scholarly journals DISCOUNT CURVE ESTIMATION BY MONOTONIZING MCCULLOCH SPLINES

2008 ◽  
Vol 11 (05) ◽  
pp. 529-544 ◽  
Author(s):  
HOLGER DETTE ◽  
DANIEL ZIGGEL
Keyword(s):  
Main Idea ◽  
Density Estimate ◽  
New Method ◽  
Numerical Inversion ◽  
Discount Function ◽  
Simple Modification ◽  
Curve Estimation ◽  
Final Estimate ◽  
Predicted Values

In this paper a new method for monotone estimation of discount curves is proposed. The main idea of this approach is a simple modification of the commonly used (unconstrained) McCulloch Spline. We construct an integrated density estimate from the predicted values of the discount curve. It can be shown that this statistic is an estimate of the inverse of the discount function and the final estimate can be obtained by a numerical inversion. The resulting procedure is simple and we have implemented it in Excel and VBA, respectively. The performance is illustrated by several examples, in which the curve was previously estimated with an unconstrained McCulloch Spline.

Gap Test of Crack-Parallel Stress Effect on Quasibrittle Fracture and Its Consequences

2020 ◽  
Vol 87 (7) ◽  
Author(s):  
Hoang Thai Nguyen ◽  
Madura Pathirage ◽  
Gianluca Cusatis ◽  
Zdeněk P. Bažant
Keyword(s):  
Compressive Stress ◽  
Process Zone ◽  
Main Idea ◽  
Stress Effect ◽  
Test Beam ◽  
Simple Modification ◽  
Out Of Plane ◽  
Three Point Bend Test ◽  
Strength Models ◽  
Gap Test

Abstract In the standard fracture test specimens, the crack-parallel normal stress is negligible. However, its effect can be strong, as revealed by a new type of experiment, briefly named the gap test. It consists of a simple modification of the standard three-point-bend test whose main idea is to use plastic pads with a near-perfect yield plateau to generate a constant crack-parallel compression and install the end supports with a gap that closes only when the pads yield. This way, the test beam transits from one statically determinate loading configuration to another, making evaluation unambiguous. For concrete, the gap test showed that moderate crack-parallel compressive stress can increase up to 1.8 times the Mode I (opening) fracture energy of concrete, and reduce it to almost zero on approach to the compressive stress limit. To model it, the fracture process zone must be characterized tensorially. We use computer simulations with crack-band microplane model, considering both in-plane and out-of-plane crack-parallel stresses for plain and fiber-reinforced concretes, and anisotropic shale. The results have broad implications for all quasibrittle materials, including shale, fiber composites, coarse ceramics, sea ice, foams, and fone. Except for negligible crack-parallel stress, the line crack models are shown to be inapplicable. Nevertheless, as an approximation ignoring stress tensor history, the crack-parallel stress effect may be introduced parametrically, by a formula. Finally we show that the standard tensorial strength models such as Drucker–Prager cannot reproduce these effects realistically.

Estimation of the Acoustic Scattering Matrix for a Centrifugal Pump

2002 ◽  
Author(s):  
M. J. R. Bardeleben ◽  
D. S. Weaver
Keyword(s):  
Centrifugal Pump ◽  
Acoustic Scattering ◽  
Past Research ◽  
Scattering Matrix ◽  
Transmission Matrix ◽  
Inertial Effects ◽  
Simple Modification ◽  
Pump Housing ◽  
New Form ◽  
Predicted Values

This paper presents the results of a theoretical and experimental investigation into the acoustic scattering matrix for a centrifugal pump. Background is provided which examines past research into acoustic two-port models, illustrating the benefits and laying the groundwork for the current incarnation of the scattering matrix. The results reveal that the traditional form of the transmission matrix is not adequate for predicting the parameters of the scattering matrix and a new form is suggested. With a simple modification, the predicted values successfully capture the trend in the experimental data. The presented research is still ongoing, looking to improve the model by including the compliance of the pump housing and inertial effects at the pump ports.

A ratio estimator for bias correction in logarithmic regressions

1991 ◽  
Vol 21 (5) ◽  
pp. 720-724 ◽  
Author(s):  
P. Snowdon
Keyword(s):  
Bias Correction ◽  
Lognormal Distribution ◽  
The Other ◽  
New Method ◽  
Ratio Estimator ◽  
Sample Mean ◽  
The Mean ◽  
Predicted Values ◽  
Simulated Sampling

It is recommended that the proportional bias in logarithmic regressions be estimated from the ratio of the arithmetic sample mean and the mean of the back-transformed predicted values from the regression. Under the assumption of a lognormal distribution of errors, the conditions for application of this ratio estimator are optimal. A simulated sampling study has shown that this method gives more reliable results than the methods recommended by Baskerville (G.L. Baskerville. 1972. Can. J. For. Res. 2: 49–53) or that derived by Finney (D.J. Finney. 1941. J. R. Stat. Soc. 7(Suppl): 55–61). The new method is also less sensitive to departures from the assumption of a lognormal distribution than the other two methods.

