Search results for: Asymptotic Theory
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4599

Search results for: Asymptotic Theory

4599 Asymptotic Spectral Theory for Nonlinear Random Fields

Authors: Karima Kimouche

Abstract:

In this paper, we consider the asymptotic problems in spectral analysis of stationary causal random fields. We impose conditions only involving (conditional) moments, which are easily verifiable for a variety of nonlinear random fields. Limiting distributions of periodograms and smoothed periodogram spectral density estimates are obtained and applications to the spectral domain bootstrap are given.

Keywords: spatial nonlinear processes, spectral estimators, GMC condition, bootstrap method

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4598 On Constructing a Cubically Convergent Numerical Method for Multiple Roots

Authors: Young Hee Geum

Abstract:

We propose the numerical method defined by xn+1 = xn − λ[f(xn − μh(xn))/]f'(xn) , n ∈ N, and determine the control parameter λ and μ to converge cubically. In addition, we derive the asymptotic error constant. Applying this proposed scheme to various test functions, numerical results show a good agreement with the theory analyzed in this paper and are proven using Mathematica with its high-precision computability.

Keywords: asymptotic error constant, iterative method, multiple root, root-finding

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4597 Polar Bergman Polynomials on Domain with Corners

Authors: Laskri Yamina, Rehouma Abdel Hamid

Abstract:

In this paper we present a new class named polar of monic orthogonal polynomials with respect to the area measure supported on G, where G is a bounded simply-connected domain in the complex planeℂ. We analyze some open questions and discuss some ideas properties related to solving asymptotic behavior of polar Bergman polynomials over domains with corners and asymptotic behavior of modified Bergman polynomials by affine transforms in variable and polar modified Bergman polynomials by affine transforms in variable. We show that uniform asymptotic of Bergman polynomials over domains with corners and by Pritsker's theorem imply uniform asymptotic for all their derivatives.

Keywords: Bergman orthogonal polynomials, polar rthogonal polynomials, asymptotic behavior, Faber polynomials

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4596 Asymptotic Expansion of the Korteweg-de Vries-Burgers Equation

Authors: Jian-Jun Shu

Abstract:

It is common knowledge that many physical problems (such as non-linear shallow-water waves and wave motion in plasmas) can be described by the Korteweg-de Vries (KdV) equation, which possesses certain special solutions, known as solitary waves or solitons. As a marriage of the KdV equation and the classical Burgers (KdVB) equation, the Korteweg-de Vries-Burgers (KdVB) equation is a mathematical model of waves on shallow water surfaces in the presence of viscous dissipation. Asymptotic analysis is a method of describing limiting behavior and is a key tool for exploring the differential equations which arise in the mathematical modeling of real-world phenomena. By using variable transformations, the asymptotic expansion of the KdVB equation is presented in this paper. The asymptotic expansion may provide a good gauge on the validation of the corresponding numerical scheme.

Keywords: asymptotic expansion, differential equation, Korteweg-de Vries-Burgers (KdVB) equation, soliton

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4595 Analysis of an Error Estimate for the Asymptotic Solution of the Heat Conduction Problem in a Dilated Pipe

Authors: E. Marušić-Paloka, I. Pažanin, M. Prša

Abstract:

Subject of this study is the stationary heat conduction problem through a pipe filled with incompressible viscous fluid. In previous work, we observed the existence and uniqueness theorems for the corresponding boundary-value problem and within we have taken into account the effects of the pipe's dilatation due to the temperature of the fluid inside of the pipe. The main difficulty comes from the fact that flow domain changes depending on the solution of the observed heat equation leading to a non-standard coupled governing problem. The goal of this work is to find solution estimate since the exact solution of the studied problem is not possible to determine. We use an asymptotic expansion in order of a small parameter which is presented as a heat expansion coefficient of the pipe's material. Furthermore, an error estimate is provided for the mentioned asymptotic approximation of the solution for inner area of the pipe. Close to the boundary, problem becomes more complex so different approaches are observed, mainly Theory of Perturbations and Separations of Variables. In view of that, error estimate for the whole approximation will be provided with additional software simulations of gotten situation.

