asymptotic dependence
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2021 ◽  
Vol 49 (5) ◽  
Author(s):  
Michaël Lalancette ◽  
Sebastian Engelke ◽  
Stanislav Volgushev

Author(s):  
Е. С. Онучин ◽  
◽  
В. А. Фельдштейн ◽  
Н. А. Товарнова ◽  
Л. Б. Васильченко ◽  
...  

Space orbital stations operations support consists an adoption of meaningful measures to protect space station against impacts of space debris and meteoroids. This goal can be reached by using multilayered protection shields that are made with the fabric material layers. Shields designing and modeling requires specific characteristics that define energy absorbed volume by the fabric destruction under impact. The paper describes the methodology and experimental determination method for absorbed energy volume results by using multilayer fabrics of orbital manned stations shielding constructions under distributed impulse loading caused by the space debris impacts. The energy absorbed volume by the multilayer fabrics is obtained from the experiments by analysis of specimen and flat metal projectile impact. Projectile was accelerated by the air gas gun. The obtained experimental determination results of energy absorbed volume in pressure range up to 1,5 GPa are given. Using the model of fabric as a porous material its energy absorption volume dependence in pressure range up to 10 GPa and compared with experimental data. It is shown that for materials with high porosity absorbed energy volume against pressure dependence is close to linear. Corresponding asymptotic dependence for materials with high porosity under the high pressure is obtained.


2021 ◽  
Vol 350 ◽  
pp. 00005
Author(s):  
Oksana Kozunova ◽  
Kristina Sirosh

In this paper, the authors consider the method of calculating an infinite system of cross beams on an elastic base by the variationaldifference method. The system of cross beams on an elastic base is most often modeled as shallow strip foundations for buildings of various functional purposes. The variation-difference method is one of the numerical and analytical methods for calculating building structures, it is based on the variational principles of the Ritz-Timoshenko method and on the minimum of the total potential energy of the entire system according to the Lagrange principle, and is also close to the real operating conditions of the foundation – base. A single-layer isotropic artificial base was used as an elastic base in the work, as an elastic layer limited in thickness. The algorithm of nonlinear calculation is based on the use of the iterative method of elastic solutions. The physical nonlinearity of the material of reinforced concrete beams is taken into account through the asymptotic dependence “Moment-curvature”. Numerical approbation of the results of elastic and nonlinear calculations of the system of cross beams on an elastic base was carried out using the MATHEMATICA software package.


2021 ◽  
Vol 9 (1) ◽  
pp. 179-198
Author(s):  
Cécile Mercadier ◽  
Paul Ressel

Abstract The paper investigates the Hoeffding–Sobol decomposition of homogeneous co-survival functions. For this class, the Choquet representation is transferred to the terms of the functional decomposition, and in addition to their individual variances, or to the superset combinations of those. The domain of integration in the resulting formulae is reduced in comparison with the already known expressions. When the function under study is the stable tail dependence function of a random vector, ranking these superset indices corresponds to clustering the components of the random vector with respect to their asymptotic dependence. Their Choquet representation is the main ingredient in deriving a sharp upper bound for the quantities involved in the tail dependograph, a graph in extreme value theory that summarizes asymptotic dependence.


Water ◽  
2020 ◽  
Vol 12 (12) ◽  
pp. 3314
Author(s):  
Oscar E. Jurado ◽  
Jana Ulrich ◽  
Marc Scheibel ◽  
Henning W. Rust

To explicitly account for asymptotic dependence between rainfall intensity maxima of different accumulation duration, a recent development for estimating Intensity-Duration-Frequency (IDF) curves involves the use of a max-stable process. In our study, we aimed to estimate the impact on the performance of the return levels resulting from an IDF model that accounts for such asymptotical dependence. To investigate this impact, we compared the performance of the return level estimates of two IDF models using the quantile skill index (QSI). One IDF model is based on a max-stable process assuming asymptotic dependence; the other is a simplified (or reduced) duration-dependent GEV model assuming asymptotic independence. The resulting QSI shows that the overall performance of the two models is very similar, with the max-stable model slightly outperforming the other model for short durations (d≤10h). From a simulation study, we conclude that max-stable processes are worth considering for IDF curve estimation when focusing on short durations if the model’s asymptotic dependence can be assumed to be properly captured.


