Search results for: inverse temperature dependence
2978 Biography of the Earth in the Light of the Laws of Classical Physics
Authors: I. V. Kuzminov
Abstract:
The proposed article is an analytical review of previously published articles in the series "Physics of Gravity", "The Picture of the World by Second Law of Thermodynamics" and others. The article shows the key role of the forces of gravity and the action of the second law of thermodynamics in shaping the picture of the world. In other words, the second law of thermodynamics can be called the law of matter cooling. The action in the compartment of the inverse temperature dependence of the forces of gravity and the second law of thermodynamics is carried out by the processes of separation, condensation, phase transitions, and transformation of matter. On the basis of the proposed concept, along the way, completely new versions of the development of events in the biography of the Earth are put forward. For example, new versions of the origin of planets, the origin of continents and others are being put forward. This article contains a list of articles and videos that are somehow related to the proposed topic. Articles and videos are presented in English and Russian.
Keywords: Gravity, the second law of thermodynamics, electron rotation, inverse temperature dependence, inertia forces, centrifugal forces.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1292977 Negative Temperature Dependence of a Gravity - A Reality
Authors: Alexander L. Dmitriev, Sophia A. Bulgakova
Abstract:
Temperature dependence of force of gravitation is one of the fundamental problems of physics. This problem has got special value in connection with that the general theory of relativity, supposing the weakest positive influence of a body temperature on its weight, actually rejects an opportunity of measurement of negative influence of temperature on gravity in laboratory conditions. Really, the recognition of negative temperature dependence of gravitation, for example, means basic impossibility of achievement of a singularity («a black hole») at a gravitational collapse. Laboratory experiments with exact weighing the heated up metal samples, indicating negative influence temperatures of bodies on their physical weight are described. Influence of mistakes of measurements is analyzed. Calculations of distribution of temperature in volume of the bar, agreed with experimental data of time dependence of weight of samples are executed. The physical substantiation of negative temperature dependence of weight of the bodies, based on correlation of acceleration at thermal movement of micro-particles of a body and its absolute temperature, are given.
Keywords: Gravitation, temperature, weight.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18172976 Prediction of the Thermal Parameters of a High-Temperature Metallurgical Reactor Using Inverse Heat Transfer
Authors: Mohamed Hafid, Marcel Lacroix
Abstract:
This study presents an inverse analysis for predicting the thermal conductivities and the heat flux of a high-temperature metallurgical reactor simultaneously. Once these thermal parameters are predicted, the time-varying thickness of the protective phase-change bank that covers the inside surface of the brick walls of a metallurgical reactor can be calculated. The enthalpy method is used to solve the melting/solidification process of the protective bank. The inverse model rests on the Levenberg-Marquardt Method (LMM) combined with the Broyden method (BM). A statistical analysis for the thermal parameter estimation is carried out. The effect of the position of the temperature sensors, total number of measurements and measurement noise on the accuracy of inverse predictions is investigated. Recommendations are made concerning the location of temperature sensors.
Keywords: Inverse heat transfer, phase change, metallurgical reactor, Levenberg–Marquardt method, Broyden method, bank thickness.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16932975 Inverse Heat Transfer Analysis of a Melting Furnace Using Levenberg-Marquardt Method
Authors: Mohamed Hafid, Marcel Lacroix
Abstract:
This study presents a simple inverse heat transfer procedure for predicting the wall erosion and the time-varying thickness of the protective bank that covers the inside surface of the refractory brick wall of a melting furnace. The direct problem is solved by using the Finite-Volume model. The melting/solidification process is modeled using the enthalpy method. The inverse procedure rests on the Levenberg-Marquardt method combined with the Broyden method. The effect of the location of the temperature sensors and of the measurement noise on the inverse predictions is investigated. Recommendations are made concerning the location of the temperature sensor.Keywords: Melting furnace, inverse heat transfer, enthalpy method, Levenberg–Marquardt Method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13172974 A Multigrid Approach for Three-Dimensional Inverse Heat Conduction Problems
Authors: Jianhua Zhou, Yuwen Zhang
Abstract:
A two-step multigrid approach is proposed to solve the inverse heat conduction problem in a 3-D object under laser irradiation. In the first step, the location of the laser center is estimated using a coarse and uniform grid system. In the second step, the front-surface temperature is recovered in good accuracy using a multiple grid system in which fine mesh is used at laser spot center to capture the drastic temperature rise in this region but coarse mesh is employed in the peripheral region to reduce the total number of sensors required. The effectiveness of the two-step approach and the multiple grid system are demonstrated by the illustrative inverse solutions. If the measurement data for the temperature and heat flux on the back surface do not contain random error, the proposed multigrid approach can yield more accurate inverse solutions. When the back-surface measurement data contain random noise, accurate inverse solutions cannot be obtained if both temperature and heat flux are measured on the back surface.