Keywords: asymptotic analysis, dilated pipe, error estimate, heat conduction

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4594 Boundedness and Asymptotic Behavior of Solutions for Gierer-Meinhardt Systems

Authors: S. Henine, A. Youkana

Abstract:

This work is devoted to study the global existence and asymptotic behavior of solutions for Gierer-Meinhardt systems arising in biological phenomena. We prove that the solutions are global and uniformly bounded by a positive constant independent of the time. Our technique is based on Lyapunov functional argument. Under suitable conditions, we established a result on the asymptotic behavior of solutions. These results are valid for any positive continuous initial data, and improve some recently results established.

Keywords: asymptotic behavior, Gierer-Meinhardt systems, global existence, Lyapunov functional

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4593 Lyapunov and Input-to-State Stability of Stochastic Differential Equations

Authors: Arcady Ponosov, Ramazan Kadiev

Abstract:

Input-to-State Stability (ISS) is widely used in deterministic control theory but less known in the stochastic case. Roughly speaking, the theory explains when small perturbations of the right-hand sides of the system on the entire semiaxis cause only small changes in the solutions of the system, again on the entire semiaxis. This property is crucial in many applications. In the report, we explain how to define and study ISS for systems of linear stochastic differential equations with or without delays. The central result connects ISS with the property of Lyapunov stability. This relationship is well-known in the deterministic setting, but its stochastic version is new. As an application, a method of studying asymptotic Lyapunov stability for stochastic delay equations is described and justified. Several examples are provided that confirm the efficiency and simplicity of the framework.

Keywords: asymptotic stability, delay equations, operator methods, stochastic perturbations

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4592 On Unification of the Electromagnetic, Strong and Weak Interactions

Authors: Hassan Youssef Mohamed

Abstract:

In this paper, we show new wave equations, and by using the equations, we concluded that the strong force and the weak force are not fundamental, but they are quantum effects for electromagnetism. This result is different from the current scientific understanding about strong and weak interactions at all. So, we introduce three evidences for our theory. First, we prove the asymptotic freedom phenomenon in the strong force by using our model. Second, we derive the nuclear shell model as an approximation of our model. Third, we prove that the leptons do not participate in the strong interactions, and we prove the short ranges of weak and strong interactions. So, our model is consistent with the current understanding of physics. Finally, we introduce the electron-positron model as the basic ingredients for protons, neutrons, and all matters, so we can study all particles interactions and nuclear interaction as many-body problems of electrons and positrons. Also, we prove the violation of parity conservation in weak interaction as evidence of our theory in the weak interaction. Also, we calculate the average of the binding energy per nucleon.

Keywords: new wave equations, the strong force, the grand unification theory, hydrogen atom, weak force, the nuclear shell model, the asymptotic freedom, electron-positron model, the violation of parity conservation, the binding energy

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4591 Refined Procedures for Second Order Asymptotic Theory

Authors: Gubhinder Kundhi, Paul Rilstone

Abstract:

Refined procedures for higher-order asymptotic theory for non-linear models are developed. These include a new method for deriving stochastic expansions of arbitrary order, new methods for evaluating the moments of polynomials of sample averages, a new method for deriving the approximate moments of the stochastic expansions; an application of these techniques to gather improved inferences with the weak instruments problem is considered. It is well established that Instrumental Variable (IV) estimators in the presence of weak instruments can be poorly behaved, in particular, be quite biased in finite samples. In our application, finite sample approximations to the distributions of these estimators are obtained using Edgeworth and Saddlepoint expansions. Departures from normality of the distributions of these estimators are analyzed using higher order analytical corrections in these expansions. In a Monte-Carlo experiment, the performance of these expansions is compared to the first order approximation and other methods commonly used in finite samples such as the bootstrap.