Extremes ◽  
2020 ◽  
Author(s):  
Rob Shooter ◽  
Jonathan Tawn ◽  
Emma Ross ◽  
Philip Jonathan

Abstract Physical considerations and previous studies suggest that extremal dependence between ocean storm severity at two locations exhibits near asymptotic dependence at short inter-location distances, leading to asymptotic independence and perfect independence with increasing distance. We present a spatial conditional extremes (SCE) model for storm severity, characterising extremal spatial dependence of severe storms by distance and direction. The model is an extension of Shooter et al. 2019 (Environmetrics 30, e2562, 2019) and Wadsworth and Tawn (2019), incorporating piecewise linear representations for SCE model parameters with distance and direction; model variants including parametric representations of some SCE model parameters are also considered. The SCE residual process is assumed to follow the delta-Laplace form marginally, with distance-dependent parameter. Residual dependence of remote locations given conditioning location is characterised by a conditional Gaussian covariance dependent on the distances between remote locations, and distances of remote locations to the conditioning location. We apply the model using Bayesian inference to estimates extremal spatial dependence of storm peak significant wave height on a neighbourhood of 150 locations covering over 200,000 km2 in the North Sea.


2020 ◽  
Author(s):  
Oscar E. Jurado ◽  
Jana Ulrich ◽  
Henning W. Rust

<p>A recent development in the modeling of intensity-duration-frequency (IDF) curves involves the use of a spatial max-stable process to explicitly account for asymptotic dependence between durations. To accomplish this, we use a duration-space instead of a geographic-space, following Tyralis and Langousis (2018). The resulting IDF curves can then be used to estimate extreme rainfall for any arbitrary rainfall duration. We aim to determine whether the use of a model that explicitly accounts for the dependence between durations could improve the estimates of extreme rainfall. The performance of the max-stable process is compared to the duration dependent GEV (d-GEV) approach for IDF-curve estimation proposed by Koutsoyiannis et al. (1998). The max-stable approach explicitly models the dependence via a parametric model, while the d-GEV approach assumes that the durations are independent. The performance of both approaches is assessed for two scenarios, in a controlled simulation experiment, and for observations from a rain gauge. A Brown-Resnick max-stable process and a duration-dependent GEV was fitted to the data in both scenarios. The performance is measured using the Quantile Skill Score (QSS) with the d-GEV as the reference model. The resulting skill scores show that correctly specifying the dependence structure leads to the max-stable model perfomring similarly to the d-GEV. This pattern was observed also for low and high levels of dependence.</p>


2019 ◽  
Vol 490 (2) ◽  
pp. 1734-1737
Author(s):  
C Moreno-Díaz ◽  
A Alonso-Medina

ABSTRACT The presence of spectral lines of singly ionized magnesium (Mg ii) in stellar atmospheres has been reported in different stars. Recently, the low-resolution spectrum obtained from Supernova 2014 J in M82, in which Mg ii absorption lines centred on 4400 Å as well as 7600 Å stand out, has been analysed. This is the motive for the atomic data calculations in this work, which are of much interest in the astrophysical area. In this article, ab initio relativistic Hartree–Fock calculations in an intermediate coupling formalism using Cowan’s code allowed us to obtain the required transition probabilities to calculate the theoretical radiative lifetimes for excited nS−, nP−, nD− and nF− states of singly ionized magnesium. An asymptotic dependence of lifetime (τnl) on the effective principal quantum number (n*) has been determined. Also, the Griem semi-empirical approach was used to obtain the theoretical Stark parameters (width and shift) of spectral lines; these data are displayed for an electron density of 1017 cm−3 and temperatures T = 10–100 (×103 K). We have compared the results of lifetimes for 16 levels and Stark parameters for seven spectral lines with previously reported experiments available in the literature. Finally, we discuss the behaviour of the Stark parameters versus temperature for three relevant spectral lines (2802.70, 2797.99 and 7868.04 Å).


Author(s):  
Vasily M. Volkov ◽  
Alena V. Prakonina

Development of efficient finite difference schemes and iterative methods for solving anisotropic diffusion problems in an arbitrary geometry domain is considered. To simplify the formulation of the Neumann boundary conditions, the method of fictitious domains is used. On the example of a two-dimensional model problem of potential distribution in an isolated anisotropic ring conductor a comparative efficiency analysis of some promising finite-difference schemes and iterative methods in terms of their compatibility with the fictitious domain method is carried out. On the basis of numerical experiments empirical estimates of the asymptotic dependence of the convergence rate of the biconjugate gradient method with Fourier – Jacobi and incomplete LU factorization preconditioners on the step size and the value of the small parameter determining the continuation of the conductivity coefficient in the fictitious domain method are obtained. It is shown, that for one of the considered schemes the Fourier – Jacobi preconditioner is spectrally optimal and allows to eliminate the asymptotical dependence of the iterations number to achieve a given accuracy both on the value of the step size and the value of the small parameter in the fictitious domain method.


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