Wavelet versus Detrended Fluctuation Analysis of multifractal structures

We perform a comparative study of applicability of the Multifractal Detrended Fluctuation Analysis (MFDFA) and the Wavelet Transform Modulus Maxima (WTMM) method in proper detecting of mono- and multifractal character of data. We quantify the performance of both methods by using different sorts of artificial signals generated according to a few well-known exactly soluble mathematical models: monofractal fractional Brownian motion, bifractal Levy flights, and different sorts of multifractal binomial cascades. Our results show that in majority of situations in which one does not know a priori the fractal properties of a process, choosing MFDFA should be recommended. In particular, WTMM gives biased outcomes for the fractional Brownian motion with different values of Hurst exponent, indicating spurious multifractality. In some cases WTMM can also give different results if one applies different wavelets. We do not exclude using WTMM in real data analysis, but it occurs that while one may apply MFDFA in a more automatic fashion, WTMM has to be applied with care. In the second part of our work, we perform an analogous analysis on empirical data coming from the American and from the German stock market. For this data both methods detect rich multifractality in terms of broad f(alpha), but MFDFA suggests that this multifractality is poorer than in the case of WTMM.Comment: substantially extended version, to appear in Phys.Rev.

Enhancement of height system for Malaysia using space technology: the study of the datum bias inconsistencies in Peninsular Malaysia

The algorithm for orthometric height transfer using GPS has been widely presented. Its practical limitations are mostly due to datum bias inconsistencies and lack of precise geoid. In most applications, datum biases are assumed to be systematic over short baselines and therefore could be eliminated by differential heighting techniques. In this study, optimal algorithms were investigated to model biases between local vertical datum in Peninsular Malaysia and the datums implied by by EGM96, OSU91A and the regional Gravimetric Geoid in South_East Asia. The study has indicated that local vertical datum is not physically parallel to the datums implied by the above geoids. The shift parameters between the datums implied by the GPS/leveling data, and the EGM96, OSU91A and the gravimetric datums are about – 41cm, -54 cm and – 8 cm respectively. Also the maximum tilts of the planes fitting the residual geoids above these datums relative to GPS/Leveling datum are of the order of 36, 51 and 33 centimeters per degree. It is therefore necessary to take into account the effect of inconsistent datum bias particularly for baseline height transfer. The level of accuracy achieved by the bias corrected relative orthometric height differences of the EGM96, OSU91A and the gravimetric geoid models combined with GPS/leveling data for baseline lengths up to 36 km, is sufficient to replace the conventional tedious, time consuming ordinary leveling technique for rapid height transfer for land surveying and engineering applications

Diffusion and Viscosity Coefficients of Binary Non-Electrolyte Liquid Mixtures

The Taylor Dispersion Technique has been applied to the measurement of mutual diffusion coefficients for liquid mixtures at elevated pressures. The systems studied were toluene plus n-hexane and toluene plus acetonitrile over the temperature range from 273 to 348 K and up to 25 MPa. The density and viscosity for the same mixtures have been measured from 298 to 373 K and up to 500 MPa. A self-centering falling body viscometer was used for the viscosity measurements, and densities were measured with a bellows volumometer. High pressure densities are also reported for the ternary mixture of n-octane, i-octane and oct-1-ene. Measurements were also made of the mutual diffusion coefficient of benzene and eight fluorinated benzenes at trace concentration in n-hexane from 213 to 333 K, at atmospheric pressure. The results have been used to make a rigorous test of current theoretical and empirical relationships. The Tait equation fits the density data within 0.2%. The trace mutual diffusion coefficient data are satisfactorily accounted for on the basis of the rough hard-sphere model and the high pressure viscosity coefficient results are successfully correlated using a method based on consideration of hard-sphere theory. The Grunberg and Nissan equation satisfactorily reproduces the mixture viscosity data, with parameter G dependent on temperature, pressure and concentration. An important development in the correlation of dense fluid transport properties on the basis of hard-sphere model is described, whereby diffusion and viscosity coefficients are considered simultaneously. This should lead to more reliable prediction methods for transport coefficients of dense fluids and fluid mixtures

Expectation Propagation for Nonlinear Inverse Problems -- with an Application to Electrical Impedance Tomography

