The Impact of Uncertainty Shocks on the Cross-Section of Returns

Author(s):  
Woo Hwa Koh





2021 ◽  
Vol 2021 ◽  
pp. 1-12
Author(s):  
Zhanzhan Tang ◽  
Zhixiang He ◽  
Zheng Chen ◽  
Lingkun Chen ◽  
Hanyang Xue ◽  
...  

For an RC beam, the strength of steel rebar, the bonding strength between the concrete and reinforcement, and the bite action between the aggregates will deteriorate significantly due to corrosion. In the present study, 10 RC beams were designed to study the impact of corrosion on the shear bearing capacity. The mechanism of corrosion for stirrups and longitudinal bars and their effects were analyzed. Based on the existing experimental data, the correlation between the stirrup corrosion factor and the cross section loss rate was obtained. An effective prediction formula on the shear bearing capacity of the corroded RC beams was proposed and validated by the experimental results. Moreover, a numerical analysis approach based on the FE technique was proposed for the prediction of the shear strength. The results show that corrosion of the reinforcements could reduce the shear strength of the RC beams. The corrosion of stirrups can be numerically simulated by the reduction of the cross section. The formulae in the literature are conservative and the predictions are very dispersed, while the predictions by the proposed formula agree very well with the experiment results.



2006 ◽  
Vol 21 (07) ◽  
pp. 549-558 ◽  
Author(s):  
B. BLOK ◽  
L. FRANKFURT

We investigate the effective field theory (EFT) which gives the approximate description of the scattering of two hard small dipoles in the small x processes in QCD near the black disc limit (BDL). We argue that the perturbative QCD approaches predict the existence of tachyon and visualize it in the approximation where α′P=0. We demonstrate that the high energy behavior of the cross-section depends strongly on the diffusion law in the impact parameter plane. On the other hand, almost threshold behavior of the cross section of the hard processes and multiplicities, i.e. fast increase of cross sections (color inflation), melting of ladders into color network and softening of the longitudinal distributions of hadrons are qualitatively insensitive to the value of diffusion in the impact parameter space. We evaluate α′P near the black disk limit and find significant α′P as the consequence of the probability conservation.



2020 ◽  
Vol 225 ◽  
pp. 03009
Author(s):  
P. Haroková ◽  
M. Lovecký

One of the objectives of reactor dosimetry is determination of activity of irradiated dosimeters, which are placed on reactor pressure vessel surface, and calculation of neutron flux in their position. The uncertainty of calculation depends mainly on the choice of nuclear data library, especially cross section used for neutron transport and cross section used as the response function for neutron activation. Nowadays, number of libraries already exists and can be still used in some applications. In addition, new nuclear data library was recently released. In this paper, we have investigated the impact of the cross section libraries on activity of niobium, one of the popular materials used as neutron fluence monitor. For this purpose, a MCNP6 model of VVER-1000 was made and we have compared the results between 14 commonly used cross section libraries. A possibility of using IRDFF library in activation calculations was also considered. The results show good agreement between the new libraries, with the exception of the most recent ENDF/B-VIII.0, which should be further validated.



2019 ◽  
Vol 33 (9) ◽  
pp. 4367-4402 ◽  
Author(s):  
Sudheer Chava ◽  
Alex Hsu

Abstract We analyze the impact ofa unanticipated monetary policy changes on the cross-section of U.S. equity returns. Financially constrained firms earn a significantly lower (higher) return following surprise interest rate increases (decreases) as compared to unconstrained firms. This differential return response between constrained and unconstrained firms appears after a delay of 3 to 4 days. Further, unanticipated Federal funds rate increases are associated with a larger decrease in expected cash flow news, but not discount rate news, for constrained firms relative to unconstrained firms. Authors have furnished an Internet Appendix, which is available on the Oxford University Press Web site next to the link to the final published paper online.