Keywords: Conduction, inverse problems, conjugated gradient method, laser.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8432973 An Inverse Heat Transfer Algorithm for Predicting the Thermal Properties of Tumors during Cryosurgery
Authors: Mohamed Hafid, Marcel Lacroix
Abstract:
This study aimed at developing an inverse heat transfer approach for predicting the time-varying freezing front and the temperature distribution of tumors during cryosurgery. Using a temperature probe pressed against the layer of tumor, the inverse approach is able to predict simultaneously the metabolic heat generation and the blood perfusion rate of the tumor. Once these parameters are predicted, the temperature-field and time-varying freezing fronts are determined with the direct model. The direct model rests on one-dimensional Pennes bioheat equation. The phase change problem is handled with the enthalpy method. The Levenberg-Marquardt Method (LMM) combined to the Broyden Method (BM) is used to solve the inverse model. The effect (a) of the thermal properties of the diseased tissues; (b) of the initial guesses for the unknown thermal properties; (c) of the data capture frequency; and (d) of the noise on the recorded temperatures is examined. It is shown that the proposed inverse approach remains accurate for all the cases investigated.
Keywords: Cryosurgery, inverse heat transfer, Levenberg-Marquardt method, thermal properties, Pennes model, enthalpy method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14992972 Experimental Study on Temperature Dependence of Absorption and Emission Properties of Yb:YAG Crystal as a Disk Laser Medium
Authors: M. Esmaeilzadeh, H. Roohbakhsh, A. Ghaedzadeh
Abstract:
In this paper, the absorption and fluorescence emission spectra of Yb:Y3Al5O12 (YAG)(25 at%) crystal as a disk laser medium are measured at high temperature (300-450K). The absorption and emission cross sections of Yb:YAG crystal are determined using Reciprocity method. Temperature dependence of 941nm absorption cross section and 1031nm emission cross section is extracted in the range of 300-450K. According to our experimental results, an exponential temperature dependence between 300K and 450K is acquired for the 1031nm peak emission cross section and also for 941nm peak absorption cross section of Yb:YAG crystal. These results could be used for simulation and design of high power highly doped Yb:YAG thin disk lasers.Keywords: Yb:YAG crystal, Emission cross section, Absorption coefficient, Temperature dependence, Reciprocity method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32002971 Estimation of Natural Convection Heat Transfer from Plate-Fin Heat Sinks in a Closed Enclosure
Authors: Han-Taw Chen, Chung-Hou Lai, Tzu-Hsiang Lin, Ge-Jang He
Abstract:
This study applies the inverse method and three- dimensional CFD commercial software in conjunction with the experimental temperature data to investigate the heat transfer and fluid flow characteristics of the plate-fin heat sink in a closed rectangular enclosure for various values of fin height. The inverse method with the finite difference method and the experimental temperature data is applied to determine the heat transfer coefficient. The k-ε turbulence model is used to obtain the heat transfer and fluid flow characteristics within the fins. To validate the accuracy of the results obtained, the comparison of the average heat transfer coefficient is made. The calculated temperature at selected measurement locations on the plate-fin is also compared with experimental data.
