OPTIMAL EXPERIMENTAL DESIGN WITH INVERSE PROBLEMS

Size: px
Start display at page:

Download "OPTIMAL EXPERIMENTAL DESIGN WITH INVERSE PROBLEMS"

Transcription

1 Inverse Problems n Engneerng: Theory and Pracce rd In. Conference on Inverse Problems n Engneerng June -8, 999, Por Ludlow, WA, USA EXP5 OPTIMAL EXPERIMENTAL DESIGN WITH INVERSE PROBLEMS Mkhal Romanovsk CAD/CAE Deparmen, POINT Ld /, ave. Andropova, Moscow, Russa E-mal: ponld@glasne.ru ABSTRACT The man goal s a heory developmen of mal expermenal desgn for he hea properes denfcaon of a sold. Sequenal and mehodcal sudy of denfcaon of a specfc hea and hermal conducvy are carred ou. The wde range of mahemacal models are consdered. The model choce s deermned by possbles of analycal analyss of desgn condons. The nvesgaon answers o a number of prncpal quesons of hermophyscal expermenal realzaon and desgn. Ther praccal sgnfcance s expressed n dscoverng he exsence of he expermenal nformably upswng even of very small sample volume. NOMENCLATURE x Spaal coordnae Tme u(x,) Temperaure feld f Volume hea sources u Inal emperaure v, Boundary emperaures a Specfc hea coeffcen a Thermal conducvy coeffcen ε Nose of observaons Absolue error of observaons u Sample of observaons u Prooype sae ν Absolue error of denfcaon Relave error of denfcaon Ξ Opmal desgn Ω Sablzng funconal θ, Form-facors of denfcaon errors mode R Indeermnacy power of model denfcaon INTRODUCTION A he momen, despe a sgnfcan hsory of expermenal hea exchange researches, he heory of s mal desgn has no answers o he whole seres of basc n essence problems. The known soluons [-] were consdered for cases, whch don allow o receve a full pcure of mal desgn condons. We shall delver and sudy he followng quesons. Wha s he essence of mal observaons desgn: n searchng of locally-mal pons, ndvdual for each specmen and condons of s hermal loadng or n exsence of he common crcu of observaons, dencal for any expermen, bu updaed on a number of condons? How o fnd denfcaon errors dependence vs observaons allocaon for any knd of an expermen? Whch measuremens guaranee a mnmum level of denfcaon errors of hea ransfer properes? Whch facors and condons of expermenal realzaon ensure a decrease of an denfcaon errors level? Are sgnfcan funconal feaures lke symmery of observaons, heerogeney of emperaure dsrbuon, raos beween objec properes, raos beween boundary condons and ohers for an mal denfcaon? Wheher sascal ndeermnacy of observaons has an nfluence o an denfably of an expermen? Is possble o fnd as hea properes of specmen and s boundary condons usng only one pon of observaon? These quesons on he whole brng ou he prncpal characer of desgn peculares. Ther soluons are carred ou below. The ones demonsrae he ools for he nformably analyss of a complex expermen. Copyrgh 999 by ASME

2 EXPERIMENTAL DESIGN METHOD The deermnaon of mal observaons mus be carred ou n general wh allowance for he mehodologcal characerscs of nverse problem. Ths can be accomplshed o he fulles exen by means of he Tkhonov regularzaon prncple []. We use such regularzaon below, nvokng a specal procedure [5]. The one allows o acheve he bes f o he observaons and doesn requre a regularzaon parameer. Essenal feaure of he desgn mehod s a ype and characer of obaned esmaons. Ths nvesgaon s based on dea of a guaraneed error [6]. In hs case a mnmzaon of denfcaon error ν rms n ν / n. s carred ou. In addon o he rms norm, whch provdes a means for analyzng observaons from he sandpon of oal error, oher forms of esmaon error can be consdered. The mos praccal form here could be he absolue-error esmaor. The one requres a mnmzaon of he error ν abs max ν. Le us defne he facors of expermenal realzaon, whch nfluences o he accuracy soluon of nverse problem. Defnon. An ndeermnacy power of mahemacal model denfcaon s a facor deermnng a level of denfcaon error n accordance o he measuremens errors and he ype and srengh of a drvng force. The one s expressed a man condons due o denfcaon errors s decreased o zero. To separae he condons of expermenal realzaon whch has an nfluence o he sensors allocaons s necessary o nroduce Defnon. A form-facor of denfcaon error mode s a facor deermnng he characer of denfcaon errors dsrbuon vs sensors allocaons. A sgnfcance of hese wo ype of facors and her comparson wll be shown below. ONE UNKNOWN COEFFICIENT We specfy he mahemacal model du au ( am u), > ; d u u () wh an unknown coeffcen a cons>. The observaon fng equaon [6] for he model () s expressed n he fnal form max ( u u ) exp( a)[exp( a) ] + ε am where ( aa)/ as he relave denfcaon error, a s he rue value of he requred coeffcen. The denfcaon error s deermned by he expresson ln[ + R exp( a)], a The correspondng graphs are show n Fg.. Here R u u am s he ndeermnacy power of he model () denfcaon. The one deermnes man facors and condons due o an denfcaon error level s esablshed and reduced. For any nose level ε < he coeffcen a wll be (C) deermned wh mal error mn ( ) a he me ln C C a ( ) ( ) The R-mal and C-mal desgns [6] for he model () denfcaon are equvalen. The fnal expresson for he mnmum guaraneed denfcaon error s represened n mplc form ( C ) ( C) ( C) ( ) R The behavor of he guaraneed error and he characer of he mal observaon me have he nex peculares. Frs, he denfcaon error of he model () depends on he nose level and he dfference beween nal and amben emperaures. Consequenly, he condon for offseng growh of he observaon errors and dmnshng her nfluence s o ncrease he emperaure dfference. Second, he upper bound of he ndeermnacy power of he model () denfcaon s R max /. Expermens, whch have R R max, canno o guaranee an denfcaon accuracy. Thrd, he lower bound of he mal measuremen me s he value T mn / a. Ths value esablshes a ceran barrer, below whch observaons are no recommended,.e., >T mn. Le he sae of an objec be descrbed by followng model u u a, < x <, > ; x u u < x <, ; u v u x, v x, > () ( C ) 5 6 Fgure. IDENTIFICATION ERROR OF MODEL (6) -R., - R.,-R., - R.,5-R.,6-R.9 Copyrgh 999 by ASME