2014 ◽  
Vol 1044-1045 ◽  
pp. 1538-1540 ◽  
Author(s):  
Yi Lin Fan ◽  
Bei Chen Cheng ◽  
Li Li Cao ◽  
Kun Cheng Huang

In this paper, we study the impact of city driveway occupancy on the urban road traffic capacity. Through the analysis of the scene of an accident case, we gained the vehicle statistics within a cross section in unit time and then did calculation and simulation. The work is concluded as a reasonable model of vehicle queue relationship evaluation.First, on the base of the definition of traffic capacity, statistics of the cars in the cross section before the accident, during the accident and after the accident have been respectively acquired in unit time (1 min). Then we employ Matlab to do the interpolation fitting, drawing the change of actual capacity of the road from the beginning time of an accident to the time when traffic resumes. The work comes to a conclusion that the change of the capacity at the cross section has a pattern of periodic fluctuation.



Author(s):  
Ranil Banneyake ◽  
Ayman Eltaher ◽  
Paul Jukes

Ovalization of the cross-section of bends under in-plane bending (a.k.a. Brazier effect) is a known phenomenon caused by the longitudinal stress acting on the cross-section as the pipe bends. Besides its tendency to induce stresses in the bend above what is predicted using simple beam theory, excessive cross-section ovalization is particularly critical to subsea pipes, as it can lead to collapse of the pipe under external pressure. Also, being in a plastic regime may cause the bend material to ratchet and undergo excessive strains under cyclic operational loads, especially under high-pressure high-temperature (HPHT) conditions. Ovalization normally results in local increase of stresses and could lead to failure of the bend before the bend globally reaches its limiting capacity. The offshore industry standards and design codes address the impact of initial ovality in straight pipes, but their applicability to bends is not clear. Therefore, this paper presents an investigation into the increased tendency of thin-walled bends to ovalize, and the effect of bend cross-section ovalization on their stiffness and yielding and collapse limit states, with emphasis on offshore applications. Due to the lack of analytical solutions for the bend response taking into account cross-section ovalization, finite element analysis (FEA) is used in this study. Predictions of the bend models are compared with those of straight pipe models and predictions of models of the bend made of beam elements (with pipe section) are compared with those of models made of brick /shell elements. The increased tendency of thin-walled bends to ovalize compared to straight pipes is investigated (e.g. 100 times in the linear range), and the impact and significance of ovalization in bends are assessed (e.g., stress increase of the order of 35% has been observed in some example situations). Also discussed in the paper is the selection of proper element specifications in order to accurately capture the ovalization response while keeping the computational cost manageable. Recommendations as to how to account for ovalization effects are presented. This paper helps to gain a better understanding of the response of subsea thin-walled bends under in-plane bending and their comparatively high tendency to ovalize compared to straight pipe, and emphasizes the significance of local effects such as cross-section ovalization, the overlooking of which may result in a significant underestimation of involved stresses and strains.



2020 ◽  
Vol 180 ◽  
pp. 03024
Author(s):  
Gabriela Milian ◽  
Sorin-Ştefan Biriş ◽  
George Ipate ◽  
Alexandru Hristea ◽  
Cristian Sorica ◽  
...  

A directional response for a partially filled tank with agro-food liquids incorporates the motion of the free surface due to roll and longitudinal accelerations into the dynamic tank model. This paper presents an analysis of efficaciousness of different designs of baffles for two different tank, to limit the impact of the response given by the liquid on the tank walls. In this paper modelling of the behaviour of the cross-section circular and ellipsoidal tank with baffles, partially filled with liquids agro-food, was developed, which performs a braking-in-a-turn manoeuver. Two different tank truck models have been used to simulate the sloshing effect of agro-food liquid cargo. Is also studied the two geometric models of the tank was done by using SolidWorks and simulating the behaviour of the tank ANSYS-CFX. In this study, there were simulated and modeled two models of tank-type “X”, respectively type “Y” used for the storage and transport of liquid agro-food products, namely water, for different speeds (v = 14m / s and v = 20m / s) and two filling levels of the tank trucks (40% and 80%). The results obtained were compared the behaviour of the tank partially filled into a braking-in-a-turn manoeuver, in which the total values of the deformations that appear as a result of the impact due to the movement of the liquid inside the tank trucks.



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