Keywords: Inverse method, FLUENT, k-ε model, Heat transfer characteristics, Plate-fin heat sink.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 38372970 Experimental Analysis of Mechanical Behavior under the Effect of Temperature Frequency
Authors: A. Nedjar, S. Aguib, M. Meloussi, T. Djedid, A. Khebli, R. Harhout, L. Kobzili, N. Chikh, M. Tourab
Abstract:
Finding the mechanical properties of magnetorheological elastomers (MREs) is fundamental to create smart materials and devices with desired properties and functionalities. The MREs properties, in shear mode, have been extensively investigated, but these have been less exploited with frequency-temperature dependence. In this article, we studied the performance of MREs with frequency-temperature dependence. The elastic modulus, loss modulus and loss factor of MREs were studied under different temperature values; different values of the magnetic field and different values of the frequency. The results found showed the interest of these active materials in different industrial sectors.
Keywords: Magnetorheological elastomer, mechanical behavior, frequency, temperature.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1592969 An Iterative Algorithm to Compute the Generalized Inverse A(2) T,S Under the Restricted Inner Product
Authors: Xingping Sheng
Abstract:
Let T and S be a subspace of Cn and Cm, respectively. Then for A ∈ Cm×n satisfied AT ⊕ S = Cm, the generalized inverse A(2) T,S is given by A(2) T,S = (PS⊥APT )†. In this paper, a finite formulae is presented to compute generalized inverse A(2) T,S under the concept of restricted inner product, which defined as < A,B >T,S=< PS⊥APT,B > for the A,B ∈ Cm×n. By this iterative method, when taken the initial matrix X0 = PTA∗PS⊥, the generalized inverse A(2) T,S can be obtained within at most mn iteration steps in absence of roundoff errors. Finally given numerical example is shown that the iterative formulae is quite efficient.Keywords: Generalized inverse A(2) T, S, Restricted inner product, Iterative method, Orthogonal projection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12572968 Study of Natural Convection Heat Transfer of Plate-Fin Heat Sink in a Closed Enclosure
Authors: Han-Taw Chen, Tzu-Hsiang Lin, Chung-Hou Lai
Abstract:
The present study applies the inverse method and three-dimensional CFD commercial software in conjunction with the experimental temperature data to investigate the heat transfer and fluid flow characteristics of the plate-fin heat sink in a rectangular closed enclosure. The inverse method with the finite difference method and the experimental temperature data is applied to determine the approximate heat transfer coefficient. Later, based on the obtained results, the zero-equation turbulence model is used to obtain the heat transfer and fluid flow characteristics between two fins. T0 validate the accuracy of the results obtained, the comparison of the heat transfer coefficient is made. The obtained temperature at selected measurement locations of the fin is also compared with experimental data. The effect of the height of the rectangular enclosure on the obtained results is discussed.Keywords: Inverse method, FLUENT, Plate-fin heat sink, Heat transfer characteristics.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22512967 Connectivity Estimation from the Inverse Coherence Matrix in a Complex Chaotic Oscillator Network
Authors: Won Sup Kim, Xue-Mei Cui, Seung Kee Han
Abstract:
We present on the method of inverse coherence matrix for the estimation of network connectivity from multivariate time series of a complex system. In a model system of coupled chaotic oscillators, it is shown that the inverse coherence matrix defined as the inverse of cross coherence matrix is proportional to the network connectivity. Therefore the inverse coherence matrix could be used for the distinction between the directly connected links from indirectly connected links in a complex network. We compare the result of network estimation using the method of the inverse coherence matrix with the results obtained from the coherence matrix and the partial coherence matrix.
Keywords: Chaotic oscillator, complex network, inverse coherence matrix, network estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20032966 Temperature Dependent Interaction Energies among X (=Ru, Rh) Impurities in Pd-Rich PdX Alloys
Authors: M. Asato, C. Liu, N. Fujima, T. Hoshino, Y. Chen, T. Mohri
Abstract:
We study the temperature dependence of the interaction energies (IEs) of X (=Ru, Rh) impurities in Pd, due to the Fermi-Dirac (FD) distribution and the thermal vibration effect by the Debye-Grüneisen model. The n-body (n=2~4) IEs among X impurities in Pd, being used to calculate the internal energies in the free energies of the Pd-rich PdX alloys, are determined uniquely and successively from the lower-order to higher-order, by the full-potential Korringa-Kohn-Rostoker Green’s function method (FPKKR), combined with the generalized gradient approximation in the density functional theory. We found that the temperature dependence of IEs due to the FD distribution, being usually neglected, is very important to reproduce the X-concentration dependence of the observed solvus temperatures of the Pd-rich PdX (X=Ru, Rh) alloys.