3 In case v, cons he observaon fng equaon s expressed as k ( ) ( v u ) ( v u ) k max sn x x, k k exp a k exp a k + ε () where ( a a)/ a. From Eq.() follows ha for any a and ε < he mnmum denfcaon error s aaned for he mal observaon allocaon x /. The me dependence of he denfcaon error s expressed by he equaon where.5.5 Fgure. C-OPTIMAL IDENTIFICATION OF MODEL () ( ) ( ) exp k k a k k ( k exp a ) R, R v + v u s he ndeermnacy power of he model () denfcaon. The approprae mal me s expressed as local-mal Arg mn ( ) The dependence of C-mal denfcaon error from he condons of expermenal realzaon s represened n Fg.. The model () has followng denfcaon peculares. The lower bound of he mal measuremen me s Tmn / a. The upper bound of he ndeermnacy power of he model () denfcaon s R max /. TWO UNKNOWN COEFFICIENTS Le us specfy he nex mahemacal model u u a a + f, < x <, > ; x u u x, < < ; u v, u v, > x x () I s requred o fnd such par of pons Ξ { x, }, n whch known sample of observaons u u( x, ) + ε,, can o defne a specfc hea a and a hermal conducvy a wh a mnmum guaraneed error on rms or mnmax ( R ) mn x, + ( C ) mn max, x, crera. Here, ( a, a, )/ a, are relave errors of denfcaon, a, are unknowns defned he rue sae u, ε s measuremens nose. We shall accep a number of he supposons. A frs, we shall consder a, cons. Besdes a specmen densy s ncluded as known consan n coeffcen a. Secondly, we shall lm an aspec of hermal loadng condons o values f, u,v, cons. These resrcons wll allow o smplfy he analyss of mal desgns dependence from condons of expermenal realzaon. A he same me hese resrcons do no reduce number of raos beween boundary condons. They envelop a broad band of praccal cases and all characersc raos beween hermal loadng are refleced. Noe, ha he volume of observaons{ u }, s seleced from a condon of supporng of s admssble mnmum. Ths resrcon of sample volume allows o analyze he achevemen of maxmum expermenal nformabaly, resed mnmum nal nformaon [8]. The condon of he model sae fng wh observaons s gven by sysem max F (, ) s x Fs( x, ) + ε,,, x, s s (5) where f F a k k ( ) a k ( ) k exp sn ( ) x a F [ u v v ( + )] k k a k ( ) exp a k sn ( ) x ( v v ) a k F k exp sn x k k a The funcons F s are represened by rue values a of unknowns, and he funcons F s are expressed by values a, obaned n an oucome of denfcaon. Copyrgh 999 by ASME

4 Opmal desgns Le us sudy a behavor of funcons, a varaons of her varables x,. A erm by erm comparson of expresson, obaned by a dfference for any ' < " one of he equaons (5) allows o fnd he followng condons E E >, E E >, where a k E ( ) exp a ( ) From hem follows ha <. By vrue of for any ' < " and < a condon > akes place. I means, ha he funcon s monooncally decreasng on me. Then he leas denfcaon error of a hermal conducvy can be reached only a he saonary sae observaon,.e., T. Accordance o hs fac for he mal me of measuremens he spaal dependence of he funcon from a sensor coordnae s expressed as mn T f ( x x ) ± a (6) The one s obaned n case of absolue norm usng for he model sae fng wh observaons. From expresson (6) we defne he leas guaraneed error mn. I s reached n he pon x x T / and maers 6R, 6R (7) where R a f s he ndeermnacy power of he model () denfcaon. Any expermens canno o guaranee an denfcaon accuracy n case R R max /, because >. We shall remark ha he funcon T has he second mnmum 6R +. 6R + The one for R> does no express guaraneed level of hermal conducvy denfcaon, bu hs error s necessary for akng no accoun herenafer a error mnmzaon. The characer of he error s deermned by a sage of he hermal process and raos beween a source funcon and boundary condons {f,u,v, }. On an nal sage of he process, when ~, sharp growh of values s supposed, snce he exponenal erms n funcons F,, lnearly depend from. Then he resrcon of growh of exponenal erms of he seres (5) s reached by a choce such x, for whch as he funcon sn(k-) x/, and sn(k x/ ) approach o zero. I means, ha on an nal sage of he hermal process he error s descreased when observaons asympocally approach o he boundares of a specmen, x, x. In hemselves boundary x,x, he funcon, as follows from (5), suffers a dsconnuy of he second knd. Accordng o hs fac he desgns Ξ u v Ξ u v x x,,, x T,, x T are as R-, and C-mal f he condon for example s fulflled u ( v + v ) v v and he funcon f does no exceed a value, whch nsalls a sgnfcance of erms of funcon F n (5). In case >> he resrcon of growh a he expense of parameers varaons n exponenal erms (5) s unsuffcen. Then an denfcaon error decreasng can be reached, f he observaon s fulflled n a pon, where here s he maxmum of harmoncs of he seres (5). In vew of he seres (5) convergence only frs erms as sgnfcan can o ensure he resrcon of growh. Therefore he exreme of s localzed n areas, whch ceners should place n one of pons {.5;.5;.75}. A devaon of mal coordnae from ndcaed pons wll be less sgnfcan wh hermal dffusvy aa /a growh because a convergence velocy of he seres (5) depends from a value of a hermal dffusvy. The me for he second mal observaon n hese cases s deermned as locally-mal Arg mn max(, ) - + x, Characersc cases of rms error dependence vs sensor allocaon mnmzed on me are shown n Fg. and. I should be menoned, ha all mal desgns are obaned despe essenal nonlneary of a model sae dependence from unknowns, and n he supposon of any naure of measuremens nose. Ths resul shows ha even essenally nonlnear desgn problem supposes s aggregae and has srcly defned crcu of measuremens. Copyrgh 999 by ASME

