yamada, Ikuho; Isoda, Shinji.
1992-01-01
Liquid and gas velocity distributions for bubble flow near a vertical flat plate were calculated numerically by using the SIMPLER method, where the flow was assumed to be laminar, two-dimensional, and at steady state. The two-fluid flow model was used in the numerical analysis. To calculate the drag force on a small bubble, Stokes' law for a rigid sphere is applicable. The dimensionless velocity distributions which were arranged with characteristic boundary layer thickness and maximum liquid velocity were adjusted with a single line and their forms were similar to that for single-phase wall-jet flow. The average wall shear stress derived from the velocity gradient at the plate wall was strongly affected by bubble diameter but not by inlet liquid velocity. The present dimensionless velocity distributions obtained numerically agreed well with previous experimental results, and the proposed numerical algorithm was validated. (author)
A Unified Geodetic Vertical Velocity Field (UGVVF), Version 1.0
Schmalzle, G.; Wdowinski, S.
2014-12-01
Tectonic motion, volcanic inflation or deflation, as well as oil, gas and water pumping can induce vertical motion. In southern California these signals are inter-mingled. In tectonics, properly identifying regions that are contaminated by other signals can be important when estimating fault slip rates. Until recently vertical deformation rates determined by high precision Global Positioning Systems (GPS) had large uncertainties compared to horizontal components and were rarely used to constrain tectonic models of fault motion. However, many continuously occupied GPS stations have been operating for ten or more years, often delivering uncertainties of ~1 mm/yr or less, providing better constraints for tectonic modeling. Various processing centers produced GPS time series and estimated vertical velocity fields, each with their own set of processing techniques and assumptions. We compare vertical velocity solutions estimated by seven data processing groups as well as two combined solutions (Figure 1). These groups include: Central Washington University (CWU) and New Mexico Institute of Technology (NMT), and their combined solution provided by the Plate Boundary Observatory (PBO) through the UNAVCO website. Also compared are the Jet Propulsion Laboratory (JPL) and Scripps Orbit and Permanent Array Center (SOPAC) and their combined solution provided as part of the NASA MEaSUREs project. Smaller velocity fields included are from Amos et al., 2014, processed at the Nevada Geodetic Laboratory, Shen et al., 2011, processed by UCLA and called the Crustal Motion Map 4.0 (CMM4) dataset, and a new velocity field provided by the University of Miami (UM). Our analysis includes estimating and correcting for systematic vertical velocity and uncertainty differences between groups. Our final product is a unified velocity field that contains the median values of the adjusted velocity fields and their uncertainties. This product will be periodically updated when new velocity fields
Stereological estimation of the mean and variance of nuclear volume from vertical sections
DEFF Research Database (Denmark)
Sørensen, Flemming Brandt
1991-01-01
The application of assumption-free, unbiased stereological techniques for estimation of the volume-weighted mean nuclear volume, nuclear vv, from vertical sections of benign and malignant nuclear aggregates in melanocytic skin tumours is described. Combining sampling of nuclei with uniform...... probability in a physical disector and Cavalieri's direct estimator of volume, the unbiased, number-weighted mean nuclear volume, nuclear vN, of the same benign and malignant nuclear populations is also estimated. Having obtained estimates of nuclear volume in both the volume- and number distribution...... of volume, a detailed investigation of nuclear size variability is possible. Benign and malignant nuclear populations show approximately the same relative variability with regard to nuclear volume, and the presented data are compatible with a simple size transformation from the smaller benign nuclei...
Directory of Open Access Journals (Sweden)
Bâki Iz H.
2017-02-01
Full Text Available This study demonstrates that relative sea level trends calculated from long-term tide gauge records can be used to estimate relative vertical crustal velocities in a region with high accuracy. A comparison of the weighted averages of the relative sea level trends estimated at six tide gauge stations in two clusters along the Eastern coast of United States, in Florida and in Maryland, reveals a statistically significant regional vertical crustal motion of Maryland with respect to Florida with a subsidence rate of −1.15±0.15 mm/yr identified predominantly due to the ongoing glacial isostatic adjustment process. The estimate is a consilience value to validate vertical crustal velocities calculated from GPS time series as well as towards constraining predictive GIA models in these regions.
Su, S.-Y.; Liu, C. H.; Chao, C.-K.
2018-04-01
Longitudinal distributions of post-midnight equatorial ionospheric irregularity occurrences observed by ROCSAT-1 (1st satellite of the Republic of China) during moderate to high solar activity years in two solstices are studied with respect to the vertical drift velocity and density variations. The post-midnight irregularity distributions are found to be similar to the well-documented pre-midnight ones, but are different from some published distributions taken during solar minimum years. Even though the post-midnight ionosphere is sinking in general, longitudes of frequent positive vertical drift and high density seems to coincide with the longitudes of high irregularity occurrences. Large scatters found in the vertical drift velocity and density around the dip equator in different ROCSAT-1 orbits indicate the existence of large and frequent variations in the vertical drift velocity and density that seem to be able to provide sufficient perturbations for the Rayleigh-Taylor (RT) instability to cause the irregularity occurrences. The need of seeding agents such as gravity waves from atmospheric convective clouds to initiate the Rayleigh-Taylor instability may not be necessary.
Cervania, A.; Knack, I. M. W.
2017-12-01
The presence of woody debris (WD) jams in rivers and streams increases the risk of backwater flooding and reduces the navigability of a channel, but adds fish and macroinvertebrate habitat to the stream. When designing river engineering projects engineers use hydraulic models to predict flow behavior around these obstructions. However, the complexities of flow through and beneath WD jams are still poorly understood. By increasing the ability to predict flow behavior around WD jams, landowners and engineers are empowered to develop sustainable practices regarding the removal or placement of WD in rivers and flood plains to balance the desirable and undesirable effects to society and the environment. The objective of this study is to address some of this knowledge gap by developing a method to estimate the vertical velocity profile of flow under WD jams. When flow passes under WD jams, it becomes affected by roughness elements on all sides, similar to turbulent flows in pipe systems. Therefore, the method was developed using equations that define the velocity profiles of turbulent pipe flows: the law of the wall, the logarithmic law, and the velocity defect law. Flume simulations of WD jams were conducted and the vertical velocity profiles were measured along the centerline. A calculated velocity profile was fit to the measured profile through the calibration of eight parameters. An optimal value or range of values have been determined for several of these parameters using cross-validation techniques. The results indicate there may be some promise to using this method in hydraulic models.
Fatigue influences lower extremity angular velocities during a single-leg drop vertical jump
Tamura, Akihiro; Akasaka, Kiyokazu; Otsudo, Takahiro; Shiozawa, Junya; Toda, Yuka; Yamada, Kaori
2017-01-01
[Purpose] Fatigue alters lower extremity landing strategies and decreases the ability to attenuate impact during landing. The purpose of this study was to reveal the influence of fatigue on dynamic alignment and joint angular velocities in the lower extremities during a single leg landing. [Subjects and Methods] The 34 female college students were randomly assigned to either the fatigue or control group. The fatigue group performed single-leg drop vertical jumps before, and after, the fatigue...
Inference and Biogeochemical Response of Vertical Velocities inside a Mode Water Eddy
Barceló-Llull, B.; Pallas Sanz, E.; Sangrà, P.
2016-02-01
With the aim to study the modulation of the biogeochemical fluxes by the ageostrophic secondary circulation in anticyclonic mesoscale eddies, a typical eddy of the Canary Eddy Corridor was interdisciplinary surveyed on September 2014 in the framework of the PUMP project. The eddy was elliptical shaped, 4 month old, 110 km diameter and 400 m depth. It was an intrathermocline type often also referred as mode water eddy type. We inferred the mesoscale vertical velocity field resolving a generalized omega equation from the 3D density and ADCP velocity fields of a five-day sampled CTD-SeaSoar regular grid centred on the eddy. The grid transects where 10 nautical miles apart. Although complex, in average, the inferred omega velocity field (hereafter w) shows a dipolar structure with downwelling velocities upstream of the propagation path (west) and upwelling velocities downstream. The w at the eddy center was zero and maximum values were located at the periphery attaining ca. 6 m day-1. Coinciding with the occurrence of the vertical velocities cells a noticeable enhancement of phytoplankton biomass was observed at the eddy periphery respect to the far field. A corresponding upward diapycnal flux of nutrients was also observed at the periphery. As minimum velocities where reached at the eddy center, lineal Ekman pumping mechanism was discarded. Minimum values of phytoplankton biomass where also observed at the eddy center. The possible mechanisms for such dipolar w cell are still being investigated, but an analysis of the generalized omega equation forcing terms suggest that it may be a combination of horizontal deformation and advection of vorticity by the ageostrophic current (related to nonlinear Ekman pumping). As expected for Trades, the wind was rather constant and uniform with a speed of ca. 5 m s-1. Diagnosed nonlinear Ekman pumping leaded also to a dipolar cell that mirrors the omega w dipolar cell.
International Nuclear Information System (INIS)
Thomas, R E; Schindfessel, L; Creëlle, S; De Mulder, T; McLelland, S J
2017-01-01
This paper compiles the technical characteristics and operating principles of the Nortek Vectrino Profiler and reviews previously reported user experiences. A series of experiments are then presented that investigate instrument behaviour and performance, with a particular focus on variations within the profile. First, controlled tests investigate the sensitivity of acoustic amplitude (and Signal-to-Noise Ratio, SNR) and pulse-to-pulse correlation coefficient, R 2 , to seeding concentration and cell geometry. Second, a novel methodology that systematically shifts profiling cells through a single absolute vertical position investigates the sensitivity of mean velocities, SNR and noise to: (a) emitted sound intensity and the presence (or absence) of acoustic seeding; and (b) varying flow rates under ideal acoustic seeding conditions. A new solution is derived to quantify the noise affecting the two perpendicular tristatic systems of the Vectrino Profiler and its contribution to components of the Reynolds stress tensor. Results suggest that for the Vectrino Profiler: 1. optimum acoustic seeding concentrations are ∼3000 to 6000 mg L −1 ; 2. mean velocity magnitudes are biased by variable amounts in proximal cells but are consistently underestimated in distal cells; 3. noise varies parabolically with a minimum around the ‘sweet spot’, 50 mm below the transceiver; 4. the receiver beams only intersect at the sweet spot and diverge nearer to and further from the transceiver. This divergence significantly reduces the size of the sampled area away from the sweet spot, reducing data quality; 5. the most reliable velocity data will normally be collected in the region between approximately 43 and 61 mm below the transceiver. (paper)
Thomas, R. E.; Schindfessel, L.; McLelland, S. J.; Creëlle, S.; De Mulder, T.
2017-07-01
This paper compiles the technical characteristics and operating principles of the Nortek Vectrino Profiler and reviews previously reported user experiences. A series of experiments are then presented that investigate instrument behaviour and performance, with a particular focus on variations within the profile. First, controlled tests investigate the sensitivity of acoustic amplitude (and Signal-to-Noise Ratio, SNR) and pulse-to-pulse correlation coefficient, R 2, to seeding concentration and cell geometry. Second, a novel methodology that systematically shifts profiling cells through a single absolute vertical position investigates the sensitivity of mean velocities, SNR and noise to: (a) emitted sound intensity and the presence (or absence) of acoustic seeding; and (b) varying flow rates under ideal acoustic seeding conditions. A new solution is derived to quantify the noise affecting the two perpendicular tristatic systems of the Vectrino Profiler and its contribution to components of the Reynolds stress tensor. Results suggest that for the Vectrino Profiler: 1. optimum acoustic seeding concentrations are ~3000 to 6000 mg L-1 2. mean velocity magnitudes are biased by variable amounts in proximal cells but are consistently underestimated in distal cells; 3. noise varies parabolically with a minimum around the ‘sweet spot’, 50 mm below the transceiver; 4. the receiver beams only intersect at the sweet spot and diverge nearer to and further from the transceiver. This divergence significantly reduces the size of the sampled area away from the sweet spot, reducing data quality; 5. the most reliable velocity data will normally be collected in the region between approximately 43 and 61 mm below the transceiver.
Velocity of large bubble in liquid-solid mixture in a vertical tube
International Nuclear Information System (INIS)
Hamaguchi, H.; Sakaguchi, T.
1995-01-01
The upward movement of a large bubble in a stationary mixture of liquid and solid is one of the most fundamental phenomena of gas-liquid-solid three phase slug flow in a vertical tube. The purpose of this study is to make clear the characteristic of the rising velocity of this fundamental flow experimentally. The rising velocity of a large bubble V in a liquid-solid mixture was measured and compared with the velocity V o in a liquid (without solid). The experimental results were correlated using a non-dimensional velocity V * (=V/V o ), and the following results were obtained. It was found that the characteristic of the rising velocity differs according to the tube diameter and the liquid viscosity, or the Galileo number in the non-dimensional expression. It can be classified into two regimes. (i) When the liquid viscosity is large (or the tube diameter is small), V * decreases linearly against the volumetric solid fraction ε of the mixture. (ii) When the viscosity is small, on the other hand, the relation between V * and ε is not linear. This classification can be explained by the results in the previous papers by the authors dealing with a large bubble in a liquid
Velocity of large bubble in liquid-solid mixture in a vertical tube
Energy Technology Data Exchange (ETDEWEB)
Hamaguchi, H.; Sakaguchi, T. [Kobe Univ., Kobe (Japan)
1995-09-01
The upward movement of a large bubble in a stationary mixture of liquid and solid is one of the most fundamental phenomena of gas-liquid-solid three phase slug flow in a vertical tube. The purpose of this study is to make clear the characteristic of the rising velocity of this fundamental flow experimentally. The rising velocity of a large bubble V in a liquid-solid mixture was measured and compared with the velocity V{sub o} in a liquid (without solid). The experimental results were correlated using a non-dimensional velocity V{sup *}(=V/V{sub o}), and the following results were obtained. It was found that the characteristic of the rising velocity differs according to the tube diameter and the liquid viscosity, or the Galileo number in the non-dimensional expression. It can be classified into two regimes. (i) When the liquid viscosity is large (or the tube diameter is small), V{sup *} decreases linearly against the volumetric solid fraction {epsilon} of the mixture. (ii) When the viscosity is small, on the other hand, the relation between V{sup *} and {epsilon} is not linear. This classification can be explained by the results in the previous papers by the authors dealing with a large bubble in a liquid.
The boundary condition for vertical velocity and its interdependence with surface gas exchange
Kowalski, Andrew S.
2017-07-01
The law of conservation of linear momentum is applied to surface gas exchanges, employing scale analysis to diagnose the vertical velocity (w) in the boundary layer. Net upward momentum in the surface layer is forced by evaporation (E) and defines non-zero vertical motion, with a magnitude defined by the ratio of E to the air density, as w = E/ρ. This is true even right down at the surface where the boundary condition is w|0 = E/ρ|0 (where w|0 and ρ|0 represent the vertical velocity and density of air at the surface). This Stefan flow velocity implies upward transport of a non-diffusive nature that is a general feature of the troposphere but is of particular importance at the surface, where it assists molecular diffusion with upward gas migration (of H2O, for example) but opposes that of downward-diffusing species like CO2 during daytime. The definition of flux-gradient relationships (eddy diffusivities) requires rectification to exclude non-diffusive transport, which does not depend on scalar gradients. At the microscopic scale, the role of non-diffusive transport in the process of evaporation from inside a narrow tube - with vapour transport into an overlying, horizontal airstream - was described long ago in classical mechanics and is routinely accounted for by chemical engineers, but has been neglected by scientists studying stomatal conductance. Correctly accounting for non-diffusive transport through stomata, which can appreciably reduce net CO2 transport and marginally boost that of water vapour, should improve characterisations of ecosystem and plant functioning.
The boundary condition for vertical velocity and its interdependence with surface gas exchange
Directory of Open Access Journals (Sweden)
A. S. Kowalski
2017-07-01
Full Text Available The law of conservation of linear momentum is applied to surface gas exchanges, employing scale analysis to diagnose the vertical velocity (w in the boundary layer. Net upward momentum in the surface layer is forced by evaporation (E and defines non-zero vertical motion, with a magnitude defined by the ratio of E to the air density, as w = E/ρ. This is true even right down at the surface where the boundary condition is w|0 = E/ρ|0 (where w|0 and ρ|0 represent the vertical velocity and density of air at the surface. This Stefan flow velocity implies upward transport of a non-diffusive nature that is a general feature of the troposphere but is of particular importance at the surface, where it assists molecular diffusion with upward gas migration (of H2O, for example but opposes that of downward-diffusing species like CO2 during daytime. The definition of flux–gradient relationships (eddy diffusivities requires rectification to exclude non-diffusive transport, which does not depend on scalar gradients. At the microscopic scale, the role of non-diffusive transport in the process of evaporation from inside a narrow tube – with vapour transport into an overlying, horizontal airstream – was described long ago in classical mechanics and is routinely accounted for by chemical engineers, but has been neglected by scientists studying stomatal conductance. Correctly accounting for non-diffusive transport through stomata, which can appreciably reduce net CO2 transport and marginally boost that of water vapour, should improve characterisations of ecosystem and plant functioning.
Characteristics of low-mass-velocity vertical gas-liquid two-phase flow
International Nuclear Information System (INIS)
Adachi, Hiromichi; Abe, Yutaka; Kimura, Ko-ji
1995-01-01
In the present paper, characteristics of low mass velocity two-phase flow was analyzed based on a concept that pressure energy of two-phase flow is converted into acceleration work, gravitational work and frictional work, and the pressure energy consumption rate should be minimum at the stable two-phase flow condition. Experimental data for vertical upward air-water two-phase flow at atmospheric pressure was used to verify this concept and the turbulent model used in this method is optimized with the data. (author)
Velocity and phase distribution measurements in vertical air-water annular flows
International Nuclear Information System (INIS)
Vassallo, P.
1997-07-01
Annular flow topology for three air-water conditions in a vertical duct is investigated through the use of a traversing double-sensor hot-film anemometry probe and differential pressure measurements. Near wall measurements of mean and fluctuating velocities, as well as local void fraction, are taken in the liquid film, with the highest turbulent fluctuations occurring for the flow condition with the largest pressure drop. A modified law-of-the-wall formulation for wall shear is presented which, using near wall values of mean velocity and kinetic energy, agrees reasonably well with the average stress obtained from direct pressure drop measurements. The linear profile using wall coordinates in the logarithmic layer is preserved in annular flow; however, the slope and intercept of the profile differ from the single-phase values for the annular flow condition which has a thicker, more turbulent, liquid film
Calmer, Radiance; Roberts, Gregory C.; Preissler, Jana; Sanchez, Kevin J.; Derrien, Solène; O'Dowd, Colin
2018-05-01
The importance of vertical wind velocities (in particular positive vertical wind velocities or updrafts) in atmospheric science has motivated the need to deploy multi-hole probes developed for manned aircraft in small remotely piloted aircraft (RPA). In atmospheric research, lightweight RPAs ( power spectral density (PSD) functions and turbulent kinetic energy (TKE) derived from the five-hole probe are compared with sonic anemometers on a meteorological mast. During a BACCHUS field campaign at Mace Head Atmospheric Research Station (Ireland), a fleet of RPAs was deployed to profile the atmosphere and complement ground-based and satellite observations of physical and chemical properties of aerosols, clouds, and meteorological state parameters. The five-hole probe was flown on straight-and-level legs to measure vertical wind velocities within clouds. The vertical velocity measurements from the RPA are validated with vertical velocities derived from a ground-based cloud radar by showing that both measurements yield model-simulated cloud droplet number concentrations within 10 %. The updraft velocity distributions illustrate distinct relationships between vertical cloud fields in different meteorological conditions.
An analytical model for displacement velocity of liquid film on a hot vertical surface
International Nuclear Information System (INIS)
Yoshioka, Keisuke; Hasegawa, Shu
1975-01-01
The downward progress of the advancing front of a liquid film streaming down a heated vertical surface, as it would occur in emergency core cooling, is much slower than in the case of ordinary streaming down along a heated surface already wetted with the liquid. A two-dimensional heat conduction model is developed for evaluating this velocity of the liquid front, which takes account of the heat removal by ordinary flow boiling mechanism. In the analysis, the maximum heat flux and the calefaction temperature are taken up as parameters in addition to the initial dry heated wall temperature, the flow rate and the velocity of downward progress of the liquid front. The temperature profile is calculated for various combinations of these parameters. Two criteria are proposed for choosing the most suitable combination of the parameters. One is to reject solutions that represent an oscillating wall temperature distribution, and the second criterion requires that the length of the zone of violent boiling immediately following the liquid front should not be longer than about 1 mm, this value being determined from comparisons made between experiment and calculation. Application of the above two criteria resulted in reasonable values obtained for the calefaction temperature and the maximum heat flux, and the velocity of the liquid front derived therefrom showed good agreement with experiment. (auth.)
Directory of Open Access Journals (Sweden)
R. Calmer
2018-05-01
Full Text Available The importance of vertical wind velocities (in particular positive vertical wind velocities or updrafts in atmospheric science has motivated the need to deploy multi-hole probes developed for manned aircraft in small remotely piloted aircraft (RPA. In atmospheric research, lightweight RPAs ( < 2.5 kg are now able to accurately measure atmospheric wind vectors, even in a cloud, which provides essential observing tools for understanding aerosol–cloud interactions. The European project BACCHUS (impact of Biogenic versus Anthropogenic emissions on Clouds and Climate: towards a Holistic UnderStanding focuses on these specific interactions. In particular, vertical wind velocity at cloud base is a key parameter for studying aerosol–cloud interactions. To measure the three components of wind, a RPA is equipped with a five-hole probe, pressure sensors, and an inertial navigation system (INS. The five-hole probe is calibrated on a multi-axis platform, and the probe–INS system is validated in a wind tunnel. Once mounted on a RPA, power spectral density (PSD functions and turbulent kinetic energy (TKE derived from the five-hole probe are compared with sonic anemometers on a meteorological mast. During a BACCHUS field campaign at Mace Head Atmospheric Research Station (Ireland, a fleet of RPAs was deployed to profile the atmosphere and complement ground-based and satellite observations of physical and chemical properties of aerosols, clouds, and meteorological state parameters. The five-hole probe was flown on straight-and-level legs to measure vertical wind velocities within clouds. The vertical velocity measurements from the RPA are validated with vertical velocities derived from a ground-based cloud radar by showing that both measurements yield model-simulated cloud droplet number concentrations within 10 %. The updraft velocity distributions illustrate distinct relationships between vertical cloud fields in different meteorological
Moreaux, G.; Lemoine, F. G.; Argus, D. F.; Santamaria-Gomez, A.; Willis, P.; Soudarin, L.; Gravelle, M.; Ferrage, P.
2016-01-01
In the context of the 2014 realization of the International Terrestrial Reference Frame (ITRF2014), the International DORIS Service (IDS) has delivered to the IERS a set of 1140 weekly SINEX files including station coordinates and Earth orientation parameters, covering the time period from 1993.0 to 2015.0. From this set of weekly SINEX files, the IDS Combination Center estimated a cumulative DORIS position and velocity solution to obtain mean horizontal and vertical motion of 160 stations at 71 DORIS sites. The main objective of this study is to validate the velocities of the DORIS sites by comparison with external models or time series. Horizontal velocities are compared with two recent global plate models (GEODVEL 2010 and NNR-MORVEL56). Prior to the comparisons, DORIS horizontal velocities were corrected for Global Isostatic Adjustment (GIA) from the ICE-6G (VM5a) model. For more than half of the sites, the DORIS horizontal velocities differ from the global plate models by less than 2-3 mm/yr. For five of the sites (Arequipa, Dionysos/Gavdos, Manila, Santiago) with horizontal velocity differences wrt these models larger than 10 mm/yr, comparisons with GNSS estimates show the veracity of the DORIS motions. Vertical motions from the DORIS cumulative solution are compared with the vertical velocities derived from the latest GPS cumulative solution over the time span 1995.0-2014.0 from the University of La Rochelle (ULR6) solution at 31 co-located DORIS-GPS sites. These two sets of vertical velocities show a correlation coefficient of 0.83. Vertical differences are larger than 2 mm/yr at 23 percent of the sites. At Thule the disagreement is explained by fine-tuned DORIS discontinuities in line with the mass variations of outlet glaciers. Furthermore, the time evolution of the vertical time series from the DORIS station in Thule show similar trends to the GRACE equivalent water height.
Clogging of granular material in vertical pipes discharged at constant velocity
Directory of Open Access Journals (Sweden)
López-Rodríguez Diego
2017-01-01
Full Text Available We report an experimental study on the flow of spherical particles through a vertical pipe discharged at constant velocity by means of a conveyor belt placed at the bottom. For a pipe diameter 3.67 times the diameter of the particles, we observe the development of hanging arches that stop the flow as they are able to support the weight of the particles above them. We find that the distribution of times that it takes until a stable clog develops, decays exponentially. This is compatible with a clogging probability that remains constant during the discharge. We also observe that the probability of clogging along the pipe decreases with the height, i.e. most of the clogs are developed near the bottom. This spatial dependence may be attributed to different pressure values within the pipe which might also be related to a spontaneous development of an helical structure of the grains inside the pipe.
Dependence of energy characteristics of ascending swirling air flow on velocity of vertical blowing
Volkov, R. E.; Obukhov, A. G.; Kutrunov, V. N.
2018-05-01
In the model of a compressible continuous medium, for the complete Navier-Stokes system of equations, an initial boundary problem is proposed that corresponds to the conducted and planned experiments and describes complex three-dimensional flows of a viscous compressible heat-conducting gas in ascending swirling flows that are initiated by a vertical cold blowing. Using parallelization methods, three-dimensional nonstationary flows of a polytropic viscous compressible heat-conducting gas are constructed numerically in different scaled ascending swirling flows under the condition when gravity and Coriolis forces act. With the help of explicit difference schemes and the proposed initial boundary conditions, approximate solutions of the complete system of Navier-Stokes equations are constructed as well as the velocity and energy characteristics of three-dimensional nonstationary gas flows in ascending swirling flows are determined.
Alignment of stress, mean wind, and vertical gradient of the velocity vector
DEFF Research Database (Denmark)
Berg, Jacob; Mann, Jakob; Patton, E.G.
2012-01-01
In many applications in the atmospheric surface layer the turbulent-viscosity hypothesis is applied, i.e. the stress vector can be described through the vertical gradient of velocity. In the atmospheric surface layer, where the Coriolis force and baroclinic effects are considered negligible......, this is supposedly a good approximation. High resolution large-eddy simulation (LES) data show that it is indeed the case. Through analysis of WindCube lidar measurements accompanied by sonic measurements we show that this is, on the other hand, rarely the case in the real atmosphere. This might indicate that large...... of atmospheric boundary layer modeling. The measurements are from the Danish wind turbine test sites at Høvsøre. With theWindCube lidar we are able to reach heights of 250 meters and hence capture the entire atmospheric surface layer both in terms of wind speed and the direction of the mean stress vector....
International Nuclear Information System (INIS)
Guo Huan; Liu Yangang; Daum, Peter H; Senum, Gunnar I; Tao, W-K
2008-01-01
We simulated a marine stratus deck sampled during the Marine Stratus/Stratocumulus Experiment (MASE) with a three-dimensional large eddy simulation (LES) model at different model resolutions. Various characteristics of the vertical velocity from the model simulations were evaluated against those derived from the corresponding aircraft in situ observations, focusing on standard deviation, skewness, kurtosis, probability density function (PDF), power spectrum, and structure function. Our results show that although the LES model captures reasonably well the lower-order moments (e.g., horizontal averages and standard deviations), it fails to simulate many aspects of the higher-order moments, such as kurtosis, especially near cloud base and cloud top. Further investigations of the PDFs, power spectra, and structure functions reveal that compared to the observations, the model generally underestimates relatively strong variations on small scales. The results also suggest that increasing the model resolutions improves the agreements between the model results and the observations in virtually all of the properties that we examined. Furthermore, the results indicate that a vertical grid size <10 m is necessary for accurately simulating even the standard-deviation profile, posing new challenges to computer resources.