APPLICATION OF THE PHOTO-INDUCED CHARGE EFFECT TO STUDY LIQUIDS AND GASES

2000 ◽  
Vol 07 (03) ◽  
pp. 211-212 ◽  
Author(s):  
O. IVANOV ◽  
L. KONSTANTINOV
Keyword(s):  
Main Idea ◽  
The State ◽  
New Method ◽  
Charge Effect ◽  
Induced Charge

The possibility is shown of developing a new method based on the surface photo-charge effect (SPCE) to study liquids, gases and vapors. The main idea is that, due to the strong susceptibility of this effect to the state of the irradiated interface, each change in the liquid- or gas-contacting surfaces would cause changes in the observed signals. The experiments performed so far support such a possibility.

On Axisymmetric Residual Stresses in Tubes With Longitudinally Nonuniform Stress Distribution

1993 ◽  
Vol 60 (2) ◽  
pp. 300-309 ◽  
Author(s):  
T. Nishimura
Keyword(s):  
Residual Stress ◽  
Finite Element ◽  
Stress Distribution ◽  
Residual Stresses ◽  
Diffraction Method ◽  
Residual Stress Distribution ◽  
New Method ◽  
Element Analysis ◽  
Simple Modification ◽  
X Ray

New equations for calculating residual stress distribution are derived from the theory of elasticity for tubes. The initial distribution of the stresses including the shearing stress is computed from longitudinal distributions of residual stresses measured by the X-ray methods at the surface after removal of successive concentric layers of material. For example, the residual stresses of a steel tube quenched in water were measured by the X-ray diffraction method. The new method was also applied to a short tube with hypothetical residual stress distribution. An alternative finite element analysis was made for a verification. The residual stresses computed by finite element modeling agreed well with the hypothetical residual stresses measured. This shows that good results can be expected from the new method. The equations can also be used for bars by simple modification.

A fast new method for frequency-filter analysis of surface waves: Application in the west pacific

1978 ◽  
Vol 68 (4) ◽  
pp. 1031-1048
Author(s):  
Stephanie Seneff
Keyword(s):  
Rayleigh Waves ◽  
Bandpass Filter ◽  
Computation Time ◽  
New Method ◽  
Center Frequency ◽  
Analysis Method ◽  
Simple Modification ◽  
Surface Wave Data ◽  
Group Velocities ◽  
Filter Analysis

abstract A very simple modification to the Dziewonski multiple filter analysis method for surface-wave data yields a 90 per cent reduction in computation time. The method involves a frequency shift such that the center frequency of the bandpass filter is moved to the origin. The effect is to greatly reduce the apparent bandwidth and allow a reduction of the inverse transform size down to only 256 points. The new method was used to analyze Rayleigh waves for 32 paths to Guam in the southwest Pacific. Results support the existence of a very thick crustal region north of the Fiji Plateau. Data from Samoa exhibited the highest group velocities, peaking at 4.0 km/sec; other regions generally showed anomalously low-group velocities, reflecting the anomalous mantle structure known to exist in many parts of the region.

A Modification of the Classic Technique for Expansion Duroplasty of the Posterior Fossa

2007 ◽  
Vol 60 (suppl_2) ◽  
pp. ONS-60-ONS-62 ◽  
Author(s):  
Fahrad Pirouzmand ◽  
William S. Tucker
Keyword(s):  
Posterior Fossa ◽  
Foramen Magnum ◽  
New Method ◽  
Simple Modification ◽  
Traditional Technique ◽  
Transverse Expansion ◽  
Classic Technique ◽  
Dural Opening ◽  
Small Posterior Fossa

Abstract Objective: Expansion of the posterior fossa is the goal in treatment of many neurosurgical diseases sharing a small posterior fossa and/or tightness at the level of foramen magnum. To further enhance the dural opening at the level of foramen magnum, a modification in the duroplasty technique is suggested. Methods: A simple modification of the classic Y-shaped technique for expansion duroplasty of the posterior fossa is described. This includes an “inverse V-shaped” extension at the bottom of linear durotomy. Results: The key advantage of this technique is creating more transverse expansion of the dural opening in the lower part of duroplasty. This technique has been used in six patients with no technical difficulties or complications. Conclusion: This new method of dural opening provides a safe and likely efficient addition to the traditional technique of posterior fossa durotomy.

