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Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic DisturbancesBadinger, Harald, Egger, Peter 04 1900 (has links) (PDF)
This paper develops a unified framework for fixed and random effects estimation of higher-order spatial autoregressive panel data models with spatial autoregressive
disturbances and heteroskedasticity of unknown form in the idiosyncratic error component. We derive the moment conditions and optimal weighting matrix without distributional assumptions for a generalized moments (GM) estimation procedure of the spatial autoregressive parameters of the disturbance process and define both a random effects and a fixed effects spatial generalized two-stage least squares estimator for the regression parameters of the model. We prove consistency of the proposed estimators and derive their joint asymptotic distribution, which is robust to heteroskedasticity of unknown form in the idiosyncratic error component. Finally, we derive a robust Hausman-test of the spatial random against the spatial fixed effects model. (authors' abstract) / Series: Department of Economics Working Paper Series
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Estimating rigid motion in sparse sequential dynamic imaging: with application to nanoscale fluorescence microscopyHartmann, Alexander 22 April 2016 (has links)
No description available.
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Analysis of complete contacts subject to fatigueFlicek, Robert C. January 2015 (has links)
Engineering assemblies are very frequently subject to fretting fatigue, which is a damage process that results when very small slip displacements arise at nominally stationary frictional interfaces. Fretting accelerates the initiation and early propagation of fatigue cracks, thereby causing significant reductions in the fatigue performance of many critical engineering components. A majority of the previous research on fretting fatigue has focused on incomplete (i.e. smooth-edged) contacts, while complete (i.e. sharp-edged) contacts have received less attention. The aim of this thesis is to contribute to the theoretical understanding of complete contacts, especially when they are subject to fatigue conditions. This problem is addressed in two separate ways. First, because fretting failures almost invariably initiate from the edge of contact, a detailed understanding of the conditions in this region should enable more accurate assessments of fatigue performance to be made. Thus, an asymptotic analysis is presented, which provides an accurate description of the contact edge under many conditions. This is done by using the elasticity solution for a semi-infinite notch to represent the state of stress near the contact edge in an asymptotic sense. Attention is then placed on the fact that cyclically loaded frictional contacts tend toward a steady-state response in which less frictional slip (and energy dissipation) occurs than in the first few load cycles. To investigate this effect, a numerical sub-structuring procedure is described, which significantly reduces the number of degrees of freedom in finite element models of frictional contact. This reduced model is then used to calculate the shakedown limit, i.e. the amplitude of cyclic load above which frictional slip is guaranteed to persist in the steady state. The sensitivity of the steady-state solution to the initial residual displacement state is then investigated, and it is shown that initial conditions can have a large influence on the steady-state behaviour of complete contacts.
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On estimating variances for Gini coefficients with complex surveys: theory and applicationHoque, Ahmed 29 September 2016 (has links)
Obtaining variances for the plug-in estimator of the Gini coefficient for inequality has preoccupied researchers for decades with the proposed analytic formulae often being regarded as being too cumbersome to apply, as well as usually based on the assumption of an iid structure. We examine several variance estimation techniques for a Gini coefficient estimator obtained from a complex survey, a sampling design often used to obtain sample data in inequality studies. In the first part of the dissertation, we prove that Bhattacharya’s (2007) asymptotic variance estimator when data arise from a complex survey is equivalent to an asymptotic variance estimator derived by Binder and Kovačević (1995) nearly twenty years earlier. In addition, to aid applied researchers, we also show how auxiliary regressions can be used to generate the plug-in Gini estimator and its asymptotic variance, irrespective of the sampling design.
In the second part of the dissertation, using Monte Carlo (MC) simulations with 36 data generating processes under the beta, lognormal, chi-square, and the Pareto distributional assumptions with sample data obtained under various complex survey designs, we explore two finite sample properties of the Gini coefficient estimator: bias of the estimator and empirical coverage probabilities of interval estimators for the Gini coefficient. We find high sensitivity to the number of strata and the underlying distribution of the population data. We compare the performance of two standard normal (SN) approximation interval estimators using the asymptotic variance estimators of Binder and Kovačević (1995) and Bhattacharya (2007), another SN approximation interval estimator using a traditional bootstrap variance estimator, and a standard MC bootstrap percentile interval estimator under a complex survey design. With few exceptions, namely with small samples and/or highly skewed distributions of the underlying population data where the bootstrap methods work relatively better, the SN approximation interval estimators using asymptotic variances perform quite well.