Keywords: Full-potential KKR-Green’s function method, Fermi-Dirac distribution, GGA, phase diagram of Pd-rich PdX (X=Ru, Rh) alloys, thermal vibration effect.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10032965 Uncontrollable Inaccuracy in Inverse Problems
Authors: Yu. Menshikov
Abstract:
In this paper the influence of errors of function derivatives in initial time which have been obtained by experiment (uncontrollable inaccuracy) to the results of inverse problem solution was investigated. It was shown that these errors distort the inverse problem solution as a rule near the beginning of interval where the solutions are analyzed. Several methods for removing the influence of uncontrollable inaccuracy have been suggested.
Keywords: Inverse problems, uncontrollable inaccuracy, filtration.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11702964 Moderation in Temperature Dependence on Counter Frictional Coefficient and Prevention of Wear of C/C Composites by Synthesizing SiC around Surface and Internal Vacancies
Authors: Noboru Wakamoto, Kiyotaka Obunai, Kazuya Okubo, Toru Fujii
Abstract:
The aim of this study is to moderate the dependence of counter frictional coefficient on temperature between counter surfaces and to reduce the wear of C/C composites at low temperature. To modify the C/C composites, Silica (SiO2) powders were added into phenolic resin for carbon precursor. The preform plate of the precursor of C/C composites was prepared by conventional filament winding method. The C/C composites plates were obtained by carbonizing preform plate at 2200 °C under an argon atmosphere. At that time, the silicon carbides (SiC) were synthesized around the surfaces and the internal vacancies of the C/C composites. The frictional coefficient on the counter surfaces and specific wear volumes of the C/C composites were measured by our developed frictional test machine like pin-on disk type. The XRD indicated that SiC was synthesized in the body of C/C composite fabricated by current method. The results of friction test showed that coefficient of friction of unmodified C/C composites have temperature dependence when the test condition was changed. In contrast, frictional coefficient of the C/C composite modified with SiO2 powders was almost constant at about 0.27 when the temperature condition was changed from Room Temperature (RT) to 300 °C. The specific wear rate decreased from 25×10-6 mm2/N to 0.1×10-6 mm2/N. The observations of the surfaces after friction tests showed that the frictional surface of the modified C/C composites was covered with a film produced by the friction. This study found that synthesizing SiC around surface and internal vacancies of C/C composites was effective to moderate the dependence on the frictional coefficient and reduce to the abrasion of C/C composites.
Keywords: C/C composites, frictional coefficient, SiC, wear.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8282963 Inverse Matrix in the Theory of Dynamic Systems
Authors: R. Masarova, M. Juhas, B. Juhasova, Z. Sutova
Abstract:
In dynamic system theory a mathematical model is often used to describe their properties. In order to find a transfer matrix of a dynamic system we need to calculate an inverse matrix. The paper contains the fusion of the classical theory and the procedures used in the theory of automated control for calculating the inverse matrix. The final part of the paper models the given problem by the Matlab.Keywords: Dynamic system, transfer matrix, inverse matrix, modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24122962 Vertical GAA Silicon Nanowire Transistor with Impact of Temperature on Device Parameters
Authors: N. Shen, Z. X. Chen, K.D. Buddharaju, H. M. Chua, X. Li, N. Singh, G.Q Lo, D.-L. Kwong
Abstract:
In this paper, we present a vertical wire NMOS device fabricated using CMOS compatible processes. The impact of temperature on various device parameters is investigated in view of usual increase in surrounding temperature with device density.Keywords: Gate-all-around, temperature dependence, silicon nanowire
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18522961 Investigation of Water Vapour Transport Properties of Gypsum Using Genetic Algorithm
Authors: Z. Pavlík, J. Žumár, M. Pavlíková, J. Kočí, R. Černý
Abstract:
Water vapour transport properties of gypsum block are studied in dependence on relative humidity using inverse analysis based on genetic algorithm. The computational inverse analysis is performed for the relative humidity profiles measured along the longitudinal axis of a rod sample. Within the performed transient experiment, the studied sample is exposed to two environments with different relative humidity, whereas the temperature is kept constant. For the basic gypsum characterisation and for the assessment of input material parameters necessary for computational application of genetic algorithm, the basic material properties of gypsum are measured as well as its thermal and water vapour storage parameters. On the basis of application of genetic algorithm, the relative humidity dependent water vapour diffusion coefficient and water vapour diffusion resistance factor are calculated.Keywords: Water vapour transport, gypsum block, transient experiment, genetic algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16592960 Base Change for Fisher Metrics: Case of the q−Gaussian Inverse Distribution
Authors: Gabriel I. Loaiza O., Carlos A. Cadavid M., Juan C. Arango P.