scholarly journals A New Method Based on PROMETHEE and TODIM for Multi-Attribute Decision-Making with Single-Valued Neutrosophic Sets

Mathematics ◽  
2020 ◽  
Vol 8 (10) ◽  
pp. 1816
Author(s):  
Dongsheng Xu ◽  
Xiaolan Wei ◽  
Hui Ding ◽  
Hongqiong Bin
Keyword(s):  
Decision Making ◽  
Main Idea ◽  
New Method ◽  
Calculation Formula ◽  
Neutrosophic Sets ◽  
Promethee Method ◽  
Todim Method ◽  
Multi Attribute Decision Making ◽  
Ranking Of Alternatives ◽  
The Difference

Single-valued neutrosophic sets (SVNSs) can effectively describe the multi-attribute decision-making (MADM) problems which are characterized by incompleteness and uncertainty. Aiming at the MADM problem of SVNSs, a series of methods are proposed to solve the problem, such as the TODIM and PROMETHEE methods. The main idea of the TODIM method is to establish a relative superiority function of scheme relative to other schemes based on the value function of prospect theory, and the ranking of alternatives is determined according to the obtained superiority. In the PROMETHEE method, the decision maker selects the preference function for each attribute according to their preference, and then calculates the priority index, inflow, outflow and net flow according to the difference of the attribute values of scheme, so as to determine the ranking of alternatives. In this paper, a new method based on PROMETHEE and TODIM is proposed to solve the MADM problem under the single-valued neutrosophic environment. Based on the calculation formula of inflow and outflow in PROMETHEE method, and the calculation formula of overall dominance in the TODIM method, a new integrated formula is obtained.

scholarly journals Frequency Weighted Controller Order Reduction (Part I)

2010 ◽  
Vol 61 (3) ◽  
pp. 141-148 ◽  
Author(s):  
Roozbeh Sadeghian ◽  
Paknosh Karimaghaee ◽  
Alireza Khayatian
Keyword(s):  
Model Reduction ◽  
Linear Time ◽  
Main Idea ◽  
Order Reduction ◽  
New Method ◽  
Frequency Model ◽  
Linear Time Invariant ◽  
Linear Time Invariant Systems ◽  
Output Characteristics ◽  
The Stability

Frequency Weighted Controller Order Reduction (Part I) In this paper, a new method for controller reduction of linear time invariant systems is presented. The method is based on newly defined controllability and observability grammians which are calculated from input to state and state to output characteristics of the controller in a certain frequency domain. These grammians are defined for the closed loop system to keep the performance of original controller. The main idea of this method is based on Moores model reduction. The relation of this method with weighted frequency model reduction of Enns will be described by a commutative diagram. The stability property of the new method is investigated. It is shown that the stability for two sided weights can be preserved under certain conditions. The simulation results show the effectiveness of this novel technique.

scholarly journals A NEW TEACHING METHOD AIMED AT ELIMINATING THE CAUSES OF STUDENTS’ UNSUCCESSFUL ALGORITHMIC PROBLEM SOLVING WITH PARAMETER

2018 ◽  
Vol 76 (4) ◽  
pp. 499-519
Author(s):  
Dalibor Gonda ◽  
Anna Tirpakova
Keyword(s):  
Teaching Method ◽  
Main Idea ◽  
New Method ◽  
Algorithmic Problem ◽  
Algorithmic Solution ◽  
Solving Equations ◽  
Two Phases ◽  
Mathematical Didactics ◽  
Pedagogical Research

The new method of teaching the problems with a parameter was designed based on the identification of the reasons for the low success rate of the kids in solving the problems. In order to identify these causes and to find ways of their elimination, pedagogical research was carried out in two phases at selected universities of Slovakia (126 students) in 2016-2017. In the first stage the validity of the research hypothesis was confirmed, that the cause of the kids´ poor success in solving problems with the parameter is an algorithmic approach to their solution, a misunderstanding of the concept of a parameter and a formal determination of solvability conditions. Based on this, a new method of teaching the tasks with a parameter was developed. Its main idea is focusing on understanding the term parameter and showing its creative use in solving multiple tasks. In the second stage of the research, the success of the new teaching method was also verified experimentally. The results of the experiment confirmed the success of the students in solving the problems with the parameter, confirming that the basis of the success in solving the problems is the understanding of the term parameter and the ability to find their own solution to the task. It has turned out that the transition from the method of solving equations with a parameter by algorithms to the solution method by understanding the basic concepts and possibilities of their use is one of the methods to improve the teaching of mathematics. Keywords: algorithmic solution, formal conditions, mathematical didactics, problems with the parameter, understanding of the concept.

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