In this paper, we study a fast approximate inference method based on expectation propagation for exploring the posterior probability distribution arising from the Bayesian formulation of nonlinear inverse problems. It is capable of efficiently delivering reliable estimates of the posterior mean and covariance, thereby providing an inverse solution together with quantified uncertainties. Some theoretical properties of the iterative algorithm are discussed, and the efficient implementation for an important class of problems of projection type is described. The method is illustrated with one typical nonlinear inverse problem, electrical impedance tomography with complete electrode model, under sparsity constraints. Numerical results for real experimental data are presented, and compared with that by Markov chain Monte Carlo. The results indicate that the method is accurate and computationally very efficient.Comment: Journal of Computational Physics, to appea

Presentations eBook: according to 1st Workshop with focus on experimental testing of cement-based materials

COST TU 140

Spatio-temporal variability analysis of territorial resistance and resilience to risk assessment

Natural materials, such as soils, are influenced by many factors acting during their formative and evolutionary process: atmospheric agents, erosion and transport phenomena, sedimentation conditions that give soil properties a non-reducible randomness by using sophisticated survey techniques and technologies. This character is reflected not only in the spatial variability of soil properties which differ punctually, but also in their multivariate correlation as function of reciprocal distance. Cognitive enrichment, offered by the response of soils associated with their spatial variability, implies an increase in the evaluative capacity of contributing causes and potential effects in the field of failure phenomena. Stability analysis of natural slopes is well suited to stochastic treatment of the uncertainty which characterized landslide risk. In particular, the research activity has been carried out in back-analysis to a slope located in Southern Italy that was subject to repeated phenomena of hydrogeological instability - extended for several kilometers and recently reactivated - applying spatial analysis to the controlling factors and quantifying the hydrogeological susceptibility through unbiased estimators and indicators. A natural phenomenon, defined as geo-stochastic process, is indeed characterized by interacting variables leading to identifying the most critical areas affected by instability. Through a sensitivity analysis of the local variability as well as a reliability assessment of the time-based scenarios, an improvement of the forecasting content has been obtained. Moreover, the phenomenological characterization will allow to optimize the attribution of the levels of risk to the wide territory involved, supporting decision-making process for intervention priorities as well as the effective allocation of the available resources in social, environmental and economic contexts

Aeronautical Engineering: A special bibliography with indexes, supplement 64, December 1975

This bibliography lists 288 reports, articles, and other documents introduced into the NASA scientific and technical information system in November 1975

Modeling of the elastic mechanical behavior of thin compliant joints under load for highest-precision applications

For the most demanding measurement tasks in force metrology flexure hinges in compliant mechanisms represent a key component. To enhance the mechanical properties of devices like weighing cells, the ability of precise modeling of flexure hinges is essential. The present scientific work focuses on the modeling of the mechanical behavior of a single flexure hinge subjected to geometric deviations and non-ideal loading conditions as those encountered in weighing cells. The considered hinge has a semi-circular contour and a large width compared to its minimum notch height. This geometry is modeled using the finite element method. Requirements for a trustworthy and efficient computation are elaborated under the consideration of geometric deviations for later parametric studies. Analytical expressions found in the literature are compared to numerical results to prove the validity of their assumptions for thin hinges. The model is used for studying the deviation of the stiffness in non-ideal flexure hinges. Sources of deviation are identified and described by parameters. The range of values for each parameter is chosen on the basis of available manufacturing technology. Influential parameters are identified through a sensitivity analysis. The effect of loading conditions is studied in the context of the application in weighing cells. For the enhancement of the overall sensitivity, the stiffness of the flexure hinges can be reduced. One option, the alteration of the geometry by adding a flexure strip in the center of the semi-circular flexure hinge is studied in comparison to existing analytical equations. The effects of ground tilts for a single loaded flexure hinge are investigated as a foundation for future modeling of a tilt insensitive state of a weighing cell mechanism (autostatic state). By adjusting the vertical position of the center of mass of the lever, the tilt sensitivity can be reduced to zero. An approach to find the position for this state is presented considering the numerical limitations of finite element modeling. Using this approach, the variation of the sought position is evaluated for different values of the design parameters.Tesi