5 Fgure. RMS ERROR DEPENDENCE: v - var, v <u, v () <v () <v () <..., -u v,8-u (v +v )/ Fgure. RMS ERROR DEPENDENCE: v - var, v >u, v () <v () <v () <..., 5-u (v +v )/, -u v. Le us consder mal desgn of he conrolled expermens. I should be assumed, ha he hermal loadng s no fxed, and one s modfed n desrable drecon. There s he hermal loadng condon v v (8) whch may be o defne as he bes guaraneed condon. The one means ndependence of a poson of he mal pon x from rao beween facors {f, u, v, }. For a deermnaon of an mal observaon a realzaon of he condon (8) we shall subrac one from oher he equaon (5) for dfferen values x' and x". We oban a ( ) exp sn ( ) k k x sn ( k ) x a a ( ) ( k ) exp sn ( k ) x a ( ) a ( ) ( k ) exp sn ( k ) x a ( ) From follows sn ( k ) x sn ( k > ) x Then a any {f, u,v, } for he error mnmzaon he observaons would be seleced when sn( k ) x / have a maxmum. From all such pons only one x / ensures a requred maxmum n each erm of he seres (5). Therefore, f he condon (8) ake place hen he second mal observaon concdes wh frs pon. The mddle of a specmen appears he unque pon, measuremens n whch guaranee he denfcaon of hea properes wh a mnmum error. The approprae mal desgn s represened as Ξ v v T { /,, } Thus he analyss of exreme properes of he observaon fng equaon (5) allows o specfy n analycal form he wde range of desgn characers. Basc properes of mal desgn The model () nvesgaon has allowed o place he followng feaures of hea properes denfcaon.. The mal desgn s expressed by he srcly defned crcu of measuremens of a specmen emperaure feld.. In general he represenaon of a volume hea source, boundary emperaures and wo neror observaons are enough for denfcaon as consan specfc hea and hermal conducvy.. The consderaon of ndvdual properes of a specmen and s hermal loadng does no change hs crcu, bu requres o make more accurae he poson of one of he sensor and me of a measuremen. A nose level does no nfluence o an aspec of he mal desgn, bu defnes a magnude of he denfcaon errors.. The mal poson of he frs neror observaon does no depend on a characer of hermal loadng of a specmen and s hea properes. A sensor should be nsalled n he mddle of a specmen. 5. The mal observaon me no he mddle of a specmen for any expermens s a measuremen of a saonary emperaure of a specmen. 6. The mal allocaon of he second neror observaon s localzed n fve lmed areas. The sgnfcance any of hem depends on condons of expermenal realzaon. 7. There s he broad band of boundary condons varaons, a whch he poson of he second neror observaon s mum only near o one of specmen boundares, and he bes me of measuremens s deermned 5 Copyrgh 999 by ASME

6 by he begnnng of he hea process. The smlar expermens are characerzed by low dfference beween nal and one of he boundary emperaures. 8. Opmal observaons may be carred ou n one of he pons {.5;.5;.75} or her neghborhoods. The range of a devaon from hese pons s deermned by magnude of a specmen hermal dffusvy and raos beween boundary condons. The mal me of second measuremen can be found as locally-mal. 9. A desgn of he condons of expermenal realzaon allows o reduce volume of he observaons o s mnmum. The requremen of he boundary emperaures equaly among hemselve s he mporan condon for he measuremens decreasng. In hs case he number of observaons for he model () denfcaon s defned only as one neror pon (no counng observaons for dervng boundary condons). EXPERIMENTAL PECULIARITES Now we shall gve aenon o he nfluence of he expermenal condons on an denfcaon accuracy. Idenfably volaon The unqueness soluon of he sysem (5) requres a samples geng, whch does no reduce equaons o he lnear dependence n pons {x, },. The one leads o he followng condon sn exp x k a k ( ) λ a sn x k, k,,..., λ. (9) Then he model () sae s an undenfable on dscree sample u * only when he observaons wll be carred ou n any wo pons x*, such, ha x* + x*, and he measuremens wll be execued a he same momen,. The exsence of undenfable sae of he model () was shown earler n []. The condon (9) expresses he addonal undenfably, when he one-o-one correspondence s away only n separae pons Fgure 5. THRESHOLD LEVEL OF NOISE -f 5, -f,-f,-f,5-f,6-f 5 Threshold level of nose As s possble o see f hen he sysem (5) s degeneraed. Then he usage of observaons, for whch >*, s mean a volaon of doman of admssble values of sysem (5). By vrue of he hreshold level of nose * s exsed. Exceedng of hs level wll no allow o solve nverse problem. The reason of he denfably volaon n hs case s a degeneraon of sample approxmaon by he model sae. The one appears ndependen from coeffcen a. A behavor of R- mal error a varaons of a nose level s represened n Fg.5. The exsence of a hreshold * esfes, ha here s a value f *, lower from whch f < f * s mpossble o guaranee a sasfacory denfcaon. The condons of expermenal realzaon, ncludng funcon f *, whch caused a loss of an denfably due o exceedng of some level of measuremens nose, we shall defne as hreshold condons. Sngular observaons From (6) follows, ha for any f s possble o specfy such pons < x * < n whch he mnmzaon of an denfcaon error on me does no allow o ge resrcon of s values,.e., x *, T. The deermnaon of hea properes on such observaons s mpossble, and emperaure measuremens n pons x* ± 6R canno o denfy unknowns a,. Measuremens n he mal pon x /, fulflled n expermen whch sasfes o he condon R/6, no allow o fnd hea properes. Such volaon of denfcaon dfference from as an undenfably n a whole and n a small [7,8]. As appears he exsence of some errors corrdor reduces a choce of hermal conducvy o arbrary value. I s possble o * specfy such f 6a /, for whch he requred fng beween observaons and model saes n lms of a specfc errors corrdor s reached, f a lne, f he boundary emperaures s conneced by lne. In an oucome he funconal represenaon of a model sae s degeneraed and doesn' depend from a coeffcen a.if f f *, hen he approxmaon of observaons depends on a. We shall mark also exsence of he low bound of a hea * source srengh. As s follows from (7) he use f < f reduces he denfcaon error o values >>. Consequenly s mpossble o guaranee sasfacory denfcaon. For he deermnancy, and also underlnng he specal nfluence of measuremens error o full loss of an denfably, s offered o dsngush observaons as an -undenfable. Condons of expermen, and n parcular funcon f *, generang unlmed growh of denfcaon error under degeneraon of a sample approxmaon, we shall defne as a sngular. 6 Copyrgh 999 by ASME