Keywords: edgeworth expansions, higher order asymptotics, saddlepoint expansions, weak instruments

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4590 A Heteroskedasticity Robust Test for Contemporaneous Correlation in Dynamic Panel Data Models

Authors: Andreea Halunga, Chris D. Orme, Takashi Yamagata

Abstract:

This paper proposes a heteroskedasticity-robust Breusch-Pagan test of the null hypothesis of zero cross-section (or contemporaneous) correlation in linear panel-data models, without necessarily assuming independence of the cross-sections. The procedure allows for either fixed, strictly exogenous and/or lagged dependent regressor variables, as well as quite general forms of both non-normality and heteroskedasticity in the error distribution. The asymptotic validity of the test procedure is predicated on the number of time series observations, T, being large relative to the number of cross-section units, N, in that: (i) either N is fixed as T→∞; or, (ii) N²/T→0, as both T and N diverge, jointly, to infinity. Given this, it is not expected that asymptotic theory would provide an adequate guide to finite sample performance when T/N is "small". Because of this, we also propose and establish asymptotic validity of, a number of wild bootstrap schemes designed to provide improved inference when T/N is small. Across a variety of experimental designs, a Monte Carlo study suggests that the predictions from asymptotic theory do, in fact, provide a good guide to the finite sample behaviour of the test when T is large relative to N. However, when T and N are of similar orders of magnitude, discrepancies between the nominal and empirical significance levels occur as predicted by the first-order asymptotic analysis. On the other hand, for all the experimental designs, the proposed wild bootstrap approximations do improve agreement between nominal and empirical significance levels, when T/N is small, with a recursive-design wild bootstrap scheme performing best, in general, and providing quite close agreement between the nominal and empirical significance levels of the test even when T and N are of similar size. Moreover, in comparison with the wild bootstrap "version" of the original Breusch-Pagan test our experiments indicate that the corresponding version of the heteroskedasticity-robust Breusch-Pagan test appears reliable. As an illustration, the proposed tests are applied to a dynamic growth model for a panel of 20 OECD countries.

Keywords: cross-section correlation, time-series heteroskedasticity, dynamic panel data, heteroskedasticity robust Breusch-Pagan test

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4589 A Variant of Newton's Method with Free Second-Order Derivative

Authors: Young Hee Geum

Abstract:

In this paper, we present the iterative method and determine the control parameters to converge cubically for solving nonlinear equations. In addition, we derive the asymptotic error constant.

Keywords: asymptotic error constant, iterative method, multiple root, root-finding, order of convergent

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4588 Asymptotic Expansion of Double Oscillatory Integrals: Contribution of Non Stationary Critical Points of the Second Kind

Authors: Abdallah Benaissa

Abstract:

In this paper, we consider the problem of asymptotics of double oscillatory integrals in the case of critical points of the second kind, the order of contact between the boundary and a level curve of the phase being even, the situation when the order of contact is odd will be studied in other occasions. Complete asymptotic expansions will be derived and the coefficient of the leading term will be computed in terms of the original data of the problem. A multitude of people have studied this problem using a variety of methods, but only in a special case when the order of contact is minimal: the more cited papers are a paper of Jones and Kline and an other one of Chako. These integrals are encountered in many areas of science, especially in problems of diffraction of optics.

Keywords: asymptotic expansion, double oscillatory integral, critical point of the second kind, optics diffraction

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4587 Further Analysis of Global Robust Stability of Neural Networks with Multiple Time Delays

Authors: Sabri Arik

Abstract:

In this paper, we study the global asymptotic robust stability of delayed neural networks with norm-bounded uncertainties. By employing the Lyapunov stability theory and Homeomorphic mapping theorem, we derive some new types of sufficient conditions ensuring the existence, uniqueness and global asymptotic stability of the equilibrium point for the class of neural networks with discrete time delays under parameter uncertainties and with respect to continuous and slopebounded activation functions. An important aspect of our results is their low computational complexity as the reported results can be verified by checking some properties symmetric matrices associated with the uncertainty sets of network parameters. The obtained results are shown to be generalization of some of the previously published corresponding results. Some comparative numerical examples are also constructed to compare our results with some closely related existing literature results.

Keywords: neural networks, delayed systems, lyapunov functionals, stability analysis

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4586 The Probability Foundation of Fundamental Theoretical Physics

Authors: Quznetsov Gunn

Abstract:

In the study of the logical foundations of probability theory, it was found that the terms and equations of the fundamental theoretical physics represent terms and theorems of the classical probability theory, more precisely, of that part of this theory, which considers the probability of dot events in the 3 + 1 space-time. In particular, the masses, moments, energies, spins, etc. turn out of parameters of probability distributions such events. The terms and the equations of the electroweak and of the quark-gluon theories turn out the theoretical-probabilistic terms and theorems. Here the relation of a neutrino to his lepton becomes clear, the W and Z bosons masses turn out dynamic ones, the cause of the asymmetry between particles and antiparticles is the impossibility of the birth of single antiparticles. In addition, phenomena such as confinement and asymptotic freedom receive their probabilistic explanation. And here we have the logical foundations of the gravity theory with phenomena dark energy and dark matter.