Abstract:
It is known that the Riemannian manifold determined by the family of inverse Gaussian distributions endowed with the Fisher metric has negative constant curvature κ = −1/2 , as does the family of usual Gaussian distributions. In the present paper, firstly we arrive at this result by following a different path, much simpler than the previous ones. We first put the family in exponential form, thus endowing the family with a new set of parameters, or coordinates, θ1, θ2; then we determine the matrix of the Fisher metric in terms of these parameters; and finally we compute this matrix in the original parameters. Secondly, we define the Inverse q−Gaussian distribution family (q < 3), as the family obtained by replacing the usual exponential function by the Tsallis q−exponential function in the expression for the Inverse Gaussian distribution, and observe that it supports two possible geometries, the Fisher and the q−Fisher geometry. And finally, we apply our strategy to obtain results about the Fisher and q−Fisher geometry of the Inverse q−Gaussian distribution family, similar to the ones obtained in the case of the Inverse Gaussian distribution family.
Keywords: Base of Changes, Information Geometry, Inverse Gaussian distribution, Inverse q-Gaussian distribution, Statistical Manifolds.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3862959 The Same or Not the Same - On the Variety of Mechanisms of Path Dependence
Authors: Jürgen Beyer
Abstract:
In association with path dependence, researchers often talk of institutional “lock-in", thereby indicating that far-reaching path deviation or path departure are to be regarded as exceptional cases. This article submits the alleged general inclination for stability of path-dependent processes to a critical review. The different reasons for path dependence found in the literature indicate that different continuity-ensuring mechanisms are at work when people talk about path dependence (“increasing returns", complementarity, sequences etc.). As these mechanisms are susceptible to fundamental change in different ways and to different degrees, the path dependence concept alone is of only limited explanatory value. It is therefore indispensable to identify the underlying continuity-ensuring mechanism as well if a statement-s empirical value is to go beyond the trivial, always true “history matters".Keywords: path dependence, increasing returns, historicalinstitutionalism, lock-in.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18802958 Numerical Inverse Laplace Transform Using Chebyshev Polynomial
Authors: Vinod Mishra, Dimple Rani
Abstract:
In this paper, numerical approximate Laplace transform inversion algorithm based on Chebyshev polynomial of second kind is developed using odd cosine series. The technique has been tested for three different functions to work efficiently. The illustrations show that the new developed numerical inverse Laplace transform is very much close to the classical analytic inverse Laplace transform.
Keywords: Chebyshev polynomial, Numerical inverse Laplace transform, Odd cosine series.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14022957 Temperature Dependence of Relative Permittivity: A Measurement Technique Using Split Ring Resonators
Authors: Sreedevi P. Chakyar, Jolly Andrews, V. P. Joseph
Abstract:
A compact method for measuring the relative permittivity of a dielectric material at different temperatures using a single circular Split Ring Resonator (SRR) metamaterial unit working as a test probe is presented in this paper. The dielectric constant of a material is dependent upon its temperature and the LC resonance of the SRR depends on its dielectric environment. Hence, the temperature of the dielectric material in contact with the resonator influences its resonant frequency. A single SRR placed between transmitting and receiving probes connected to a Vector Network Analyser (VNA) is used as a test probe. The dependence of temperature between 30 oC and 60 oC on resonant frequency of SRR is analysed. Relative permittivities ‘ε’ of test samples for different temperatures are extracted from a calibration graph drawn between the relative permittivity of samples of known dielectric constant and their corresponding resonant frequencies. This method is found to be an easy and efficient technique for analysing the temperature dependent permittivity of different materials.