Finally, health data on the body mass index and hemoglobin levels for Bangladeshi women and children, respectively, are used as illustrations. Inequality analysis of these two important indicators provides a better understanding about the health status of women and children. Our empirical results show that statistical inferences regarding inequality in these well-being variables, measured by the Gini coefficients, based on Binder and Kovačević’s and Bhattacharya’s asymptotic variance estimators, give equivalent outcomes. Although the bootstrap approach often generates slightly smaller variance estimates in small samples, the hypotheses test results or widths of interval estimates using this method are practically similar to those using the asymptotic variance estimators.
Our results are useful, both theoretically and practically, as the asymptotic variance estimators are simpler and require less time to calculate compared to those generated by bootstrap methods, as often previously advocated by researchers. These findings suggest that applied researchers can often be comfortable in undertaking inferences about the inequality of a well-being variable using the Gini coefficient employing asymptotic variance estimators that are not difficult to calculate, irrespective of whether the sample data are obtained under a complex survey or a simple random sample design. / Graduate / 0534 / 0501 / 0463 / aahoque@gmail.com
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Etude de certains ensembles singuliers associés à une application polynomiale / Some singular sets associated to a polynomial mapsNguyen thi bich, Thuy 30 September 2013 (has links)
Ce travail comporte deux parties dont la première concerne l'ensemble asymptotique $S_F$ d'une application polynomiale $F: C^n to C^n$. Dans les année 90s, Jelonek a montré que cet ensemble est une variété algébrique complexe singulière de dimension (complexe) $n-1$. Nous donnons une méthode, appelée {it méthode des fa{c c}ons}, pour stratifier cet ensemble. Nous obtenons une stratification de Thom-Mather. Par ailleurs, il existe une stratification de Whitney de $S_F$ telle que l'ensemble des fa{c c}ons possibles soit constant sur chaque strate. En utilisant les fa{c c}ons, nous donnons un algorithme pour expliciter l'ensemble asymptotique d'une application quadratique dominante en trois variables. Nous obtenons aussi une liste des ensembles asymptotiques possibles dans ce cas. La deuxième partie concerne l'ensemble $V_F$ : En 2010, Anna et Guillaume Valette ont construit une pseudo-variété réelle $V_F subset R^{2n + p}$, où $p > 0$, associée à une application polynomiale $F: C^n to C^n$. Dans le cas $n = 2$, ils ont prouvé que si $F$ est une application polynomiale de déterminant jacobien partout non nul, alors $F$ n'est pas propre si et seulement si l'homologie d'intersection de $V_F$ n'est pas triviale en dimension 2. Nous donnons une généralisation de ce résultat, dans le cas d'une application polynomiale $F : C^n to C^n$ de jacobien partout non nul. Nous donnons aussi une méthode pour stratifier l'ensemble $V_F$. Comme applications, nous obtenons des stratifications de l'ensemble des valeurs critiques asymptotiques de $F$ et de l'ensemble des points de bifurcation de $F$. / There are two parts in the present work. The first part concerns the asymptotic set of a polynomial mapping $F: C^n to C^n$. In the 90s, Zbigniew Jelonek showed that this set is a $(n-1)$ - (complex) dimensional singular variety. We give a method, called {it m'ethode des fa{c c}ons}, for stratifying this set. We obtain a Thom-Mather stratification. Moreover, there exists a Whitney stratification such that the set of possible fa{c c}ons is constant on every stratum. By using the fa{c c}ons, we give an algorithm for expliciting the asymptotic sets of a dominant quadratic polynomial mapping in three variables. As a result, we have a complete list of the asymptotic sets in this case. The second part concerns the set called Valette set $V_F$. In 2010, Anna and Guillaume Valette constructed a real pseudomanifold $V_F subset R^{2n + p}$, where $p > 0$, associated to a polynomial mapping $F: C^n to C^n$. In the case $n = 2$, they proved that if $F$ is a polynomial mapping with nowhere vanishing Jacobian, then $F$ is not proper if and only if the homology (or intersection homology) of $V_F$ is not trivial in dimension 2. We give a generalization of this result, in the case of a polynomial mapping $F : C^n to C^n$ with nowhere vanishing Jacobian. We give also a method for stratifying the set $V_F$. As applications, we have the stratifications of the set of asymptotic critical values of $F$ and the set of bifurcation points of $F$.