Keywords: classical theory of probability, logical foundation of fundamental theoretical physics, masses, moments, energies, spins

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4585 Portfolio Optimization under a Hybrid Stochastic Volatility and Constant Elasticity of Variance Model

Authors: Jai Heui Kim, Sotheara Veng

Abstract:

This paper studies the portfolio optimization problem for a pension fund under a hybrid model of stochastic volatility and constant elasticity of variance (CEV) using asymptotic analysis method. When the volatility component is fast mean-reverting, it is able to derive asymptotic approximations for the value function and the optimal strategy for general utility functions. Explicit solutions are given for the exponential and hyperbolic absolute risk aversion (HARA) utility functions. The study also shows that using the leading order optimal strategy results in the value function, not only up to the leading order, but also up to first order correction term. A practical strategy that does not depend on the unobservable volatility level is suggested. The result is an extension of the Merton's solution when stochastic volatility and elasticity of variance are considered simultaneously.

Keywords: asymptotic analysis, constant elasticity of variance, portfolio optimization, stochastic optimal control, stochastic volatility

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4584 The Sequential Estimation of the Seismoacoustic Source Energy in C-OTDR Monitoring Systems

Authors: Andrey V. Timofeev, Dmitry V. Egorov

Abstract:

The practical efficient approach is suggested for estimation of the seismoacoustic sources energy in C-OTDR monitoring systems. This approach represents the sequential plan for confidence estimation both the seismoacoustic sources energy, as well the absorption coefficient of the soil. The sequential plan delivers the non-asymptotic guaranteed accuracy of obtained estimates in the form of non-asymptotic confidence regions with prescribed sizes. These confidence regions are valid for a finite sample size when the distributions of the observations are unknown. Thus, suggested estimates are non-asymptotic and nonparametric, and also these estimates guarantee the prescribed estimation accuracy in the form of the prior prescribed size of confidence regions, and prescribed confidence coefficient value.

Keywords: nonparametric estimation, sequential confidence estimation, multichannel monitoring systems, C-OTDR-system, non-lineary regression

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4583 Analysis of the Secondary Stationary Flow Around an Oscillating Circular Cylinder

Authors: Artem Nuriev, Olga Zaitseva

Abstract:

This paper is devoted to the study of a viscous incompressible flow around a circular cylinder performing harmonic oscillations, especially the steady streaming phenomenon. The research methodology is based on the asymptotic explanation method combined with the computational bifurcation analysis. Present studies allow to identify several regimes of the secondary streaming with different flow structures. The results of the research are in good agreement with experimental and numerical simulation data.

Keywords: oscillating cylinder, secondary streaming, flow regimes, asymptotic and bifurcation analysis

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4582 High Accuracy Analytic Approximations for Modified Bessel Functions I₀(x)

Authors: Pablo Martin, Jorge Olivares, Fernando Maass

Abstract:

A method to obtain analytic approximations for special function of interest in engineering and physics is described here. Each approximate function will be valid for every positive value of the variable and accuracy will be high and increasing with the number of parameters to determine. The general technique will be shown through an application to the modified Bessel function of order zero, I₀(x). The form and the calculation of the parameters are performed with the simultaneous use of the power series and asymptotic expansion. As in Padé method rational functions are used, but now they are combined with other elementary functions as; fractional powers, hyperbolic, trigonometric and exponential functions, and others. The elementary function is determined, considering that the approximate function should be a bridge between the power series and the asymptotic expansion. In the case of the I₀(x) function two analytic approximations have been already determined. The simplest one is (1+x²/4)⁻¹/⁴(1+0.24273x²) cosh(x)/(1+0.43023x²). The parameters of I₀(x) were determined using the leading term of the asymptotic expansion and two coefficients of the power series, and the maximum relative error is 0.05. In a second case, two terms of the asymptotic expansion were used and 4 of the power series and the maximum relative error is 0.001 at x≈9.5. Approximations with much higher accuracy will be also shown. In conclusion a new technique is described to obtain analytic approximations to some functions of interest in sciences, such that they have a high accuracy, they are valid for every positive value of the variable, they can be integrated and differentiated as the usual, functions, and furthermore they can be calculated easily even with a regular pocket calculator.