Keywords: Metamaterials, negative permeability, permittivity measurement techniques, split ring resonators, temperature dependent dielectric constant.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25852956 Friction Behavior of Wood-Plastic Composites against Uncoated Cemented Carbide
Authors: A. Vilutis, V. Jankauskas
Abstract:
The paper presents the results of the investigation of the dry sliding friction of wood-plastic composites (WPCs) against tungsten carbide-cobalt (WC-Co) hard alloy. The dependence of the dynamic coefficient of friction on the main influencing factors (vertical load, temperature, and sliding distance) was investigated by evaluating their mutual interaction. Multiple regression analysis showed a high polynomial dependence (adjusted R2 > 0.98). The resistance of the composite to thermo-mechanical effects determines how temperature and force factors affect the magnitude of the coefficient of friction. WPC-B composite has the lowest friction and highest resistance compared to WPC-A, while composite and cemented carbide materials wear the least. Energy Dispersive Spectroscopy (EDS), based on elemental composition, provided important insights into the friction process.
Keywords: Friction, composite, carbide, temperature.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 752955 Approximate Method of Calculation of Inviscid Hypersonic Flow
Authors: F. Sokhanvar, A. B. Khoshnevis
Abstract:
In the present work steady inviscid hypersonic flows are calculated by approximate Method. Maslens' inverse method is the chosen approximate method. For the inverse problem, parabolic shock shape is chosen for the two-dimensional flow, and the body shape and flow field are calculated using Maslen's method. For the axisymmetric inverse problem paraboloidal shock is chosen and the surface distribution of pressure is obtained.Keywords: Hypersonic flow, Inverse problem method
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30652954 Long-Range Dependence of Financial Time Series Data
Authors: Chatchai Pesee
Abstract:
This paper examines long-range dependence or longmemory of financial time series on the exchange rate data by the fractional Brownian motion (fBm). The principle of spectral density function in Section 2 is used to find the range of Hurst parameter (H) of the fBm. If 0< H <1/2, then it has a short-range dependence (SRD). It simulates long-memory or long-range dependence (LRD) if 1/2< H <1. The curve of exchange rate data is fBm because of the specific appearance of the Hurst parameter (H). Furthermore, some of the definitions of the fBm, long-range dependence and selfsimilarity are reviewed in Section II as well. Our results indicate that there exists a long-memory or a long-range dependence (LRD) for the exchange rate data in section III. Long-range dependence of the exchange rate data and estimation of the Hurst parameter (H) are discussed in Section IV, while a conclusion is discussed in Section V.Keywords: Fractional Brownian motion, long-rangedependence, memory, short-range dependence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18832953 Estimation of the Upper Tail Dependence Coefficient for Insurance Loss Data Using an Empirical Copula-Based Approach
Authors: Adrian O’Hagan, Robert McLoughlin
Abstract:
Considerable focus in the world of insurance risk quantification is placed on modeling loss values from lines of business (LOBs) that possess upper tail dependence. Copulas such as the Joe, Gumbel and Student-t copula may be used for this purpose. The copula structure imparts a desired level of tail dependence on the joint distribution of claims from the different LOBs. Alternatively, practitioners may possess historical or simulated data that already exhibit upper tail dependence, through the impact of catastrophe events such as hurricanes or earthquakes. In these circumstances, it is not desirable to induce additional upper tail dependence when modeling the joint distribution of the loss values from the individual LOBs. Instead, it is of interest to accurately assess the degree of tail dependence already present in the data. The empirical copula and its associated upper tail dependence coefficient are presented in this paper as robust, efficient means of achieving this goal.