Far-Field and Middle-Field Vertical Velocities Associated with Megathrust Earthquakes
Fleitout, L.; Trubienko, O.; Klein, E.; Vigny, C.; Garaud, J.; Shestakov, N.; Satirapod, C.; Simons, W. J.
2013-12-01
The recent megathrust earthquakes (Sumatra, Chili and Japan) have induced far-field postseismic subsidence with velocities from a few mm/yr to more than 1cm/yr at distances from 500 to 1500km from the earthquake epicentre, for several years following the earthquake. This subsidence is observed in Argentina, China, Korea, far-East Russia and in Malaysia and Thailand as reported by Satirapod et al. ( ASR, 2013). In the middle-field a very pronounced uplift is localized on the flank of the volcanic arc facing the trench. This is observed both over Honshu, in Chile and on the South-West coast of Sumatra. In Japan, the deformations prior to Tohoku earthquake are well measured by the GSI GPS network: While the East coast was slightly subsiding, the West coast was raising. A 3D finite element code (Zebulon-Zset) is used to understand the deformations through the seismic cycle in the areas surrounding the last three large subduction earthquakes. The meshes designed for each region feature a broad spherical shell portion with a viscoelastic asthenosphere. They are refined close to the subduction zones. Using these finite element models, we find that the pattern of the predicted far-field vertical postseismic displacements depends upon the thicknesses of the elastic plate and of the low viscosity asthenosphere. A low viscosity asthenosphere at shallow depth, just below the lithosphere is required to explain the subsidence at distances from 500 to 1500km. A thick (for example 600km) asthenosphere with a uniform viscosity predicts subsidence too far away from the trench. Slip on the subduction interface is unable tot induce the observed far-field subsidence. However, a combination of relaxation in a low viscosity wedge and slip or relaxation on the bottom part of the subduction interface is necessary to explain the observed postseismic uplift in the middle-field (volcanic arc area). The creep laws of the various zones used to explain the postseismic data can be injected in
Li, Qiang; Rapp, Markus; Stober, Gunter; Latteck, Ralph
2018-04-01
The Middle Atmosphere Alomar Radar System (MAARSY) installed at the island of Andøya has been run for continuous probing of atmospheric winds in the upper troposphere and lower stratosphere (UTLS) region. In the current study, we present high-resolution wind measurements during the period between 2010 and 2013 with MAARSY. The spectral analysis applying the Lomb-Scargle periodogram method has been carried out to determine the frequency spectra of vertical wind velocity. From a total of 522 days of observations, the statistics of the spectral slope have been derived and show a dependence on the background wind conditions. It is a general feature that the observed spectra of vertical velocity during active periods (with wind velocity > 10 m s-1) are much steeper than during quiet periods (with wind velocity wind conditions considered together the general spectra are obtained and their slopes are compared with the background horizontal winds. The comparisons show that the observed spectra become steeper with increasing wind velocities under quiet conditions, approach a spectral slope of -5/3 at a wind velocity of 10 m s-1 and then roughly maintain this slope (-5/3) for even stronger winds. Our findings show an overall agreement with previous studies; furthermore, they provide a more complete climatology of frequency spectra of vertical wind velocities under different wind conditions.
Vertical velocity and turbulence aspects during Mistral events as observed by UHF wind profilers
Directory of Open Access Journals (Sweden)
J.-L. Caccia
2004-11-01
Full Text Available The general purpose of this paper is to experimentally study mesoscale dynamical aspects of the Mistral in the coastal area located at the exit of the Rhône-valley. The Mistral is a northerly low-level flow blowing in southern France along the Rhône-valley axis, located between the French Alps and the Massif Central, towards the Mediterranean Sea. The experimental data are obtained by UHF wind profilers deployed during two major field campaigns, MAP (Mesoscale Alpine Program in autumn 1999, and ESCOMPTE (Expérience sur Site pour COntraindre les Modèles de Pollution atmosphériques et de Transports d'Emission in summer 2001. Thanks to the use of the time evolution of the vertical profile of the horizontal wind vector, recent works have shown that the dynamics of the Mistral is highly dependent on the season because of the occurrence of specific synoptic patterns. In addition, during summer, thermal forcing leads to a combination of sea breeze with Mistral and weaker Mistral due to the enhanced friction while, during autumn, absence of convective turbulence leads to substantial acceleration as low-level jets are generated in the stably stratified planetary boundary layer. At the exit of the Rhône valley, the gap flow dynamics dominates, whereas at the lee of the Alps, the dynamics is driven by the relative contribution of "flow around" and "flow over" mechanisms, upstream of the Alps. This paper analyses vertical velocity and turbulence, i.e. turbulent dissipation rate, with data obtained by the same UHF wind profilers during the same Mistral events. In autumn, the motions are found to be globally and significantly subsident, which is coherent for a dry, cold and stable flow approaching the sea, and the turbulence is found to be of pure dynamical origin (wind shears and mountain/lee wave breaking, which is coherent with non-convective situations. In summer, due to the ground heating and to the interactions with thermal circulation, the
Vertical velocity and turbulence aspects during Mistral events as observed by UHF wind profilers
Caccia, J.; Guénard, V.; Benech, B.; Campistron, B.; Drobinski, P.
2004-11-01
The general purpose of this paper is to experimentally study mesoscale dynamical aspects of the Mistral in the coastal area located at the exit of the Rhône-valley. The Mistral is a northerly low-level flow blowing in southern France along the Rhône-valley axis, located between the French Alps and the Massif Central, towards the Mediterranean Sea. The experimental data are obtained by UHF wind profilers deployed during two major field campaigns, MAP (Mesoscale Alpine Program) in autumn 1999, and ESCOMPTE (Expérience sur Site pour COntraindre les Modèles de Pollution atmosphériques et de Transports d'Emission) in summer 2001. Thanks to the use of the time evolution of the vertical profile of the horizontal wind vector, recent works have shown that the dynamics of the Mistral is highly dependent on the season because of the occurrence of specific synoptic patterns. In addition, during summer, thermal forcing leads to a combination of sea breeze with Mistral and weaker Mistral due to the enhanced friction while, during autumn, absence of convective turbulence leads to substantial acceleration as low-level jets are generated in the stably stratified planetary boundary layer. At the exit of the Rhône valley, the gap flow dynamics dominates, whereas at the lee of the Alps, the dynamics is driven by the relative contribution of "flow around" and "flow over" mechanisms, upstream of the Alps. This paper analyses vertical velocity and turbulence, i.e. turbulent dissipation rate, with data obtained by the same UHF wind profilers during the same Mistral events. In autumn, the motions are found to be globally and significantly subsident, which is coherent for a dry, cold and stable flow approaching the sea, and the turbulence is found to be of pure dynamical origin (wind shears and mountain/lee wave breaking), which is coherent with non-convective situations. In summer, due to the ground heating and to the interactions with thermal circulation, the vertical motions are
Vertical velocity and turbulence aspects during Mistral events as observed by UHF wind profilers
Energy Technology Data Exchange (ETDEWEB)
Caccia, J.L.; Guenard, V. [LSEET, CNRS/Univ. de Toulon, La Garde (France); Benech, B.; Campistron, B. [CRA/LA, CNRS/Obs. Midi-Pyrenees, Campistrous (France); Drobinski, P. [IPSL/SA, CNRS/Univ. de Paris VI, Paris (France)
2004-07-01
The general purpose of this paper is to experimentally study mesoscale dynamical aspects of the Mistral in the coastal area located at the exit of the Rhone-valley. The Mistral is a northerly low-level flow blowing in southern France along the Rhone-valley axis, located between the French Alps and the Massif Central, towards the Mediterranean Sea. The experimental data are obtained by UHF wind profilers deployed during two major field campaigns, MAP (mesoscale alpine program) in autumn 1999, and ESCOMPTE (Experience sur Site pour COntraindre les Modeles de Pollution atmospheriques et de Transports d'Emission) in summer 2001. Thanks to the use of the time evolution of the vertical profile of the horizontal wind vector, recent works have shown that the dynamics of the Mistral is highly dependent on the season because of the occurrence of specific synoptic patterns. In addition, during summer, thermal forcing leads to a combination of sea breeze with Mistral and weaker Mistral due to the enhanced friction while, during autumn, absence of convective turbulence leads to substantial acceleration as low-level jets are generated in the stably stratified planetary boundary layer. At the exit of the Rhone valley, the gap flow dynamics dominates, whereas at the lee of the Alps, the dynamics is driven by the relative contribution of ''flow around'' and ''flow over'' mechanisms, upstream of the Alps. This paper analyses vertical velocity and turbulence, i.e. turbulent dissipation rate, with data obtained by the same UHF wind profilers during the same Mistral events. In autumn, the motions are found to be globally and significantly subsident, which is coherent for a dry, cold and stable flow approaching the sea, and the turbulence is found to be of pure dynamical origin (wind shears and mountain/lee wave breaking), which is coherent with non-convective situations. In summer, due to the ground heating and to the interactions with
Effect of flow velocity on the process of air-steam condensation in a vertical tube condenser
Havlík, Jan; Dlouhý, Tomáš
2018-06-01
This article describes the influence of flow velocity on the condensation process in a vertical tube. For the case of condensation in a vertical tube condenser, both the pure steam condensation process and the air-steam mixture condensation process were theoretically and experimentally analyzed. The influence of steam flow velocity on the value of the heat transfer coefficient during the condensation process was evaluated. For the condensation of pure steam, the influence of flow velocity on the value of the heat transfer coefficient begins to be seen at higher speeds, conversely, this effect is negligible at low values of steam velocity. On the other hand, for the air-steam mixture condensation, the influence of flow velocity must always be taken into account. The flow velocity affects the water vapor diffusion process through non-condensing air. The presence of air significantly reduces the value of the heat transfer coefficient. This drop in the heat transfer coefficient is significant at low velocities; on the contrary, the decrease is relatively small at high values of the velocity.
Directory of Open Access Journals (Sweden)
Sharf Abdusalam M.
2014-03-01
Full Text Available In the oil and gas industries, understanding the behaviour of a flow through an annulus gap in a vertical position, whose outer wall is stationary whilst the inner wall rotates, is a significantly important issue in drilling wells. The main emphasis is placed on experimental (using an available rig and computational (employing CFD software investigations into the effects of the rotation speed of the inner pipe on the axial velocity profiles. The measured axial velocity profiles, in the cases of low axial flow, show that the axial velocity is influenced by the rotation speed of the inner pipe in the region of almost 33% of the annulus near the inner pipe, and influenced inversely in the rest of the annulus. The position of the maximum axial velocity is shifted from the centre to be nearer the inner pipe, by increasing the rotation speed. However, in the case of higher flow, as the rotation speed increases, the axial velocity is reduced and the position of the maximum axial velocity is skewed towards the centre of the annulus. There is a reduction of the swirl velocity corresponding to the rise of the volumetric flow rate.
Munk, Max M
1925-01-01
A formula for the computation of the vertical velocity component on all sides of an airplane is deduced and discussed. The formation is of value for the interpretation of such free flight tests where two airplanes fly alongside each other to facilitate observation.
Air-water flow in a vertical pipe with sudden changes of superficial water velocity
International Nuclear Information System (INIS)
Horst-Michael Prasser; Eckhard Krepper; Thomas Frank
2005-01-01
Full text of publication follows: For further model development and the validation of CFD codes for two-phase flow applications experiments were carried out with a sudden change of the superficial velocity of water. The tests were performed in a vertical pipe of 51.2 mm diameter. The gas was injected through 19 capillaries of 0.8 mm inner diameter equally distributed over the cross section of the pipe. Measurements were taken by two wire-mesh sensors (24 x 24 points, 2500 Hz) mounted in a short distance (16 mm) behind each other. This sensor assembly was placed 3030 mm downstream of the gas injection. The change of the superficial water velocity was produced by a butterfly valve, the flap of which was perforated. In this way, a rapid closure of the valve caused a jump-like reduction of the liquid flow rate. The valve was located upstream of the gas injection. In a second series of tests a jump-like increase of the water flow rate was studied. Time sequences of the gas fraction profile were calculated from the wire-mesh sensor data over sampling periods of 0.2 s per profile. To increase the statistical reliability of the data, the transient was repeated several times and the data superposed (ensemble averaging). Gas velocity distributions were determined by correlation of the signals with the measurements of the second sensor. The tests enable the observation of the restructuring process of bubbly flow between two steady state conditions. The process is subdivided into three main stages: (1) the undisturbed flow before the velocity jump, (2) the passage of the bubbly flow formed under initial conditions, but travelling with the new velocity and (3) the bubbly flow generated under the new boundary conditions. Transient behaviour between these stages is reflected by the measured data. Special attention was paid to stage 2, where the radial gas fraction profiles change shape due to the excitation of the force balance acting on the bubbles. The experimental results for
Moreaux, G.; Lemoine, F. G.; Argus, D. F.; Santamaría-Gómez, A.; Willis, P.; Soudarin, L.; Gravelle, M.; Ferrage, P.
2016-10-01
In the context of the 2014 realization of the International Terrestrial Reference Frame, the International DORIS (Doppler Orbitography Radiopositioning Integrated by Satellite) Service (IDS) has delivered to the IERS a set of 1140 weekly SINEX files including station coordinates and Earth orientation parameters, covering the time period from 1993.0 to 2015.0. From this set of weekly SINEX files, the IDS combination centre estimated a cumulative DORIS position and velocity solution to obtain mean horizontal and vertical motion of 160 stations at 71 DORIS sites. The main objective of this study is to validate the velocities of the DORIS sites by comparison with external models or time-series. Horizontal velocities are compared with two recent global plate models (GEODVEL 2010 and NNR-MORVEL56). Prior to the comparisons, DORIS horizontal velocities were corrected for Global Isostatic Adjustment from the ICE-6G (VM5a) model. For more than half of the sites, the DORIS horizontal velocities differ from the global plate models by less than 2-3 mm yr-1. For five of the sites (Arequipa, Dionysos/Gavdos, Manila and Santiago) with horizontal velocity differences with respect to these models larger than 10 mm yr-1, comparisons with GNSS estimates show the veracity of the DORIS motions. Vertical motions from the DORIS cumulative solution are compared with the vertical velocities derived from the latest GPS cumulative solution over the time span 1995.0-2014.0 from the University of La Rochelle solution at 31 co-located DORIS-GPS sites. These two sets of vertical velocities show a correlation coefficient of 0.83. Vertical differences are larger than 2 mm yr-1 at 23 percent of the sites. At Thule, the disagreement is explained by fine-tuned DORIS discontinuities in line with the mass variations of outlet glaciers. Furthermore, the time evolution of the vertical time-series from the DORIS station in Thule show similar trends to the GRACE equivalent water height.
Vertical velocity and turbulence aspects during Mistral events as observed by UHF wind profilers
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J.-L. Caccia
2004-11-01
Full Text Available The general purpose of this paper is to experimentally study mesoscale dynamical aspects of the Mistral in the coastal area located at the exit of the Rhône-valley. The Mistral is a northerly low-level flow blowing in southern France along the Rhône-valley axis, located between the French Alps and the Massif Central, towards the Mediterranean Sea. The experimental data are obtained by UHF wind profilers deployed during two major field campaigns, MAP (Mesoscale Alpine Program in autumn 1999, and ESCOMPTE (Expérience sur Site pour COntraindre les Modèles de Pollution atmosphériques et de Transports d'Emission in summer 2001.
Thanks to the use of the time evolution of the vertical profile of the horizontal wind vector, recent works have shown that the dynamics of the Mistral is highly dependent on the season because of the occurrence of specific synoptic patterns. In addition, during summer, thermal forcing leads to a combination of sea breeze with Mistral and weaker Mistral due to the enhanced friction while, during autumn, absence of convective turbulence leads to substantial acceleration as low-level jets are generated in the stably stratified planetary boundary layer. At the exit of the Rhône valley, the gap flow dynamics dominates, whereas at the lee of the Alps, the dynamics is driven by the relative contribution of "flow around" and "flow over" mechanisms, upstream of the Alps. This paper analyses vertical velocity and turbulence, i.e. turbulent dissipation rate, with data obtained by the same UHF wind profilers during the same Mistral events.
In autumn, the motions are found to be globally and significantly subsident, which is coherent for a dry, cold and stable flow approaching the sea, and the turbulence is found to be of pure dynamical origin (wind shears and mountain/lee wave breaking, which is coherent with non-convective situations.
Magnetometer-inferred, Equatorial, Daytime Vertical ExB Drift Velocities Observed in the African Longitude Sector
Anderson, D. N.; Yizengaw, E.
2011-12-01
A recent paper has investigated the sharp longitude gradients in the dayside ExB drift velocities associated with the 4-cell, non-migrating structures thought to be connected with the eastward propagating, diurnal, non-migrating (DE3) tides. Observations of vertical ExB drift velocities obtained from the Ion Velocity Meter (IVM) on the Communication/Navigation Outage Forecast System (C/NOFS) satellite were obtained in the Western Pacific, Eastern Pacific, Peruvian and Atlantic sectors for a few days during the months of October, March and December, 2009. Respective ExB drift velocity gradients at the cell boundaries for these 4 longitude sectors were a.) -1.3m/sec/degree, b.) 3m/sec/degree, c.) -4m/sec/degree and d.) 1m/sec/degree and were observed on a day-to-day basis. In this talk, we estimate the longitude gradients in the dayside, vertical ExB drift velocities from magnetometer H-component observations in the African sector. We briefly describe the technique for obtaining realistic ExB drift velocities associated with the difference in the H-component values between a magnetometer on the magnetic equator and one off the magnetic equator at 6 to 9 degrees dip latitude (delta H). We present magnetometer-inferred, dayside ExB drift velocities obtained from the AMBER (African Meridian B-field Education and Research) magnetometer chain in the East Africa (Ethiopian) longitude sector and the West African (Nigerian) longitude sector. We compare the longitude gradients in ExB drift velocities in the African sector with the C/NOFS- observed longitude gradients mentioned above. We also discuss the advantages of using ground-based magnetometer observations to infer ExB drift velocities compared with the C/NOFS satellite observations.
International Nuclear Information System (INIS)
Kerzhanovich, V.V.; Antsibor, N.M.; Bakit'ko, R.V.
1987-01-01
Results of the measurements of the Venus atmosphere vertical motion using the ''Vega'' landing spacecrafts are presented. Signal emitted by the landing spacecraft transmitter was received by flying apparatus and retranslated to the Earth. The difference between the measured frequency of the retranslated signal and reference one (Doppler's shift) permitted to determine the velocity of the landing spacecraft with the accuracy of 2 cm/s with the pitch of 1 s
Yokoyama, T.; Ajith, K. K.; Yamamoto, M.; Niranjan, K.
2017-12-01
Equatorial plasma bubble (EPB) is a well-known phenomenon in the equatorial ionospheric F region. As it causes severe scintillation in the amplitude and phase of radio signals, it is important to understand and forecast the occurrence of EPBs from a space weather point of view. The development of EPBs is presently believed as an evolution of the generalized Rayleigh-Taylor instability. We have already developed a 3D high-resolution bubble (HIRB) model with a grid spacing of as small as 1 km and presented nonlinear growth of EPBs which shows very turbulent internal structures such as bifurcation and pinching. As EPBs have field-aligned structures, the latitude range that is affected by EPBs depends on the apex altitude of EPBs over the dip equator. However, it was not easy to observe the apex altitude and vertical rise velocity of EPBs. Equatorial Atmosphere Radar (EAR) in Indonesia is capable of steering radar beams quickly so that the growth phase of EPBs can be captured clearly. The vertical rise velocities of the EPBs observed around the midnight hours are significantly smaller compared to those observed in postsunset hours. Further, the vertical growth of the EPBs around midnight hours ceases at relatively lower altitudes, whereas the majority of EPBs at postsunset hours found to have grown beyond the maximum detectable altitude of the EAR. The HIRB model with varying background conditions are employed to investigate the possible factors that control the vertical rise velocity and maximum attainable altitudes of EPBs. The estimated rise velocities from EAR observations at both postsunset and midnight hours are, in general, consistent with the nonlinear evolution of EPBs from the HIRB model.
Digital Repository Service at National Institute of Oceanography (India)
Unnikrishnan, A.S.; Antony, M.K.
.28 at 40 m (between two stations separated by a distance of 27 km), we obtain u a T/ax = 0.26 x 10m5 “C sP ‘. If the minimum value of AT over 1 h is taken as 0.3”C, aTlatz8.3 x lOA “C s-l, which is an order of Vertical velocity and internal tides 869 60...
Sawazaki, K.; Saito, T.; Ueno, T.; Shiomi, K.
2015-12-01
In this study, utilizing depth-sensitivity of interferometric waveforms recorded by co-located Hi-net and KiK-net sensors, we separate the responsible depth of seismic velocity change associated with the M6.3 earthquake occurred on November 22, 2014, in central Japan. The Hi-net station N.MKGH is located about 20 km northeast from the epicenter, where the seismometer is installed at the 150 m depth. At the same site, the KiK-net has two strong motion seismometers installed at the depths of 0 and 150 m. To estimate average velocity change around the N.MKGH station, we apply the stretching technique to auto-correlation function (ACF) of ambient noise recorded by the Hi-net sensor. To evaluate sensitivity of the Hi-net ACF to velocity change above and below the 150 m depth, we perform a numerical wave propagation simulation using 2-D FDM. To obtain velocity change above the 150 m depth, we measure response waveform from the depths of 150 m to 0 m by computing deconvolution function (DCF) of earthquake records obtained by the two KiK-net vertical array sensors. The background annual velocity variation is subtracted from the detected velocity change. From the KiK-net DCF records, the velocity reduction ratio above the 150 m depth is estimated to be 4.2 % and 3.1 % in the periods of 1-7 days and 7 days - 4 months after the mainshock, respectively. From the Hi-net ACF records, the velocity reduction ratio is estimated to be 2.2 % and 1.8 % in the same time periods, respectively. This difference in the estimated velocity reduction ratio is attributed to depth-dependence of the velocity change. By using the depth sensitivity obtained from the numerical simulation, we estimate the velocity reduction ratio below the 150 m depth to be lower than 1.0 % for both time periods. Thus the significant velocity reduction and recovery are observed above the 150 m depth only, which may be caused by strong ground motion of the mainshock and following healing in the shallow ground.
Moulas, E.; Brandon, M. T.; Podladchikov, Y.; Bennett, R. A.
2014-12-01
At present, our understanding of the locked zone at Cascadia subduction zone is based on thermal modeling and elastic modeling of horizontal GPS velocities. The thermal model by Hyndman and Wang (1995) provided a first-order assessment of where the subduction thrust might be cold enough for stick-slip behavior. The alternative approach by McCaffrey et al. (2007) is to use a Green's function that relates horizontal surface velocities, as recorded by GPS, to interseismic elastic deformation. The thermal modeling approach is limited by a lack of information about the amount of frictional heating occurring on the thrust (Molnar and England, 1990). The GPS approach is limited in that the horizontal velocity component is fairly insensitive to the structure of the locked zone. The vertical velocity component is much more useful for this purpose. We are fortunate in that vertical velocities can now be measured by GPS to a precision of about 0.2 mm/a. The dislocation model predicts that vertical velocities should range up to about 20 percent of the subduction velocity, which means maximum values of ~7 mm/a. The locked zone is generally entirely offshore at Cascadia, except for the Olympic Peninsula region, where the underlying Juan De Fuca plate has an anomalously low dip. Previous thermal and GPS modeling, as well as tide gauge data and episodic tremors indicate the locked zone there extends about 50 to 75 km onland. This situation provides an opportunity to directly study the locked zone. With that objective in mind, we have constructed a full 3D geodynamic model of the Cascadia subduction zone. At present, the model provides a full representation of the interseismic elastic deformation due to variations of slip on the subduction thrust. The model has been benchmarked against the Savage (2D) and Okada (3D) analytical solutions. This model has an important advantage over traditional dislocation modeling in that we include temperature-sensitive viscosity for the upper and
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Horng-Yue Chen
2012-01-01
Full Text Available In order to provide a detailed vertical velocity field in southernmost Longitudinal Valley where shows a complex three-fault system at the plate suture between Philippine Sea plate and Eurasia, we conducted leveling and GPS measurements, compiled data from previous surveys and combined them into a single data set. We compiled precise leveling results from 1984 to 2009, include 5 E-W trending and one N-S trending routes. We calculated the GPS vertical component from 10 continuous stations and from 89 campaign-mode stations from 1995 to 2010. The interseismic vertical rates are estimated by removing the co- and post-seismic effects of major large regional and nearby earthquakes. A stable continuous station S104 in the study area was adopted as the common reference station. We finally establish a map of the interseismic vertical velocity field. The interseismic vertical deformation was mainly accommodated by creeping/thrusting along two east-dipping strands of the three-fault system: the Luyeh and Lichi faults. The most dominant uplift of 30 mm yr-1 occurs at the hanging wall of the Lichi fault on the western Coastal Range. However the rate diminishes away from the fault in the hanging wall. The Quaternary tablelands inside of the Longitudinal Valley reveals uplift with a rate of 5 - 10 mm yr-1. Outside of the tablelands, the rest of the Longitudinal Valley flat area indicates substantial subsidence of -10 to -20 mm yr-1. Finally, it appears that the west-dipping blind fault under the eastern side of the Central Range does not play a significant role on interseismic deformation with subsidence rate of -5 to -10 mm yr-1.
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S. Ceccherini
2010-03-01
Full Text Available The variance-covariance matrix (VCM and the averaging kernel matrix (AKM are widely used tools to characterize atmospheric vertical profiles retrieved from remote sensing measurements. Accurate estimation of these quantities is essential for both the evaluation of the quality of the retrieved profiles and for the correct use of the profiles themselves in subsequent applications such as data comparison, data assimilation and data fusion. We propose a new method to estimate the VCM and AKM of vertical profiles retrieved using the Levenberg-Marquardt iterative technique. We apply the new method to the inversion of simulated limb emission measurements. Then we compare the obtained VCM and AKM with those resulting from other methods already published in the literature and with accurate estimates derived using statistical and numerical estimators. The proposed method accounts for all the iterations done in the inversion and provides the most accurate VCM and AKM. Furthermore, it correctly estimates the VCM and the AKM also if the retrieval iterations are stopped when a physically meaningful convergence criterion is fulfilled, i.e. before achievement of the numerical convergence at machine precision. The method can be easily implemented in any Levenberg-Marquardt iterative retrieval scheme, either constrained or unconstrained, without significant computational overhead.
National Oceanic and Atmospheric Administration, Department of Commerce — This collection contains repeated vertical profiles of ocean temperature and salinity versus pressure, as well as oxygen and velocity for some instruments. Data were...
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Carlos Balsalobre-Fernández
2013-04-01
Full Text Available Aim: Lower limb explosive strength and mae-geri kicking velocity are fundamental in karate competition; although it is unclear whether these variables could differentiate the high-level athletes. The objective of this research is to analyze the differences in the mae-geri kicking velocity and the counter-movement jump (CMJ between a group of international top level karateka and another group of national-level karateka.Methods: Thirteen international-level karateka and eleven national-level karateka participated in the study. After a standard warm-up, CMJ height (in cm and mae-geri kicking velocity (in m/s was measured using an IR-platform and a high-speed camera, respectively.Results: Proceeding with MANCOVA to analyze the differences between groups controlling the effect of age, the results show that the international-level karateka demonstrated significantly higher levels of CMJ than national-level competitors (+22.1%, F = 9.47, p = 0.006, η2 = 0.311. There were no significant differences between groups in the mae-geri kicking velocity (+5,7%, F=0.80; p=0.38; η2=0.03.Conclusion: Our data shows, first, the importance of CMJ assessment as a tool to detect talent in karate and, second, that to achieve international-level in karate it may be important to increase CMJ levels to values similar to those offered here.