Keywords: analytic approximations, mathematical-physics applications, quasi-rational functions, special functions

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4581 Resolution and Experimental Validation of the Asymptotic Model of a Viscous Laminar Supersonic Flow around a Thin Airfoil

Authors: Eddegdag Nasser, Naamane Azzeddine, Radouani Mohammed, Ensam Meknes

Abstract:

In this study, we are interested in the asymptotic modeling of the two-dimensional stationary supersonic flow of a viscous compressible fluid around wing airfoil. The aim of this article is to solve the partial differential equations of the flow far from the leading edge and near the wall using the triple-deck technique is what brought again in precision according to the principle of least degeneration. In order to validate our theoretical model, these obtained results will be compared with the experimental results. The comparison of the results of our model with experimentation has shown that they are quantitatively acceptable compared to the obtained experimental results. The experimental study was conducted using the AF300 supersonic wind tunnel and a NACA Reduced airfoil model with two pressure Taps on extrados. In this experiment, we have considered the incident upstream supersonic Mach number over a dissymmetric NACA airfoil wing. The validation and the accuracy of the results support our model.

Keywords: supersonic, viscous, triple deck technique, asymptotic methods, AF300 supersonic wind tunnel, reduced airfoil model

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4580 Validation of Asymptotic Techniques to Predict Bistatic Radar Cross Section

Authors: M. Pienaar, J. W. Odendaal, J. C. Smit, J. Joubert

Abstract:

Simulations are commonly used to predict the bistatic radar cross section (RCS) of military targets since characterization measurements can be expensive and time consuming. It is thus important to accurately predict the bistatic RCS of targets. Computational electromagnetic (CEM) methods can be used for bistatic RCS prediction. CEM methods are divided into full-wave and asymptotic methods. Full-wave methods are numerical approximations to the exact solution of Maxwell’s equations. These methods are very accurate but are computationally very intensive and time consuming. Asymptotic techniques make simplifying assumptions in solving Maxwell's equations and are thus less accurate but require less computational resources and time. Asymptotic techniques can thus be very valuable for the prediction of bistatic RCS of electrically large targets, due to the decreased computational requirements. This study extends previous work by validating the accuracy of asymptotic techniques to predict bistatic RCS through comparison with full-wave simulations as well as measurements. Validation is done with canonical structures as well as complex realistic aircraft models instead of only looking at a complex slicy structure. The slicy structure is a combination of canonical structures, including cylinders, corner reflectors and cubes. Validation is done over large bistatic angles and at different polarizations. Bistatic RCS measurements were conducted in a compact range, at the University of Pretoria, South Africa. The measurements were performed at different polarizations from 2 GHz to 6 GHz. Fixed bistatic angles of β = 30.8°, 45° and 90° were used. The measurements were calibrated with an active calibration target. The EM simulation tool FEKO was used to generate simulated results. The full-wave multi-level fast multipole method (MLFMM) simulated results together with the measured data were used as reference for validation. The accuracy of physical optics (PO) and geometrical optics (GO) was investigated. Differences relating to amplitude, lobing structure and null positions were observed between the asymptotic, full-wave and measured data. PO and GO were more accurate at angles close to the specular scattering directions and the accuracy seemed to decrease as the bistatic angle increased. At large bistatic angles PO did not perform well due to the shadow regions not being treated appropriately. PO also did not perform well for canonical structures where multi-bounce was the main scattering mechanism. PO and GO do not account for diffraction but these inaccuracies tended to decrease as the electrical size of objects increased. It was evident that both asymptotic techniques do not properly account for bistatic structural shadowing. Specular scattering was calculated accurately even if targets did not meet the electrically large criteria. It was evident that the bistatic RCS prediction performance of PO and GO depends on incident angle, frequency, target shape and observation angle. The improved computational efficiency of the asymptotic solvers yields a major advantage over full-wave solvers and measurements; however, there is still much room for improvement of the accuracy of these asymptotic techniques.