7 Self-compensang condons of hermal loadng I s always can o specfy he value f F*, for whch he sum of negave erms of F wll be of one order of he sum of posve erms F (F ). Then a values f varaons he consderable growh of exponenal erms of he sysem (5) s possble n consequence of self-compensang of facors {f, u,v, }. In hs connecon s necessary o mean, ha n general here s no monoone decrease of a mnmum of he error a magnfcaon of a value f. In case {v +v < u, v v, f >} he evaluaon s a F*~ ( u v, ) The one expresses condons of emergng of he funcon maxmum a varaons f > f, *. The unque facor, permng o lm a growh of he error s varaons of observaon me near he nal sae. The hermal loadng deecon, reducng o he denfcaon accuracy loss n consequence of selfcompensang of facors {f, u,v, }, s necessary o consder as he mporan desgn feaure. We shall defne smlar condons as self-compensang loadngs. Facors of denfcaon errors reducon There are he followng facors, whch allow o decrease he denfcaon errors. A frs, he decrease s reached a he expense of a dmnuon of nose level. From (5) mples, ha f, hen,. Secondly, from (7) s followed, ha for a dmnuon of magnude s necessary o ncrease a srengh of hea source. In accordng o he exsence of -undenfable and he self-compensangs condons s necessary o requre, * * ha f > max( f, f ) and f F*. There s he value v v f 6 + g ( u max ) a / snce whch C-mal denfcaon error of hermal conducvy wll no exceed of a relave level of measuremens nose / u max, u max max( u, v, ). f f g Thrdly, a rao beween nal and boundary emperaures {u, v, } nfluences o he mode of denfcaon errors. Magnfcaon of a dfference beween u and v +v dmnshes funcon.ifv,, hen we oban a ( ) ( ) exp k exp a ( ) a ( k ). a The one shows, ha a magnfcaon of emperaure shock beween he nal and boundary emperaures he funcon ends o he value. From follows ha a emperaure shock doesn allow o acheve absolue decreasng of denfcaon errors o zero. Ths resul esablshes, ha for he model () he emperaure shock as a facor of an denfcaon errors decreasng has only local sgnfcance. Wherea such funconal feaures of emperaure felds as he pons of her maxmum, nflecon and ohers don' explcly deermne an mal allocaon of measuremens. Le us express an operaon of he ndcaed facors as some generalzed complexes. The sysem (5) has he dmensonless varables τa /( a ) and ξx/. Therewh dmensonless groups θ u ( v + v ) a f, θ v v f a can be nroduced. The ones deermne a mode of denfcaon errors (Fg.,). By vrue of he facors θ, may be defned as form-facors of denfcaon error mode. A varaon of he mahemacal model parameers accordng o he condons R em, θ, em () and a choce of approprae τ and ξ don change a soluon of he sysem (5). I means, ha he errors, are nvaran relave o he condons () of expermenal realzaon. Sngulares of expermenal realzaon. Major facors of he denfcaon error decreasng are he rase of he hea source srengh and he magnfcaon of he dfference beween nal emperaure on he one hand and boundary emperaures wh oher.. From wo called facors he mos sgnfcan s he magnfcaon of a hea source srengh. For any specfc nose level he hea source can be ndcaed, snce whch s guaraneed ha an denfcaon error always wll be less hen a nose level.. A he same me boundless magnfcaon of a dfference beween nal and boundary emperaures doesn' allow o reduc he denfcaon error o zero. In hs case an asympoc approach o he guaraneed denfcaon error of hermal conducvy s reached only.. A varaons of condons of expermenal realzaon and n parcular magnfcaon of a hea source srengh s necessary o ake no accoun a presence of some sngulares cases. A hreshold level expresses a lmng measuremens nose. A mahemacal model s undenfable when a sample has measuremens error hgher hen hreshold level. A sngular observaons reduce o an denfably loss hereof an arbrary choce of unknowns a a ceran breadh of a measuremens error corrdor. A self-compensang loadngs represens a sgnfcan worsenng of he denfcaon accuracy because of a couneracon each oher of a specmen hea loadng facors. 5. Alongsde wh unqueness of a smulaneous deermnaon of all hea properes an undenfably emperaure felds as a whole, and n a small are exsed. 7 Copyrgh 999 by ASME