Fichtl, G. H.
1971-01-01
Statistical estimates of wind shear in the planetary boundary layer are important in the design of V/STOL aircraft, and for the design of the Space Shuttle. The data analyzed in this study consist of eleven sets of longitudinal turbulent velocity fluctuation time histories digitized at 0.2 sec intervals with approximately 18,000 data points per time history. The longitudinal velocity fluctuations were calculated with horizontal wind and direction data collected at the 18-, 30-, 60-, 90-, 120-, and 150-m levels. The data obtained confirm the result that Eulerian time spectra transformed to wave-number spectra with Taylor's frozen eddy hypothesis possess inertial-like behavior at wave-numbers well out of the inertial subrange.
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J. Tonttila
2013-08-01
Full Text Available A new method for parameterizing the subgrid variations of vertical velocity and cloud droplet number concentration (CDNC is presented for general circulation models (GCMs. These parameterizations build on top of existing parameterizations that create stochastic subgrid cloud columns inside the GCM grid cells, which can be employed by the Monte Carlo independent column approximation approach for radiative transfer. The new model version adds a description for vertical velocity in individual subgrid columns, which can be used to compute cloud activation and the subgrid distribution of the number of cloud droplets explicitly. Autoconversion is also treated explicitly in the subcolumn space. This provides a consistent way of simulating the cloud radiative effects with two-moment cloud microphysical properties defined at subgrid scale. The primary impact of the new parameterizations is to decrease the CDNC over polluted continents, while over the oceans the impact is smaller. Moreover, the lower CDNC induces a stronger autoconversion of cloud water to rain. The strongest reduction in CDNC and cloud water content over the continental areas promotes weaker shortwave cloud radiative effects (SW CREs even after retuning the model. However, compared to the reference simulation, a slightly stronger SW CRE is seen e.g. over mid-latitude oceans, where CDNC remains similar to the reference simulation, and the in-cloud liquid water content is slightly increased after retuning the model.
Dynamic aeroelastic stability of vertical-axis wind turbines under constant wind velocity
Nitzsche, Fred
1994-05-01
The flutter problem associated with the blades of a class of vertical-axis wind turbines called Darrieus is studied in detail. The spinning blade is supposed to be initially curved in a particular shape characterized by a state of pure tension at the blade cross section. From this equilibrium position a three-dimensional linear perturbation pattern is superimposed to determine the dynamic aeroelastic stability of the blade in the presence of free wind speed by means of the Floquet-Lyapunov theory for periodic systems.
International Nuclear Information System (INIS)
Luebbesmeyer, D.; Leoni, B.
1980-07-01
A new detector for measuring fluid velocities in two-phase flows by means of Noise-Analysis (especially Transient-Cross-Correlation-technique) has been developed. The detector utilizes a light-beam which is modulated by changes in the transparency of the two-phase flow. The results of nine measurements for different flow-regimes of vertical air/water-flows are shown. A main topic of these investigations was to answer the question if it is possible to identify the flow-pattern by looking at the shape of different 'Noise-Analytical-functions' (like APSD, CPSD, CCF etc.). The results prove that light-beam sensors are good detectors for fluid-velocity measurements in different flow regimes and in a wide range of fluid velocities starting with values of about 0.08 m/s up to values of 40 m/s. With respect to flow-pattern identification only the time-signals and the shape of the cross-power-density-function (CPSD) seem to be useful. (Auth.)
Magnetic Geared Radial Axis Vertical Wind Turbine for Low Velocity Regimes
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Wei Wei Teow
2018-01-01
Full Text Available In the 21st century, every country is seeking an alternative source of energy especially the renewable sources. There are considerable developments in the wind energy technology in recent years and in more particular on the vertical axis wind turbine (VAWT as they are modular, less installation cost and portable in comparison with that of the horizontal axis wind turbine (HAWT systems. The cut-in speed of a conventional wind turbine is 3.5 m/s to 5 m/s. Mechanical geared generators are commonly found in wind technology to step up power conversion to accommodate the needs of the generator. Wind turbine gearboxes suffer from overload problem and frequent maintenance in spite of the high torque density produced. However, an emerging alternative to gearing system is Magnetic Gear (MG as it offers significant advantages such as free from maintenance and inherent overload protection. In this project, numerical analysis is done on designed magnetic gear greatly affects the performance of the generator in terms of voltage generation. Magnetic flux density is distributed evenly across the generator as seen from the uniform sinusoidal output waveform. Consequently, the interaction of the magnetic flux of the permanent magnets has shown no disturbance to the output of the generator as the voltage generated shows uniform waveform despite the rotational speed of the gears. The simulation is run at low wind speed and the results show that the generator starts generating a voltage of 240 V at a wind speed of 1.04 m/s. This shows great improvement in the operating capability of the wind turbine.
Prabhu, M.; Unnikrishnan, K.
2018-04-01
In the present work, we analyzed the daytime vertical E × B drift velocities obtained from Jicamarca Unattended Long-term Ionosphere Atmosphere (JULIA) radar and ΔH component of geomagnetic field measured as the difference between the magnitudes of the horizontal (H) components between two magnetometers deployed at two different locations Jicamarca, and Piura in Peru for 22 geomagnetically disturbed events in which either SC has occurred or Dstmax values of daytime vertical E × B drift velocity and peak value of ΔH for the three consecutive days of the events. It was observed that 45% of the events have daytime vertical E × B drift velocity peak in the magnitude range 10-20 m/s and 20-30 m/s and 20% have peak ΔH in the magnitude range 50-60 nT and 80-90 nT. It was observed that the time of occurrence of the peak value of both the vertical E × B drift velocity and the ΔH have a maximum (40%) probability in the same time range 11:00-13:00 LT. We also investigated the correlation between E × B drift velocity and Dst index and the correlation between delta H and Dst index. A strong positive correlation is found between E × B drift and Dst index as well as between delta H and Dst Index. Three different techniques of data analysis - linear, polynomial (order 2), and polynomial (order 3) regression analysis were considered. The regression parameters in all the three cases were calculated using the Least Square Method (LSM), using the daytime vertical E × B drift velocity and ΔH. A formula was developed which indicates the relationship between daytime vertical E × B drift velocity and ΔH, for the disturbed periods. The E × B drift velocity was then evaluated using the formulae thus found for the three regression analysis and validated for the 'disturbed periods' of 3 selected events. The E × B drift velocities estimated by the three regression analysis have a fairly good agreement with JULIA radar observed values under different seasons and solar activity
Vertical Jump Height is more Strongly Associated with Velocity and Work Performed Prior to Take-off
Bentley, J. R.; Loehr, J. A.; DeWitt, J. K.; Lee, S. M. C.; English, K. L.; Nash, R. E.; Leach, M. A.; Hagan, R. D.
2008-01-01
Vertical jump (VJ) height is commonly used as a measure of athletic capability in strength and power sports. Although VJ has been shown to be a predictor of athletic performance, it is not clear which kinetic ground reaction force (GRF) variables, such as peak force (PF), peak power (PP), peak velocity (PV), total work (TW) or impulse (Imp) are the best correlates. To determine which kinetic variables (PF, PP, PV, TW, and Imp) best correlate with VJ height. Twenty subjects (14 males, 6 females) performed three maximal countermovement VJs on a force platform (Advanced Mechanical Technology, Inc., Watertown, MA, USA). VJ jump height was calculated as the difference between standing reach and the highest reach point measured using a Vertec. PF, PP, PV, TW, and Imp were calculated using the vertical GRF data sampled at 1000 Hz from the lowest point in the countermovement through the concentric portion until take-off. GRF data were normalized to body mass measured using a standard scale (Detecto, Webb City, MO, USA). Correlation coefficients were computed between each GRF variable and VJ height using a Pearson correlation. VJ height (43.4 plus or minus 9.1 cm) was significantly correlated (p less than 0.001) with PF (998 plus or minus 321 N; r=0.51), PP (1997 plus or minus 772 W; r=0.69), PV (2.66 plus or minus 0.40 m (raised dot) s(sup -1); r=0.85), TW (259 plus or minus 93.0 kJ; r=0.82), and Imp (204 plus or minus 51.1 N(raised dot)s; r=0.67). Although all variables were correlated to VJ height, PV and TW were more strongly correlated to VJ height than PF, PP, and Imp. Therefore, since TW is equal to force times displacement, the relative displacement of the center of mass along with the forces applied during the upward movement of the jump are critical determinants of VJ height. PV and TW are key determinants of VJ height, and therefore successful training programs to increase VJ height should focus on rapid movement (PV) and TW by increasing power over time rather
Dokka, R. K.
2005-05-01
It has been long-recognized that the south-central United States of America bordering the Gulf of Mexico (GOM) is actively subsiding, resulting in a slow, yet unrelenting inundation of the coast from south Texas to southwestern Alabama. Today's motions are but the latest chapter in the subsidence history of the GOM, a region that has accommodated the deposition of over 20 km of deltaic and continental margin sediments since mid Mesozoic time. Understanding the recent history of displacements and the processes responsible for subsidence are especially critical for near-term planning for coastal protection and restoration activities. Documentation of the true magnitude and geography of vertical motions of the surface through time has been hampered because previous measurement schemes did not employ reference datums of sufficient spatial and temporal precision. This situation has been somewhat improved recently through the recent analysis of National Geodetic Survey (NGS) 1st order leveling data from >2710 benchmarks in the region by Shinkle and Dokka (NOAA Technical Report 50 [2004]). That paper used original observations (not adjusted) and computed displacements and velocities related to NAVD88 for benchmarks visited during various leveling surveys from 1920 through 1995. Several important characteristics were observed and are summarized below. First, the data show that subsidence is not limited to areas of recent sediment accumulation such as the wetland areas of the modern delta (MRD) of the Mississippi River or its upstream alluvial valley (MAV), as supposed by most current syntheses. The entire coastal zone, as well as inland areas several hundred km from the shore, has subsided over the period of measurement. Regionally, vertical velocities range from less than -52 mm/yr in Louisiana to over +15 mm/yr in peripheral areas of eastern Mississippi-Alabama. The mean rate is ~-11 mm/yr in most coastal parishes of Louisiana. In the Mississippi River deltaic plain
Monari, G.; Famaey, B.; Minchev, I.; Antoja, T.; Bienaymé, O.; Gibson, B. K.; Grebel, E. K.; Kordopatis, G.; McMillan, P.; Navarro, J.; Parker, Q. A.; Quillen, A. C.; Reid, W.; Seabroke, G.; Siebert, A.; Steinmetz, M.; Wyse, R. F. G.; Zwitter, T.
2018-05-01
Before the publication of the Gaia DR2 we confirmed with RAVE and TGAS an observation recently made with the GALAH survey by Quillen ey al. concerning the Coma Berenices moving group in the Solar neighbourhood, namely that it is only present at negative Galactic latitudes. This allowed us to show that it is coherent in vertical velocity, providing a first evidence for incomplete vertical phase-mixing. We estimated for the first time from dynamical arguments that the moving group must have formed at most ~ 1.5 Gyr ago, and related this to a pericentric passage of the Sagittarius dwarf satellite galaxy. The present note is a rewritten version of the original arXiv post on this result now also including a confirmation of our finding with Gaia DR2.
Anderson, D; Chau, J; Yumoto, K; Bhattacharya, A; Alex, S
2006-01-01
Daytime, low latitude, vertical ExB drift velocities, inferred from ground-based magnetometer observations in the Peruvian, Philippine and Indian longitude sectors under quiet and disturbed conditions
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Shanfang Huang
2018-01-01
Full Text Available Multiphase flow measurements have become increasingly important in a wide range of industrial fields. In the present study, a dual needle-contact capacitance probe was newly designed to measure local void fractions and bubble velocity in a vertical channel, which was verified by digital high-speed camera system. The theoretical analyses and experiments show that the needle-contact capacitance probe can reliably measure void fractions with the readings almost independent of temperature and salinity for the experimental conditions. In addition, the trigger-level method was chosen as the signal processing method for the void fraction measurement, with a minimum relative error of −4.59%. The bubble velocity was accurately measured within a relative error of 10%. Meanwhile, dynamic response of the dual needle-contact capacitance probe was analyzed in detail. The probe was then used to obtain raw signals for vertical pipe flow regimes, including plug flow, slug flow, churn flow, and bubbly flow. Further experiments indicate that the time series of the output signals vary as the different flow regimes and are consistent with each flow structure.
Allam, A. A.; Schulte-Pelkum, V.; Ben-Zion, Y.; Tape, C.; Ruppert, N.; Ross, Z. E.
2017-11-01
We examine the structure of the Denali fault system in the crust and upper mantle using double-difference tomography, P-wave receiver functions, and analysis (spatial distribution and moveout) of fault zone head waves. The three methods have complementary sensitivity; tomography is sensitive to 3D seismic velocity structure but smooths sharp boundaries, receiver functions are sensitive to (quasi) horizontal interfaces, and fault zone head waves are sensitive to (quasi) vertical interfaces. The results indicate that the Mohorovičić discontinuity is vertically offset by 10 to 15 km along the central 600 km of the Denali fault in the imaged region, with the northern side having shallower Moho depths around 30 km. An automated phase picker algorithm is used to identify 1400 events that generate fault zone head waves only at near-fault stations. At shorter hypocentral distances head waves are observed at stations on the northern side of the fault, while longer propagation distances and deeper events produce head waves on the southern side. These results suggest a reversal of the velocity contrast polarity with depth, which we confirm by computing average 1D velocity models separately north and south of the fault. Using teleseismic events with M ≥ 5.1, we obtain 31,400 P receiver functions and apply common-conversion-point stacking. The results are migrated to depth using the derived 3D tomography model. The imaged interfaces agree with the tomography model, showing a Moho offset along the central Denali fault and also the sub-parallel Hines Creek fault, a suture zone boundary 30 km to the north. To the east, this offset follows the Totschunda fault, which ruptured during the M7.9 2002 earthquake, rather than the Denali fault itself. The combined results suggest that the Denali fault zone separates two distinct crustal blocks, and that the Totschunda and Hines Creeks segments are important components of the fault and Cretaceous-aged suture zone structure.
International Nuclear Information System (INIS)
Shad, S; Gates, I D; Maini, B B
2009-01-01
The motion and shape of a liquid drop flowing within a continuous, conveying liquid phase in a vertical Hele-Shaw cell were investigated experimentally. The continuous phase was more viscous and wetted the bounding walls of the Hele-Shaw cell. The gap between the Hele-Shaw plates was set equal to 0.0226 cm. Four different flow regimes were observed: (a) small-droplet flow, (b) elongated-droplet flow, (c) churn flow and (d) channel flow. At low capillary number, that is, when capillary forces are larger than viscous forces, the droplet shape was irregular and changed with time and distance, and it moved with lower velocity than that of the conveying phase. At higher capillary number, several different shapes of stabilized elongated and flattened drops were observed. In contrast to gas–liquid systems, the velocities of droplets are higher than that of conveying liquid. New correlations derived from dimensionless analysis and fitted to the experimental data were generated to predict the elongated-drop velocity and aspect ratio
Shad, S.; Gates, I. D.; Maini, B. B.
2009-11-01
The motion and shape of a liquid drop flowing within a continuous, conveying liquid phase in a vertical Hele-Shaw cell were investigated experimentally. The continuous phase was more viscous and wetted the bounding walls of the Hele-Shaw cell. The gap between the Hele-Shaw plates was set equal to 0.0226 cm. Four different flow regimes were observed: (a) small-droplet flow, (b) elongated-droplet flow, (c) churn flow and (d) channel flow. At low capillary number, that is, when capillary forces are larger than viscous forces, the droplet shape was irregular and changed with time and distance, and it moved with lower velocity than that of the conveying phase. At higher capillary number, several different shapes of stabilized elongated and flattened drops were observed. In contrast to gas-liquid systems, the velocities of droplets are higher than that of conveying liquid. New correlations derived from dimensionless analysis and fitted to the experimental data were generated to predict the elongated-drop velocity and aspect ratio.
Energy Technology Data Exchange (ETDEWEB)
Yamamoto, H; Yoshioka, M; Saito, T [Iwate University, Iwate (Japan). Faculty of Engineering
1996-05-01
Studies were conducted about the method of estimating the underground S-wave velocity structure by inversion making use of the horizontal/vertical motion spectral ratio of microtremors. For this purpose, a dynamo-electric velocity type seismograph was used, capable of processing the east-west, north-south, and vertical components integratedly. For the purpose of sampling the Rayleigh wave spectral ratio, one out of all the azimuths was chosen, whose horizontal motion had a high Fourier frequency component coherency with the vertical motions. For the estimation of the underground S-wave velocity structure, parameters (P-wave velocity, S-wave velocity, density, and layer thickness) were determined from the minimum residual sum of squares involving the observed microtremor spectral ratio and the theoretical value calculated by use of a model structure. The known boring data was utilized for the study of the S-wave velocity in the top layer, and it was determined using an S-wave velocity estimation formula for the Morioka area constructed using the N-value, depth, and geological classification. It was found that the optimum S-wave velocity structure even below the top layer well reflects the S-wave velocity obtained by the estimation formula. 5 refs., 6 figs.
Energy Technology Data Exchange (ETDEWEB)
Kim, Han Sol; Lee, Jae Young [Handong Global University, Pohang (Korea, Republic of); Euh, Dong Jin; Kim, Jong Rok [KAERI, Daejeon (Korea, Republic of)
2016-05-15
The present study investigates liquid film flow generated in a downcomer of direct vessel injection (DVI) system which is employed as an emergency core cooling (ECC) system during a loss of coolant accident in the Korea nuclear power plant APR1400. During the late reflooding, complicated multi-phase flow phenomena including the wavy film flow, film breakup, entrainment, liquid film shift due to interfacial drag and gas jet impingement occur. In order to obtain a proper scaling law of the flow, local information of the flow was investigated experimentally and also numerically. A series of experiments were conducted in the 1/20 modified linear scaled plate type test rig to analyze a liquid film from ECC water injection through the DVI nozzle to the downcomer wall. A confocal chromatic sensor was used to measure the local instantaneous liquid film thickness. In this study, the average flow information of the downcomer was analyzed through the information about the thickness, speed, droplet size and speed of highly precise liquid film flow in the structure that occurs in a 2-dimensional liquid film flow, rather than film flow, onset of entrainment, droplet velocity, and size which have been studied in 1-dimension of the existing annular flow. The multi-dimensional flow characteristic information of downcomer can be utilized as the basic data for nuclear safety analysis in the future.
Tao, Wei-Kuo; Li, Xiaowen
2016-01-01
A high-resolution, two-dimensional cloud-resolving model with spectral-bin microphysics is used to study the impact of aerosols on precipitation processes in both a tropical oceanic and a midlatitude continental squall line with regard to three processes: latent heating (LH), cold pool dynamics, and ice microphysics. Evaporative cooling in the lower troposphere is found to enhance rainfall in low cloud condensation nuclei (CCN) concentration scenarios in the developing stages of a midlatitude convective precipitation system. In contrast, the tropical case produced more rainfall under high CCN concentrations. Both cold pools and low-level convergence are stronger for those configurations having enhanced rainfall. Nevertheless, latent heat release is stronger (especially after initial precipitation) in the scenarios having more rainfall in both the tropical and midlatitude environment. Sensitivity tests are performed to examine the impact of ice and evaporative cooling on the relationship between aerosols, LH, and precipitation processes. The results show that evaporative cooling is important for cold pool strength and rain enhancement in both cases. However, ice microphysics play a larger role in the midlatitude case compared to the tropics. Detailed analysis of the vertical velocity-governing equation shows that temperature buoyancy can enhance updraftsdowndrafts in the middlelower troposphere in the convective core region; however, the vertical pressure gradient force (PGF) is of the same order and acts in the opposite direction. Water loading is small but of the same order as the net PGF-temperature buoyancy forcing. The balance among these terms determines the intensity of convection.
Kawase, Hiroshi; Mori, Yuta; Nagashima, Fumiaki
2018-01-01
We have been discussing the validity of using the horizontal-to-vertical spectral ratios (HVRs) as a substitute for S-wave amplifications after Nakamura first proposed the idea in 1989. So far a formula for HVRs had not been derived that fully utilized their physical characteristics until a recent proposal based on the diffuse field concept. There is another source of confusion that comes from the mixed use of HVRs from earthquake and microtremors, although their wave fields are hardly the same. In this study, we compared HVRs from observed microtremors (MHVR) and those from observed earthquake motions (EHVR) at one hundred K-NET and KiK-net stations. We found that MHVR and EHVR share similarities, especially until their first peak frequency, but have significant differences in the higher frequency range. This is because microtremors mainly consist of surface waves so that peaks associated with higher modes would not be prominent, while seismic motions mainly consist of upwardly propagating plain body waves so that higher mode resonances can be seen in high frequency. We defined here the spectral amplitude ratio between them as EMR and calculated their average. We categorize all the sites into five bins by their fundamental peak frequencies in MHVR. Once we obtained EMRs for five categories, we back-calculated EHVRs from MHVRs, which we call pseudo-EHVRs (pEHVR). We found that pEHVR is much closer to EHVR than MHVR. Then we use our inversion code to invert the one-dimensional S-wave velocity structures from EHVRs based on the diffuse field concept. We also applied the same code to pEHVRs and MHVRs for comparison. We found that pEHVRs yield velocity structures much closer to those by EHVRs than those by MHVRs. This is natural since what we have done up to here is circular except for the average operation in EMRs. Finally, we showed independent examples of data not used in the EMR calculation, where better ground structures were successfully identified from p
International Nuclear Information System (INIS)
Hwang, D.H.; Yoo, Y.J.; Kim, K.K.
1998-08-01
A linear model, named ALFS, is developed for the analysis of two-phase flow instabilities caused by density wave oscillation and flow excursion in a vertical boiling channel with constant pressure drop conditions. The ALFS code can take into account the effect of the phase velocity difference and the thermally non-equilibrium phenomena, and the neutral boundary of the two-phase flow instability was analyzed by D-partition method. Three representative two-phase flow models ( i.e. HEM, DEM, and DNEM) were examined to investigate the effects on the stability analysis. As the results, it reveals that HEM shows the most conservative prediction of heat flux at the onset of flow instability. three linear models, Ishiis DEM, Sahas DNEM, and ALFS model, were applied to Sahas experimental data of density wave oscillation, and as the result, the mean and standard deviation of the predicted-to-measured heat flux at the onset of instability were calculated as 0.93/0.162, 0.79/0.112, and 0.95/0.143, respectively. For the long test section, however, ALFS model tends to predict the heat fluxes about 30 % lower than the measured values. (author). 14 refs
Wood, Tamara M.; Gartner, Jeffrey W.
2010-01-01
Vertical velocity and acoustic backscatter measurements by acoustic Doppler current profilers were used to determine seasonal, subseasonal (days to weeks), and diel variation in suspended solids in a freshwater lake where massive cyanobacterial blooms occur annually. During the growing season, the suspended material in the lake is dominated by the buoyancy-regulating cyanobacteria, Aphanizomenon flos-aquae. Measured variables (water velocity, relative backscatter [RB], wind speed, and air and water temperatures) were averaged over the deployment season at each sample time of day to determine average diel cycles. Phase shifts between diel cycles in RB and diel cycles in wind speed, vertical water temperature differences (delta T(degree)), and horizontal current speeds were found by determining the lead or lag that maximized the linear correlation between the respective diel cycles. Diel cycles in RB were more in phase with delta T(degree) cycles, and, to a lesser extent, wind cycles, than to water current cycles but were out of phase with the cycle that would be expected if the vertical movement of buoyant cyanobacteria colonies was controlled primarily by light. Clear evidence of a diel cycle in vertical velocity was found only at the two deepest sites in the lake. Cycles of vertical velocity, where present, were out of phase with expected vertical motion of cyanobacterial colonies based on the theoretical cycle for light-driven vertical movement. This suggests that water column stability and turbulence were more important factors in controlling vertical distribution of colonies than light. Variations at subseasonal time scales were determined by filtering data to pass periods between 1.2 and 15 days. At subseasonal time scales, correlations between RB and currents or air temperature were consistent with increased concentration of cyanobacterial colonies near the surface when water column stability increased (higher air temperatures or weaker currents) and
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
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
International Nuclear Information System (INIS)
Santon, L.; Vernier, Ph.
1961-01-01
For heat transfer studies in certain cases of cooling in swimming-pool type nuclear reactors, a knowledge of the distribution of the velocities between two heating elements is of prime importance. A Pitot tube and a micro-manometer have been developed for making these measurements on an experimental model. (authors) [fr
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
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
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...
Cheng, Wan
2015-06-30
We describe large-eddy simulations of turbulent boundary-layer flow over a flat plate at high Reynolds number in the presence of an unsteady, three-dimensional flow separation/reattachment bubble. The stretched-vortex subgrid-scale model is used in the main flow domain combined with a wall-model that is a two-dimensional extension of that developed by Chung & Pullin (2009). Flow separation and re-attachment of the incoming boundary layer is induced by prescribing wall-normal velocity distribution on the upper boundary of the flow domain that produces an adverse-favorable stream-wise pressure distribution at the wall. The LES predicts the distribution of mean shear stress along the wall including the interior of the separation bubble. Several properties of the separation/reattachment flow are discussed.
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.
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...
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)
Figueiro, Wilson Mouzer [Bahia Univ., Salvador, BA (Brazil). Programa de Pesquisa e Pos-Graduacao em Geofisica
1995-12-31
It is known that, in seismic reflection tomography, the slowness parameters of the model are worse determined the reflector parameters. In a matter of fact, the slowness field has a great influence in the ambiguity and instability found in the seismic inverse problems. Here it is verified numerically that models with a curved reflector instead of a flat reflector improves significantly the situation of uniqueness and stability of the operator that is used in the method of Gauss-Newton. Models that have vertical variation of velocity are considered. At first with a flat reflector and linear variation with depth of the square of the slowness function without damping. For each reflector depth, the matrix A{sup T}A shows very small eigenvalues and extremely high condition numbers. In many cases the use of a damping does not work well and it is necessary to find another way to stabilize the operator A{sup T}A. Replacing the flat reflector by a curved and varying the depth as in the previous case and keeping fixed the other parameters, we get minimum eigenvalues and condition numbers much more large and small, respectively. It was observed that the condition number of A{sup T}A in the curved reflector case is less than in the flat reflector damped case. It is possible, then, to say that the curved reflector produces a very better situation of stability, in comparison with the flat case, when we have a vertical variation of the seismic velocity. (author). 4 refs., 3 figs
Use of variance techniques to measure dry air-surface exchange rates
Wesely, M. L.
1988-07-01
The variances of fluctuations of scalar quantities can be measured and interpreted to yield indirect estimates of their vertical fluxes in the atmospheric surface layer. Strong correlations among scalar fluctuations indicate a similarity of transfer mechanisms, which is utilized in some of the variance techniques. The ratios of the standard deviations of two scalar quantities, for example, can be used to estimate the flux of one if the flux of the other is measured, without knowledge of atmospheric stability. This is akin to a modified Bowen ratio approach. Other methods such as the normalized standard-deviation technique and the correlation-coefficient technique can be utilized effectively if atmospheric stability is evaluated and certain semi-empirical functions are known. In these cases, iterative calculations involving measured variances of fluctuations of temperature and vertical wind velocity can be used in place of direct flux measurements. For a chemical sensor whose output is contaminated by non-atmospheric noise, covariances with fluctuations of scalar quantities measured with a very good signal-to-noise ratio can be used to extract the needed standard deviation. Field measurements have shown that many of these approaches are successful for gases such as ozone and sulfur dioxide, as well as for temperature and water vapor, and could be extended to other trace substances. In humid areas, it appears that water vapor fluctuations often have a higher degree of correlation to fluctuations of other trace gases than do temperature fluctuations; this makes water vapor a more reliable companion or “reference” scalar. These techniques provide some reliable research approaches but, for routine or operational measurement, they are limited by the need for fast-response sensors. Also, all variance approaches require some independent means to estimate the direction of the flux.