Keywords: asymptotic techniques, bistatic RCS, geometrical optics, physical optics

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4579 Discrete Sliding Modes Regulator with Exponential Holder for Non-Linear Systems

Authors: G. Obregon-Pulido , G. C. Solis-Perales, J. A. Meda-Campaña

Abstract:

In this paper, we present a sliding mode controller in discrete time. The design of the controller is based on the theory of regulation for nonlinear systems. In the problem of disturbance rejection and/or output tracking, it is known that in discrete time, a controller that uses the zero-order holder only guarantees tracking at the sampling instances but not between instances. It is shown that using the so-called exponential holder, it is possible to guarantee asymptotic zero output tracking error, also between the sampling instant. For stabilizing the problem of close loop system we introduce the sliding mode approach relaxing the requirements of the existence of a linear stabilizing control law.

Keywords: regulation theory, sliding modes, discrete controller, ripple-free tracking

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4578 Confidence Intervals for Quantiles in the Two-Parameter Exponential Distributions with Type II Censored Data

Authors: Ayman Baklizi

Abstract:

Based on type II censored data, we consider interval estimation of the quantiles of the two-parameter exponential distribution and the difference between the quantiles of two independent two-parameter exponential distributions. We derive asymptotic intervals, Bayesian, as well as intervals based on the generalized pivot variable. We also include some bootstrap intervals in our comparisons. The performance of these intervals is investigated in terms of their coverage probabilities and expected lengths.

Keywords: asymptotic intervals, Bayes intervals, bootstrap, generalized pivot variables, two-parameter exponential distribution, quantiles

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4577 Coupled Space and Time Homogenization of Viscoelastic-Viscoplastic Composites

Authors: Sarra Haouala, Issam Doghri

Abstract:

In this work, a multiscale computational strategy is proposed for the analysis of structures, which are described at a refined level both in space and in time. The proposal is applied to two-phase viscoelastic-viscoplastic (VE-VP) reinforced thermoplastics subjected to large numbers of cycles. The main aim is to predict the effective long time response while reducing the computational cost considerably. The proposed computational framework is a combination of the mean-field space homogenization based on the generalized incrementally affine formulation for VE-VP composites, and the asymptotic time homogenization approach for coupled isotropic VE-VP homogeneous solids under large numbers of cycles. The time homogenization method is based on the definition of micro and macro-chronological time scales, and on asymptotic expansions of the unknown variables. First, the original anisotropic VE-VP initial-boundary value problem of the composite material is decomposed into coupled micro-chronological (fast time scale) and macro-chronological (slow time-scale) problems. The former is purely VE, and solved once for each macro time step, whereas the latter problem is nonlinear and solved iteratively using fully implicit time integration. Second, mean-field space homogenization is used for both micro and macro-chronological problems to determine the micro and macro-chronological effective behavior of the composite material. The response of the matrix material is VE-VP with J2 flow theory assuming small strains. The formulation exploits the return-mapping algorithm for the J2 model, with its two steps: viscoelastic predictor and plastic corrections. The proposal is implemented for an extended Mori-Tanaka scheme, and verified against finite element simulations of representative volume elements, for a number of polymer composite materials subjected to large numbers of cycles.

Keywords: asymptotic expansions, cyclic loadings, inclusion-reinforced thermoplastics, mean-field homogenization, time homogenization

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4576 Large Time Asymptotic Behavior to Solutions of a Forced Burgers Equation

Authors: Satyanarayana Engu, Ahmed Mohd, V. Murugan

Abstract:

We study the large time asymptotics of solutions to the Cauchy problem for a forced Burgers equation (FBE) with the initial data, which is continuous and summable on R. For which, we first derive explicit solutions of FBE assuming a different class of initial data in terms of Hermite polynomials. Later, by violating this assumption we prove the existence of a solution to the considered Cauchy problem. Finally, we give an asymptotic approximate solution and establish that the error will be of order O(t^(-1/2)) with respect to L^p -norm, where 1≤p≤∞, for large time.