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Analyse et optimisation des batteurs dynamiques non linéaires / Analysis and optimization of nonlinear vibration absorbersDjemal, Fathi 15 January 2015 (has links)
Les vibrations qui sont en général source de dérangement, d’usure et même destruction des machines et structures mécaniques doivent être contrôlées ou éliminées. Pour cette raison, la lutte contre les vibrations est devenue depuis des années un enjeu majeur pour les chercheurs de laboratoire et de développement dans l’industrie afin de développer des solutions efficaces contre ces problèmes. De nombreuses technologies ont donc été développées. Parmi ces technologies, les absorbeurs de vibration non linéaires présentent des performances importantes dans l’atténuation de vibration sur une large bande de fréquences. C’est dans ce contexte que cette thèse se focalise sur l’analyse et l’optimisation des absorbeurs de vibration non linéaires. L’objectif de cette thèse est d’analyser le comportement dynamique non linéaire des systèmes présentant des absorbeurs de vibration non linéaires. Pour cela, un modèle dynamique d’un système à deux degrés de liberté est développé mettant en équations le comportement non linéaire. La résolution des équations de mouvement est faite par la Méthode Asymptotique Numérique (MAN). La performance de cette méthode est montrée via une comparaison avec la méthode de Newton-Raphson. L’analyse des modes non linéaires du système ayant une non-linéarité cubique est faite par une formulation explicite des Fonctions de Réponse en Fréquence non linéaires (FRFs) et les Modes Normaux Non linéaires (MNNs). Un démonstrateur sur la base d’un système simple à deux degré de liberté est mis en place afin de recaler les modèles envisagés sur la base des résultats expérimentaux trouvés. / Vibrations are usually undesired phenomena as they may cause discomfort, disturbance, damage, and sometimes destruction of machines and structures. It must be reduced or controlled or eliminated. For this reason, the vibrations attenuation became a major issue for scientists and researchers in order to develop effective solutions for these problems. Many technologies have been developed. Among these technologies, the nonlinear vibration absorbers have significant performance in the vibration attenuation over a wide frequency band. In this context, this thesis focuses on the analysis and optimization of nonlinear vibration absorbers. The objective of the thesis is to analyze the nonlinear dynamic behavior of systems with nonlinear vibration absorbers. For this, a dynamic model of a two degrees of freedom system is developed. The Asymptotic Numerical Method (ANM) is used to solve the nonlinear equations of motion. The performance of this method is shown via a comparison with the Newton-Raphson method. The nonlinear modal analysis system with cubic nonlinearity is made by an explicit formulation of the nonlinear Frequency Response Functions (FRFs) and Nonlinear Normal Modes (MNNs). An experimental study is performed to validate the numerical results.
