On numerical integration and computer implementation of viscoplastic models

Due to the stringent design requirement for aerospace or nuclear structural components, considerable research interests have been generated on the development of constitutive models for representing the inelastic behavior of metals at elevated temperatures. In particular, a class of unified theories (or viscoplastic constitutive models) have been proposed to simulate material responses such as cyclic plasticity, rate sensitivity, creep deformations, strain hardening or softening, etc. This approach differs from the conventional creep and plasticity theory in that both the creep and plastic deformations are treated as unified time-dependent quantities. Although most of viscoplastic models give better material behavior representation, the associated constitutive differential equations have stiff regimes which present numerical difficulties in time-dependent analysis. In this connection, appropriate solution algorithm must be developed for viscoplastic analysis via finite element method

Computer aided design and analysis of gear tooth geometry

A simulation method for gear hobbing and shaping of straight and spiral bevel gears is presented. The method is based upon an enveloping theory for gear tooth profile generation. The procedure is applicable in the computer aided design of standard and nonstandard tooth forms. An inverse procedure for finding a conjugate gear tooth profile is presented for arbitrary cutter geometry. The kinematic relations for the tooth surfaces of straight and spiral bevel gears are proposed. The tooth surface equations for these gears are formulated in a manner suitable for their automated numerical development and solution

A computer program for predicting nonlinear uniaxial material responses using viscoplastic models

A computer program was developed for predicting nonlinear uniaxial material responses using viscoplastic constitutive models. Four specific models, i.e., those due to Miller, Walker, Krieg-Swearengen-Rhode, and Robinson, are included. Any other unified model is easily implemented into the program in the form of subroutines. Analysis features include stress-strain cycling, creep response, stress relaxation, thermomechanical fatigue loop, or any combination of these responses. An outline is given on the theoretical background of uniaxial constitutive models, analysis procedure, and numerical integration methods for solving the nonlinear constitutive equations. In addition, a discussion on the computer program implementation is also given. Finally, seven numerical examples are included to demonstrate the versatility of the computer program developed

Current and Future Constraints on Primordial Magnetic Fields

We present new limits on the amplitude of potential primordial magnetic fields (PMFs) using temperature and polarization measurements of the cosmic microwave background (CMB) from Planck, BICEP2/Keck Array, POLARBEAR, and SPTpol. We reduce twofold the 95% CL upper limit on the CMB anisotropy power due to a nearly-scale-invariant PMF, with an allowed B-mode power at $\ell=1500$ of $D_{\ell=1500}^{BB} < 0.071 \mu K^2$ for Planck versus $D_{\ell=1500}^{BB} < 0.034 \mu K^2$ for the combined dataset. We also forecast the expected limits from soon-to-deploy CMB experiments (like SPT-3G, Adv. ACTpol, or the Simons Array) and the proposed CMB-S4 experiment. Future CMB experiments should dramatically reduce the current uncertainties, by one order of magnitude for the near-term experiments and two orders of magnitude for the CMB-S4 experiment. The constraints from CMB-S4 have the potential to rule out much of the parameter space for PMFs.Comment: Submitted to ApJ, 10 page

Implementation on a nonlinear concrete cracking algorithm in NASTRAN

A computer code for the analysis of reinforced concrete structures was developed using NASTRAN as a basis. Nonlinear iteration procedures were developed for obtaining solutions with a wide variety of loading sequences. A direct access file system was used to save results at each load step to restart within the solution module for further analysis. A multi-nested looping capability was implemented to control the iterations and change the loads. The basis for the analysis is a set of mutli-layer plate elements which allow local definition of materials and cracking properties

Modeling views in the layered view model for XML using UML

In data engineering, view formalisms are used to provide flexibility to users and user applications by allowing them to extract and elaborate data from the stored data sources. Conversely, since the introduction of Extensible Markup Language (XML), it is fast emerging as the dominant standard for storing, describing, and interchanging data among various web and heterogeneous data sources. In combination with XML Schema, XML provides rich facilities for defining and constraining user-defined data semantics and properties, a feature that is unique to XML. In this context, it is interesting to investigate traditional database features, such as view models and view design techniques for XML. However, traditional view formalisms are strongly coupled to the data language and its syntax, thus it proves to be a difficult task to support views in the case of semi-structured data models. Therefore, in this paper we propose a Layered View Model (LVM) for XML with conceptual and schemata extensions. Here our work is three-fold; first we propose an approach to separate the implementation and conceptual aspects of the views that provides a clear separation of concerns, thus, allowing analysis and design of views to be separated from their implementation. Secondly, we define representations to express and construct these views at the conceptual level. Thirdly, we define a view transformation methodology for XML views in the LVM, which carries out automated transformation to a view schema and a view query expression in an appropriate query language. Also, to validate and apply the LVM concepts, methods and transformations developed, we propose a view-driven application development framework with the flexibility to develop web and database applications for XML, at varying levels of abstraction