8 SIMULTANEOUS IDENTIFICATION OF HEAT PROPERTIES AND BOUNDARY CONDITIONS As s proved above, he desgn of condons of expermenal realzaon allows o reduce a volume of sample o he mnmum number of observaons. The smlar fndng are characersc for he approach of observaons processng, based on nverse problems mehodology [8]. Ths noe from he vewpon of expermenal nformably pus a queson on a furher research of unqueness of smulaneous denfcaon as hea properes and boundary condons. Mahemacal model We specfy he mahemacal model () and shall consder he measuremens crcu wh one pon of observaon. I s requred o fnd such desgn Ξ { x, },..., for whch known sample of observaons u u( x, ) + ε,,..., can o defne smulaneous a specfc hea a, a hermal conducvy a and boundary emperaures v, wh a mnmum guaraneed error on rms ( R ) mn x, Here, ( a, a, )/ a, and, ( v, v, )/ v, are relave denfcaon errors. The soluons of observaon fng equaons are shown n Fg.6. The one s expressed he rms error dependence from sensor allocaon mnmzng on observaon me. There are hree mal allocaon of a sensor. The global mnmum has allocaon n he mddle of a specmen. Oher mal allocaon s near from he specmen boundares. The varaon of observaons error doesn change hs allocaon. Thus he usng only one nernal observaon allows o fnd as specmen properes and s loadng facors. Ths resul shows ha nverse problems can be consdered as a powerful exrapolaon ool for expermenal daa processng. The praccal realzaon of such sandpon s repored n [9]. CONCLUSIONS Among of observaons s possble o defne he mos nformably sample. A small volume of observaons can o ensure he denfcaon of a sgnfcance number of unknowns. The necessary volume of observaon s defned by denfably condons. If nverse problem peculares are akng no accoun hen s possble o denfy as phenomenologcal objec properes and s loadng facors. The hea properes denfcaon has srcly defned crcu of measuremens of a specmen emperaures. Opmal desgn mus be carred ou smulaneous a several drecon. Specmen loadng, sensors allocaon and measuremens me are he man characers of desgn Fg.6. SIMULTANEOUS IDENTIFICATION OF HEAT PROPERTIES AND BOUNDARY TEMPERATURES -., -.5,.6,.8, 5. A deermnaon of he facors srucure of denfcaon errors reducon has a doubless neres. These facors defne he condons of he denfcaon error decreasng o zero and s dependence mode from sensors allocaon. The analyss shows he exsence of sascal ndeermnacy of nverse problem soluon. The one s descrbed as a correspondng creron, whch has an upper bound of s admssble value. The furher drecon of nvesgaon s a generalzaon on a number of unknowns, nonlnear hea properes denfcaon and oher ype of boundary condons. REFERENCES. Uspensk A. B. and Fedorov V. V., Approxmae Mehods for he Soluon of Opmal Conrol Problems and Ceran Inverse Problems, MGU, Moscow, pp.8-97 (97).. Sun N.Z., Yeh W.W.G., Waer Resour. Res., Vol.6, No., pp.57-5 (99).. Takak R., Beck J.V., Sco E., In. J. of Hea Mass Transfer, v.6, No., pp.977 (99).. Tkhonov A.N. and Arsenn V. Ya., Soluons of Ill- Posed Problems, Halsed Press, New York (977). 5. Romanovsk M.R., Hgh Temperaure, Vol.8, No. (98) 6. Romanovsk M.R., Indusral Laboraory, Vol.59, No., pp (99). 7. Romanovsk M.R., J. of Engneerng Physcs and Thermophyscs, Vol., No., pp.5-57 (98) 8. Romanovsk M.R., J. of Engneerng Physcs and Thermophyscs, Vol.57, No. (989) 9. Romanovsk M.R., J. of Engneerng Physcs and Thermophyscs, Vol.5, No., pp.76-8 (98) 5 8 Copyrgh 999 by ASME

On One Analytic Method of. Constructing Program Controls

On One Analytic Method of. Constructing Program Controls Appled Mahemacal Scences, Vol. 9, 05, no. 8, 409-407 HIKARI Ld, www.m-hkar.com hp://dx.do.org/0.988/ams.05.54349 On One Analyc Mehod of Consrucng Program Conrols A. N. Kvko, S. V. Chsyakov and Yu. E. Balyna

More information

Linear Response Theory: The connection between QFT and experiments

Linear Response Theory: The connection between QFT and experiments Phys540.nb 39 3 Lnear Response Theory: The connecon beween QFT and expermens 3.1. Basc conceps and deas Q: ow do we measure he conducvy of a meal? A: we frs nroduce a weak elecrc feld E, and hen measure

More information

Mechanics Physics 151

Mechanics Physics 151 Mechancs Physcs 5 Lecure 0 Canoncal Transformaons (Chaper 9) Wha We Dd Las Tme Hamlon s Prncple n he Hamlonan formalsm Dervaon was smple δi δ Addonal end-pon consrans pq H( q, p, ) d 0 δ q ( ) δq ( ) δ

More information

CS434a/541a: Pattern Recognition Prof. Olga Veksler. Lecture 4

CS434a/541a: Pattern Recognition Prof. Olga Veksler. Lecture 4 CS434a/54a: Paern Recognon Prof. Olga Veksler Lecure 4 Oulne Normal Random Varable Properes Dscrmnan funcons Why Normal Random Varables? Analycally racable Works well when observaon comes form a corruped

More information

Robustness Experiments with Two Variance Components

Robustness Experiments with Two Variance Components Naonal Insue of Sandards and Technology (NIST) Informaon Technology Laboraory (ITL) Sascal Engneerng Dvson (SED) Robusness Expermens wh Two Varance Componens by Ana Ivelsse Avlés avles@ns.gov Conference

More information

V.Abramov - FURTHER ANALYSIS OF CONFIDENCE INTERVALS FOR LARGE CLIENT/SERVER COMPUTER NETWORKS

V.Abramov - FURTHER ANALYSIS OF CONFIDENCE INTERVALS FOR LARGE CLIENT/SERVER COMPUTER NETWORKS R&RATA # Vol.) 8, March FURTHER AALYSIS OF COFIDECE ITERVALS FOR LARGE CLIET/SERVER COMPUTER ETWORKS Vyacheslav Abramov School of Mahemacal Scences, Monash Unversy, Buldng 8, Level 4, Clayon Campus, Wellngon

More information

Solution in semi infinite diffusion couples (error function analysis)

Solution in semi infinite diffusion couples (error function analysis) Soluon n sem nfne dffuson couples (error funcon analyss) Le us consder now he sem nfne dffuson couple of wo blocks wh concenraon of and I means ha, n a A- bnary sysem, s bondng beween wo blocks made of

More information

( t) Outline of program: BGC1: Survival and event history analysis Oslo, March-May Recapitulation. The additive regression model

( t) Outline of program: BGC1: Survival and event history analysis Oslo, March-May Recapitulation. The additive regression model BGC1: Survval and even hsory analyss Oslo, March-May 212 Monday May 7h and Tuesday May 8h The addve regresson model Ørnulf Borgan Deparmen of Mahemacs Unversy of Oslo Oulne of program: Recapulaon Counng

More information

FTCS Solution to the Heat Equation

FTCS Solution to the Heat Equation FTCS Soluon o he Hea Equaon ME 448/548 Noes Gerald Reckenwald Porland Sae Unversy Deparmen of Mechancal Engneerng gerry@pdxedu ME 448/548: FTCS Soluon o he Hea Equaon Overvew Use he forward fne d erence

More information

Chapter Lagrangian Interpolation

Chapter Lagrangian Interpolation Chaper 5.4 agrangan Inerpolaon Afer readng hs chaper you should be able o:. dere agrangan mehod of nerpolaon. sole problems usng agrangan mehod of nerpolaon and. use agrangan nerpolans o fnd deraes and

More information

Notes on the stability of dynamic systems and the use of Eigen Values.