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Elastodynamic homogenization of periodic media / Homogénéisation élastodynamique de milieux périodiquesNassar, Hussein 01 October 2015 (has links)
La problématique récente de la conception de métamatériaux a renouvelé l'intérêt dans les théories de l'homogénéisation en régime dynamique. En particulier, la théorie de l'homogénéisation élastodynamique initiée par J.R. Willis a reçu une attention particulière suite à des travaux sur l'invisibilité élastique. La présente thèse reformule la théorie de Willis dans le cas des milieux périodiques, examine ses implications et évalue sa pertinence physique au sens de quelques ``conditions d'homogénéisabilité'' qui sont suggérées. En se basant sur les résultats de cette première partie, des développements asymptotiques approximatifs de la théorie de Willis sont explorés en relation avec les théories à gradient. Une condition nécessaire de convergence montre alors que toutes les branches optiques de la courbe de dispersion sont omises quand des développements asymptotiques de Taylor de basse fréquence et de longue longueur d'onde sont déployés. Enfin, une nouvelle théorie de l'homogénéisation est proposée. On montre qu'elle généralise la théorie de Willis et qu'elle l'améliore en moyenne fréquence de sorte qu'on retrouve certaines branches optiques omises auparavant. On montre également que le milieu homogène effectif défini par la nouvelle théorie est un milieu généralisé dont les champs satisfont une version élastodynamique généralisée du lemme de Hill-Mandel / The recent issue of metamaterials design has renewed the interest in homogenization theories under dynamic loadings. In particular, the elastodynamic homogenization theory initiated by J.R. Willis has gained special attention while studying elastic cloaking. The present thesis reformulates Willis theory for periodic media, investigates its outcome and assesses its physical suitability in the sense of a few suggested ``homogenizability conditions''. Based on the results of this first part, approximate asymptotic expansions of Willis theory are explored in connection with strain-gradient media. A necessary convergence condition then shows that all optical dispersion branches are lost when long-wavelength low-frequency Taylor asymptotic expansions are carried out. Finally, a new homogenization theory is proposed to generalize Willis theory and improve it at finite frequencies in such a way that selected optical branches, formerly lost, are recovered. It is also proven that the outcome of the new theory is an effective homogeneous generalized continuum satisfying a generalized elastodynamic version of Hill-Mandel lemma
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Pulsation Properties in Asymptotic Giant Branch StarsNorgren, Ofelia January 2019 (has links)
Asymptotic Giant Branch (AGB) stars are stars with low- to intermediate mass in a late stage in their stellar evolution. An important feature of stellar evolution is the ongoing nucleosynthesis, the creation of heavier elements. Unlike main sequence stars, the AGB stars have a thick convective envelope which makes it possible to dredge-up the heavier fused elements from the stellar core to its surface. AGB stars are also pulsating variable stars, meaning the interior expands and contracts, causing the brightness to fluctuate. These pulsations will also play a major role in the mass loss observed in these stars. The mass loss is caused by stellar winds that accelerate gas and dust from the surface of these stars and thereby chemical enrich the interstellar medium. It is important to understand the properties of these pulsations since they play a key role in how stellar winds are produced and then enrich the galaxy with heavier synthesized elements. These pulsation periods can be observed with their corresponding Light-Curves, where the periodic motion of the brightness can be clearly seen. The main goal with this project is to calculate these pulsation periods for different AGB stars and compare these values with the periods listed in the General Catalogue of Variable Stars (GCVS). The comparison between these values gives a better understanding of methods of determining these periods and the uncertainties that follow. / Asymptotiska jättegrenen är en del av slutstadiet för låg- till medelmassiva stjärnor (AGB stjärnor). Ett viktigt kännetecken hos stjärnutvecklingen är den pågående nukleosyntesen, sammanslagningen av tyngre ämnen i stjärnans inre. Till skillnad mot stjärnor på huvudserien har AGB stjärnor ett tjockt konvektivt lager som gör det möjligt att dra upp dessa nybildade ämnen till stjärnans yta. AGB stjärnor är pulserande variabla stjärnor där variationer i stjärnans radie gör att ljusstyrkan varierar. Dessa pulsationer kommer även att spela en viktig roll för den massförlust som observeras hos dessa stjärnor. Massförlusten orsakas av stjärnvindar som accelererar gas och stoft från stjärnans yta och därmed kemiskt berikar det interstellära mediet. Det är viktigt att förstå dessa pulsationer eftersom de är en viktig komponent för hur stjärnvindar uppstår och sedan berikar galaxer med tyngre ämnen. Dessa pulsationsperioder kan studeras genom att observera stjärnornas ljuskurvor, där man tydligt ser det periodiska beteendet hos ljusstyrkan. Det huvudsakliga målet med detta projekt är att beräkna dessa perioder för olika AGB stjärnor och att sedan jämföra dem med värden från General Catalogue of Variable Stars (GCVS). Jämförelsen mellan dessa värden ger en bättre förståelse för metoderna som används för att bestämma dessa perioder och hur osäkra dessa värden är.