Keywords: Empirical copula, extreme events, insurance loss reserving, upper tail dependence coefficient.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 48462952 An Extension of the Kratzel Function and Associated Inverse Gaussian Probability Distribution Occurring in Reliability Theory
Authors: R. K. Saxena, Ravi Saxena
Abstract:
In view of their importance and usefulness in reliability theory and probability distributions, several generalizations of the inverse Gaussian distribution and the Krtzel function are investigated in recent years. This has motivated the authors to introduce and study a new generalization of the inverse Gaussian distribution and the Krtzel function associated with a product of a Bessel function of the third kind )(zKQ and a Z - Fox-Wright generalized hyper geometric function introduced in this paper. The introduced function turns out to be a unified gamma-type function. Its incomplete forms are also discussed. Several properties of this gamma-type function are obtained. By means of this generalized function, we introduce a generalization of inverse Gaussian distribution, which is useful in reliability analysis, diffusion processes, and radio techniques etc. The inverse Gaussian distribution thus introduced also provides a generalization of the Krtzel function. Some basic statistical functions associated with this probability density function, such as moments, the Mellin transform, the moment generating function, the hazard rate function, and the mean residue life function are also obtained.KeywordsFox-Wright function, Inverse Gaussian distribution, Krtzel function & Bessel function of the third kind.
Keywords: Fox-Wright function, Inverse Gaussian distribution, Krtzel function & Bessel function of the third kind.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17202951 Confidence Interval for the Inverse of a Normal Mean with a Known Coefficient of Variation
Authors: Arunee Wongkha, Suparat Niwitpong, Sa-aat Niwitpong
Abstract:
In this paper, we propose two new confidence intervals for the inverse of a normal mean with a known coefficient of variation. One of new confidence intervals for the inverse of a normal mean with a known coefficient of variation is constructed based on the pivotal statistic Z where Z is a standard normal distribution and another confidence interval is constructed based on the generalized confidence interval, presented by Weerahandi. We examine the performance of these confidence intervals in terms of coverage probabilities and average lengths via Monte Carlo simulation.
Keywords: The inverse of a normal mean, confidence interval, generalized confidence intervals, known coefficient of variation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25842950 Evaluating Mechanical Properties of CoNiCrAlY Coating from Miniature Specimen Testing at Elevated Temperature
Authors: W. Wen, G. Jackson, S. Maskill, D. G. McCartney, W. Sun
Abstract:
CoNiCrAlY alloys have been widely used as bond coats for thermal barrier coating (TBC) systems because of low cost, improved control of composition, and the feasibility to tailor the coatings microstructures. Coatings are in general very thin structures, and therefore it is impossible to characterize the mechanical responses of the materials via conventional mechanical testing methods. Due to this reason, miniature specimen testing methods, such as the small punch test technique, have been developed. This paper presents some of the recent research in evaluating the mechanical properties of the CoNiCrAlY coatings at room and high temperatures, through the use of small punch testing and the developed miniature specimen tensile testing, applicable to a range of temperature, to investigate the elastic-plastic and creep behavior as well as ductile-brittle transition temperature (DBTT) behavior. An inverse procedure was developed to derive the mechanical properties from such tests for the coating materials. A two-layer specimen test method is also described. The key findings include: 1) the temperature-dependent coating properties can be accurately determined by the miniature tensile testing within a wide range of temperature; 2) consistent DBTTs can be identified by both the SPT and miniature tensile tests (~ 650 °C); and 3) the FE SPT modelling has shown good capability of simulating the early local cracking. In general, the temperature-dependent material behaviors of the CoNiCrAlY coating has been effectively characterized using miniature specimen testing and inverse method.
Keywords: CoNiCrAlY coatings, mechanical properties, DBTT, miniature specimen testing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7692949 Experimental Parametric Investigation of Temperature Effects on 60W-QCW Diode Laser
Authors: E. Farsad, S. P. Abbasi, A. Goodarzi, M. S. Zabihi
Abstract:
Nowadays, quasi-continuous wave diode lasers are used in a widespread variety of applications. Temperature effects in these lasers can strongly influence their performance. In this paper, the effects of temperature have been experimentally investigated on different features of a 60W-QCW diode laser. The obtained results indicate that the conversion efficiency and operation voltage of diode laser decrease with the augmentation of the working temperature associated with a redshift in the laser peak wavelength. Experimental results show the emission peak wavelength of laser shifts 0.26 nm and the conversion efficiency decreases 1.76 % with the increase of temperature from 40 to 50 ̊C. Present study also shows the slope efficiency decreases gradually at low temperatures and rapidly at higher temperatures. Regarding the close dependence of the mentioned parameters to the operating temperature, it is of great importance to carefully control the working temperature of diode laser, particularly for medical applications.Keywords: diode laser, experimentally, temperature, wavelength
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2412