4,398 research outputs found
Juncture stress fields in multicellular shell structures. Vol. IX - Summary of results and recommendations Final report
Juncture stress fields in multicellular shell structures - bending and bucking analyse
A Multivariate GARCH Model with Time-Varying correlations
In this paper we propose a new multivariate GARCH model with time- varying correlations. We adopt the vech representation based on the conditional variances and the conditional correlations. While each conditional-variance term is assumed to follow a univariate GARCH formulation, the conditional-correlation matrix is postulated to follow an autoregressive moving average type of analogue. By imposing some suitable restrictions on the conditional-correlation-matrix equation, we construct a MGARCH model in which the conditional-correlation matrix is guaranteed to be positive definite during the optimisation. Thus, our new model retains the intuition and interpretation of the univariate GARCH model and yet satisfies the positive-definite condition as found in the constant-correlation and BEKK models. We report some Monte Carlo results on the finite-sample distributions of the MLE of the varying- correlation MGARCH model. The new model is applied to some real data sets. It is found that extending the constant-correlation model to allow for time-varying correlations provides some interesting time histories that are not available in a constant-correlation model.BEKK model, constant correlation, Monte Carlo method, multivariate GARCH model, maximum likelihood estimate, varying correlation
Attenuation of stress waves in single and multi-layered structures
Analytical and experimental studies were made of the attenuation of the stress waves during passage through single and multilayer structures. The investigation included studies on elastic and plastic stress wave propagation in the composites and those on shock mitigating material characteristics such as dynamic stress-strain relations and energy absorbing properties. The results of the studies are applied to methods for reducing the stresses imposed on a spacecraft during planetary or ocean landings
Optimum design of structures of composite materials in response to aerodynamic noise and noise transmission
Elastic wave propagation and attenuation in a model fiber matrix was investigated. Damping characteristics in graphite epoxy composite materials were measured. A sound transmission test facility suitable to incorporate into NASA Ames wind tunnel for measurement of transmission loss due to sound generation in boundary layers was constructed. Measurement of transmission loss of graphite epoxy composite panels was also included
Juncture stress fields in multicellular shell structures. Volume III - Stresses and deformations on fixed-edge segmental conical shells Final report
Equations for thin elastic conical shells and digital program for analysis of stress and deformation on fixed edge segmental conical shells - solution by finite difference techniqu
Juncture stress fields in multicellular shell structures. Volume IV - Stresses and deformations of fixed-edge segmental spherical shells Final report
Equations for thin elastic spherical shells and digital program for analysis of stresses and deformation of fixed edge segmental spherical shells - solution by finite difference techniqu
Plasma-Like Negative Capacitance in Nano-Colloids
A negative capacitance has been observed in a nano-colloid between 0.1 and
10^-5 Hz. The response is linear over a broad range of conditions. The
low-omega dispersions of both the resistance and capacitance are consistent
with the free-carrier plasma model, while the transient behavior demonstrates
an unusual energy storage mechanism. A collective excitation, therefore, is
suggested.Comment: 3 pages, 3 figure
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