Estimation of Equicorrelated Diffusions from Incomplete Data

The paper derives maximum likelihood parameter estimators for symmetrically correlated Weiner processes observed at discrete intervals. Such processes arise when pricing and determining Value-at-Risk for portfolio derivatives. Cases of driftless and mean-reverting state variables are considered. The procedure is applicable to samples with missing data of any pattern and to high dimensional systems. The estimation procedure is illustrated using a sample of stock prices.Maximum likelihood; Equicorrelation; Correlated di usions; Wiener process; Missing data

Estimation of Equicorrelated Diffusions from Incomplete Data

The paper derives maximum likelihood parameter estimators for symmetrically correlated Weiner processes observed at discrete intervals. Such processes arise when pricing and determining Value-at-Risk for portfolio derivatives. Cases of driftless and mean-reverting state variables are considered. The procedure is applicable to samples with missing data of any pattern and to high dimensional systems. The estimation procedure is illustrated using a sample of stock prices

Experimental investigation of crack paths.

The knowledge of crack path mechanism could improve the safety issues, design and finally reduce the cost of the maintenance or production of structures in aerospace and energy industries. However, the physical mechanism behind the crack path development is not still completely understood although many criteria have been developed to predict the crack path. It is even more challenging to predict the crack trajectory in areas such as multi site damage zones where there are interactions between cracks. A study has been undertaken on sets of cracks with different interaction properties, both numerically, using a finite element (FE) method, and experimentally, using Thermoelastic Stress Analysis (TSA) where the effectiveness of three of the most common criteria was assessed. It was shown that the crack paths are not always repeatable as expected by FE models. It was found that the crack path criteria are capable of an acceptable prediction only in the early stages of the crack growth. Furthermore, the Stress Intensity Factors (SIF) only partially control the crack path and it has been recognised that the T -stress is one the influential parameters of the crack trajectory. Despite the vital role of T-stress, not only in directional stability problems but also in crack growth rate and the shape and size of the plastic zone ahead of the crack tip, little attention has been paid to experimentally determine the T-stress. Therefore, based on both Muskhelishvili's and Williams' approaches, methodologies were developed to determine the SIF and the T -stress from both stress field and displacement data generated artificially and using a finite element method. These methodologies were successfully employed to experimentally determine the SIF and the T -stress for different types of notched and fatigue cracked specimens manufactured from Al 7010 T765 I using TSA and Digital Image Correlation (DIC) technique. It was shown that the Muskhelishvili's approach is equivalent to the Williams' 2 terms stress solution for SIF determination. However, the 2 terms solution is not sufficient to determine the T -stress and, three or more terms are needed both from the stress and displacement fields. Results obtained from the stress field are numerically unstable if more than four terms are used. However, results obtained from the displacement field show more robustness with an increased number of terms

On the Crack Bifurcation and Fanning of Crack Growth Data

Crack growth data obtained from ASTM load shedding method for different R values show some fanning especially for aluminum alloys. It is believed by the authors and it has been shown before that the observed fanning is due to the crack bifurcation occurs in the near threshold region which is a function of intrinsic properties of the alloy. Therefore, validity of the ASTM load shedding test procedure and results is confirmed. However, this position has been argued by some experimentalists who believe the fanning is an artifact of the test procedure and thus the obtained results are invalid. It has been shown that using a special test procedure such as using compressively pre-cracked specimens will eliminate the fanning effect. Since not using the fanned data fit can result in a significantly lower calculated cyclic life, design of a component, particularly for rotorcraft and propeller systems will considerably be impacted and therefore this study is of paramount importance. In this effort both test procedures i.e. ASTM load shedding and the proposed compressive pre-cracking have been used to study the fatigue crack growth behavior of compact tension specimens made of aluminum alloy 2524-T3. Fatigue crack growth paths have been closely observed using SEM machines to investigate the effects of compression pre-cracking on the crack bifurcation behavior. The results of this study will shed a light on resolving the existing argument by better understanding of near threshold fatigue crack growth behavior

A Composite Damage Tolerance Simulation Technique to Augment the Building Block Approach

Aerospace structures comprised of composite materials are traditionally certified empirically via the Building Block Approach (BBA). While this approach has been performed successfully in the past, it is expensive and time consuming. One means to improve the overall efficiency of composite structural certification is to reduce the cost of the BAA by eliminating the need for some tests by incorporating damage analysis tools. For an analysis to replace a given test, the tool must first be validated using other similar test data. The subject of this paper is a description of an analysis technique for simulating compression after damage strength of a solid laminate. The analysis technique is one that is practical for use in an applied engineering context due to efforts to minimize necessary computational resources and complexity of the model

Modeling Pile Setup in Natural Clay Deposit Considering Soil Anisotropy, Structure, and Creep Effects: Case Study