Dal Moro, Giancarlo; Moustafa, Sayed S. R.; Al-Arifi, Nassir S.
2018-01-01
Rayleigh waves often propagate according to complex mode excitation so that the proper identification and separation of specific modes can be quite difficult or, in some cases, just impossible. Furthermore, the analysis of a single component (i.e., an inversion procedure based on just one objective function) necessarily prevents solving the problems related to the non-uniqueness of the solution. To overcome these issues and define a holistic analysis of Rayleigh waves, we implemented a procedure to acquire data that are useful to define and efficiently invert the three objective functions defined from the three following "objects": the velocity spectra of the vertical- and radial-components and the Rayleigh-wave particle motion (RPM) frequency-offset data. Two possible implementations are presented. In the first case we consider classical multi-offset (and multi-component) data, while in a second possible approach we exploit the data recorded by a single three-component geophone at a fixed offset from the source. Given the simple field procedures, the method could be particularly useful for the unambiguous geotechnical exploration of large areas, where more complex acquisition procedures, based on the joint acquisition of Rayleigh and Love waves, would not be economically viable. After illustrating the different kinds of data acquisition and the data processing, the results of the proposed methodology are illustrated in a case study. Finally, a series of theoretical and practical aspects are discussed to clarify some issues involved in the overall procedure (data acquisition and processing).
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
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.
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.
International Nuclear Information System (INIS)
Antill, N.
1999-01-01
This paper focuses on the trend in international energy companies towards vertical integration in the gas chain from wellhead to power generation, horizontal integration in refining and marketing businesses, and the search for larger projects with lower upstream costs. The shape of the petroleum industry in the next millennium, the creation of super-major oil companies, and the relationship between size and risk are discussed. The dynamics of vertical integration, present events and future developments are considered. (UK)
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
Temperature and center-limb variations of transition region velocities
International Nuclear Information System (INIS)
Athay, R.G.; Dere, K.P.
1989-01-01
HRTS data from the Spacelab 2 mission are used to derive the center-limb and temperature variations of the mean velocity and the velocity variance in the solar chromosphere and transition zone. The mean velocity is found to vary much more rapidly from center to limb and with temperature than does the velocity variance. Also, the mean velocity shows a characteristic signature at some magnetic neutral lines in accordance with the findings of Klimchuk (1987) from Solar Maximum Mission (SMM) data. The velocity variance does not show a characteristic signature at the neutral lines but shows an inverse correlation with intensity. The latter is interpreted as reduced velocity variance in strong field regions. The results are discussed in terms of downflow along lines of force in magnetic arcades. 23 refs
The role of updraft velocity in temporal variability of cloud hydrometeor number
Sullivan, Sylvia; Nenes, Athanasios; Lee, Dong Min; Oreopoulos, Lazaros
2016-04-01
Significant effort has been dedicated to incorporating direct aerosol-cloud links, through parameterization of liquid droplet activation and ice crystal nucleation, within climate models. This significant accomplishment has generated the need for understanding which parameters affecting hydrometer formation drives its variability in coupled climate simulations, as it provides the basis for optimal parameter estimation as well as robust comparison with data, and other models. Sensitivity analysis alone does not address this issue, given that the importance of each parameter for hydrometer formation depends on its variance and sensitivity. To address the above issue, we develop and use a series of attribution metrics defined with adjoint sensitivities to attribute the temporal variability in droplet and crystal number to important aerosol and dynamical parameters. This attribution analysis is done both for the NASA Global Modeling and Assimilation Office Goddard Earth Observing System Model, Version 5 and the National Center for Atmospheric Research Community Atmosphere Model Version 5.1. Within the GEOS simulation, up to 48% of temporal variability in output ice crystal number and 61% in droplet number can be attributed to input updraft velocity fluctuations, while for the CAM simulation, they explain as much as 89% of the ice crystal number variability. This above results suggest that vertical velocity in both model frameworks is seen to be a very important (or dominant) driver of hydrometer variability. Yet, observations of vertical velocity are seldomly available (or used) to evaluate the vertical velocities in simulations; this strikingly contrasts the amount and quality of data available for aerosol-related parameters. Consequentially, there is a strong need for retrievals or measurements of vertical velocity for addressing this important knowledge gap that requires a significant investment and effort by the atmospheric community. The attribution metrics as a
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.
Multidisk neutron velocity selectors
International Nuclear Information System (INIS)
Hammouda, B.
1992-01-01
Helical multidisk velocity selectors used for neutron scattering applications have been analyzed and tested experimentally. Design and performance considerations are discussed along with simple explanation of the basic concept. A simple progression is used for the inter-disk spacing in the 'Rosta' design. Ray tracing computer investigations are presented in order to assess the 'coverage' (how many absorbing layers are stacked along the path of 'wrong' wavelength neutrons) and the relative number of neutrons absorbed in each disk (and therefore the relative amount of gamma radiation emitted from each disk). We discuss whether a multidisk velocity selector can be operated in the 'reverse' configuration (i.e. the selector is turned by 180 0 around a vertical axis with the rotor spun in the reverse direction). Experimental tests and calibration of a multidisk selector are reported together with evidence that a multidisk selector can be operated in the 'reverse' configuration. (orig.)
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.
Development of an optimal velocity selection method with velocity obstacle
Energy Technology Data Exchange (ETDEWEB)
Kim, Min Geuk; Oh, Jun Ho [KAIST, Daejeon (Korea, Republic of)
2015-08-15
The Velocity obstacle (VO) method is one of the most well-known methods for local path planning, allowing consideration of dynamic obstacles and unexpected obstacles. Typical VO methods separate a velocity map into a collision area and a collision-free area. A robot can avoid collisions by selecting its velocity from within the collision-free area. However, if there are numerous obstacles near a robot, the robot will have very few velocity candidates. In this paper, a method for choosing optimal velocity components using the concept of pass-time and vertical clearance is proposed for the efficient movement of a robot. The pass-time is the time required for a robot to pass by an obstacle. By generating a latticized available velocity map for a robot, each velocity component can be evaluated using a cost function that considers the pass-time and other aspects. From the output of the cost function, even a velocity component that will cause a collision in the future can be chosen as a final velocity if the pass-time is sufficiently long enough.
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 ...
Analyses of Current And Wave Forces on Velocity Caps
DEFF Research Database (Denmark)
Christensen, Erik Damgaard; Buhrkall, Jeppe; Eskesen, Mark C. D.
2015-01-01
Velocity caps are often used in connection with for instance offshore intake sea water for the use of for cooling water for power plants or as a source for desalinization plants. The intakes can also be used for river intakes. The velocity cap is placed on top of a vertical pipe. The vertical pipe......) this paper investigates the current and wave forces on the velocity cap and the vertical cylinder. The Morison’s force model was used in the analyses of the extracted force time series in from the CFD model. Further the distribution of the inlet velocities around the velocity cap was also analyzed in detail...
Kinematic Patterns Associated with the Vertical Force Produced during the Eggbeater Kick.
Oliveira, Nuno; Chiu, Chuang-Yuan; Sanders, Ross H
2015-01-01
The purpose of this study was to determine the kinematic patterns that maximized the vertical force produced during the water polo eggbeater kick. Twelve water polo players were tested executing the eggbeater kick with the trunk aligned vertically and with the upper limbs above water while trying to maintain as high a position as possible out of the water for nine eggbeater kick cycles. Lower limb joint angular kinematics, pitch angles and speed of the feet were calculated. The vertical force produced during the eggbeater kick cycle was calculated using inverse dynamics for the independent lower body segments and combined upper body segments, and a participant-specific second-degree regression equation for the weight and buoyancy contributions. Vertical force normalized to body weight was associated with hip flexion (average, r = 0.691; maximum, r = 0.791; range of motion, r = 0.710), hip abduction (maximum, r = 0.654), knee flexion (average, r = 0.716; minimum, r = 0.653) and knee flexion-extension angular velocity (r = 0.758). Effective orientation of the hips resulted in fast horizontal motion of the feet with positive pitch angles. Vertical motion of the feet was negatively associated with vertical force. A multiple regression model comprising the non-collinear variables of maximum hip abduction, hip flexion range of motion and knee flexion angular velocity accounted for 81% of the variance in normalized vertical force. For high performance in the water polo, eggbeater kick players should execute fast horizontal motion with the feet by having large abduction and flexion of the hips, and fast extension and flexion of the knees.
Deyer, T W; Ashton-Miller, J A
1999-09-01
To test the (null) hypotheses that the reliability of unipedal balance is unaffected by the attenuation of visual velocity feedback and that, relative to baseline performance, deterioration of balance success rates from attenuated visual velocity feedback will not differ between groups of young men and older women, and the presence (or absence) of a vertical foreground object will not affect balance success rates. Single blind, single case study. University research laboratory. Two volunteer samples: 26 healthy young men (mean age, 20.0yrs; SD, 1.6); 23 healthy older women (mean age, 64.9 yrs; SD, 7.8). Normalized success rates in unipedal balance task. Subjects were asked to transfer to and maintain unipedal stance for 5 seconds in a task near the limit of their balance capabilities. Subjects completed 64 trials: 54 trials of three experimental visual scenes in blocked randomized sequences of 18 trials and 10 trials in a normal visual environment. The experimental scenes included two that provided strong velocity/weak position feedback, one of which had a vertical foreground object (SVWP+) and one without (SVWP-), and one scene providing weak velocity/strong position (WVSP) feedback. Subjects' success rates in the experimental environments were normalized by the success rate in the normal environment in order to allow comparisons between subjects using a mixed model repeated measures analysis of variance. The normalized success rate was significantly greater in SVWP+ than in WVSP (p = .0001) and SVWP- (p = .013). Visual feedback significantly affected the normalized unipedal balance success rates (p = .001); neither the group effect nor the group X visual environment interaction was significant (p = .9362 and p = .5634, respectively). Normalized success rates did not differ significantly between the young men and older women in any visual environment. Near the limit of the young men's or older women's balance capability, the reliability of transfer to unipedal
Velocity storage contribution to vestibular self-motion perception in healthy human subjects.
Bertolini, G; Ramat, S; Laurens, J; Bockisch, C J; Marti, S; Straumann, D; Palla, A
2011-01-01
Self-motion perception after a sudden stop from a sustained rotation in darkness lasts approximately as long as reflexive eye movements. We hypothesized that, after an angular velocity step, self-motion perception and reflexive eye movements are driven by the same vestibular pathways. In 16 healthy subjects (25-71 years of age), perceived rotational velocity (PRV) and the vestibulo-ocular reflex (rVOR) after sudden decelerations (90°/s(2)) from constant-velocity (90°/s) earth-vertical axis rotations were simultaneously measured (PRV reported by hand-lever turning; rVOR recorded by search coils). Subjects were upright (yaw) or 90° left-ear-down (pitch). After both yaw and pitch decelerations, PRV rose rapidly and showed a plateau before decaying. In contrast, slow-phase eye velocity (SPV) decayed immediately after the initial increase. SPV and PRV were fitted with the sum of two exponentials: one time constant accounting for the semicircular canal (SCC) dynamics and one time constant accounting for a central process, known as velocity storage mechanism (VSM). Parameters were constrained by requiring equal SCC time constant and VSM time constant for SPV and PRV. The gains weighting the two exponential functions were free to change. SPV were accurately fitted (variance-accounted-for: 0.85 ± 0.10) and PRV (variance-accounted-for: 0.86 ± 0.07), showing that SPV and PRV curve differences can be explained by a greater relative weight of VSM in PRV compared with SPV (twofold for yaw, threefold for pitch). These results support our hypothesis that self-motion perception after angular velocity steps is be driven by the same central vestibular processes as reflexive eye movements and that no additional mechanisms are required to explain the perceptual dynamics.
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.)
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 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
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.
Kalman filtering techniques for reducing variance of digital speckle displacement measurement noise
Institute of Scientific and Technical Information of China (English)
Donghui Li; Li Guo
2006-01-01
@@ Target dynamics are assumed to be known in measuring digital speckle displacement. Use is made of a simple measurement equation, where measurement noise represents the effect of disturbances introduced in measurement process. From these assumptions, Kalman filter can be designed to reduce variance of measurement noise. An optical and analysis system was set up, by which object motion with constant displacement and constant velocity is experimented with to verify validity of Kalman filtering techniques for reduction of measurement noise variance.
Remote determination of the velocity index and mean streamwise velocity profiles
Johnson, E. D.; Cowen, E. A.
2017-09-01
When determining volumetric discharge from surface measurements of currents in a river or open channel, the velocity index is typically used to convert surface velocities to depth-averaged velocities. The velocity index is given by, k=Ub/Usurf, where Ub is the depth-averaged velocity and Usurf is the local surface velocity. The USGS (United States Geological Survey) standard value for this coefficient, k = 0.85, was determined from a series of laboratory experiments and has been widely used in the field and in laboratory measurements of volumetric discharge despite evidence that the velocity index is site-specific. Numerous studies have documented that the velocity index varies with Reynolds number, flow depth, and relative bed roughness and with the presence of secondary flows. A remote method of determining depth-averaged velocity and hence the velocity index is developed here. The technique leverages the findings of Johnson and Cowen (2017) and permits remote determination of the velocity power-law exponent thereby, enabling remote prediction of the vertical structure of the mean streamwise velocity, the depth-averaged velocity, and the velocity index.
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.
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.
Transport of temperature and humidity variance and covariance in the marine surface layer
DEFF Research Database (Denmark)
Sempreviva, A.M.; Højstrup, J.
1998-01-01
In this paper we address the budget of potential temperature T and moisture mixing ratio q variances as well as the q - T covariance budget. We focus on the vertical transport and study the quantities contained in these terms. Estimates of transport terms are rare and to the best of our knowledge...
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.
Modeling tides and vertical tidal mixing: A reality check
International Nuclear Information System (INIS)
Robertson, Robin
2010-01-01
Recently, there has been a great interest in the tidal contribution to vertical mixing in the ocean. In models, vertical mixing is estimated using parameterization of the sub-grid scale processes. Estimates of the vertical mixing varied widely depending on which vertical mixing parameterization was used. This study investigated the performance of ten different vertical mixing parameterizations in a terrain-following ocean model when simulating internal tides. The vertical mixing parameterization was found to have minor effects on the velocity fields at the tidal frequencies, but large effects on the estimates of vertical diffusivity of temperature. Although there was no definitive best performer for the vertical mixing parameterization, several parameterizations were eliminated based on comparison of the vertical diffusivity estimates with observations. The best performers were the new generic coefficients for the generic length scale schemes and Mellor-Yamada's 2.5 level closure scheme.
Segmental and Kinetic Contributions in Vertical Jumps Performed with and without an Arm Swing
Feltner, Michael E.; Bishop, Elijah J.; Perez, Cassandra M.
2004-01-01
To determine the contributions of the motions of the body segments to the vertical ground reaction force ([F.sub.z]), the joint torques produced by the leg muscles, and the time course of vertical velocity generation during a vertical jump, 15 men were videotaped performing countermovement vertical jumps from a force plate with and without an arm…
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.
Role of the vertical pressure gradient in wave boundary layers
DEFF Research Database (Denmark)
Jensen, Karsten Lindegård; Sumer, B. Mutlu; Vittori, Giovanna
2014-01-01
By direct numerical simulation (DNS) of the flow in an oscillatory boundary layer, it is possible to obtain the pressure field. From the latter, the vertical pressure gradient is determined. Turbulent spots are detected by a criterion involving the vertical pressure gradient. The vertical pressure...... gradient is also treated as any other turbulence quantity like velocity fluctuations and statistical properties of the vertical pressure gradient are calculated from the DNS data. The presence of a vertical pressure gradient in the near bed region has significant implications for sediment transport....
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...
The variance of the locally measured Hubble parameter explained with different estimators
DEFF Research Database (Denmark)
Odderskov, Io Sandberg Hess; Hannestad, Steen; Brandbyge, Jacob
2017-01-01
We study the expected variance of measurements of the Hubble constant, H0, as calculated in either linear perturbation theory or using non-linear velocity power spectra derived from N-body simulations. We compare the variance with that obtained by carrying out mock observations in the N......-body simulations, and show that the estimator typically used for the local Hubble constant in studies based on perturbation theory is different from the one used in studies based on N-body simulations. The latter gives larger weight to distant sources, which explains why studies based on N-body simulations tend...... to obtain a smaller variance than that found from studies based on the power spectrum. Although both approaches result in a variance too small to explain the discrepancy between the value of H0 from CMB measurements and the value measured in the local universe, these considerations are important in light...
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.
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....
Global Vertical Reference Frame
Czech Academy of Sciences Publication Activity Database
Burša, Milan; Kenyon, S.; Kouba, J.; Šíma, Zdislav; Vatrt, V.; Vojtíšková, M.
2004-01-01
Roč. 33, - (2004), s. 404-407 ISSN 1436-3445 Institutional research plan: CEZ:AV0Z1003909 Keywords : geopotential WO * vertical systems * global vertical frame Subject RIV: BN - Astronomy, Celestial Mechanics, Astrophysics
International Nuclear Information System (INIS)
Cearley, J.E.; Carruth, J.C.; Dixon, R.C.; Spencer, S.S.; Zuloaga, J.A. Jr.
1986-01-01
This patent describes a velocity control arrangement for a reciprocable, vertically oriented control rod for use in a nuclear reactor in a fluid medium, the control rod including a drive hub secured to and extending from one end therefrom. The control device comprises: a toroidally shaped control member spaced from and coaxially positioned around the hub and secured thereto by a plurality of spaced radial webs thereby providing an annular passage for fluid intermediate the hub and the toroidal member spaced therefrom in coaxial position. The side of the control member toward the control rod has a smooth generally conical surface. The side of the control member away from the control rod is formed with a concave surface constituting a single annular groove. The device also comprises inner and outer annular vanes radially spaced from one another and spaced from the side of the control member away from the control rod and positioned coaxially around and spaced from the hub and secured thereto by spaced radial webs thereby providing an annular passage for fluid intermediate the hub and the vanes. The vanes are angled toward the control member, the outer edge of the inner vane being closer to the control member and the inner edge of the outer vane being closer to the control member. When the control rod moves in the fluid in the direction toward the drive hub the vanes direct a flow of fluid turbulence which provides greater resistance to movement of the control rod in the direction toward the drive hub than in the other direction
Preusse, Peter; Eckermann, Stephen D.; Offermann, Dirk; Jackman, Charles H. (Technical Monitor)
2000-01-01
Gravity wave temperature fluctuations acquired by the CRISTA instrument are compared to previous estimates of zonal-mean gravity wave temperature variance inferred from the LIMS, MLS and GPS/MET satellite instruments during northern winter. Careful attention is paid to the range of vertical wavelengths resolved by each instrument. Good agreement between CRISTA data and previously published results from LIMS, MLS and GPS/MET are found. Key latitudinal features in these variances are consistent with previous findings from ground-based measurements and some simple models. We conclude that all four satellite instruments provide reliable global data on zonal-mean gravity wave temperature fluctuations throughout the middle atmosphere.
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.
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...
... this page: //medlineplus.gov/ency/article/003927.htm Nerve conduction velocity To use the sharing features on this page, please enable JavaScript. Nerve conduction velocity (NCV) is a test to see ...
International Nuclear Information System (INIS)
Beyer, R.T.
1985-01-01
The paper reviews the work carried out on the velocity of sound in liquid alkali metals. The experimental methods to determine the velocity measurements are described. Tables are presented of reported data on the velocity of sound in lithium, sodium, potassium, rubidium and caesium. A formula is given for alkali metals, in which the sound velocity is a function of shear viscosity, atomic mass and atomic volume. (U.K.)
Krivcov, Vladimir [Miass, RU; Krivospitski, Vladimir [Miass, RU; Maksimov, Vasili [Miass, RU; Halstead, Richard [Rohnert Park, CA; Grahov, Jurij [Miass, RU
2011-03-08
A vertical axis wind turbine is described. The wind turbine can include a top ring, a middle ring and a lower ring, wherein a plurality of vertical airfoils are disposed between the rings. For example, three vertical airfoils can be attached between the upper ring and the middle ring. In addition, three more vertical airfoils can be attached between the lower ring and the middle ring. When wind contacts the vertically arranged airfoils the rings begin to spin. By connecting the rings to a center pole which spins an alternator, electricity can be generated from wind.
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.
Geophysical aspects of vertical streamer seismic data
Energy Technology Data Exchange (ETDEWEB)
Sognnes, Walter
1999-12-31
Vertical cable acquisition is performed by deploying a certain number of vertical hydrophone arrays in the water column, and subsequently shooting a source point on top of it. The advantage of this particular geometry is that gives a data set with all azimuths included. Therefore a more complete 3-D velocity model can be derived. In this paper there are presented some results from the Fuji survey in the Gulf of Mexico. Based on these results, improved geometries and review recommendations for future surveys are discussed. 7 figs.
Geophysical aspects of vertical streamer seismic data
Energy Technology Data Exchange (ETDEWEB)
Sognnes, Walter
1998-12-31
Vertical cable acquisition is performed by deploying a certain number of vertical hydrophone arrays in the water column, and subsequently shooting a source point on top of it. The advantage of this particular geometry is that gives a data set with all azimuths included. Therefore a more complete 3-D velocity model can be derived. In this paper there are presented some results from the Fuji survey in the Gulf of Mexico. Based on these results, improved geometries and review recommendations for future surveys are discussed. 7 figs.
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.)
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
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...
International Nuclear Information System (INIS)
Dohnal, M.; Rosel, J.; Skarka, V.
1988-01-01
The mounting is described of the drive assembly of a vertical pump for nuclear power plants in areas with seismic risk. The assembly is attached to the building floor using flexible and damping elements. The design allows producing seismically resistant pumps without major design changes in the existing types of vertical pumps. (E.S.). 1 fig
Simultaneous measurements with 3D PIV and Acoustic Doppler Velocity Profiler
Blanckaert, K.J.F.; McLelland, S.J.
2009-01-01
Simultaneous velocity measurements were taken using Particle Image Velocimetry (PIV) and an Acoustic Doppler Velocity Profiler (ADVP) in a sharp open-channel bend with an immobile gravel bed. The PIV measures 3D velocity vectors in a vertical plane (~40cm x 20cm) at a frequency of 7.5 Hz, whereas
Roberts, C. W.; Smith, D. L.
1970-01-01
Simple, inexpensive drag sphere velocity meter with a zero to 6 ft/sec range measures steady-state flow. When combined with appropriate data acquisition system, it is suited to applications where large numbers of simultaneous measurements are needed for current mapping or velocity profile determination.
DEFF Research Database (Denmark)
2000-01-01
Using a pulsed ultrasound field, the two-dimensional velocity vector can be determined with the invention. The method uses a transversally modulated ultrasound field for probing the moving medium under investigation. A modified autocorrelation approach is used in the velocity estimation. The new...
Piecuch, C. G.; Huybers, P. J.; Hay, C.; Mitrovica, J. X.; Little, C. M.; Ponte, R. M.; Tingley, M.
2017-12-01
Understanding observed spatial variations in centennial relative sea level trends on the United States east coast has important scientific and societal applications. Past studies based on models and proxies variously suggest roles for crustal displacement, ocean dynamics, and melting of the Greenland ice sheet. Here we perform joint Bayesian inference on regional relative sea level, vertical land motion, and absolute sea level fields based on tide gauge records and GPS data. Posterior solutions show that regional vertical land motion explains most (80% median estimate) of the spatial variance in the large-scale relative sea level trend field on the east coast over 1900-2016. The posterior estimate for coastal absolute sea level rise is remarkably spatially uniform compared to previous studies, with a spatial average of 1.4-2.3 mm/yr (95% credible interval). Results corroborate glacial isostatic adjustment models and reveal that meaningful long-period, large-scale vertical velocity signals can be extracted from short GPS records.
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)
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.
Eccentricity samples: Implications on the potential and the velocity distribution
Directory of Open Access Journals (Sweden)
Cubarsi R.
2017-01-01
Full Text Available Planar and vertical epicycle frequencies and local angular velocity are related to the derivatives up to the second order of the local potential and can be used to test the shape of the potential from stellar disc samples. These samples show a more complex velocity distribution than halo stars and should provide a more realistic test. We assume an axisymmetric potential allowing a mixture of independent ellipsoidal velocity distributions, of separable or Staeckel form in cylindrical or spherical coordinates. We prove that values of local constants are not consistent with a potential separable in addition in cylindrical coordinates and with a spherically symmetric potential. The simplest potential that fits the local constants is used to show that the harmonical and non-harmonical terms of the potential are equally important. The same analysis is used to estimate the local constants. Two families of nested subsamples selected for decreasing planar and vertical eccentricities are used to borne out the relation between the mean squared planar and vertical eccentricities and the velocity dispersions of the subsamples. According to the first-order epicycle model, the radial and vertical velocity components provide accurate information on the planar and vertical epicycle frequencies. However, it is impossible to account for the asymmetric drift which introduces a systematic bias in estimation of the third constant. Under a more general model, when the asymmetric drift is taken into account, the rotation velocity dispersions together with their asymmetric drift provide the correct fit for the local angular velocity. The consistency of the results shows that this new method based on the distribution of eccentricities is worth using for kinematic stellar samples. [Project of the Serbian Ministry of Education, Science and Technological Development, Grant no. No 176011: Dynamics and Kinematics of Celestial Bodies and Systems
Approaching space-time through velocity in doubly special relativity
International Nuclear Information System (INIS)
Aloisio, R.; Galante, A.; Grillo, A.F.; Luzio, E.; Mendez, F.
2004-01-01
We discuss the definition of velocity as dE/d vertical bar p vertical bar, where E, p are the energy and momentum of a particle, in doubly special relativity (DSR). If this definition matches dx/dt appropriate for the space-time sector, then space-time can in principle be built consistently with the existence of an invariant length scale. We show that, within different possible velocity definitions, a space-time compatible with momentum-space DSR principles cannot be derived
Coordination in vertical jumping
Bobbert, Maarten F.; van Ingen Schenau, Gerrit Jan
1988-01-01
The present study was designed to investigate for vertical jumping the relationships between muscle actions, movement pattern and jumping achievement. Ten skilled jumpers performed jumps with preparatory countermovement. Ground reaction forces and cinematographic data were recorded. In addition,
Coding of Velocity Storage in the Vestibular Nuclei
Directory of Open Access Journals (Sweden)
Sergei B. Yakushin
2017-08-01
Full Text Available Semicircular canal afferents sense angular acceleration and output angular velocity with a short time constant of ≈4.5 s. This output is prolonged by a central integrative network, velocity storage that lengthens the time constants of eye velocity. This mechanism utilizes canal, otolith, and visual (optokinetic information to align the axis of eye velocity toward the spatial vertical when head orientation is off-vertical axis. Previous studies indicated that vestibular-only (VO and vestibular-pause-saccade (VPS neurons located in the medial and superior vestibular nucleus could code all aspects of velocity storage. A recently developed technique enabled prolonged recording while animals were rotated and received optokinetic stimulation about a spatial vertical axis while upright, side-down, prone, and supine. Firing rates of 33 VO and 8 VPS neurons were studied in alert cynomolgus monkeys. Majority VO neurons were closely correlated with the horizontal component of velocity storage in head coordinates, regardless of head orientation in space. Approximately, half of all tested neurons (46% code horizontal component of velocity in head coordinates, while the other half (54% changed their firing rates as the head was oriented relative to the spatial vertical, coding the horizontal component of eye velocity in spatial coordinates. Some VO neurons only coded the cross-coupled pitch or roll components that move the axis of eye rotation toward the spatial vertical. Sixty-five percent of these VO and VPS neurons were more sensitive to rotation in one direction (predominantly contralateral, providing directional orientation for the subset of VO neurons on either side of the brainstem. This indicates that the three-dimensional velocity storage integrator is composed of directional subsets of neurons that are likely to be the bases for the spatial characteristics of velocity storage. Most VPS neurons ceased firing during drowsiness, but the firing
DEFF Research Database (Denmark)
Chung, Il-Sug; Mørk, Jesper
2010-01-01
A new hybrid vertical cavity laser structure for silicon photonics is suggested and numerically investigated. It incorporates a silicon subwavelength grating as a mirror and a lateral output coupler to a silicon ridge waveguide.......A new hybrid vertical cavity laser structure for silicon photonics is suggested and numerically investigated. It incorporates a silicon subwavelength grating as a mirror and a lateral output coupler to a silicon ridge waveguide....