Notes on the stability of dynamic systems and the use of Eigen Values. Noes on he sabl of dnamc ssems and he use of Egen Values. Source: Macro II course noes, Dr. Davd Bessler s Tme Seres course noes, zarads (999) Ineremporal Macroeconomcs chaper 4 & Techncal ppend, and Hamlon

More information

TSS = SST + SSE An orthogonal partition of the total SS

TSS = SST + SSE An orthogonal partition of the total SS ANOVA: Topc 4. Orhogonal conrass [ST&D p. 183] H 0 : µ 1 = µ =... = µ H 1 : The mean of a leas one reamen group s dfferen To es hs hypohess, a basc ANOVA allocaes he varaon among reamen means (SST) equally

More information

( ) () we define the interaction representation by the unitary transformation () = ()

( ) () we define the interaction representation by the unitary transformation () = () Hgher Order Perurbaon Theory Mchael Fowler 3/7/6 The neracon Represenaon Recall ha n he frs par of hs course sequence, we dscussed he chrödnger and Hesenberg represenaons of quanum mechancs here n he chrödnger

More information

HEAT CONDUCTION PROBLEM IN A TWO-LAYERED HOLLOW CYLINDER BY USING THE GREEN S FUNCTION METHOD

HEAT CONDUCTION PROBLEM IN A TWO-LAYERED HOLLOW CYLINDER BY USING THE GREEN S FUNCTION METHOD Journal of Appled Mahemacs and Compuaonal Mechancs 3, (), 45-5 HEAT CONDUCTION PROBLEM IN A TWO-LAYERED HOLLOW CYLINDER BY USING THE GREEN S FUNCTION METHOD Sansław Kukla, Urszula Sedlecka Insue of Mahemacs,

More information

Mechanics Physics 151

Mechanics Physics 151 Mechancs Physcs 5 Lecure 9 Hamlonan Equaons of Moon (Chaper 8) Wha We Dd Las Tme Consruced Hamlonan formalsm H ( q, p, ) = q p L( q, q, ) H p = q H q = p H = L Equvalen o Lagrangan formalsm Smpler, bu

More information

Sampling Procedure of the Sum of two Binary Markov Process Realizations

Sampling Procedure of the Sum of two Binary Markov Process Realizations Samplng Procedure of he Sum of wo Bnary Markov Process Realzaons YURY GORITSKIY Dep. of Mahemacal Modelng of Moscow Power Insue (Techncal Unversy), Moscow, RUSSIA, E-mal: gorsky@yandex.ru VLADIMIR KAZAKOV

More information

Mechanics Physics 151

Mechanics Physics 151 Mechancs Physcs 5 Lecure 9 Hamlonan Equaons of Moon (Chaper 8) Wha We Dd Las Tme Consruced Hamlonan formalsm Hqp (,,) = qp Lqq (,,) H p = q H q = p H L = Equvalen o Lagrangan formalsm Smpler, bu wce as

More information

J i-1 i. J i i+1. Numerical integration of the diffusion equation (I) Finite difference method. Spatial Discretization. Internal nodes.

J i-1 i. J i i+1. Numerical integration of the diffusion equation (I) Finite difference method. Spatial Discretization. Internal nodes. umercal negraon of he dffuson equaon (I) Fne dfference mehod. Spaal screaon. Inernal nodes. R L V For hermal conducon le s dscree he spaal doman no small fne spans, =,,: Balance of parcles for an nernal

More information

FI 3103 Quantum Physics

FI 3103 Quantum Physics /9/4 FI 33 Quanum Physcs Aleander A. Iskandar Physcs of Magnesm and Phooncs Research Grou Insu Teknolog Bandung Basc Conces n Quanum Physcs Probably and Eecaon Value Hesenberg Uncerany Prncle Wave Funcon

More information

Comb Filters. Comb Filters

Comb Filters. Comb Filters The smple flers dscussed so far are characered eher by a sngle passband and/or a sngle sopband There are applcaons where flers wh mulple passbands and sopbands are requred Thecomb fler s an example of

More information

Approximate Analytic Solution of (2+1) - Dimensional Zakharov-Kuznetsov(Zk) Equations Using Homotopy

Approximate Analytic Solution of (2+1) - Dimensional Zakharov-Kuznetsov(Zk) Equations Using Homotopy Arcle Inernaonal Journal of Modern Mahemacal Scences, 4, (): - Inernaonal Journal of Modern Mahemacal Scences Journal homepage: www.modernscenfcpress.com/journals/jmms.aspx ISSN: 66-86X Florda, USA Approxmae

More information

First-order piecewise-linear dynamic circuits

First-order piecewise-linear dynamic circuits Frs-order pecewse-lnear dynamc crcus. Fndng he soluon We wll sudy rs-order dynamc crcus composed o a nonlnear resse one-por, ermnaed eher by a lnear capacor or a lnear nducor (see Fg.. Nonlnear resse one-por

More information

( ) [ ] MAP Decision Rule

( ) [ ] MAP Decision Rule Announcemens Bayes Decson Theory wh Normal Dsrbuons HW0 due oday HW o be assgned soon Proec descrpon posed Bomercs CSE 90 Lecure 4 CSE90, Sprng 04 CSE90, Sprng 04 Key Probables 4 ω class label X feaure

More information

Motion in Two Dimensions

Motion in Two Dimensions Phys 1 Chaper 4 Moon n Two Dmensons adzyubenko@csub.edu hp://www.csub.edu/~adzyubenko 005, 014 A. Dzyubenko 004 Brooks/Cole 1 Dsplacemen as a Vecor The poson of an objec s descrbed by s poson ecor, r The

More information

Let s treat the problem of the response of a system to an applied external force. Again,

Let s treat the problem of the response of a system to an applied external force. Again, Page 33 QUANTUM LNEAR RESPONSE FUNCTON Le s rea he problem of he response of a sysem o an appled exernal force. Agan, H() H f () A H + V () Exernal agen acng on nernal varable Hamlonan for equlbrum sysem