Keywords: Burgers equation, Cole-Hopf transformation, Hermite polynomials, large time asymptotics

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4575 Progressive Type-I Interval Censoring with Binomial Removal-Estimation and Its Properties

Authors: Sonal Budhiraja, Biswabrata Pradhan

Abstract:

This work considers statistical inference based on progressive Type-I interval censored data with random removal. The scheme of progressive Type-I interval censoring with random removal can be described as follows. Suppose n identical items are placed on a test at time T0 = 0 under k pre-fixed inspection times at pre-specified times T1 < T2 < . . . < Tk, where Tk is the scheduled termination time of the experiment. At inspection time Ti, Ri of the remaining surviving units Si, are randomly removed from the experiment. The removal follows a binomial distribution with parameters Si and pi for i = 1, . . . , k, with pk = 1. In this censoring scheme, the number of failures in different inspection intervals and the number of randomly removed items at pre-specified inspection times are observed. Asymptotic properties of the maximum likelihood estimators (MLEs) are established under some regularity conditions. A β-content γ-level tolerance interval (TI) is determined for two parameters Weibull lifetime model using the asymptotic properties of MLEs. The minimum sample size required to achieve the desired β-content γ-level TI is determined. The performance of the MLEs and TI is studied via simulation.

Keywords: asymptotic normality, consistency, regularity conditions, simulation study, tolerance interval

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4574 The Asymptotic Hole Shape in Long Pulse Laser Drilling: The Influence of Multiple Reflections

Authors: Torsten Hermanns, You Wang, Stefan Janssen, Markus Niessen, Christoph Schoeler, Ulrich Thombansen, Wolfgang Schulz

Abstract:

In long pulse laser drilling of metals, it can be demonstrated that the ablation shape approaches a so-called asymptotic shape such that it changes only slightly or not at all with further irradiation. These findings are already known from ultra short pulse (USP) ablation of dielectric and semiconducting materials. The explanation for the occurrence of an asymptotic shape in long pulse drilling of metals is identified, a model for the description of the asymptotic hole shape numerically implemented, tested and clearly confirmed by comparison with experimental data. The model assumes a robust process in that way that the characteristics of the melt flow inside the arising melt film does not change qualitatively by changing the laser or processing parameters. Only robust processes are technically controllable and thus of industrial interest. The condition for a robust process is identified by a threshold for the mass flow density of the assist gas at the hole entrance which has to be exceeded. Within a robust process regime the melt flow characteristics can be captured by only one model parameter, namely the intensity threshold. In analogy to USP ablation (where it is already known for a long time that the resulting hole shape results from a threshold for the absorbed laser fluency) it is demonstrated that in the case of robust long pulse ablation the asymptotic shape forms in that way that along the whole contour the absorbed heat flux density is equal to the intensity threshold. The intensity threshold depends on the special material and radiation properties and has to be calibrated be one reference experiment. The model is implemented in a numerical simulation which is called AsymptoticDrill and requires such a few amount of resources that it can run on common desktop PCs, laptops or even smart devices. Resulting hole shapes can be calculated within seconds what depicts a clear advantage over other simulations presented in literature in the context of industrial every day usage. Against this background the software additionally is equipped with a user-friendly GUI which allows an intuitive usage. Individual parameters can be adjusted using sliders while the simulation result appears immediately in an adjacent window. A platform independent development allow a flexible usage: the operator can use the tool to adjust the process in a very convenient manner on a tablet during the developer can execute the tool in his office in order to design new processes. Furthermore, at the best knowledge of the authors AsymptoticDrill is the first simulation which allows the import of measured real beam distributions and thus calculates the asymptotic hole shape on the basis of the real state of the specific manufacturing system. In this paper the emphasis is placed on the investigation of the effect of multiple reflections on the asymptotic hole shape which gain in importance when drilling holes with large aspect ratios.