Directory of Open Access Journals (Sweden)
Chiu Choi
2017-02-01
Full Text Available Transient response such as ringing in a control system can be reduced or removed by velocity feedback. It is a useful control technique that should be covered in the relevant engineering laboratory courses. We developed velocity feedback experiments using two different low cost technologies, viz., operational amplifiers and microcontrollers. These experiments can be easily integrated into laboratory courses on feedback control systems or microcontroller applications. The intent of developing these experiments was to illustrate the ringing problem and to offer effective, low cost solutions for removing such problem. In this paper the pedagogical approach for these velocity feedback experiments was described. The advantages and disadvantages of the two different implementation of velocity feedback were discussed also.
The critical ionization velocity
International Nuclear Information System (INIS)
Raadu, M.A.
1980-06-01
The critical ionization velocity effect was first proposed in the context of space plasmas. This effect occurs for a neutral gas moving through a magnetized plasma and leads to rapid ionization and braking of the relative motion when a marginal velocity, 'the critical velocity', is exceeded. Laboratory experiments have clearly established the significance of the critical velocity and have provided evidence for an underlying mechanism which relies on the combined action of electron impact ionization and a collective plasma interaction heating electrons. There is experimental support for such a mechanism based on the heating of electrons by the modified two-stream instability as part of a feedback process. Several applications to space plasmas have been proposed and the possibility of space experiments has been discussed. (author)
1988-01-01
A video tape related to orbital debris research is presented. The video tape covers the process of loading a High Velocity Gas Gun and firing it into a mounted metal plate. The process is then repeated in slow motion.
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 role of vertical shear on the horizontal oceanic dispersion
A. S. Lanotte; R. Corrado; G. Lacorata; L. Palatella; C. Pizzigalli; I. Schipa; R. Santoleri
2015-01-01
The effect of vertical shear on the horizontal dispersion properties of passive tracer particles on the continental shelf of South Mediterranean is investigated by means of observative and model data. In-situ current measurements reveal that vertical velocity gradients in the upper mixed layer decorrelate quite fast (∼ 1 day), whereas basin-scale ocean circulation models tend to overestimate such decorrelation time because of finite resolution effects. Horizontal dispers...
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...
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....
Twilight vertical migrations of zooplankton in a Chilean fjord
Valle-Levinson, Arnoldo; Castro, Leonardo; Cáceres, Mario; Pizarro, Oscar
2014-12-01
Time series of acoustic backscatter and vertical velocity profiles were obtained at three sites along a Chilean fjord with the purpose of determining dominant structures of vertical migrations of the sound scattering layer. Ancillary data obtained with stratified net samples indicated that the sound scattering layer may have been dominated by euphausiids and decapods. Therefore, distributions of acoustic backscatter anomalies and vertical velocities were attributed to vertical migrations of predominantly these organisms. Migration patterns were dominated by twilight excursions in which organisms swam toward the water surface at sunset, spent 100 m). This migration strategy can also be termed 'semidiel migration' as two double excursions were linked to light levels. The reasons for this twilight migration remain uncertain. But it is possible that the up and down motion around sunset was related to predation avoidance, hunger-satiation state, ontogeny, seaward transport evasion, or reaction to the environmental shock from the pycnocline, or a combination of all or some of them. In contrast, the sunrise double excursion was probably linked to feeding requirements by organisms that need to spend the day at great depth with no food available. This study demonstrated the existence of semidiel patterns throughout the fjord and through prolonged periods. In addition, identification of this pattern by acoustic backscatter was complemented by direct vertical velocity measurements. It is proposed that twilight vertical migration is a common strategy in Chilean fjords.
Vertical and horizontal subsidiarity
Directory of Open Access Journals (Sweden)
Ivan V. Daniluk
2016-02-01
Full Text Available This article makes an attempt to analyze the principle of subsidiarity in its two main manifestations, namely vertical and horizontal, to outline the principles of relations between the state and regions within the vertical subsidiarity, and features a collaboration of the government and civil society within the horizontal subsidiarity. Scientists identify two types, or two levels of the subsidiarity principle: vertical subsidiarity and horizontal subsidiarity. First, vertical subsidiarity (or territorial concerning relations between the state and other levels of subnational government, such as regions and local authorities; second, horizontal subsidiarity (or functional concerns the relationship between state and citizen (and civil society. Vertical subsidiarity expressed in the context of the distribution of administrative responsibilities to the appropriate higher level lower levels relative to the state structure, ie giving more powers to local government. However, state intervention has subsidiary-lower action against local authorities in cases of insolvency last cope on their own, ie higher organisms intervene only if the duties are less authority is insufficient to achieve the goals. Horizontal subsidiarity is within the relationship between power and freedom, and is based on the assumption that the concern for the common good and the needs of common interest community, able to solve community members (as individuals and citizens’ associations and role of government, in accordance horizontal subsidiarity comes to attracting features subsidiarity assistance, programming, coordination and possibly control.
Investigations on the propagation of free surface boiling in a vertical superheated liquid column
Energy Technology Data Exchange (ETDEWEB)
Das, P.K.; Bhat, G.S.; Arakeri, V.H.
1987-04-01
Some experimental studies on boiling propagation in a suddenly depressurized superheated vertical liquid column are reported. The propagation velocity of this phase change has been measured using an optical method. This velocity is strongly dependent on liquid superheat, liquid purity and test section size. The measured velocities of less than 5 m s/sup -1/ are significantly lower than the sonic velocity. Present observations suggest that the dominant mechanism for boiling propagation is convection.
Investigations on the propagation of free surface boiling in a vertical superheated liquid column
International Nuclear Information System (INIS)
Das, P.K.; Bhat, G.S.; Arakeri, V.H.
1987-01-01
Some experimental studies on boiling propagation in a suddenly depressurized superheated vertical liquid column are reported. The propagation velocity of this phase change has been measured using an optical method. This velocity is strongly dependent on liquid superheat, liquid purity and test section size. The measured velocities of less than 5 m s -1 are significantly lower than the sonic velocity. Present observations suggest that the dominant mechanism for boiling propagation is convection. (author)
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.
Modified circular velocity law
Djeghloul, Nazim
2018-05-01
A modified circular velocity law is presented for a test body orbiting around a spherically symmetric mass. This law exhibits a distance scale parameter and allows to recover both usual Newtonian behaviour for lower distances and a constant velocity limit at large scale. Application to the Galaxy predicts the known behaviour and also leads to a galactic mass in accordance with the measured visible stellar mass so that additional dark matter inside the Galaxy can be avoided. It is also shown that this circular velocity law can be embedded in a geometrical description of spacetime within the standard general relativity framework upon relaxing the usual asymptotic flatness condition. This formulation allows to redefine the introduced Newtonian scale limit in term of the central mass exclusively. Moreover, a satisfactory answer to the galactic escape speed problem can be provided indicating the possibility that one can also get rid of dark matter halo outside the Galaxy.
[Duane vertical surgical treatment].
Merino, M L; Gómez de Liaño, P; Merino, P; Franco, G
2014-04-01
We report 3 cases with a vertical incomitance in upgaze, narrowing of palpebral fissure, and pseudo-overaction of both inferior oblique muscles. Surgery consisted of an elevation of both lateral rectus muscles with an asymmetrical weakening. A satisfactory result was achieved in 2 cases, whereas a Lambda syndrome appeared in the other case. The surgical technique of upper-insertion with a recession of both lateral rectus muscles improved vertical incomitance in 2 of the 3 patients; however, a residual deviation remains in the majority of cases. Copyright © 2011 Sociedad Española de Oftalmología. Published by Elsevier Espana. All rights reserved.
DEFF Research Database (Denmark)
Schrader, Alexander; Martin, Stephen
1998-01-01
Firms that operate at both levels of vertically related Cournot oligopolies will purchase some input supplies from independent rivals, even though they can produce the good at a lower cost, driving up input price for nonintegrated firms at the final good level. Foreclosure, which avoids this stra......Firms that operate at both levels of vertically related Cournot oligopolies will purchase some input supplies from independent rivals, even though they can produce the good at a lower cost, driving up input price for nonintegrated firms at the final good level. Foreclosure, which avoids...
DEFF Research Database (Denmark)
Groß, Thomas; Mödersheim, Sebastian Alexander
2011-01-01
The security of key exchange and secure channel protocols, such as TLS, has been studied intensively. However, only few works have considered what happens when the established keys are actually used—to run some protocol securely over the established “channel”. We call this a vertical protocol.......e., that the combination cannot introduce attacks that the individual protocols in isolation do not have. In this work, we prove a composability result in the symbolic model that allows for arbitrary vertical composition (including self-composition). It holds for protocols from any suite of channel and application...
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
The Prescribed Velocity Method
DEFF Research Database (Denmark)
Nielsen, Peter Vilhelm
The- velocity level in a room ventilated by jet ventilation is strongly influenced by the supply conditions. The momentum flow in the supply jets controls the air movement in the room and, therefore, it is very important that the inlet conditions and the numerical method can generate a satisfactory...
Multidisc neutron velocity selector
International Nuclear Information System (INIS)
Rosta, L.; Zsigmond, Gy.; Farago, B.; Mezei, F.; Ban, K.; Perendi, J.
1987-12-01
The prototype of a velocity selector for neutron monochromatization in the 4-20 A wavelength range is presented. The theoretical background of the multidisc rotor system is given together with a description of the mechanical construction and electronic driving system. The first tests and neutron measurements prove easy handling and excellent parameters. (author) 6 refs.; 7 figs.; 2 tabs
Curran, Kevin; Mc Glinchey, Jude
2017-01-01
This paper outlines the growth in popularity of vertical search engines, their origins, the differences between them and well-known broad based search engines such as Google and Yahoo. We also discuss their use in business-to-business, their marketing and advertising costs, what the revenue streams are and who uses them.
DEFF Research Database (Denmark)
2016-01-01
The present invention provides a vertical cavity laser comprising a grating layer comprising an in-plane grating, the grating layer having a first side and having a second side opposite the first side and comprising a contiguous core grating region having a grating structure, wherein an index...
Global Vertical Reference Frame
Czech Academy of Sciences Publication Activity Database
Burša, Milan; Kenyon, S.; Kouba, J.; Šíma, Zdislav; Vatrt, V.; Vojtíšková, M.
-, č. 5 (2009), s. 53-63 ISSN 1801-8483 R&D Projects: GA ČR GA205/08/0328 Institutional research plan: CEZ:AV0Z10030501 Keywords : sea surface topography * satellite altimetry * vertical frames Subject RIV: BN - Astronomy, Celestial Mechanics, Astrophysics
Variance of discharge estimates sampled using acoustic Doppler current profilers from moving boats
Garcia, Carlos M.; Tarrab, Leticia; Oberg, Kevin; Szupiany, Ricardo; Cantero, Mariano I.
2012-01-01
This paper presents a model for quantifying the random errors (i.e., variance) of acoustic Doppler current profiler (ADCP) discharge measurements from moving boats for different sampling times. The model focuses on the random processes in the sampled flow field and has been developed using statistical methods currently available for uncertainty analysis of velocity time series. Analysis of field data collected using ADCP from moving boats from three natural rivers of varying sizes and flow conditions shows that, even though the estimate of the integral time scale of the actual turbulent flow field is larger than the sampling interval, the integral time scale of the sampled flow field is on the order of the sampling interval. Thus, an equation for computing the variance error in discharge measurements associated with different sampling times, assuming uncorrelated flow fields is appropriate. The approach is used to help define optimal sampling strategies by choosing the exposure time required for ADCPs to accurately measure flow discharge.
Vertical deformation at western part of Sumatra
Energy Technology Data Exchange (ETDEWEB)
Febriyani, Caroline, E-mail: caroline.fanuel@students.itb.ac.id; Prijatna, Kosasih, E-mail: prijatna@gd.itb.ac.id; Meilano, Irwan, E-mail: irwan.meilano@gd.itb.ac.id
2015-04-24
This research tries to make advancement in GPS signal processing to estimate the interseismic vertical deformation field at western part of Sumatra Island. The data derived by Continuous Global Positioning System (CGPS) from Badan Informasi Geospasial (BIG) between 2010 and 2012. GPS Analyze at Massachusetts Institute of Technology (GAMIT) software and Global Kalman Filter (GLOBK) software are used to process the GPS signal to estimate the vertical velocities of the CGPS station. In order to minimize noise due to atmospheric delay, Vienna Mapping Function 1 (VMF1) is used as atmospheric parameter model and include daily IONEX file provided by the Center for Orbit Determination in Europe (CODE) as well. It improves GAMIT daily position accuracy up to 0.8 mm. In a second step of processing, the GLOBK is used in order to estimate site positions and velocities in the ITRF08 reference frame. The result shows that the uncertainties of estimated displacement velocity at all CGPS stations are smaller than 1.5 mm/yr. The subsided deformation patterns are seen at the northern and southern part of west Sumatra. The vertical deformation at northern part of west Sumatra indicates postseismic phase associated with the 2010 and 2012 Northern Sumatra earthquakes and also the long-term postseismic associated with the 2004 and 2005 Northern Sumatra earthquakes. The uplifted deformation patterns are seen from Bukit Tinggi to Seblat which indicate a long-term interseismic phase after the 2007 Bengkulu earthquake and 2010 Mentawai earthquake. GANO station shows a subsidence at rate 12.25 mm/yr, indicating the overriding Indo-Australia Plate which is dragged down by the subducting Southeast Asian Plate.
MHD flow of a uniformly stretched vertical permeable membrane in ...
African Journals Online (AJOL)
We present a magneto - hydrodynamic flow of a uniformly stretched vertical permeable surface undergoing Arrhenius heat reaction. The analytical solutions are obtained for concentration, temperature and velocity fields using an asymptotic approximation, similar to that of Ayeni et al 2004. It is shown that the temperature ...
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.
Surface vertical deposition for gold nanoparticle film
International Nuclear Information System (INIS)
Diao, J J; Qiu, F S; Chen, G D; Reeves, M E
2003-01-01
In this rapid communication, we present the surface vertical deposition (SVD) method to synthesize the gold nanoparticle films. Under conditions where the surface of the gold nanoparticle suspension descends slowly by evaporation, the gold nanoparticles in the solid-liquid-gas junction of the suspension aggregate together on the substrate by the force of solid and liquid interface. When the surface properties of the substrate and colloidal nanoparticle suspension define for the SVD, the density of gold nanoparticles in the thin film made by SVD only depends on the descending velocity of the suspension surface and on the concentration of the gold nanoparticle suspension. (rapid communication)
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)
Ullgren, J. E.; van Aken, H. M.; Ridderinkhof, H.; de Ruijter, W. P. M.
2012-11-01
Temperature, salinity and velocity data are presented, along with the estimated volume transport, from seven full-length deep sea moorings placed across the narrowest part of the Mozambique Channel, southwest Indian Ocean, during the period November 2003 to December 2009. The dominant water mass in the upper layer is Sub-Tropical Surface Water (STSW) which overlies South Indian Central Water (SICW), and is normally capped by fresher Tropical Surface Water (TSW). Upper ocean salinity increased through 2005 as a result of saline STSW taking up a relatively larger part of the upper layer, at the expense of TSW. Upper waters are on average warmer and lighter in the central Channel than on the sides. Throughout the upper 1.5 km of the water column there is large hydrographic variability, short-term as well as interannual, and in particular at frequencies (four to seven cycles per year) associated with the southward passage of anticyclonic Mozambique Channel eddies. The eddies have a strong T-S signal, in the upper and central waters as well as on the intermediate level, as the eddies usually carry saline Red Sea Water (RSW) in their core. While the interannual frequency band displays an east-west gradient with higher temperature variance on the western side, the eddy frequency band shows highest variance in the centre of the Channel, where the eddy band contains about 40% of the total isopycnal hydrographic variability. Throughout the >6 years of measurements, the frequency and characteristics of eddies vary between periods, both in terms of strength and vertical structure of eddy T-S signals. These changes contribute to the interannual variability of water mass properties: an increase in central water salinity to a maximum in late 2007 coincided with a period of unusually frequent eddies with strong salinity signals. The warmest and most saline deep water is found within the northward flowing Mozambique Undercurrent, on the western side of the Channel. The Undercurrent
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...
Characterization of vertical mixing in oscillatory vegetated flows
Abdolahpour, M.; Ghisalberti, M.; Lavery, P.; McMahon, K.
2016-02-01
Seagrass meadows are primary producers that provide important ecosystem services, such as improved water quality, sediment stabilisation and trapping and recycling of nutrients. Most of these ecological services are strongly influenced by the vertical exchange of water across the canopy-water interface. That is, vertical mixing is the main hydrodynamic process governing the large-scale ecological and environmental impact of seagrass meadows. The majority of studies into mixing in vegetated flows have focused on steady flow environments whereas many coastal canopies are subjected to oscillatory flows driven by surface waves. It is known that the rate of mass transfer will vary greatly between unidirectional and oscillatory flows, necessitating a specific investigation of mixing in oscillatory canopy flows. In this study, we conducted an extensive laboratory investigation to characterise the rate of vertical mixing through a vertical turbulent diffusivity (Dt,z). This has been done through gauging the evolution of vertical profiles of concentration (C) of a dye sheet injected into a wave-canopy flow. Instantaneous measurement of the variance of the vertical concentration distribution ( allowed the estimation of a vertical turbulent diffusivity (). Two types of model canopies, rigid and flexible, with identical heights and frontal areas, were subjected to a wide and realistic range of wave height and period. The results showed two important mechanisms that dominate vertical mixing under different conditions: a shear layer that forms at the top of the canopy and wake turbulence generated by the stems. By allowing a coupled contribution of wake and shear layer mixing, we present a relationship that can be used to predict the rate of vertical mixing in coastal canopies. The results further showed that the rate of vertical mixing within flexible vegetation was always lower than the corresponding rigid canopy, confirming the impact of plant flexibility on canopy
Energy Technology Data Exchange (ETDEWEB)
Harris, M W [Queensland Univ. of Technology, Brisbane (Australia). School of Surveying
1997-12-31
The need for structural monitoring is generated by expected or unexpected (newly discovered in the life of the structure) behaviour. Due to the long vertical driveshafts involved at Wivenhoe the phenomenon of `concrete creep` which, if it is occurring, could contribute to shaft misalignment and unscheduled bearing wear or failure, was used as a motivation to establish a vertical monitoring system. The particular system developed for this site is traceable, replaceable, expandable and inexpensive. Measurements are obtained by precise levelling and the use of specially calibrated vertically suspended tapes. The analysis of the vertical loops is performed using constrained variance estimation and `robust` inter-epoch comparison. (orig.)
Energy Technology Data Exchange (ETDEWEB)
Harris, M.W. [Queensland Univ. of Technology, Brisbane (Australia). School of Surveying
1996-12-31
The need for structural monitoring is generated by expected or unexpected (newly discovered in the life of the structure) behaviour. Due to the long vertical driveshafts involved at Wivenhoe the phenomenon of `concrete creep` which, if it is occurring, could contribute to shaft misalignment and unscheduled bearing wear or failure, was used as a motivation to establish a vertical monitoring system. The particular system developed for this site is traceable, replaceable, expandable and inexpensive. Measurements are obtained by precise levelling and the use of specially calibrated vertically suspended tapes. The analysis of the vertical loops is performed using constrained variance estimation and `robust` inter-epoch comparison. (orig.)
A space vehicle rotating with a uniform angu- lar velocity about a ...
Indian Academy of Sciences (India)
IAS Admin
A space vehicle rotating with a uniform angu- lar velocity about a vertical axis fixed to it is falling freely vertically downwards, say, with its engine shut off. It carries two astronauts inside it. One astronaut throws a tiny tool towards the other astronaut. The motion of the tiny tool with reference to a rotating frame rigidly fixed.
International Nuclear Information System (INIS)
Cuda, F.; Kondr, M.; Kresta, M.; Kusak, V.; Manek, O.; Turon, S.
1982-01-01
A vertical steam generator for nuclear power plants and dual purpose power plants consists of a cylindrical vessel in which are placed heating tubes in the form upside-down U. The heating tubes lead to the jacket of the cylindrical collector placed in the lower part of the steam generator perpendicularly to its vertical axis. The cylindrical collector is divided by a longitudinal partition into the inlet and outlet primary water sections of the heating tubes. One ends of the heating tube leads to the jacket of the collector for primary water feeding and the second ends of the heating tubes into the jacket of the collector which feeds and offtakes primary water from the heating tubes. (B.S.)
Lüssem, Björn; Günther, Alrun; Fischer, Axel; Kasemann, Daniel; Leo, Karl
2015-11-11
Organic switching devices such as field effect transistors (OFETs) are a key element of future flexible electronic devices. So far, however, a commercial breakthrough has not been achieved because these devices usually lack in switching speed (e.g. for logic applications) and current density (e.g. for display pixel driving). The limited performance is caused by a combination of comparatively low charge carrier mobilities and the large channel length caused by the need for low-cost structuring. Vertical Organic Transistors are a novel technology that has the potential to overcome these limitations of OFETs. Vertical Organic Transistors allow to scale the channel length of organic transistors into the 100 nm regime without cost intensive structuring techniques. Several different approaches have been proposed in literature, which show high output currents, low operation voltages, and comparatively high speed even without sub-μm structuring technologies. In this review, these different approaches are compared and recent progress is highlighted.
Williams, C. R.; Chandra, C. V.
2017-12-01
The vertical evolution of falling raindrops is a result of evaporation, breakup, and coalescence acting upon those raindrops. Computing these processes using vertically pointing radar observations is a two-step process. First, the raindrop size distribution (DSD) and vertical air motion need to be estimated throughout the rain shaft. Then, the changes in DSD properties need to be quantified as a function of height. The change in liquid water content is a measure of evaporation, and the change in raindrop number concentration and size are indicators of net breakup or coalescence in the vertical column. The DSD and air motion can be retrieved using observations from two vertically pointing radars operating side-by-side and at two different wavelengths. While both radars are observing the same raindrop distribution, they measure different reflectivity and radial velocities due to Rayleigh and Mie scattering properties. As long as raindrops with diameters greater than approximately 2 mm are in the radar pulse volumes, the Rayleigh and Mie scattering signatures are unique enough to estimate DSD parameters using radars operating at 3- and 35-GHz (Williams et al. 2016). Vertical decomposition diagrams (Williams 2016) are used to explore the processes acting on the raindrops. Specifically, changes in liquid water content with height quantify evaporation or accretion. When the raindrops are not evaporating, net raindrop breakup and coalescence are identified by changes in the total number of raindrops and changes in the DSD effective shape as the raindrops. This presentation will focus on describing the DSD and air motion retrieval method using vertical profiling radar observations from the Department of Energy (DOE) Atmospheric Radiation Measurement (ARM) Southern Great Plains (SGP) central facility in Northern Oklahoma.
Compressive and Shear Wave Velocity Profiles using Seismic Refraction Technique
International Nuclear Information System (INIS)
Aziman, M; Hazreek, Z A M; Azhar, A T S; Haimi, D S
2016-01-01
Seismic refraction measurement is one of the geophysics exploration techniques to determine soil profile. Meanwhile, the borehole technique is an established way to identify the changes of soil layer based on number of blows penetrating the soil. Both techniques are commonly adopted for subsurface investigation. The seismic refraction test is a non-destructive and relatively fast assessment compared to borehole technique. The soil velocities of compressive wave and shear wave derived from the seismic refraction measurements can be directly utilised to calculate soil parameters such as soil modulus and Poisson’s ratio. This study investigates the seismic refraction techniques to obtain compressive and shear wave velocity profile. Using the vertical and horizontal geophones as well as vertical and horizontal strike directions of the transient seismic source, the propagation of compressive wave and shear wave can be examined, respectively. The study was conducted at Sejagung Sri Medan. The seismic velocity profile was obtained at a depth of 20 m. The velocity of the shear wave is about half of the velocity of the compression wave. The soil profiles of compressive and shear wave velocities were verified using the borehole data and showed good agreement with the borehole data. (paper)
International Nuclear Information System (INIS)
Maupu, V.; Laurence, D.
1996-01-01
Natural turbulent convection in a differentially heated infinite vertical slot is computed with a mixed finite differences/Fourier code. At a Rayleigh number of 10 5 , in the case without mean stratification, periodic perturbations from the laminar solution develop and transition to a fully turbulent flow occurs. From then on, a database of one-point statistics is presented: mean velocity and temperature, Reynolds stress components, turbulent heat fluxes and variance of temperature, but also budgets of second moment equations. This database is then used for testing of a second moment closure based on the Launder-Reece-Rodi model on an elliptic relaxation for near wall effects on pressure redistribution. This level of modelling is required by the presence of counter gradient fluxes, which cannot be accounted for eddy viscosity and eddy diffusivity assumptions. Furthermore, an algebraic third order moment closure was found necessary because of counter gradient turbulent transport terms which appear to mainly originate from the mean velocity and temperature gradient terms usually neglected in conventional transport models, such as the standard Daly-Harlow or Hanjalic-Launder models. (authors)
Intra- and inter-tidal variability of the vertical current structure in the Marsdiep basin
de Vries, J. J.; Ridderinkhof, H.; Maas, L. R. M.; van Aken, H. M.
2015-01-01
The vertical structure of the along-stream current in the main channel of the periodically-stratified estuarine Marsdiep basin is investigated by combining velocity measurements collected during three different seasons with a one-dimensional water column model. The observed vertical shears in the
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…
Reduction of variance in spectral estimates for correction of ultrasonic aberration.
Astheimer, Jeffrey P; Pilkington, Wayne C; Waag, Robert C
2006-01-01
A variance reduction factor is defined to describe the rate of convergence and accuracy of spectra estimated from overlapping ultrasonic scattering volumes when the scattering is from a spatially uncorrelated medium. Assuming that the individual volumes are localized by a spherically symmetric Gaussian window and that centers of the volumes are located on orbits of an icosahedral rotation group, the factor is minimized by adjusting the weight and radius of each orbit. Conditions necessary for the application of the variance reduction method, particularly for statistical estimation of aberration, are examined. The smallest possible value of the factor is found by allowing an unlimited number of centers constrained only to be within a ball rather than on icosahedral orbits. Computations using orbits formed by icosahedral vertices, face centers, and edge midpoints with a constraint radius limited to a small multiple of the Gaussian width show that a significant reduction of variance can be achieved from a small number of centers in the confined volume and that this reduction is nearly the maximum obtainable from an unlimited number of centers in the same volume.
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.
Effects of Unsteady Flow Past An Infinite Vertical Plate With Variable ...
African Journals Online (AJOL)
The effects of unsteady flow past an infinite vertical plate with variable temperature and constant mass flux are investigated. Laplace transform technique is used to obtain velocity and concentration fields. The computation of the results indicates that the velocity profiles increase with increase in Grashof numbers, mass ...