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Semicontinuidade inferior de atratores para problemas parabólicos em domínios finos / Lower semicontinuity of attactors for parabolic problems in thin domainsSilva, Ricardo Parreira da 30 October 2007 (has links)
Neste trabalho estudamos problemas de reação-difusão semilineares do tipo \'u IND..t(x, t) = \'DELTA\'u(x, t)+ f (u(x, t)), x \'PERTENCE A\' \'OMEGA\' \'PARTIAL\' U/\'PARTIAL\'V (x, t) = 0, x \'PERTENCE A\' \'PARTIAL\'\' OMEGA\'. Desenvolvemos uma teoria abstrata para a obtenção da continuidade da dinâmica assintótica de (P) sob perturbações singulares do domínio espacial W e aplicamos a uma série de exemplos dos assim chamados domínios finos / In this work we study semilinear reaction-diffusion problems of the type \'u IND.t(x, t) = \'DELTA\'u(x, t)+ f (u(x, t)), x \' PERTENCE A\' \'OMEGA\' \'PARTIAL\'u/\'ARTIAL\' v (x, t) = 0, x \"PERTENCE A\' \'PARTIAL\' \' OMEGA\' We develop a abstract theory to obtain the continuity of the asymptotic dynamics of (P) under singular perturbations of the spatial domain W and we apply that to many examples in thin domains
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Estabilidade assintótica para alguns modelos dissipativos de equações de placas / Asymptotic stability for some dissipative models of plate equationsSilva, Marcio Antonio Jorge da 13 March 2012 (has links)
Neste trabalho estudamos questões relativas a existência, unicidade, dependência contínua, continuidade, taxas de decaimento e comportamento assintótico de soluções para uma classe de equações de placas lineares e não lineares. No primeiro capítulo revisamos alguns conteúdos e colecionamos uma série de resultados provenientes da teoria geral de análise funcional, semigrupos lineares e atratores, os quais serão aplicados ao longo desta tese. Nos dois próximos capítulos abordamos uma equação da placa de quarta ordem dissipativa com perturbações não lineares do tipo p- Laplaciano e localmente Lipschitz e com memória. No segundo capítulo provamos a estabilidade exponencial de energia correspondente ao problema homogêneo com memória de segunda ordem. Em seguida, no terceiro capítulo estabelecemos resultados que comprovam a existência de um atrator global com dimensão fractal finita para o sistema dinâmico associado ao problema com história de deslocamento relativo que equivale ao problema original. Finalmente, no quarto capítulo tratamos um modelo viscoelástico de placas de Mindlin-Timoshenko de segunda ordem. Nesta ocasião, consideramos essecialmente dois casos, o primeiro quando o sistema é totalmente dissipativo e, em seguida, quando o sistema é parcialmente dissipativo. No primeiro caso, determinamos que o semigrupo linear associado ao problema é analítico e, como consequência, é exponencialmente estável. No segundo caso, mostramos que o semigrupo perde decaimento exponencial e analiticidade, no entanto, provamos que as soluções possuem decaimento do tipo polinomial / In this work we study some questions concerning with existence, uniqueness, continuous dependence, continuity, rates of decay and asymptotic behavior of solutions for a class of linear and nonlinear plate equations. In the first chapter we review some concepts and collect a series of results provided from general theory of functional analysis, linear semigroups and attractors which will be applied throughout this thesis. In the next two chapters we discuss a damped plate equation of fourth order with nonlinear perturbations of the lower order of p-Laplacian type and locally Lipschitz, and a memory term. In the second chapter we prove the exponential stability of energy corresponding to the homogeneous problem with memory of second order. Then in the third chapter we establish some results that allow us to prove the existence of a global attractor with finite fractal dimension for dynamical system associated to the problem with relative displacement history which is equivalent to the original problem. Finally, in the fourth chapter we deal with a viscoelastic Mindlin-Timoshenko plate model of second order. At this moment we consider essentially two cases. The first one when the system is fully damped, then when the system is partially damped. In the first case we show that the semigroup associated to the Mindlin-Timoskenko system is analytic, which in particular implies exponential decay. In the second case we show that such semigroup loses exponential decay, also loses analyticity. However, we prove in this last case that the solutions have decay of polynomial type
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