Keywords: asymptotic hole shape, intensity threshold, long pulse laser drilling, robust process

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4573 Testing the Change in Correlation Structure across Markets: High-Dimensional Data

Authors: Malay Bhattacharyya, Saparya Suresh

Abstract:

The Correlation Structure associated with a portfolio is subjected to vary across time. Studying the structural breaks in the time-dependent Correlation matrix associated with a collection had been a subject of interest for a better understanding of the market movements, portfolio selection, etc. The current paper proposes a methodology for testing the change in the time-dependent correlation structure of a portfolio in the high dimensional data using the techniques of generalized inverse, singular valued decomposition and multivariate distribution theory which has not been addressed so far. The asymptotic properties of the proposed test are derived. Also, the performance and the validity of the method is tested on a real data set. The proposed test performs well for detecting the change in the dependence of global markets in the context of high dimensional data.

Keywords: correlation structure, high dimensional data, multivariate distribution theory, singular valued decomposition

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4572 Supersonic Flow around a Dihedral Airfoil: Modeling and Experimentation Investigation

Authors: A. Naamane, M. Hasnaoui

Abstract:

Numerical modeling of fluid flows, whether compressible or incompressible, laminar or turbulent presents a considerable contribution in the scientific and industrial fields. However, the development of an approximate model of a supersonic flow requires the introduction of specific and more precise techniques and methods. For this purpose, the object of this paper is modeling a supersonic flow of inviscid fluid around a dihedral airfoil. Based on the thin airfoils theory and the non-dimensional stationary Steichen equation of a two-dimensional supersonic flow in isentropic evolution, we obtained a solution for the downstream velocity potential of the oblique shock at the second order of relative thickness that characterizes a perturbation parameter. This result has been dealt with by the asymptotic analysis and characteristics method. In order to validate our model, the results are discussed in comparison with theoretical and experimental results. Indeed, firstly, the comparison of the results of our model has shown that they are quantitatively acceptable compared to the existing theoretical results. Finally, an experimental study was conducted using the AF300 supersonic wind tunnel. In this experiment, we have considered the incident upstream Mach number over a symmetrical dihedral airfoil wing. The comparison of the different Mach number downstream results of our model with those of the existing theoretical data (relative margin between 0.07% and 4%) and with experimental results (concordance for a deflection angle between 1° and 11°) support the validation of our model with accuracy.

Keywords: asymptotic modelling, dihedral airfoil, supersonic flow, supersonic wind tunnel

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4571 The Magic Bullet in Africa: Exploring an Alternative Theoretical Model

Authors: Daniel Nkrumah

Abstract:

The Magic Bullet theory was a popular media effect theory that defined the power of the mass media in altering beliefs and perceptions of its audiences. However, following the People's Choice study, the theory was said to have been disproved and was supplanted by the Two-Step Flow Theory. This paper examines the relevance of the Magic Bullet theory in Africa and establishes whether it is still relevant in Africa's media spaces and societies. Using selected cases on the continent, it adopts a grounded theory approach and explores a new theoretical model that attempts to enforce an argument that the Two-Step Flow theory though important and valid, was ill-conceived as a direct replacement to the Magic Bullet theory.

Keywords: magic bullet theory, two-step flow theory, media effects, african media

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4570 Efficient Estimation for the Cox Proportional Hazards Cure Model

Authors: Khandoker Akib Mohammad

Abstract:

While analyzing time-to-event data, it is possible that a certain fraction of subjects will never experience the event of interest, and they are said to be cured. When this feature of survival models is taken into account, the models are commonly referred to as cure models. In the presence of covariates, the conditional survival function of the population can be modelled by using the cure model, which depends on the probability of being uncured (incidence) and the conditional survival function of the uncured subjects (latency), and a combination of logistic regression and Cox proportional hazards (PH) regression is used to model the incidence and latency respectively. In this paper, we have shown the asymptotic normality of the profile likelihood estimator via asymptotic expansion of the profile likelihood and obtain the explicit form of the variance estimator with an implicit function in the profile likelihood. We have also shown the efficient score function based on projection theory and the profile likelihood score function are equal. Our contribution in this paper is that we have expressed the efficient information matrix as the variance of the profile likelihood score function. A simulation study suggests that the estimated standard errors from bootstrap samples (SMCURE package) and the profile likelihood score function (our approach) are providing similar and comparable results. The numerical result of our proposed method is also shown by using the melanoma data from SMCURE R-package, and we compare the results with the output obtained from the SMCURE package.

Keywords: Cox PH model, cure model, efficient score function, EM algorithm, implicit function, profile likelihood

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