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
International Nuclear Information System (INIS)
Obretenov, V.; Tsalov, T.; Chakarov, T.
2012-01-01
In recent years, the interest in wind turbines with vertical axis noticeably increased. They have some important advantages: low cost, relatively simple structure, reliable packaging system of wind aggregate long period during which require no maintenance, low noise, independence of wind direction, etc.. The relatively low efficiency, however, makes them applicable mainly for small facilities. The work presents a methodology and software for approximately aerodynamic design of wind turbines of this type, and also analyzed the possibility of improving the efficiency of their workflow
Rotational Angles and Velocities During Down the Line and Diagonal Across Court Volleyball Spikes
Justin R. Brown; Bader J. Alsarraf; Mike Waller; Patricia Eisenman; Charlie A. Hicks-Little
2014-01-01
The volleyball spike is an explosive movement that is frequently used to end a rally and earn a point. High velocity spikes are an important skill for a successful volleyball offense. Although the influence of vertical jump height and arm velocity on spiked ball velocity (SBV) have been investigated, little is known about the relationship of shoulder and hip angular kinematics with SBV. Other sport skills, like the baseball pitch share similar movement patterns and suggest trunk rotation is i...
The key kinematic determinants of undulatory underwater swimming at maximal velocity.
Connaboy, Chris; Naemi, Roozbeh; Brown, Susan; Psycharakis, Stelios; McCabe, Carla; Coleman, Simon; Sanders, Ross
2016-01-01
The optimisation of undulatory underwater swimming is highly important in competitive swimming performance. Nineteen kinematic variables were identified from previous research undertaken to assess undulatory underwater swimming performance. The purpose of the present study was to determine which kinematic variables were key to the production of maximal undulatory underwater swimming velocity. Kinematic data at maximal undulatory underwater swimming velocity were collected from 17 skilled swimmers. A series of separate backward-elimination analysis of covariance models was produced with cycle frequency and cycle length as dependent variables (DVs) and participant as a fixed factor, as including cycle frequency and cycle length would explain 100% of the maximal swimming velocity variance. The covariates identified in the cycle-frequency and cycle-length models were used to form the saturated model for maximal swimming velocity. The final parsimonious model identified three covariates (maximal knee joint angular velocity, maximal ankle angular velocity and knee range of movement) as determinants of the variance in maximal swimming velocity (adjusted-r2 = 0.929). However, when participant was removed as a fixed factor there was a large reduction in explained variance (adjusted r2 = 0.397) and only maximal knee joint angular velocity continued to contribute significantly, highlighting its importance to the production of maximal swimming velocity. The reduction in explained variance suggests an emphasis on inter-individual differences in undulatory underwater swimming technique and/or anthropometry. Future research should examine the efficacy of other anthropometric, kinematic and coordination variables to better understand the production of maximal swimming velocity and consider the importance of individual undulatory underwater swimming techniques when interpreting the data.
Energy Technology Data Exchange (ETDEWEB)
Santon, L; Vernier, Ph [Commissariat a l' Energie Atomique, Grenoble (France). Centre d' Etudes Nucleaires
1961-07-01
For heat transfer studies in certain cases of cooling in swimming-pool type nuclear reactors, a knowledge of the distribution of the velocities between two heating elements is of prime importance. A Pitot tube and a micro-manometer have been developed for making these measurements on an experimental model. (authors) [French] Pour l'etude du transfert de chaleur dans certains cas de refroidissement des reacteurs nucleaires du type piscine, la connaissance de la repartition des vitesses entre deux elements chauffants est primordiale. On a mis au point un tube de Pitot et un micromanometre pour effectuer ces mesures sur une maquette experimentale. (auteurs)
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.
Global Plate Velocities from the Global Positioning System
Larson, Kristine M.; Freymueller, Jeffrey T.; Philipsen, Steven
1997-01-01
We have analyzed 204 days of Global Positioning System (GPS) data from the global GPS network spanning January 1991 through March 1996. On the basis of these GPS coordinate solutions, we have estimated velocities for 38 sites, mostly located on the interiors of the Africa, Antarctica, Australia, Eurasia, Nazca, North America, Pacific, and South America plates. The uncertainties of the horizontal velocity components range from 1.2 to 5.0 mm/yr. With the exception of sites on the Pacific and Nazca plates, the GPS velocities agree with absolute plate model predictions within 95% confidence. For most of the sites in North America, Antarctica, and Eurasia, the agreement is better than 2 mm/yr. We find no persuasive evidence for significant vertical motions (less than 3 standard deviations), except at four sites. Three of these four were sites constrained to geodetic reference frame velocities. The GPS velocities were then used to estimate angular velocities for eight tectonic plates. Absolute angular velocities derived from the GPS data agree with the no net rotation (NNR) NUVEL-1A model within 95% confidence except for the Pacific plate. Our pole of rotation for the Pacific plate lies 11.5 deg west of the NNR NUVEL-1A pole, with an angular speed 10% faster. Our relative angular velocities agree with NUVEL-1A except for some involving the Pacific plate. While our Pacific-North America angular velocity differs significantly from NUVEL-1A, our model and NUVEL-1A predict very small differences in relative motion along the Pacific-North America plate boundary itself. Our Pacific-Australia and Pacific- Eurasia angular velocities are significantly faster than NUVEL-1A, predicting more rapid convergence at these two plate boundaries. Along the East Pacific Pise, our Pacific-Nazca angular velocity agrees in both rate and azimuth with NUVFL-1A.
Somoano, Brian; Chan, Joanna; Morganroth, Greg
2011-01-01
Facial rejuvenation using local anesthesia has evolved in the past decade as a safer option for patients seeking fewer complications and minimal downtime. Mini- and short-scar face lifts using more conservative incision lengths and extent of undermining can be effective in the younger patient with lower face laxity and minimal loose, elastotic neck skin. By incorporating both an anterior and posterior approach and using an incision length between the mini and more traditional face lift, the Vertical Vector Face Lift can achieve longer-lasting and natural results with lesser cost and risk. Submentoplasty and liposuction of the neck and jawline, fundamental components of the vertical vector face lift, act synergistically with superficial musculoaponeurotic system plication to reestablish a more youthful, sculpted cervicomental angle, even in patients with prominent jowls. Dramatic results can be achieved in the right patient by combining with other procedures such as injectable fillers, chin implants, laser resurfacing, or upper and lower blepharoplasties. © 2011 Wiley Periodicals, Inc.
International Nuclear Information System (INIS)
Lüssem, Björn; Günther, Alrun; Fischer, Axel; Kasemann, Daniel; Leo, Karl
2015-01-01
Organic switching devices such as field effect transistors (OFETs) are a key element of future flexible electronic devices. So far, however, a commercial breakthrough has not been achieved because these devices usually lack in switching speed (e.g. for logic applications) and current density (e.g. for display pixel driving). The limited performance is caused by a combination of comparatively low charge carrier mobilities and the large channel length caused by the need for low-cost structuring. Vertical Organic Transistors are a novel technology that has the potential to overcome these limitations of OFETs. Vertical Organic Transistors allow to scale the channel length of organic transistors into the 100 nm regime without cost intensive structuring techniques. Several different approaches have been proposed in literature, which show high output currents, low operation voltages, and comparatively high speed even without sub-μm structuring technologies. In this review, these different approaches are compared and recent progress is highlighted. (topical review)
Examples of Vector Velocity Imaging
DEFF Research Database (Denmark)
Hansen, Peter M.; Pedersen, Mads M.; Hansen, Kristoffer L.
2011-01-01
To measure blood flow velocity in vessels with conventional ultrasound, the velocity is estimated along the direction of the emitted ultrasound wave. It is therefore impossible to obtain accurate information on blood flow velocity and direction, when the angle between blood flow and ultrasound wa...
Dispersion upscaling from a pore scale characterization of Lagrangian velocities
Turuban, Régis; de Anna, Pietro; Jiménez-Martínez, Joaquín; Tabuteau, Hervé; Méheust, Yves; Le Borgne, Tanguy
2013-04-01
Mixing and reactive transport are primarily controlled by the interplay between diffusion, advection and reaction at pore scale. Yet, how the distribution and spatial correlation of the velocity field at pore scale impact these processes is still an open question. Here we present an experimental investigation of the distribution and correlation of pore scale velocities and its relation with upscaled dispersion. We use a quasi two-dimensional (2D) horizontal set up, consisting of two glass plates filled with cylinders representing the grains of the porous medium : the cell is built by soft lithography technique, wich allows for full control of the system geometry. The local velocity field is quantified from particle tracking velocimetry using microspheres that are advected with the pore scale flow. Their displacement is purely advective, as the particle size is chosen large enough to avoid diffusion. We thus obtain particle trajectories as well as lagrangian velocities in the entire system. The measured velocity field shows the existence of a network of preferential flow paths in channels with high velocities, as well as very low velocity in stagnation zones, with a non Gaussian distribution. Lagrangian velocities are long range correlated in time, which implies a non-fickian scaling of the longitudinal variance of particle positions. To upscale this process we develop an effective transport model, based on correlated continous time random walk, which is entirely parametrized by the pore scale velocity distribution and correlation. The model predictions are compared with conservative tracer test data for different Peclet numbers. Furthermore, we investigate the impact of different pore geometries on the distribution and correlation of Lagrangian velocities and we discuss the link between these properties and the effective dispersion behavior.
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
John J. Piccolo; Nicholas F. Hughes; Mason D. Bryant
2008-01-01
We examined the effects of water velocity on prey detection and capture by drift-feeding juvenile coho salmon (Oncorhynchus kisutch) and steelhead (sea-run rainbow trout,Oncorhynchus mykiss irideus) in laboratory experiments. We used repeated-measures analysis of variance to test the effects of velocity, species, and the velocity x species interaction on prey capture...
Muscle Force-Velocity Relationships Observed in Four Different Functional Tests.
Zivkovic, Milena Z; Djuric, Sasa; Cuk, Ivan; Suzovic, Dejan; Jaric, Slobodan
2017-02-01
The aims of the present study were to investigate the shape and strength of the force-velocity relationships observed in different functional movement tests and explore the parameters depicting force, velocity and power producing capacities of the tested muscles. Twelve subjects were tested on maximum performance in vertical jumps, cycling, bench press throws, and bench pulls performed against different loads. Thereafter, both the averaged and maximum force and velocity variables recorded from individual trials were used for force-velocity relationship modeling. The observed individual force-velocity relationships were exceptionally strong (median correlation coefficients ranged from r = 0.930 to r = 0.995) and approximately linear independently of the test and variable type. Most of the relationship parameters observed from the averaged and maximum force and velocity variable types were strongly related in all tests (r = 0.789-0.991), except for those in vertical jumps (r = 0.485-0.930). However, the generalizability of the force-velocity relationship parameters depicting maximum force, velocity and power of the tested muscles across different tests was inconsistent and on average moderate. We concluded that the linear force-velocity relationship model based on either maximum or averaged force-velocity data could provide the outcomes depicting force, velocity and power generating capacity of the tested muscles, although such outcomes can only be partially generalized across different muscles.
Hip joint kinetics in the table tennis topspin forehand: relationship to racket velocity.
Iino, Yoichi
2018-04-01
The purpose of this study was to determine hip joint kinetics during a table tennis topspin forehand, and to investigate the relationship between the relevant kinematic and kinetic variables and the racket horizontal and vertical velocities at ball impact. Eighteen male advanced table tennis players hit cross-court topspin forehands against backspin balls. The hip joint torque and force components around the pelvis coordinate system were determined using inverse dynamics. Furthermore, the work done on the pelvis by these components was also determined. The peak pelvis axial rotation velocity and the work done by the playing side hip pelvis axial rotation torque were positively related to the racket horizontal velocity at impact. The sum of the work done on the pelvis by the backward tilt torques and the upward joint forces was positively related to the racket vertical velocity at impact. The results suggest that the playing side hip pelvis axial rotation torque exertion is important for acquiring a high racket horizontal velocity at impact. The pelvis backward tilt torques and upward joint forces at both hip joints collectively contribute to the generation of the racket vertical velocity, and the mechanism for acquiring the vertical velocity may vary among players.
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
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....
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
Directory of Open Access Journals (Sweden)
K. Ramachandran
2012-02-01
Full Text Available Spatial gradients of tomographic velocities are seldom used in interpretation of subsurface fault structures. This study shows that spatial velocity gradients can be used effectively in identifying subsurface discontinuities in the horizontal and vertical directions. Three-dimensional velocity models constructed through tomographic inversion of active source and/or earthquake traveltime data are generally built from an initial 1-D velocity model that varies only with depth. Regularized tomographic inversion algorithms impose constraints on the roughness of the model that help to stabilize the inversion process. Final velocity models obtained from regularized tomographic inversions have smooth three-dimensional structures that are required by the data. Final velocity models are usually analyzed and interpreted either as a perturbation velocity model or as an absolute velocity model. Compared to perturbation velocity model, absolute velocity models have an advantage of providing constraints on lithology. Both velocity models lack the ability to provide sharp constraints on subsurface faults. An interpretational approach utilizing spatial velocity gradients applied to northern Cascadia shows that subsurface faults that are not clearly interpretable from velocity model plots can be identified by sharp contrasts in velocity gradient plots. This interpretation resulted in inferring the locations of the Tacoma, Seattle, Southern Whidbey Island, and Darrington Devil's Mountain faults much more clearly. The Coast Range Boundary fault, previously hypothesized on the basis of sedimentological and tectonic observations, is inferred clearly from the gradient plots. Many of the fault locations imaged from gradient data correlate with earthquake hypocenters, indicating their seismogenic nature.
Characteristics of Vertical Mantle Heat Exchangers for Solar Water Heaters
DEFF Research Database (Denmark)
Shah, Louise Jivan; Morrison, G.L.; Behnia, M.
1999-01-01
- The flow structure in vertical mantle heat exchangers was investigated using a full-scale tank designed to facilitate flow visualisation. The flow structure and velocities in the mantle were measured using a particle Image Velocimetry (PIV) system. A CFD simulation model of vertical mantle heat...... exchangers was also developed for detailed evaluation of the heat flux distribution over the mantle surface. Both the experimental and simulation results indicate that distribution of the flow around the mantle gap is governed by buoyancy driven recirculation in the mantle. The operation of the mantle...
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 +
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
Seismic Tomography and the Development of a State Velocity Profile
Marsh, S. J.; Nakata, N.
2017-12-01
Earthquakes have been a growing concern in the State of Oklahoma in the last few years and as a result, accurate earthquake location is of utmost importance. This means using a high resolution velocity model with both lateral and vertical variations. Velocity data is determined using ambient noise seismic interferometry and tomography. Passive seismic data was acquired from multiple IRIS networks over the span of eight years (2009-2016) and filtered for earthquake removal to obtain the background ambient noise profile for the state. Seismic Interferometry is applied to simulate ray paths between stations, this is done with each possible station pair for highest resolution. Finally the method of seismic tomography is used to extract the velocity data and develop the state velocity map. The final velocity profile will be a compilation of different network analyses due to changing station availability from year to year. North-Central Oklahoma has a dense seismic network and has been operating for the past few years. The seismic stations are located here because this is the most seismically active region. Other parts of the state have not had consistent coverage from year to year, and as such a reliable and high resolution velocity profile cannot be determined from this network. However, the Transportable Array (TA) passed through Oklahoma in 2014 and provided a much wider and evenly spaced coverage. The goal of this study is to ultimately combine these two arrays over time, and provide a high quality velocity profile for the State of Oklahoma.
Validation of the iPhone app using the force platform to estimate vertical jump height.
Carlos-Vivas, Jorge; Martin-Martinez, Juan P; Hernandez-Mocholi, Miguel A; Perez-Gomez, Jorge
2018-03-01
Vertical jump performance has been evaluated with several devices: force platforms, contact mats, Vertec, accelerometers, infrared cameras and high-velocity cameras; however, the force platform is considered the gold standard for measuring vertical jump height. The purpose of this study was to validate an iPhone app called My Jump, that measures vertical jump height by comparing it with other methods that use the force platform to estimate vertical jump height, namely, vertical velocity at take-off and time in the air. A total of 40 sport sciences students (age 21.4±1.9 years) completed five countermovement jumps (CMJs) over a force platform. Thus, 200 CMJ heights were evaluated from the vertical velocity at take-off and the time in the air using the force platform, and from the time in the air with the My Jump mobile application. The height obtained was compared using the intraclass correlation coefficient (ICC). Correlation between APP and force platform using the time in the air was perfect (ICC=1.000, PJump, is an appropriate method to evaluate the vertical jump performance; however, vertical jump height is slightly overestimated compared with that of the force platform.
Modal Analysis on Fluid-Structure Interaction of MW-Level Vertical Axis Wind Turbine Tower
Tan Jiqiu; Zhong Dingqing; Wang Qiong
2014-01-01
In order to avoid resonance problem of MW-level vertical axis wind turbine induced by wind, a flow field model of the MW-level vertical axis wind turbine is established by using the fluid flow control equations, calculate flow’s velocity and pressure of the MW-level vertical axis wind turbine and load onto tower’s before and after surface, study the Modal analysis of fluid-structure interaction of MW-level vertical axis wind turbine tower. The results show that fluid-structure interaction fie...
Velocities of Subducted Sediments and Continents
Hacker, B. R.; van Keken, P. E.; Abers, G. A.; Seward, G.
2009-12-01
The growing capability to measure seismic velocities in subduction zones has led to unusual observations. For example, although most minerals have VP/ VS ratios around 1.77, ratios 1.8 have been observed. Here we explore the velocities of subducted sediments and continental crust from trench to sub-arc depths using two methods. (1) Mineralogy was calculated as a function of P & T for a range of subducted sediment compositions using Perple_X, and rock velocities were calculated using the methodology of Hacker & Abers [2004]. Calculated slab-top temperatures have 3 distinct depth intervals with different dP/dT gradients that are determined by how coupling between the slab and mantle wedge is modeled. These three depth intervals show concomitant changes in VP and VS: velocities initially increase with depth, then decrease beyond the modeled decoupling depth where induced flow in the wedge causes rapid heating, and increase again at depth. Subducted limestones, composed chiefly of aragonite, show monotonic increases in VP/ VS from 1.63 to 1.72. Cherts show large jumps in VP/ VS from 1.55-1.65 to 1.75 associated with the quartz-coesite transition. Terrigenous sediments dominated by quartz and mica show similar, but more-subdued, transitions from ~1.67 to 1.78. Pelagic sediments dominated by mica and clinopyroxene show near-monotonic increases in VP/ VS from 1.74 to 1.80. Subducted continental crust that is too dry to transform to high-pressure minerals has a VP/ VS ratio of 1.68-1.70. (2) Velocity anisotropy calculations were made for the same P-T dependent mineralogies using the Christoffel equation and crystal preferred orientations measured via electron-backscatter diffraction for typical constituent phases. The calculated velocity anisotropies range from 5-30%. For quartz-rich rocks, the calculated velocities show a distinct depth dependence because crystal slip systems and CPOs change with temperature. In such rocks, the fast VP direction varies from slab-normal at
Effects of wind velocity and slope on flame properties
David R. Weise; Gregory S. Biging
1996-01-01
Abstract: The combined effects of wind velocity and percent slope on flame length and angle were measured in an open-topped, tilting wind tunnel by burning fuel beds composed of vertical birch sticks and aspen excelsior. Mean flame length ranged from 0.08 to 1.69 m; 0.25 m was the maximum observed flame length for most backing fires. Flame angle ranged from -46o to 50o...
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.
Study on particle deposition in vertical square ventilation duct flows by different models
International Nuclear Information System (INIS)
Zhang Jinping; Li Angui
2008-01-01
A proper representation of the air flow in a ventilation duct is crucial for adequate prediction of the deposition velocity of particles. In this paper, the mean turbulent air flow fields are predicted by two different numerical models (the Reynolds stress transport model (RSM) and the realizable k-εmodel). Contours of mean streamwise velocity deduced from the k-ε model are compared with those obtained from the Reynolds stress transport model. Dimensionless deposition velocities of particles in downward and upward ventilation duct flows are also compared based on the flow fields presented by the two different numerical models. Trajectories of the particles are tracked using a one way coupling Lagrangian eddy-particle interaction model. Thousands of individual particles are released in the represented flow, and dimensionless deposition velocities are evaluated for the vertical walls in fully developed smooth vertical downward and upward square duct flows generated by the RSM and realizable k-ε model. The effects of particle diameter, dimensionless relaxation time, flow direction and air speed in vertical upward and downward square duct flows on the particle deposition velocities are discussed. The effects of lift and gravity on the particle deposition velocities are evaluated in vertical flows presented by the RSM. It is shown that the particle deposition velocities based on the RSM and realizable k-εmodel have subtle differences. The flow direction and the lift force significantly affect the particle deposition velocities in vertical duct flows. The simulation results are compared with earlier experimental data and the numerical results for fully developed duct flows. It is shown that the deposition velocities predicted are in agreement with the experimental data and the numerical results
International Nuclear Information System (INIS)
Pocock, J.
1985-01-01
Mining Engineers have always been aware of the basic need to avoid contamination of the mined product, by controlling the cutting horizon at the coal face. The ability to maintain the optimum cutting horizon results in more effective roof control and ensures a safer and more efficient working environment, for men and machinery. The cost of treatment in the surface coal preparation plant is reduced. Transportation through the total mine system of material finally destined for the spoil heap is minimised. A reduction in product contamination is achieved and makes more effective use of the mine capacity. These benefits make possible significant improvements in productivity and financial returns. Exploitation of micro computer based systems has enabled the successful development of equipment which employs sensors to detect the very low natural gamma radiation from roof strata; to determine and allow control of the position of the cut relative to the roof and floor. This paper reviews the experience gained by the National Coal Board, particularly in South Yorkshire Area, with the vertical steering of ranging drum shearers. It outlines the benefits and considers the future for this technology and its contribution to total coal face automation
Velocity Dispersions Across Bulge Types
International Nuclear Information System (INIS)
Fabricius, Maximilian; Bender, Ralf; Hopp, Ulrich; Saglia, Roberto; Drory, Niv; Fisher, David
2010-01-01
We present first results from a long-slit spectroscopic survey of bulge kinematics in local spiral galaxies. Our optical spectra were obtained at the Hobby-Eberly Telescope with the LRS spectrograph and have a velocity resolution of 45 km/s (σ*), which allows us to resolve the velocity dispersions in the bulge regions of most objects in our sample. We find that the velocity dispersion profiles in morphological classical bulge galaxies are always centrally peaked while the velocity dispersion of morphologically disk-like bulges stays relatively flat towards the center--once strongly barred galaxies are discarded.
Waveform inversion of lateral velocity variation from wavefield source location perturbation
Choi, Yun Seok
2013-09-22
It is challenge in waveform inversion to precisely define the deep part of the velocity model compared to the shallow part. The lateral velocity variation, or what referred to as the derivative of velocity with respect to the horizontal distance, with well log data can be used to update the deep part of the velocity model more precisely. We develop a waveform inversion algorithm to obtain the lateral velocity variation by inverting the wavefield variation associated with the lateral shot location perturbation. The gradient of the new waveform inversion algorithm is obtained by the adjoint-state method. Our inversion algorithm focuses on resolving the lateral changes of the velocity model with respect to a fixed reference vertical velocity profile given by a well log. We apply the method on a simple-dome model to highlight the methods potential.
Experimental analysis of turbulence effect in settling velocity of suspended sediments
Directory of Open Access Journals (Sweden)
H. Salinas–Tapia
2008-01-01
Full Text Available Settling velocities of sediment particles for different size ranges were measured in this work using PIV with the help of discriminatory filters. An experimental channel 10x15 cm cross section was used in order to obtain two set of turbulent characteristics corresponding with two different flow rates. The purpose was to analyze the effect of turbulence on the solids settling velocity. The technique allowed us to measure the individual settling velocity of the particles and the flow velocity field of the fluid. Capture and image analysis was performed with digital cameras (CCD using the software Sharp–provision PIV and the statistical cross correlation technique. Results showed that settling velocity of particles is affected by turbulence which enhances the fluid drag coefficient. Physical explanation of this phenomenon is related with the magnitude of the vertical fluctuating velocity of the fluid. However, more research is needed in order to define settling velocity formulas that takes into account this effect
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).
On linear relationship between shock velocity and particle velocity
International Nuclear Information System (INIS)
Dandache, H.
1986-11-01
We attempt to derive the linear relationship between shock velocity U s and particle velocity U p from thermodynamic considerations, taking into account an ideal gas equation of state and a Mie-Grueneisen equation of state for solids. 23 refs
Performance of an artificial neural network for vertical root fracture detection: an ex vivo study.
Kositbowornchai, Suwadee; Plermkamon, Supattra; Tangkosol, Tawan
2013-04-01
To develop an artificial neural network for vertical root fracture detection. A probabilistic neural network design was used to clarify whether a tooth root was sound or had a vertical root fracture. Two hundred images (50 sound and 150 vertical root fractures) derived from digital radiography--used to train and test the artificial neural network--were divided into three groups according to the number of training and test data sets: 80/120,105/95 and 130/70, respectively. Either training or tested data were evaluated using grey-scale data per line passing through the root. These data were normalized to reduce the grey-scale variance and fed as input data of the neural network. The variance of function in recognition data was calculated between 0 and 1 to select the best performance of neural network. The performance of the neural network was evaluated using a diagnostic test. After testing data under several variances of function, we found the highest sensitivity (98%), specificity (90.5%) and accuracy (95.7%) occurred in Group three, for which the variance of function in recognition data was between 0.025 and 0.005. The neural network designed in this study has sufficient sensitivity, specificity and accuracy to be a model for vertical root fracture detection. © 2012 John Wiley & Sons A/S.
Turbulent structure of thermal plume. Velocity field
International Nuclear Information System (INIS)
Guillou, B.; Brahimi, M.; Doan-kim-son
1986-01-01
An experimental investigation and a numerical study of the dynamics of a turbulent plume rising from a strongly heated source are described. This type of flow is met in thermal effluents (air, vapor) from, e.g., cooling towers of thermal power plants. The mean and fluctuating values of the vertical component of the velocity were determined using a Laser-Doppler anemometer. The measurements allow us to distinguish three regions in the plume-a developing region near the source, an intermediate region, and a self-preserving region. The characteristics of each zone have been determined. In the self-preserving zone, especially, the turbulence level on the axis and the entrainment coefficient are almost twice of the values observed in jets. The numerical model proposed takes into account an important phenomenon, the intermittency, observed in the plume. This model, established with the self-preserving hypothesis, brings out analytical laws. These laws and the predicted velocity profile are in agreement with the experimental evolutions [fr
Dorrestijn, Jesse; Kahn, Brian H.; Teixeira, João; Irion, Fredrick W.
2018-05-01
Satellite observations are used to obtain vertical profiles of variance scaling of temperature (T) and specific humidity (q) in the atmosphere. A higher spatial resolution nadir retrieval at 13.5 km complements previous Atmospheric Infrared Sounder (AIRS) investigations with 45 km resolution retrievals and enables the derivation of power law scaling exponents to length scales as small as 55 km. We introduce a variable-sized circular-area Monte Carlo methodology to compute exponents instantaneously within the swath of AIRS that yields additional insight into scaling behavior. While this method is approximate and some biases are likely to exist within non-Gaussian portions of the satellite observational swaths of T and q, this method enables the estimation of scale-dependent behavior within instantaneous swaths for individual tropical and extratropical systems of interest. Scaling exponents are shown to fluctuate between β = -1 and -3 at scales ≥ 500 km, while at scales ≤ 500 km they are typically near β ≈ -2, with q slightly lower than T at the smallest scales observed. In the extratropics, the large-scale β is near -3. Within the tropics, however, the large-scale β for T is closer to -1 as small-scale moist convective processes dominate. In the tropics, q exhibits large-scale β between -2 and -3. The values of β are generally consistent with previous works of either time-averaged spatial variance estimates, or aircraft observations that require averaging over numerous flight observational segments. The instantaneous variance scaling methodology is relevant for cloud parameterization development and the assessment of time variability of scaling exponents.