More information

Lecture 11 SVM cont

Lecture 11 SVM cont Lecure SVM con. 0 008 Wha we have done so far We have esalshed ha we wan o fnd a lnear decson oundary whose margn s he larges We know how o measure he margn of a lnear decson oundary Tha s: he mnmum geomerc

More information

P R = P 0. The system is shown on the next figure:

P R = P 0. The system is shown on the next figure: TPG460 Reservor Smulaon 08 page of INTRODUCTION TO RESERVOIR SIMULATION Analycal and numercal soluons of smple one-dmensonal, one-phase flow equaons As an nroducon o reservor smulaon, we wll revew he smples

More information

Chapter 6: AC Circuits

Chapter 6: AC Circuits Chaper 6: AC Crcus Chaper 6: Oulne Phasors and he AC Seady Sae AC Crcus A sable, lnear crcu operang n he seady sae wh snusodal excaon (.e., snusodal seady sae. Complee response forced response naural response.

More information

THE PREDICTION OF COMPETITIVE ENVIRONMENT IN BUSINESS

THE PREDICTION OF COMPETITIVE ENVIRONMENT IN BUSINESS THE PREICTION OF COMPETITIVE ENVIRONMENT IN BUSINESS INTROUCTION The wo dmensonal paral dfferenal equaons of second order can be used for he smulaon of compeve envronmen n busness The arcle presens he

More information

Existence and Uniqueness Results for Random Impulsive Integro-Differential Equation

Existence and Uniqueness Results for Random Impulsive Integro-Differential Equation Global Journal of Pure and Appled Mahemacs. ISSN 973-768 Volume 4, Number 6 (8), pp. 89-87 Research Inda Publcaons hp://www.rpublcaon.com Exsence and Unqueness Resuls for Random Impulsve Inegro-Dfferenal

More information

Chapters 2 Kinematics. Position, Distance, Displacement

Chapters 2 Kinematics. Position, Distance, Displacement Chapers Knemacs Poson, Dsance, Dsplacemen Mechancs: Knemacs and Dynamcs. Knemacs deals wh moon, bu s no concerned wh he cause o moon. Dynamcs deals wh he relaonshp beween orce and moon. The word dsplacemen

More information

Lecture 6: Learning for Control (Generalised Linear Regression)

Lecture 6: Learning for Control (Generalised Linear Regression) Lecure 6: Learnng for Conrol (Generalsed Lnear Regresson) Conens: Lnear Mehods for Regresson Leas Squares, Gauss Markov heorem Recursve Leas Squares Lecure 6: RLSC - Prof. Sehu Vjayakumar Lnear Regresson

More information

10. A.C CIRCUITS. Theoretically current grows to maximum value after infinite time. But practically it grows to maximum after 5τ. Decay of current :

10. A.C CIRCUITS. Theoretically current grows to maximum value after infinite time. But practically it grows to maximum after 5τ. Decay of current : . A. IUITS Synopss : GOWTH OF UNT IN IUIT : d. When swch S s closed a =; = d. A me, curren = e 3. The consan / has dmensons of me and s called he nducve me consan ( τ ) of he crcu. 4. = τ; =.63, n one

More information

Robust and Accurate Cancer Classification with Gene Expression Profiling

Robust and Accurate Cancer Classification with Gene Expression Profiling Robus and Accurae Cancer Classfcaon wh Gene Expresson Proflng (Compuaonal ysems Bology, 2005) Auhor: Hafeng L, Keshu Zhang, ao Jang Oulne Background LDA (lnear dscrmnan analyss) and small sample sze problem

More information

2.1 Constitutive Theory

2.1 Constitutive Theory Secon.. Consuve Theory.. Consuve Equaons Governng Equaons The equaons governng he behavour of maerals are (n he spaal form) dρ v & ρ + ρdv v = + ρ = Conservaon of Mass (..a) d x σ j dv dvσ + b = ρ v& +

More information

New M-Estimator Objective Function. in Simultaneous Equations Model. (A Comparative Study)

New M-Estimator Objective Function. in Simultaneous Equations Model. (A Comparative Study) Inernaonal Mahemacal Forum, Vol. 8, 3, no., 7 - HIKARI Ld, www.m-hkar.com hp://dx.do.org/.988/mf.3.3488 New M-Esmaor Objecve Funcon n Smulaneous Equaons Model (A Comparave Sudy) Ahmed H. Youssef Professor

More information

NATIONAL UNIVERSITY OF SINGAPORE PC5202 ADVANCED STATISTICAL MECHANICS. (Semester II: AY ) Time Allowed: 2 Hours

NATIONAL UNIVERSITY OF SINGAPORE PC5202 ADVANCED STATISTICAL MECHANICS. (Semester II: AY ) Time Allowed: 2 Hours NATONAL UNVERSTY OF SNGAPORE PC5 ADVANCED STATSTCAL MECHANCS (Semeser : AY 1-13) Tme Allowed: Hours NSTRUCTONS TO CANDDATES 1. Ths examnaon paper conans 5 quesons and comprses 4 prned pages.. Answer all

More information

Variants of Pegasos. December 11, 2009

Variants of Pegasos. December 11, 2009 Inroducon Varans of Pegasos SooWoong Ryu bshboy@sanford.edu December, 009 Youngsoo Cho yc344@sanford.edu Developng a new SVM algorhm s ongong research opc. Among many exng SVM algorhms, we wll focus on

More information

Econ107 Applied Econometrics Topic 5: Specification: Choosing Independent Variables (Studenmund, Chapter 6)

Econ107 Applied Econometrics Topic 5: Specification: Choosing Independent Variables (Studenmund, Chapter 6) Econ7 Appled Economercs Topc 5: Specfcaon: Choosng Independen Varables (Sudenmund, Chaper 6 Specfcaon errors ha we wll deal wh: wrong ndependen varable; wrong funconal form. Ths lecure deals wh wrong ndependen

More information

Ordinary Differential Equations in Neuroscience with Matlab examples. Aim 1- Gain understanding of how to set up and solve ODE s