Modelling Long Memory Volatility in Agricultural Commodity Futures Returns

This paper estimates the long memory volatility model for 16 agricultural commodity futures returns from different futures markets, namely corn, oats, soybeans, soybean meal, soybean oil, wheat, live cattle, cattle feeder, pork, cocoa, coffee, cotton, orange juice, Kansas City wheat, rubber, and palm oil. The class of fractional GARCH models, namely the FIGARCH model of Baillie et al. (1996), FIEGACH model of Bollerslev and Mikkelsen (1996), and FIAPARCH model of Tse (1998), are modelled and compared with the GARCH model of Bollerslev (1986), EGARCH model of Nelson (1991), and APARCH model of Ding et al. (1993). The estimated d parameters, indicating long-term dependence, suggest that fractional integration is found in most of agricultural commodity futures returns series. In addition, the FIGARCH (1,d,1) and FIEGARCH(1,d,1) models are found to outperform their GARCH(1,1) and EGARCH(1,1) counterparts.fractional integration;conditional volatility;long memory;agricultural commodity futures;asymmetric

Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH

The paper examines the performance of four multivariate volatility models, namely CCC, VARMA-GARCH, DCC and BEKK, for the crude oil spot and futures returns of two major benchmark international crude oil markets, Brent and WTI, to calculate optimal portfolio weights and optimal hedge ratios, and to suggest a crude oil hedge strategy. The empirical results show that the optimal portfolio weights of all multivariate volatility models for Brent suggest holding futures in larger proportions than spot. For WTI, however, DCC and BEKK suggest holding crude oil futures to spot, but CCC and VARMA-GARCH suggest holding crude oil spot to futures. In addition, the calculated optimal hedge ratios (OHRs) from each multivariate conditional volatility model give the time-varying hedge ratios, and recommend to short in crude oil futures with a high proportion of one dollar long in crude oil spot. Finally, the hedging effectiveness indicates that DCC (BEKK) is the best (worst) model for OHR calculation in terms of reducing the variance of the portfolio.conditional correlations;crude oil prices;hedging strategies;multivariate GARCH;optimal hedge ratio;optimal portfolio weights

Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns

This paper investigates the conditional correlations and volatility spillovers between crude oil returns and stock index returns. Daily returns from 2 January 1998 to 4 November 2009 of the crude oil spot, forward and futures prices from the WTI and Brent markets, and the FTSE100, NYSE, Dow Jones and S&P500 index returns, are analysed using the CCC model of Bollerslev (1990), VARMA-GARCH model of Ling and McAleer (2003), VARMA-AGARCH model of McAleer, Hoti and Chan (2008), and DCC model of Engle (2002). Based on the CCC model, the estimates of conditional correlations for returns across markets are very low, and some are not statistically significant, which means the conditional shocks are correlated only in the same market and not across markets. However, the DCC estimates of the conditional correlations are always significant. This result makes it clear that the assumption of constant conditional correlations is not supported empirically. Surprisingly, the empirical results from the VARMA-GARCH and VARMA-AGARCH models provide little evidence of volatility spillovers between the crude oil and financial markets. The evidence of asymmetric effects of negative and positive shocks of equal magnitude on the conditional variances suggests that VARMA-AGARCH is superior to VARMA-GARCH and CCC.conditional correlations;crude oil prices;multivariate GARCH;forward and futures prices;spot;stock indices;volatility spillovers

Enhanced van der Waals interaction at interfaces

Using a recently obtained (general) formula for the interaction energy between an excited and a ground-state atom (Sherkunov Y 2007 Phys. Rev. A 75 012705), we consider the interaction energy between two such atoms near the interface between two media. We demonstrate that under the circumstances of the resonant coupling of the excited atom to the surface polariton mode of a vacuum-medium system the nonretarded atom*-atom interaction energy can be enhanced by (several) orders of magnitude in comparison with the van der Waals interaction energy of the two isolated atoms.Comment: 8 pages, 5 figures, local-field corrections included and improved presentatio