Sodium Velocity Maps on Mercury
Potter, A. E.; Killen, R. M.
2011-01-01
The objective of the current work was to measure two-dimensional maps of sodium velocities on the Mercury surface and examine the maps for evidence of sources or sinks of sodium on the surface. The McMath-Pierce Solar Telescope and the Stellar Spectrograph were used to measure Mercury spectra that were sampled at 7 milliAngstrom intervals. Observations were made each day during the period October 5-9, 2010. The dawn terminator was in view during that time. The velocity shift of the centroid of the Mercury emission line was measured relative to the solar sodium Fraunhofer line corrected for radial velocity of the Earth. The difference between the observed and calculated velocity shift was taken to be the velocity vector of the sodium relative to Earth. For each position of the spectrograph slit, a line of velocities across the planet was measured. Then, the spectrograph slit was stepped over the surface of Mercury at 1 arc second intervals. The position of Mercury was stabilized by an adaptive optics system. The collection of lines were assembled into an images of surface reflection, sodium emission intensities, and Earthward velocities over the surface of Mercury. The velocity map shows patches of higher velocity in the southern hemisphere, suggesting the existence of sodium sources there. The peak earthward velocity occurs in the equatorial region, and extends to the terminator. Since this was a dawn terminator, this might be an indication of dawn evaporation of sodium. Leblanc et al. (2008) have published a velocity map that is similar.
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.
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
Trade Liberalisation and Vertical Integration
DEFF Research Database (Denmark)
Bache, Peter Arendorf; Laugesen, Anders
We build a three-country model of international trade in final goods and intermediate inputs and study the relation between different types of trade liberalisation and vertical integration. Firms are heterogeneous with respect to both productivity and factor intensity as observed in data. Final......-good producers face decisions on exporting, vertical integration of intermediate-input production, and whether the intermediate-input production should be offshored to a low-wage country. We find that the fractions of final-good producers that pursue either vertical integration, offshoring, or exporting are all...... increasing when intermediate-input or final-goods trade is liberalised and when the fixed cost of vertical integration is reduced. At the same time, one observes firms that shift away from either vertical integration, offshoring, or exporting. Further, we provide guidance for testing the open...
CFD simulations of a bubbly flow in a vertical pipe
International Nuclear Information System (INIS)
Krepper, E.
1999-01-01
Even at the very simple conditions of two phase flow in a vertical pipe, strong 3D effects are observed. The distribution of the gas phase over the cross section varies significantly between the different flow patterns, which are known for the vertical two-phase flow. The air water flow in a vertical tube having a diameter of 50 mm and a length of about 3 m was investigated in steady state tests for different liquid and gas superficial velocities. Several two phase flow measuring techniques were used. Applying a wire mesh sensor, developed in FZR, the void fraction could be determined over the whole cross section of the pipe. The working principle is based on the measurement of the local instantaneous conductivity of the two-phase mixture. At the investigated flow velocities, the rate of the image acquisition is sufficient to record the same bubble several times. This enables to determine bubble diameter distributions. Applying two similar wire mesh sensors with a distance of 50 mm one above the other, the influence of the wire mesh to the flow could be investigated. No essential disturbances of the two-phase flow by the mesh could be found for the investigated flow regimes. Performing an auto correlation between the signals of both sensors, also profiles of the gas velocity were determined. (orig.)
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.
POLARIZED LINE FORMATION IN NON-MONOTONIC VELOCITY FIELDS
Energy Technology Data Exchange (ETDEWEB)
Sampoorna, M.; Nagendra, K. N., E-mail: sampoorna@iiap.res.in, E-mail: knn@iiap.res.in [Indian Institute of Astrophysics, Koramangala, Bengaluru 560034 (India)
2016-12-10
For a correct interpretation of the observed spectro-polarimetric data from astrophysical objects such as the Sun, it is necessary to solve the polarized line transfer problems taking into account a realistic temperature structure, the dynamical state of the atmosphere, a realistic scattering mechanism (namely, the partial frequency redistribution—PRD), and the magnetic fields. In a recent paper, we studied the effects of monotonic vertical velocity fields on linearly polarized line profiles formed in isothermal atmospheres with and without magnetic fields. However, in general the velocity fields that prevail in dynamical atmospheres of astrophysical objects are non-monotonic. Stellar atmospheres with shocks, multi-component supernova atmospheres, and various kinds of wave motions in solar and stellar atmospheres are examples of non-monotonic velocity fields. Here we present studies on the effect of non-relativistic non-monotonic vertical velocity fields on the linearly polarized line profiles formed in semi-empirical atmospheres. We consider a two-level atom model and PRD scattering mechanism. We solve the polarized transfer equation in the comoving frame (CMF) of the fluid using a polarized accelerated lambda iteration method that has been appropriately modified for the problem at hand. We present numerical tests to validate the CMF method and also discuss the accuracy and numerical instabilities associated with it.
Dakin, Roslyn; Fellows, Tyee K; Altshuler, Douglas L
2016-08-02
Information about self-motion and obstacles in the environment is encoded by optic flow, the movement of images on the eye. Decades of research have revealed that flying insects control speed, altitude, and trajectory by a simple strategy of maintaining or balancing the translational velocity of images on the eyes, known as pattern velocity. It has been proposed that birds may use a similar algorithm but this hypothesis has not been tested directly. We examined the influence of pattern velocity on avian flight by manipulating the motion of patterns on the walls of a tunnel traversed by Anna's hummingbirds. Contrary to prediction, we found that lateral course control is not based on regulating nasal-to-temporal pattern velocity. Instead, birds closely monitored feature height in the vertical axis, and steered away from taller features even in the absence of nasal-to-temporal pattern velocity cues. For vertical course control, we observed that birds adjusted their flight altitude in response to upward motion of the horizontal plane, which simulates vertical descent. Collectively, our results suggest that birds avoid collisions using visual cues in the vertical axis. Specifically, we propose that birds monitor the vertical extent of features in the lateral visual field to assess distances to the side, and vertical pattern velocity to avoid collisions with the ground. These distinct strategies may derive from greater need to avoid collisions in birds, compared with small insects.
Effects of Isometric Scaling on Vertical Jumping Performance
Bobbert, Maarten F.
2013-01-01
Jump height, defined as vertical displacement in the airborne phase, depends on vertical takeoff velocity. For centuries, researchers have speculated on how jump height is affected by body size and many have adhered to what has come to be known as Borelli’s law, which states that jump height does not depend on body size per se. The underlying assumption is that the amount of work produced per kg body mass during the push-off is independent of size. However, if a big body is isometrically downscaled to a small body, the latter requires higher joint angular velocities to achieve a given takeoff velocity and work production will be more impaired by the force-velocity relationship of muscle. In the present study, the effects of pure isometric scaling on vertical jumping performance were investigated using a biologically realistic model of the human musculoskeletal system. The input of the model, muscle stimulation over time, was optimized using jump height as criterion. It was found that when the human model was miniaturized to the size of a mouse lemur, with a mass of about one-thousandth that of a human, jump height dropped from 40 cm to only 6 cm, mainly because of the force-velocity relationship. In reality, mouse lemurs achieve jump heights of about 33 cm. By implication, the unfavourable effects of the small body size of mouse lemurs on jumping performance must be counteracted by favourable effects of morphological and physiological adaptations. The same holds true for other small jumping animals. The simulations for the first time expose and explain the sheer magnitude of the isolated effects of isometric downscaling on jumping performance, to be counteracted by morphological and physiological adaptations. PMID:23936494
Effects of isometric scaling on vertical jumping performance.
Directory of Open Access Journals (Sweden)
Maarten F Bobbert
Full Text Available Jump height, defined as vertical displacement in the airborne phase, depends on vertical takeoff velocity. For centuries, researchers have speculated on how jump height is affected by body size and many have adhered to what has come to be known as Borelli's law, which states that jump height does not depend on body size per se. The underlying assumption is that the amount of work produced per kg body mass during the push-off is independent of size. However, if a big body is isometrically downscaled to a small body, the latter requires higher joint angular velocities to achieve a given takeoff velocity and work production will be more impaired by the force-velocity relationship of muscle. In the present study, the effects of pure isometric scaling on vertical jumping performance were investigated using a biologically realistic model of the human musculoskeletal system. The input of the model, muscle stimulation over time, was optimized using jump height as criterion. It was found that when the human model was miniaturized to the size of a mouse lemur, with a mass of about one-thousandth that of a human, jump height dropped from 40 cm to only 6 cm, mainly because of the force-velocity relationship. In reality, mouse lemurs achieve jump heights of about 33 cm. By implication, the unfavourable effects of the small body size of mouse lemurs on jumping performance must be counteracted by favourable effects of morphological and physiological adaptations. The same holds true for other small jumping animals. The simulations for the first time expose and explain the sheer magnitude of the isolated effects of isometric downscaling on jumping performance, to be counteracted by morphological and physiological adaptations.
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.
Is Fish Response related to Velocity and Turbulence Magnitudes? (Invited)
Wilson, C. A.; Hockley, F. A.; Cable, J.
2013-12-01
Riverine fish are subject to heterogeneous velocities and turbulence, and may use this to their advantage by selecting regions which balance energy expenditure for station holding whilst maximising energy gain through feeding opportunities. This study investigated microhabitat selection by guppies (Poecilia reticulata) in terms of the three-dimensional velocity structure generated by idealised boulders in an experimental flume. Velocity and turbulence influenced intra-species variation in swimming behaviour with respect to size, sex and parasite intensity. With increasing body length, fish swam further and more frequently between boulder regions. Larger guppies spent more time in the high velocity and low turbulence region, whereas smaller guppies preferred the low velocity and high shear stress region directly behind the boulders. Male guppies selected the region of low velocity, indicating a possible reduced swimming ability due to hydrodynamic drag imposed by their fins. With increasing parasite (Gyrodactylus turnbulli) burden, fish preferentially selected the region of moderate velocity which had the lowest bulk measure of turbulence of all regions and was also the most spatially homogeneous velocity and turbulence region. Overall the least amount of time was spent in the recirculation zone which had the highest magnitude of shear stresses and mean vertical turbulent length scale to fish length ratio. Shear stresses were a factor of two greater than in the most frequented moderate velocity region, while mean vertical turbulent length scale to fish length ratio were six times greater. Indeed the mean longitudinal turbulent scale was 2-6 times greater than the fish length in all regions. While it is impossible to discriminate between these two turbulence parameters (shear stress and turbulent length to fish length ratio) in influencing the fish preference, our study infers that there is a bias towards fish spending more time in a region where both the bulk
Introduction to vector velocity imaging
DEFF Research Database (Denmark)
Jensen, Jørgen Arendt; Udesen, Jesper; Hansen, Kristoffer Lindskov
Current ultrasound scanners can only estimate the velocity along the ultrasound beam and this gives rise to the cos() factor on all velocity estimates. This is a major limitation as most vessels are close to perpendicular to the beam. Also the angle varies as a function of space and time making ...
Diffraction imaging and velocity analysis using oriented velocity continuation
Decker, Luke
2014-08-05
We perform seismic diffraction imaging and velocity analysis by separating diffractions from specular reflections and decomposing them into slope components. We image slope components using extrapolation in migration velocity in time-space-slope coordinates. The extrapolation is described by a convection-type partial differential equation and implemented efficiently in the Fourier domain. Synthetic and field data experiments show that the proposed algorithm is able to detect accurate time-migration velocities by automatically measuring the flatness of events in dip-angle gathers.
Mudflow rheology in a vertically rotating flume
Holmes, Robert R.; Westphal, Jerome A.; Jobson, Harvey E.; ,
1990-01-01
Joint research by the U.S. Geological Survey and the University of Missouri-Rolla currently (1990) is being conducted on a 3.05 meters in diameter vertically rotating flume used to simulate mudflows under steady-state conditions. Observed mudflow simulations indicate flow patterns in the flume are similar to those occurring in natural mudflows. Variables such as mean and surface velocity, depth, and average boundary shear stress can be measured in this flume more easily than in the field or in a traditional tilting flume. Sensitive variables such as sediment concentration, grain-size distribution, and Atterberg limits also can be precisely and easily controlled. A known Newtonian fluid, SAE 30 motor oil, was tested in the flume and the computed value for viscosity was within 12.5 percent of the stated viscosity. This provided support that the data from the flume can be used to determine the rheological properties of fluids such as mud. Measurements on mud slurries indicate that flows with sediment concentrations ranging from 81 to 87 percent sediment by weight can be approximated as Bingham plastic for strain rates greater than 1 per second. In this approximation, the yield stress and Bingham viscosity were extremely sensitive to sediment concentration. Generally, the magnitude of the yield stress was large relative to the change in shear stress with increasing mudflow velocity.
Droplet sizes, dynamics and deposition in vertical annular flow
International Nuclear Information System (INIS)
Lopes, J.C.B.; Dukler, A.E.
1985-10-01
The role of droplets in vertical upwards annular flow is investigated, focusing on the droplet size distributions, dynamics, and deposition phenomena. An experimental program was performed based on a new laser optical technique developed in these laboratories and implemented here for annular flow. This permitted the simultaneous measurement of droplet size, axial and radial velocity. The dependence of droplet size distributions on flow conditions is analyzed. The Upper-Log Normal function proves to be a good model for the size distribution. The mechanism controlling the maximum stable drop size was found to result from the interaction of the pressure fluctuations of the turbulent flow of the gas core with the droplet. The average axial droplet velocity showed a weak dependence on gas rates. This can be explained once the droplet size distribution and droplet size-velocity relationship are analyzed simultaneously. The surprising result from the droplet conditional analysis is that larger droplet travel faster than smaller ones. This dependence cannot be explained if the drag curves used do not take into account the high levels of turbulence present in the gas core in annular flow. If these are considered, then interesting new situations of multiplicity and stability of droplet terminal velocities are encountered. Also, the observed size-velocity relationship can be explained. A droplet deposition is formulated based on the particle inertia control. This permitted the calculation of rates of drop deposition directly from the droplet size and velocities data
Acute kinematic and kinetic adaptations to wearable resistance during vertical jumping.
Macadam, Paul; Simperingham, Kim D; Cronin, John B; Couture, Grace; Evison, Chloe
2017-06-01
One variation of vertical jump (VJ) training is resisted or weighted jump training, where wearable resistance (WR) enables jumping to be overloaded in a movement specific manner. A two-way analysis of variance with Bonferroni post hoc contrasts was used to determine the acute changes in VJ performance with differing load magnitudes and load placements. Kinematic and kinetic data were quantified using a force plate and contact mat. Twenty sport active subjects (age: 27.8 ± 3.8 years; body mass (BM): 70.2 ± 12.2 kg; height: 1.74 ± 0.78 m) volunteered to participate in the study. Subjects performed the counter movement jump (CMJ), drop jump (DJ) and pogo jump (PJ) wearing no resistance, 3% or 6% BM affixed to the upper or lower body. The main finding in terms of the landing phase was that the effect of WR was non-significant (P > .05) on peak ground reaction force. With regard to the propulsive phase the main findings were that for both the CMJ and DJ, WR resulted in a significant (P sports where VJ's are important components as it may provide a novel movement specific training stimulus. Highlights WR of 3 or 6 % BM provided a means to overload the subjects in this study resulting in decreased propulsive power and velocity that lead to a reduced jump height and landing force. Specific strength exercises that closely mimic sporting performance are more likely to optimise transference, therefore WR with light loads of 3-6% body mass (BM)appear a suitable tool for movement specific overload training and maximising transference to sporting performance. Practitioners can safely load their athletes with upper or lower body WR of 3-6% BM without fear of overloading the athletesover and above the landing forces they are typically accustomed too. As a training stimulus it would seem the WR loading provides adequate overload and athletes should focus on velocity of movement to improve power output and jump height i.e. take-off velocity.
Vertical motions in an intense magnetic flux tube. Pt. 5
International Nuclear Information System (INIS)
Webb, A.R.; Roberts, B.
1980-01-01
It is of interest to examine the effect of radiative relaxation on the propagation of waves in an intense magnetic flux tube embedded in a stratified atmosphere. The radiative energy loss (assuming Newton's law of cooling) leads to a decrease in the vertical phase-velocity of the waves, and to a damping of the amplitude for those waves with frequencies greater than the adiabatic value (ωsub(upsilon)) of the tube cut-off frequency. The cut-off frequency is generalized to include the effects of radiative relaxation, and allows the waves to be classified as mainly progressive or mainly damped. The phase-shift between velocity oscillations at two different levels and the phase-difference between temperature and velocity perturbations are compared with the available observations. Radiative dissipation of waves propagating along an intense flux tube may be the cause of the high temperature (and excess brightness) observed in the network. (orig.)
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 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
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 ...
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
Inservice testing of vertical pumps
International Nuclear Information System (INIS)
Cornman, R.E. Jr.; Schumann, K.E.
1994-01-01
This paper focuses on the problems that may occur with vertical pumps while inservice tests are conducted in accordance with existing American Society of Mechanical Engineers Code, Section XI, standards. The vertical pump types discussed include single stage, multistage, free surface, and canned mixed flow pumps. Primary emphasis is placed on the hydraulic performance of the pump and the internal and external factors to the pump that impact hydraulic performance. In addition, the paper considers the mechanical design features that can affect the mechanical performance of vertical pumps. The conclusion shows how two recommended changes in the Code standards may increase the quality of the pump's operational readiness assessment during its service life
Radial velocity asymmetries from jets with variable velocity profiles
International Nuclear Information System (INIS)
Cerqueira, A. H.; Vasconcelos, M. J.; Velazquez, P. F.; Raga, A. C.; De Colle, F.
2006-01-01
We have computed a set of 3-D numerical simulations of radiatively cooling jets including variabilities in both the ejection direction (precession) and the jet velocity (intermittence), using the Yguazu-a code. In order to investigate the effects of jet rotation on the shape of the line profiles, we also introduce an initial toroidal rotation velocity profile. Since the Yguazu-a code includes an atomic/ionic network, we are able to compute the emission coefficients for several emission lines, and we generate line profiles for the Hα, [O I]λ6300, [S II]λ6716 and [N II]λ6548 lines. Using initial parameters that are suitable for the DG Tau microjet, we show that the computed radial velocity shift for the medium-velocity component of the line profile as a function of distance from the jet axis is strikingly similar for rotating and non-rotating jet models
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.
Nimphius, Sophia; McGuigan, Michael R; Suchomel, Timothy J; Newton, Robert U
2016-06-01
This study assessed reliability of discrete ground reaction force (GRF) variables over multiple pitching trials, investigated the relationships between discrete GRF variables and pitch velocity (PV) and assessed the variability of the "force signature" or continuous force-time curve during the pitching motion of windmill softball pitchers. Intraclass correlation coefficient (ICC) for all discrete variables was high (0.86-0.99) while the coefficient of variance (CV) was low (1.4-5.2%). Two discrete variables were significantly correlated to PV; second vertical peak force (r(5)=0.81, p=0.03) and time between peak forces (r(5)=-0.79; p=0.03). High ICCs and low CVs support the reliability of discrete GRF and PV variables over multiple trials and significant correlations indicate there is a relationship between the ability to produce force and the timing of this force production with PV. The mean of all pitchers' curve-average standard deviation of their continuous force-time curves demonstrated low variability (CV=4.4%) indicating a repeatable and identifiable "force signature" pattern during this motion. As such, the continuous force-time curve in addition to discrete GRF variables should be examined in future research as a potential method to monitor or explain changes in pitching performance. Copyright © 2016 Elsevier B.V. All rights reserved.
Fractals control in particle's velocity
International Nuclear Information System (INIS)
Zhang Yongping; Liu Shutang; Shen Shulan
2009-01-01
Julia set, a fractal set of the literature of nonlinear physics, has significance for the engineering applications. For example, the fractal structure characteristics of the generalized M-J set could visually reflect the change rule of particle's velocity. According to the real world requirement, the system need show various particle's velocity in some cases. Thus, the control of the nonlinear behavior, i.e., Julia set, has attracted broad attention. In this work, an auxiliary feedback control is introduced to effectively control the Julia set that visually reflects the change rule of particle's velocity. It satisfies the performance requirement of the real world problems.
International Nuclear Information System (INIS)
Augensen, H.J.; Buscombe, W.
1978-01-01
Using the model of the Galaxy presented by Eggen, Lynden-Bell and Sandage (1962), plane galactic orbits have been calculated for 800 southern high-velocity stars which possess parallax, proper motion, and radial velocity data. The stars with trigonometric parallaxes were selected from Buscombe and Morris (1958), supplemented by more recent spectroscopic data. Photometric parallaxes from infrared color indices were used for bright red giants studied by Eggen (1970), and for red dwarfs for which Rodgers and Eggen (1974) determined radial velocities. A color-color diagram based on published values of (U-B) and (B-V) for most of these stars is shown. (Auth.)
Vertical axis wind turbine airfoil
Krivcov, Vladimir; Krivospitski, Vladimir; Maksimov, Vasili; Halstead, Richard; Grahov, Jurij Vasiljevich
2012-12-18
A vertical axis wind turbine airfoil is described. The wind turbine airfoil can include a leading edge, a trailing edge, an upper curved surface, a lower curved surface, and a centerline running between the upper surface and the lower surface and from the leading edge to the trailing edge. The airfoil can be configured so that the distance between the centerline and the upper surface is the same as the distance between the centerline and the lower surface at all points along the length of the airfoil. A plurality of such airfoils can be included in a vertical axis wind turbine. These airfoils can be vertically disposed and can rotate about a vertical axis.
Trade Liberalisation and Vertical Integration
DEFF Research Database (Denmark)
Bache, Peter Arendorf; Laugesen, Anders Rosenstand
We build a three-country model of international trade in final goods and intermediate inputs and study the relation between four different types of trade liberalisation and vertical integration. Firms are heterogeneous with respect to both productivity and factor (headquarter) intensity. Final......-good producers face decisions on exporting, vertical integration of intermediate-input production, and whether the intermediate-input production should be offshored to a low-wage country. We find that the fractions of final-good producers that pursue either vertical integration, offshoring, or exporting are all...... increasing when intermediate-input trade or final-goods trade is liberalised. Finally, we provide guidance for testing the open-economy property rights theory of the firm using firm-level data and surprisingly show that the relationship between factor (headquarter) intensity and the likelihood of vertical...
The TEXT upgrade vertical interferometer
International Nuclear Information System (INIS)
Hallock, G.A.; Gartman, M.L.; Li, W.; Chiang, K.; Shin, S.; Castles, R.L.; Chatterjee, R.; Rahman, A.S.
1992-01-01
A far-infrared interferometer has been installed on TEXT upgrade to obtain electron density profiles. The primary system views the plasma vertically through a set of large (60-cm radialx7.62-cm toroidal) diagnostic ports. A 1-cm channel spacing (59 channels total) and fast electronic time response is used, to provide high resolution for radial profiles and perturbation experiments. Initial operation of the vertical system was obtained late in 1991, with six operating channels
International Nuclear Information System (INIS)
Wu Gong-Tao; Lü Yong-Jun; Liu Peng-Fei; Li Yi-Ning; Shi Qing-Fan
2012-01-01
The velocity of sound in soap foams at high gas volume fractions is experimentally studied by using the time difference method. It is found that the sound velocities increase with increasing bubble diameter, and asymptotically approach to the value in air when the diameter is larger than 12.5 mm. We propose a simple theoretical model for the sound propagation in a disordered foam. In this model, the attenuation of a sound wave due to the scattering of the bubble wall is equivalently described as the effect of an additional length. This simplicity reasonably reproduces the sound velocity in foams and the predicted results are in good agreement with the experiments. Further measurements indicate that the increase of frequency markedly slows down the sound velocity, whereas the latter does not display a strong dependence on the solution concentration
Settling velocities in batch sedimentation
International Nuclear Information System (INIS)
Fricke, A.M.; Thompson, B.E.
1982-10-01
The sedimentation of mixtures containing one and two sizes of spherical particles (44 and 62 μm in diameter) was studied. Radioactive tracing with 57 Co was used to measure the settling velocities. The ratio of the settling velocity U of uniformly sized particles to the velocity predicted to Stokes' law U 0 was correlated to an expression of the form U/U 0 = epsilon/sup α/, where epsilon is the liquid volume fraction and α is an empirical constant, determined experimentally to be 4.85. No effect of viscosity on the ratio U/U 0 was observed as the viscosity of the liquid medium was varied from 1x10 -3 to 5x10 -3 Pa.s. The settling velocities of particles in a bimodal mixture were fit by the same correlation; the ratio U/U 0 was independent of the concentrations of different-sized particles
Online Wavelet Complementary velocity Estimator.
Righettini, Paolo; Strada, Roberto; KhademOlama, Ehsan; Valilou, Shirin
2018-02-01
In this paper, we have proposed a new online Wavelet Complementary velocity Estimator (WCE) over position and acceleration data gathered from an electro hydraulic servo shaking table. This is a batch estimator type that is based on the wavelet filter banks which extract the high and low resolution of data. The proposed complementary estimator combines these two resolutions of velocities which acquired from numerical differentiation and integration of the position and acceleration sensors by considering a fixed moving horizon window as input to wavelet filter. Because of using wavelet filters, it can be implemented in a parallel procedure. By this method the numerical velocity is estimated without having high noise of differentiators, integration drifting bias and with less delay which is suitable for active vibration control in high precision Mechatronics systems by Direct Velocity Feedback (DVF) methods. This method allows us to make velocity sensors with less mechanically moving parts which makes it suitable for fast miniature structures. We have compared this method with Kalman and Butterworth filters over stability, delay and benchmarked them by their long time velocity integration for getting back the initial position data. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.
Optimizing velocities and transports for complex coastal regions and archipelagos
Haley, Patrick J.; Agarwal, Arpit; Lermusiaux, Pierre F. J.
2015-05-01
We derive and apply a methodology for the initialization of velocity and transport fields in complex multiply-connected regions with multiscale dynamics. The result is initial fields that are consistent with observations, complex geometry and dynamics, and that can simulate the evolution of ocean processes without large spurious initial transients. A class of constrained weighted least squares optimizations is defined to best fit first-guess velocities while satisfying the complex bathymetry, coastline and divergence strong constraints. A weak constraint towards the minimum inter-island transports that are in accord with the first-guess velocities provides important velocity corrections in complex archipelagos. In the optimization weights, the minimum distance and vertical area between pairs of coasts are computed using a Fast Marching Method. Additional information on velocity and transports are included as strong or weak constraints. We apply our methodology around the Hawaiian islands of Kauai/Niihau, in the Taiwan/Kuroshio region and in the Philippines Archipelago. Comparisons with other common initialization strategies, among hindcasts from these initial conditions (ICs), and with independent in situ observations show that our optimization corrects transports, satisfies boundary conditions and redirects currents. Differences between the hindcasts from these different ICs are found to grow for at least 2-3 weeks. When compared to independent in situ observations, simulations from our optimized ICs are shown to have the smallest errors.
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
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 \
Relationship between velocity gradients and magnetic turbulence in the solar wind
International Nuclear Information System (INIS)
Garrett, H.B.
1974-01-01
The correlations among the time derivative of the solar-wind velocity, the magnitude of the interplanetary magnetic field (IMF), and the IMF turbulence level are examined to test the idea that interaction between two colliding solar-wind streams can generate turbulence in the solar wind and the IMF. Data obtained by Explorer 33 on the solar wind and IMF are described, and the analysis techniques are outlined. The results indicate that the IMF turbulence level, as measured by the variance, is correlated with the existence of positive velocity gradients in the solar wind. It is noted that while the variance is an increasing function of the field magnitude, it is also independently correlated with the solar-wind velocity gradient
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.