In this paper the behaviour of a natural soft clay deposit under installation of a case study pile is numerically investigated. The case study problem includes installation of an instrumented closeended displacement pile in a soft marine clay, known as Bothkennar clay, in Scotland. The site was being used for a number of years as a geotechnical test bed site and the clay has been comprehensively characterised with both in-situ tests and laboratory experiments. The soft soil behaviour, both after pile installation and after subsequent consolidation, is reproduced via an advanced critical state-based constitutive model, namely S-CLAY1S, that accounts for the anisotropy of soil fabric and destructuration effects during plastic straining. Furthermore, a timedependent extension of S-CLAY1S model, namely CREEP-S-CLAY1S is used to study soft soil creep response and the significance of its consideration on examining the overall pile installation effects. The simulation results are compared against field measurements, and for comparison the pile installation is also analysed using the Modified Cam-Clay (MCC) model to highlight the importance of considering inherent features of natural soil behaviour in the simulation. Considerable sensitivity analysis is also performed to evaluate the influence of initial anisotropy and bonding values on simulations results and to check the reliability of the numerical analyses

Spatial assessment of factors affecting the social vulnerability of coastal cities (Case Study: cities of Bushehr province)

Objective: Nowadays, coastal areas and the cities in it are considered as the most important components and elements of the urban system. Coastal cities are always vulnerable to damages from the environmental hazards and ignoring them will be problematic. Methods: This is a applied research and it is done by descriptive-analytical method that is based on library and statistics information. At first, factors affecting the social vulnerability of cities were identified and then all cities were classified in homogeneous groups and then were evaluated by GWR model. Results: The results showed that factors of lack of access to energy and fuel resources, social, physical, economic, dependent population, lack of access to healthy drinking water sources and population flotation had the most impact on social vulnerability of the studied cities. Also, the results of the cluster analysis model revealed that cities are classified in five clusters. Conclusion: It can be said that the resulting factorscovers almost all the underlying causes of social vulnerability. Also, according to the results, the most investment is needed to address the vulnerability of the lack of access to energy and fuel resources, as the vulnerability of households is more in this area. Also, due to the similar socioeconomic status of households in the cities of Bushehr province, the social vulnerability of most cities in this province is close to each other. Finally, it can be concluded that due to the inappropriate economic and social conditions of households who are living in coastal cities as well as the occurrence of natural hazards in the area, people living in these cities have a high social vulnerability

Organizational Pathology in Staff Department of Shiraz University of Medical Sciences based on Three-branch Model

Introduction: Pathology of organizations is one of the most key actions that make the university officials aware of the strengths, weaknesses, opportunities and challenges of an organization and allows these officials to take the right actions accordingly. Therefore, this study examined the pathology of human resources in staff departments of Shiraz University of Medical Sciences. Methods: This was a cross-sectional study. Two hundred employees participated in this study. Random sampling was used and the data were collected by an organizational pathology questionnaire based on the three branch model. Data analyzed by SPSS software. Results: The results showed that behavioral factors (mean = 2.73) and contextual factors (mean= 3.34) had the highest and the lowest impacts on human resources malfunction in Shiraz University of Medical Sciences. Among subsets of structural factors, the payment system (average rank of 2.5, mean=2.21±0.72 and p-value ≤0.001), behavioral factors, and job security (mean rank = 2.03, mean=2.28±0.93 and p-value ≤0.001) and among subsets of contextual factors, customer-orientation (mean rank= 1.31, mean=3.07±0.70 and p-value 0.19) had the most impact on organizational pathology in this university. Conclusion: Considering that the behavioral factors had the greatest impact to the damages, it seems that the university has to adopt programs and policies in terms of creating appropriate organizational culture, increasing motivation and job satisfaction, adopting effective leadership, providing opportunities for training and development of employees and improving job security for the staff. Indeed, it is worth mentioning that solving some of these issues is beyond the powers of the executive organs, so solving these types of problems at macro-organizational level in the country is of vital importance

A national school-based screening program for mental health problems among children aged 6 to 12 years in Iran:scale development and psychometric evaluation

Schools are an ideal setting in which to measure and promote mental health difficulties. The aim of present study was to develop the Nemad Electronic Mental-Health Assessment Devices for Children (NEMAD-C) aged 6 to 12 years in Iran. A sample of parents and teachers (N = 10,163) were recruited to complete the parent and teacher reports. Totally, explorative and confirmatory factor analyses showed that the eight-factor model provides a better fit for both parental report and teacher report versions. Results revealed a screening tool consisting of eight dimensions: child abuse risk, self-harm, anxiety, depression, disruptive behavior disorders, attention deficit/hyperactivity disorders, academic achievement deficit, and self-regulation. Findings showed that the internal consistency coefficients of the subscales were high, and convergent validity was evidenced by significant correlations with theoretically related constructs. Therefore, the NEMAD-C has adequate reliability and validity and could be used for multi-dimensional assessment of mental health problems in Iran