Analysis of thin film flow over a vertical oscillating belt with a second grade fluid
Directory of Open Access Journals (Sweden)
Taza Gul
2015-06-01
Full Text Available An analysis is performed to study the unsteady thin film flow of a second grade fluid over a vertical oscillating belt. The governing equation for velocity field with appropriate boundary conditions is solved analytically using Adomian decomposition method (ADM. Expressions for velocity field have been obtained. Optimal asymptotic method (OHAM has also been used for comparison. The effects of Stocks number, frequency parameter and pressure gradient parameters have been sketched graphically and discussed.
Directory of Open Access Journals (Sweden)
Muthucumaraswamy R.
2008-01-01
Full Text Available An exact solution to the problem of flow past an exponentially accelerated infinite vertical plate with variable temperature is analyzed. The temperature of the plate is raised linearly with time t. The dimensionless governing equations are solved using Laplace-transform technique. The velocity and temperature profiles are studied for different physical parameters like thermal Grashof number Gr, time and an accelerating parameter a. It is observed that the velocity increases with increasing values of a or Gr.
2017-01-04
support contractor , Infoscitex, conducted a series of tests to identify the performance capabilities of the Vertical Impact Device (VID) and the Warrior...Impact Response: Test Series 1 Data Summary for Carriage Test Cell VID Carriage Programmer Drop Ht . (in) Mean Velocity Change (m/s) Mean...Table 6. VID Impact Response: Test Series 1 Data Summary for Seat Pan Test Cell VID Carriage Programmer Drop Ht . (in) Mean Velocity
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
Velocity distribution in snow avalanches
Nishimura, K.; Ito, Y.
1997-12-01
In order to investigate the detailed structure of snow avalanches, we have made snow flow experiments at the Miyanomori ski jump in Sapporo and systematic observations in the Shiai-dani, Kurobe Canyon. In the winter of 1995-1996, a new device to measure static pressures was used to estimate velocities in the snow cloud that develops above the flowing layer of avalanches. Measurements during a large avalanche in the Shiai-dani which damaged and destroyed some instruments indicate velocities increased rapidly to more than 50 m/s soon after the front. Velocities decreased gradually in the following 10 s. Velocities of the lower flowing layer were also calculated by differencing measurement of impact pressure. Both recordings in the snow cloud and in the flowing layer changed with a similar trend and suggest a close interaction between the two layers. In addition, the velocity showed a periodic change. Power spectrum analysis of the impact pressure and the static pressure depression showed a strong peak at a frequency between 4 and 6 Hz, which might imply the existence of either ordered structure or a series of surges in the flow.
Vertical distribution of pelagic photosynthesis
DEFF Research Database (Denmark)
Lyngsgaard, Maren Moltke
chlorophyll maxima (DCM) to be a general feature in the ocean. Today, it is generally accepted that DCMs occur in most of our oceans still, despite this empirical knowledge, subsurface primary production is still largely ignored in marine science. The work included in this PhD examines the vertical...... each of the three regions combined with 15 years of survey data for the Baltic Sea transition zone. Overall, the results of this PhD work show that the vertical distribution of phytoplankton and their activity is important for the understanding, dynamics and functioning of pelagic ecosystems. It, thus......, emphasizes that future research and modelling exercises aimed at improving understanding of pelagic ecosystems and their role in the global ocean should include a consideration of the vertical heterogeneity in phytoplankton distributions and activity....
Neglected locked vertical patellar dislocation
Gupta, Rakesh Kumar; Gupta, Vinay; Sangwan, Sukhbir Singh; Kamboj, Pradeep
2012-01-01
Patellar dislocations occurring about the vertical and horizontal axis are rare and irreducible. The neglected patellar dislocation is still rarer. We describe the clinical presentation and management of a case of neglected vertical patellar dislocation in a 6 year-old boy who sustained an external rotational strain with a laterally directed force to his knee. Initially the diagnosis was missed and 2 months later open reduction was done. The increased tension generated by the rotation of the lateral extensor retinaculum kept the patella locked in the lateral gutter even with the knee in full extension. Traumatic patellar dislocation with rotation around a vertical axis has been described earlier, but no such neglected case has been reported to the best of our knowledge. PMID:23162154
Neglected locked vertical patellar dislocation
Directory of Open Access Journals (Sweden)
Rakesh Kumar Gupta
2012-01-01
Full Text Available Patellar dislocations occurring about the vertical and horizontal axis are rare and irreducible. The neglected patellar dislocation is still rarer. We describe the clinical presentation and management of a case of neglected vertical patellar dislocation in a 6 year-old boy who sustained an external rotational strain with a laterally directed force to his knee. Initially the diagnosis was missed and 2 months later open reduction was done. The increased tension generated by the rotation of the lateral extensor retinaculum kept the patella locked in the lateral gutter even with the knee in full extension. Traumatic patellar dislocation with rotation around a vertical axis has been described earlier, but no such neglected case has been reported to the best of our knowledge.
Building a progressive vertical integration
International Nuclear Information System (INIS)
Charette, D.
2008-01-01
AAER Inc. is a Quebec-based company that manufactures turbines using proven European designs. This presentation discussed the company's business model. The company places an emphasis on identifying strategic and key components currently available for its turbines. Market analyses are performed in order to determine ideal suppliers and define business strategies and needs. The company invests in long-term relationships with its suppliers. Business partners for AAER are of a similar size and have a mutual understanding and respect for the company's business practices. Long-term agreements with suppliers are signed in order to ensure reliability and control over costs. Progressive vertical integration has been achieved by progressively manufacturing key components and integrating a North American supply chain. The company's secure supply chain and progressive vertical integration has significantly reduced financial costs and provided better quality control. It was concluded that vertical integration has also allowed AAER to provide better customer service and reduce transportation costs. tabs., figs
Velocity Estimate Following Air Data System Failure
National Research Council Canada - National Science Library
McLaren, Scott A
2008-01-01
.... A velocity estimator (VEST) algorithm was developed to combine the inertial and wind velocities to provide an estimate of the aircraft's current true velocity to be used for command path gain scheduling and for display in the cockpit...
Heavens, N. G.
2017-12-01
It has been recognized for over two decades that the mesoscale statistical variance observed by Earth-observing satellites at temperature-sensitive frequencies above the instrumental noise floor is a measure of gravity wave activity. These types of observation have been made by a variety of satellite instruments have been an important validation tool for gravity wave parameterizations in global and mesoscale models. At Mars, the importance of topographic and non-topographic sources of gravity waves for the general circulation is now widely recognized and the target of recent modeling efforts. However, despite several ingenious studies, gravity wave activity near hypothetical lower atmospheric sources has been poorly and unsystematically characterized, partly because of the difficulty of separating the gravity wave activity from baroclinic wave activity and the thermal tides. Here will be presented a preliminary analysis of calibrated radiance variance at 15.4 microns (635-665 cm-1) from nadir, off-nadir, and limb observations by the Mars Climate Sounder on board Mars Reconnaissance Orbiter. The overarching methodology follows Wu and Waters (1996, 1997). Nadir, off-nadir, and lowest detector limb observations should sample variability with vertical weighting functions centered high in the lower atmosphere (20-30 km altitude) and full width half maximum (FWHM) 20 km but be sensitive to gravity waves with different horizontal wavelengths and slightly different vertical wavelengths. This work is supported by NASA's Mars Data Analysis Program (NNX14AM32G). References Wu, D.L. and J.W. Waters, 1996, Satellite observations of atmospheric variances: A possible indication of gravity waves, GRL, 23, 3631-3634. Wu D.L. and J.W. Waters, 1997, Observations of Gravity Waves with the UARS Microwave Limb Sounder. In: Hamilton K. (eds) Gravity Wave Processes. NATO ASI Series (Series I: Environmental Change), vol 50. Springer, Berlin, Heidelberg.
Free fall characteristics of particle clusters in a vertical pipe
International Nuclear Information System (INIS)
Nakashima, K; Johno, Y; Shigematsu, T
2009-01-01
When powder forms a weak interaction particle cluster in a gas-solid flow, the rate of fall of the cluster exceeds the terminal velocity of the individual particles (Slack, 1963; Marzocchella et al., 1991). However, the relationship between the unsteady characteristics of the free-fall of the particle cluster and the geometric condition of the experiment is not clear. We performed a simple experiment in which powder of a certain mass falls in a vertical pipe. When the powder falls in the vertical pipe, the distribution length of the powder expands, and the particle volume fraction is dense in the lower part, and is thin in the upper part. The fall velocity of the lower edge of the powder cluster and the flow rate of air generated by the powder fall were measured. We obtained the following results. The relative velocity of free-fall of the particle cluster has no relation to the individual particle diameters. The characteristic of a particle cluster exists unless the cluster has very high void fraction.
DEFF Research Database (Denmark)
2010-01-01
The present invention provides a light source (2) for light circuits on a silicon platform (3). A vertical laser cavity is formed by a gain region (101) arranged between a top mirror (4) and a bottom grating-mirror (12) in a grating region (11) in a silicon layer (10) on a substrate. A waveguide...... (18, 19) for receiving light from the grating region (11) is formed within or to be connected to the grating region, and functions as an 5 output coupler for the VCL. Thereby, vertical lasing modes (16) are coupled to lateral in-plane modes (17, 20) of the in-plane waveguide formed in the silicon...
Cosmic string induced peculiar velocities
International Nuclear Information System (INIS)
van Dalen, A.; Schramm, D.N.
1987-02-01
We calculate analytically the probability distribution for peculiar velocities on scales from 10h -1 to 60h -1 Mpc with cosmic string loops as the dominant source of primordial gravitational perturbations. We consider a range of parameters βGμ appropriate for both hot (HDM) and cold (CDM) dark matter scenarios. An Ω = 1 CDM Universe is assumed with the loops randomly placed on a smooth background. It is shown how the effects can be estimated of loops breaking up and being born with a spectrum of sizes. It is found that to obtain large scale streaming velocities of at least 400 km/s it is necessary that either a large value for βGμ or the effect of loop fissioning and production details be considerable. Specifically, for optimal CDM string parameters Gμ = 10 -6 , β = 9, h = .5, and scales of 60h -1 Mpc, the parent size spectrum must be 36 times larger than the evolved daughter spectrum to achieve peculiar velocities of at least 400 km/s with a probability of 63%. With this scenario the microwave background dipole will be less than 800 km/s with only a 10% probability. The string induced velocity spectrum is relatively flat out to scales of about 2t/sub eq//a/sub eq/ and then drops off rather quickly. The flatness is a signature of string models of galaxy formation. With HDM a larger value of βGμ is necessary for galaxy formation since accretion on small scales starts later. Hence, with HDM, the peculiar velocity spectrum will be larger on large scales and the flat region will extend to larger scales. If large scale peculiar velocities greater than 400 km/s are real then it is concluded that strings plus CDM have difficulties. The advantages of strings plus HDM in this regard will be explored in greater detail in a later paper. 27 refs., 4 figs., 1 tab
DEFF Research Database (Denmark)
Sakai, S.; Ustinov, A. V.; Kohlstedt, H.
1994-01-01
Characteristic velocities of the electromagnetic waves propagating in vertically stacked Josephson transmission are theoretically discussed. An equation for solving n velocities of the waves in an n Josephson-junction stack is derived. The solutions of two- and threefold stacks are especially...... focused on. Furthermore, under the assumption that all parameters of the layers are equal, analytic solutions for a generic N-fold stack are presented. The velocities of the waves in two- and three-junction stacks by Nb-Al-AlOx-Nb systems are experimentally obtained by measuring the cavity resonance...
Galactic Subsystems on the Basis of Cumulative Distribution of Space Velocities
Directory of Open Access Journals (Sweden)
Vidojević, S.
2008-12-01
Full Text Available A sample containing $4,614$ stars with available space velocities and high-quality kinematical data from the Arihip Catalogue is formed. For the purpose of distinguishing galactic subsystems the cumulative distribution of space velocities is studied. The fractions of the three subsystems are found to be: thin disc 92\\%, thick disc 6\\% and halo 2\\%. These results are verified by analysing the elements of velocity ellipsoids and the shape and size of the galactocentric orbits of the sample stars, i.e. the planar and vertical eccentricities of the orbits.
Angle independent velocity spectrum determination
DEFF Research Database (Denmark)
2014-01-01
An ultrasound imaging system (100) includes a transducer array (102) that emits an ultrasound beam and produces at least one transverse pulse-echo field that oscillates in a direction transverse to the emitted ultrasound beam and that receive echoes produced in response thereto and a spectral vel...... velocity estimator (110) that determines a velocity spectrum for flowing structure, which flows at an angle of 90 degrees and flows at angles less than 90 degrees with respect to the emitted ultrasound beam, based on the received echoes....
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.
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
Smith, Charlee C., Jr.; Lovell, Powell M., Jr.
1954-01-01
An investigation is being conducted to determine the dynamic stability and control characteristics of a 0.13-scale flying model of Convair XFY-1 vertically rising airplane. This paper presents the results of flight and force tests to determine the stability and control characteristics of the model in vertical descent and landings in still air. The tests indicated that landings, including vertical descent from altitudes representing up to 400 feet for the full-scale airplane and at rates of descent up to 15 or 20 feet per second (full scale), can be performed satisfactorily. Sustained vertical descent in still air probably will be more difficult to perform because of large random trim changes that become greater as the descent velocity is increased. A slight steady head wind or cross wind might be sufficient to eliminate the random trim changes.
One kind of atmosphere-ocean three layer model for calculating the velocity of ocean current
Energy Technology Data Exchange (ETDEWEB)
Jing, Z; Xi, P
1979-10-01
A three-layer atmosphere-ocean model is given in this paper to calcuate the velocity of ocean current, particularly the function of the vertical coordinate, taking into consideratiln (1) the atmospheric effect on the generation of ocean current, (2) a calculated coefficient of the eddy viscosity instead of an assumed one, and (3) the sea which actually varies in depth.
Recovery of Stokes waves from velocity measurements on an axis of symmetry
International Nuclear Information System (INIS)
Matioc, Bogdan-Vasile
2015-01-01
We provide a new method to recover the profile of Stokes waves, and more generally of waves with smooth vorticity, from measurements of the horizontal velocity component on a vertical axis of symmetry of the wave surface. Although we consider periodic waves only, the extension to solitary waves is straightforward. (paper)
Miehls, Scott M.; Johnson, Nicholas; Haro, Alexander
2017-01-01
We tested the efficacy of a vertically oriented field of pulsed direct current (VEPDC) created by an array of vertical electrodes for guiding downstream-moving juvenile Sea Lampreys Petromyzon marinus to a bypass channel in an artificial flume at water velocities of 10–50 cm/s. Sea Lampreys were more likely to be captured in the bypass channel than in other sections of the flume regardless of electric field status (on or off) or water velocity. Additionally, Sea Lampreys were more likely to be captured in the bypass channel when the VEPDC was active; however, an interaction between the effects of VEPDC and water velocity was observed, as the likelihood of capture decreased with increases in water velocity. The distribution of Sea Lampreys shifted from right to left across the width of the flume toward the bypass channel when the VEPDC was active at water velocities less than 25 cm/s. The VEPDC appeared to have no effect on Sea Lamprey distribution in the flume at water velocities greater than 25 cm/s. We also conducted separate tests to determine the threshold at which Sea Lampreys would become paralyzed. Individuals were paralyzed at a mean power density of 37.0 µW/cm3. Future research should investigate the ability of juvenile Sea Lampreys to detect electric fields and their specific behavioral responses to electric field characteristics so as to optimize the use of this technology as a nonphysical guidance tool across variable water velocities.
Premotor neurons encode torsional eye velocity during smooth-pursuit eye movements
Angelaki, Dora E.; Dickman, J. David
2003-01-01
Responses to horizontal and vertical ocular pursuit and head and body rotation in multiple planes were recorded in eye movement-sensitive neurons in the rostral vestibular nuclei (VN) of two rhesus monkeys. When tested during pursuit through primary eye position, the majority of the cells preferred either horizontal or vertical target motion. During pursuit of targets that moved horizontally at different vertical eccentricities or vertically at different horizontal eccentricities, eye angular velocity has been shown to include a torsional component the amplitude of which is proportional to half the gaze angle ("half-angle rule" of Listing's law). Approximately half of the neurons, the majority of which were characterized as "vertical" during pursuit through primary position, exhibited significant changes in their response gain and/or phase as a function of gaze eccentricity during pursuit, as if they were also sensitive to torsional eye velocity. Multiple linear regression analysis revealed a significant contribution of torsional eye movement sensitivity to the responsiveness of the cells. These findings suggest that many VN neurons encode three-dimensional angular velocity, rather than the two-dimensional derivative of eye position, during smooth-pursuit eye movements. Although no clear clustering of pursuit preferred-direction vectors along the semicircular canal axes was observed, the sensitivity of VN neurons to torsional eye movements might reflect a preservation of similar premotor coding of visual and vestibular-driven slow eye movements for both lateral-eyed and foveate species.
Wind stress, curl and vertical velocity in the Bay of Bengal during southwest monsoon, 1984
Digital Repository Service at National Institute of Oceanography (India)
Babu, M.T.; Heblekar, A.K.; Murty, C.S.
Wind distribution observed during southwest monsoon of 1984 has used to derive the mean wind stress for the season at every 1 degree square grid and curl over the Bay of Bengal. Two regions of maximum wind stress are present over the Bay of Bengal...
Digital Repository Service at National Institute of Oceanography (India)
Horii, T.; Masumoto, Y.; Ueki, I.; PrasannaKumar, S.; Mizuno, K.
to the theoretical solution of the equatorial waves [Matsuno, 1966] and the phase speed of the baroclinic mode, the wave that has meridional current on the equator with a quasi-biweekly period is the anti-symmetric mixed Rossby-gravity wave. In the wave... and conclusions are given in section 5. 2. Field Experiment, Data, and Methods 2.1. MISMO Ocean Observation [8] The goal of MISMO was to observe atmospheric conditions and variability associated with intraseasonal disturbances and resulting ocean responses...
Vertical reactor coolant pump instabilities
International Nuclear Information System (INIS)
Jones, R.M.
1985-01-01
The investigation conducted at the Tennessee Valley Authority's Sequoyah Nuclear Power Plant to determine and correct increasing vibrations in the vertical reactor coolant pumps is described. Diagnostic procedures to determine the vibration causes and evaluate the corractive measures taken are also described
Magnetic Field Fluctuations Due to Diel Vertical Migrations of Zooplankton
Dean, C.; Soloviev, A.
2016-12-01
Dean et al. (2016) have indicated that at high zooplankton concentrations, diel vertical migrations (DVM) cause velocity fluctuations and a respective increase of the dissipation rate of turbulent kinetic energy (TKE). In this work, we used a 3D non-hydrostatic computational fluid dynamics model with Lagrangian particle injections (a proxy for migrating organisms) via a discrete phase model to simulate the effect of turbulence generation by DVM. We tested a range of organism concentrations from 1000 to 10,000 organisms/m3. The simulation at an extreme concentration of zooplankton showed an increase in dissipation rate of TKE by two to three orders of magnitude during DVM over background turbulence, 10-8 W kg-1. At lower concentrations (Frank, J. Wood, 2016: Biomixing due to diel vertical migrations of zooplankton. Ocean Modelling 98, 51-64.
ISAL experiment documentation of vertical tail and OMS pods
1983-01-01
Investigation of Space Transportation System (STS) Atmospheric Luminosities (ISAL) experiment documentation includes vertical tail and orbital maneuvering system (OMS) pods with surface glow against the blackness of space. This glowing scene was provided by a long duration exposure with a 35mm camera aimed toward the tail of the Earth-orbiting Challenger, Orbiter Vehicle (OV) 099. OV-099 was maneuvered to a 120-nautical-mile altitude and flown with open payload bay (PLB) in the velocity vector for the conducting of a test titled, 'Evaluation of Oxygen Interaction with Materials (EOIM)'. Atomic oxygen within the low orbital environment is known to be extremely reactive when in contact with solid surfaces. In the darkened area between the camera and the glowing OMS pods and vertical stabilizer are two trays of test materials.
International Nuclear Information System (INIS)
Philip, Jimmy; Baidya, Rio; Hutchins, Nicholas; Monty, Jason P; Marusic, Ivan
2013-01-01
The effect of finite dimensions of ∨- and ×-probes is investigated for the measurement of mean and variances of streamwise and spanwise velocities in wall-turbulence. The probes are numerically simulated using a Direct Numerical Simulation database of channel flow at a friction Reynolds number (Re τ ) of 934 by varying the probe parameters, namely, the wire-lengths (l), the angle between the wires (θ) and the spacing between the wires (Δs). A single inclined wire is first studied to isolate the effect of l and θ. Analytical expressions for the variances of the streamwise and spanwise velocities are derived by applying a linear-box-type filter to the unfiltered velocity field for both ∨- and ×-probes (at θ = 45°, and arbitrary l and Δs). A similar expression for the streamwise variance in the case of a single inclined wire (for arbitrary l and θ) is also derived. These analytical expressions, supplemented with a model for the correlation over the wire-length, compare favourably with the numerical simulation results, and more importantly explain various trends that are observed in the variances with varying parameters. Close to the wall (where the errors are generally higher) the errors in spanwise variances of the ×-probes are much lower than the ∨-probes, owing to an ‘error-cancelling’ mechanism present in ×-probes due to the effect of l and Δs, as well as due to the procedure of recovering the velocities from two wires. The errors in the streamwise variances are comparable for both ∨- and ×-probes. On the other hand, mean velocities are measured with almost no error by the ∨-probe, whereas the ×-probe induces finite errors in mean velocities due to the fact that the two wires experience different mean velocities in ×-probes unlike ∨-probes. These results are explained using the corresponding analytical results, which also show that under the effect of a linear filter, measured variances depend only on the fluctuating velocities
International Nuclear Information System (INIS)
Sato, Hiroyuki; Kobayashi, Jun; Miyakoshi, Hiroyuki; Kamide, Hideki
2009-01-01
A sodium cooled fast reactor is designed to attain a high burn-up core in a feasibility study on commercialized fast reactor cycle systems. In high burn-up fuel subassemblies, deformation of fuel pin due to the swelling and thermal bowing may decrease local flow velocity via change of flow area in the subassembly and influence the heat removal capability. Therefore, it is of importance to obtain the flow velocity distribution in a wire wrapped pin bundle. A 2.5 times enlarged 7-pin bundle water model was applied to investigate the detailed velocity distribution in an inner subchannel surrounded by 3 pins with wrapping wire. The test section consisted of a hexagonal acrylic duct tube and fluorinated resin pins which had nearly the same refractive index with that of water and a high light transmission rate. The velocity distribution in an inner subchannel with the wrapping wire was measured by PIV (Particle Image Velocimetry) through the front and lateral sides of the duct tube. In the vertical velocity distribution in a narrow space between the pins, the wrapping wire decreased the velocity downstream of the wire and asymmetric flow distribution was formed between the pin and wire. In the horizontal velocity distribution, swirl flow around the wrapping wire was obviously observed. The measured velocity data are useful for code validation of pin bundle thermalhydraulics. (author)
CFD simulations of a bubbly flow in a vertical pipe
International Nuclear Information System (INIS)
Krepper, E.
2000-01-01
Even at the very simple conditions of two phase flow in a vertical pipe, strong 3D effects are observed. The distribution of the gas phase over the cross section varies significantly between the different flow patterns, which are known for the vertical two-phase flow. The air water flow in a vertical tube having a diameter of 50 mm and a length of about 3 m was investigated in steady state tests for different liquid and gas superficial velocities. Several two phase flow measuring techniques were used. Applying a wire mesh sensor, developed in FZR, the void fraction could be determined over the whole cross section of the pipe. The working principle is based on the measurement of the local instantaneous conductivity of the two-phase mixture. At the investigated flow velocities, the rate of the image acquisition is sufficient to record the same bubble several times. This enables to determine bubble diameter distributions. Applying two similar wire mesh sensors with a distance of 50 mm one above the other, the influence of the wire mesh to the flow could be investigated. No essential disturbances of the two-phase flow by the mesh could be found for the investigated flow regimes. Performing an auto correlation between the signals of both sensors, also profiles of the gas velocity were determined. In the CFD code CFX-4.2 several two-phase flow models were available. Using the code, volume fraction profiles were calculated and compared to the measured results for bubble flow regimes, to investigate the capability of these models (see also Krepper and Prasser [4] (1999)). (orig.)
ROTATIONAL VELOCITIES FOR M DWARFS
International Nuclear Information System (INIS)
Jenkins, J. S.; Ramsey, L. W.; Jones, H. R. A.; Pavlenko, Y.; Barnes, J. R.; Pinfield, D. J.; Gallardo, J.
2009-01-01
We present spectroscopic rotation velocities (v sin i) for 56 M dwarf stars using high-resolution Hobby-Eberly Telescope High Resolution Spectrograph red spectroscopy. In addition, we have also determined photometric effective temperatures, masses, and metallicities ([Fe/H]) for some stars observed here and in the literature where we could acquire accurate parallax measurements and relevant photometry. We have increased the number of known v sin i values for mid M stars by around 80% and can confirm a weakly increasing rotation velocity with decreasing effective temperature. Our sample of v sin is peak at low velocities (∼3 km s -1 ). We find a change in the rotational velocity distribution between early M and late M stars, which is likely due to the changing field topology between partially and fully convective stars. There is also a possible further change in the rotational distribution toward the late M dwarfs where dust begins to play a role in the stellar atmospheres. We also link v sin i to age and show how it can be used to provide mid-M star age limits. When all literature velocities for M dwarfs are added to our sample, there are 198 with v sin i ≤ 10 km s -1 and 124 in the mid-to-late M star regime (M3.0-M9.5) where measuring precision optical radial velocities is difficult. In addition, we also search the spectra for any significant Hα emission or absorption. Forty three percent were found to exhibit such emission and could represent young, active objects with high levels of radial-velocity noise. We acquired two epochs of spectra for the star GJ1253 spread by almost one month and the Hα profile changed from showing no clear signs of emission, to exhibiting a clear emission peak. Four stars in our sample appear to be low-mass binaries (GJ1080, GJ3129, Gl802, and LHS3080), with both GJ3129 and Gl802 exhibiting double Hα emission features. The tables presented here will aid any future M star planet search target selection to extract stars with low v
Downward velocity distribution of free surface vortex in a cylindrical vessel
International Nuclear Information System (INIS)
Ohguri, Youhei; Monji, Hideaki; Kamide, Hideki
2008-01-01
The aim of this study is to reveal the basic flow characteristics, especially downward velocity, of the free surface vortex. The flow field at the vertical cross section in a cylindrical vessel was measured by using PIV. The measurement results showed the inclined vortex center due to the un-axisymmetric structure of the vessel. Therefore, the maximum downward velocity on the cross section was discussed with the depth. The relation between the maximum downward velocity and the depth showed the tendency where the downward velocity increased with the depth non-linearly. By using dye, the downward velocity was also measured but its results showed a little difference from that by PIV. (author)
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
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
DEFF Research Database (Denmark)
Wieland, Kai; Jarre, Astrid
1997-01-01
An artificial neural network (ANN) model was established to predict the vertical distribution of Baltic cod eggs. Data from vertical distribution sampling in the Bornholm Basin over the period 1986-1995 were used to train and test the network, while data sets from sampling in 1996 were used...... for validation. The model explained 82% of the variance between observed and predicted relative frequencies of occurrence of the eggs in relation to salinity, temperature and oxygen concentration; The ANN fitted all observations satisfactorily except for one sampling date, where an exceptional hydrographic...