Ordinary Differential Equations in Neuroscience with Matlab examples. Aim 1- Gain understanding of how to set up and solve ODE s Ordnary Dfferenal Equaons n Neuroscence wh Malab eamples. Am - Gan undersandng of how o se up and solve ODE s Am Undersand how o se up an solve a smple eample of he Hebb rule n D Our goal a end of class

More information

5th International Conference on Advanced Design and Manufacturing Engineering (ICADME 2015)

5th International Conference on Advanced Design and Manufacturing Engineering (ICADME 2015) 5h Inernaonal onference on Advanced Desgn and Manufacurng Engneerng (IADME 5 The Falure Rae Expermenal Sudy of Specal N Machne Tool hunshan He, a, *, La Pan,b and Bng Hu 3,c,,3 ollege of Mechancal and

More information

Dynamic Team Decision Theory. EECS 558 Project Shrutivandana Sharma and David Shuman December 10, 2005

Dynamic Team Decision Theory. EECS 558 Project Shrutivandana Sharma and David Shuman December 10, 2005 Dynamc Team Decson Theory EECS 558 Proec Shruvandana Sharma and Davd Shuman December 0, 005 Oulne Inroducon o Team Decson Theory Decomposon of he Dynamc Team Decson Problem Equvalence of Sac and Dynamc

More information

2/20/2013. EE 101 Midterm 2 Review

2/20/2013. EE 101 Midterm 2 Review //3 EE Mderm eew //3 Volage-mplfer Model The npu ressance s he equalen ressance see when lookng no he npu ermnals of he amplfer. o s he oupu ressance. I causes he oupu olage o decrease as he load ressance

More information

Online Supplement for Dynamic Multi-Technology. Production-Inventory Problem with Emissions Trading

Online Supplement for Dynamic Multi-Technology. Production-Inventory Problem with Emissions Trading Onlne Supplemen for Dynamc Mul-Technology Producon-Invenory Problem wh Emssons Tradng by We Zhang Zhongsheng Hua Yu Xa and Baofeng Huo Proof of Lemma For any ( qr ) Θ s easy o verfy ha he lnear programmng

More information

Normal Random Variable and its discriminant functions

Normal Random Variable and its discriminant functions Noral Rando Varable and s dscrnan funcons Oulne Noral Rando Varable Properes Dscrnan funcons Why Noral Rando Varables? Analycally racable Works well when observaon coes for a corruped snle prooype 3 The

More information

M. Y. Adamu Mathematical Sciences Programme, AbubakarTafawaBalewa University, Bauchi, Nigeria

M. Y. Adamu Mathematical Sciences Programme, AbubakarTafawaBalewa University, Bauchi, Nigeria IOSR Journal of Mahemacs (IOSR-JM e-issn: 78-578, p-issn: 9-765X. Volume 0, Issue 4 Ver. IV (Jul-Aug. 04, PP 40-44 Mulple SolonSoluons for a (+-dmensonalhroa-sasuma shallow waer wave equaon UsngPanlevé-Bӓclund

More information

GENERATING CERTAIN QUINTIC IRREDUCIBLE POLYNOMIALS OVER FINITE FIELDS. Youngwoo Ahn and Kitae Kim

GENERATING CERTAIN QUINTIC IRREDUCIBLE POLYNOMIALS OVER FINITE FIELDS. Youngwoo Ahn and Kitae Kim Korean J. Mah. 19 (2011), No. 3, pp. 263 272 GENERATING CERTAIN QUINTIC IRREDUCIBLE POLYNOMIALS OVER FINITE FIELDS Youngwoo Ahn and Kae Km Absrac. In he paper [1], an explc correspondence beween ceran

More information

[ ] 2. [ ]3 + (Δx i + Δx i 1 ) / 2. Δx i-1 Δx i Δx i+1. TPG4160 Reservoir Simulation 2018 Lecture note 3. page 1 of 5

[ ] 2. [ ]3 + (Δx i + Δx i 1 ) / 2. Δx i-1 Δx i Δx i+1. TPG4160 Reservoir Simulation 2018 Lecture note 3. page 1 of 5 TPG460 Reservor Smulaon 08 page of 5 DISCRETIZATIO OF THE FOW EQUATIOS As we already have seen, fne dfference appromaons of he paral dervaves appearng n he flow equaons may be obaned from Taylor seres

More information

In the complete model, these slopes are ANALYSIS OF VARIANCE FOR THE COMPLETE TWO-WAY MODEL. (! i+1 -! i ) + [(!") i+1,q - [(!

In the complete model, these slopes are ANALYSIS OF VARIANCE FOR THE COMPLETE TWO-WAY MODEL. (! i+1 -! i ) + [(!) i+1,q - [(! ANALYSIS OF VARIANCE FOR THE COMPLETE TWO-WAY MODEL The frs hng o es n wo-way ANOVA: Is here neracon? "No neracon" means: The man effecs model would f. Ths n urn means: In he neracon plo (wh A on he horzonal

More information

CS286.2 Lecture 14: Quantum de Finetti Theorems II

CS286.2 Lecture 14: Quantum de Finetti Theorems II CS286.2 Lecure 14: Quanum de Fne Theorems II Scrbe: Mara Okounkova 1 Saemen of he heorem Recall he las saemen of he quanum de Fne heorem from he prevous lecure. Theorem 1 Quanum de Fne). Le ρ Dens C 2

More information

Time-interval analysis of β decay. V. Horvat and J. C. Hardy

Time-interval analysis of β decay. V. Horvat and J. C. Hardy Tme-nerval analyss of β decay V. Horva and J. C. Hardy Work on he even analyss of β decay [1] connued and resuled n he developmen of a novel mehod of bea-decay me-nerval analyss ha produces hghly accurae

More information

RELATIONSHIP BETWEEN VOLATILITY AND TRADING VOLUME: THE CASE OF HSI STOCK RETURNS DATA

RELATIONSHIP BETWEEN VOLATILITY AND TRADING VOLUME: THE CASE OF HSI STOCK RETURNS DATA RELATIONSHIP BETWEEN VOLATILITY AND TRADING VOLUME: THE CASE OF HSI STOCK RETURNS DATA Mchaela Chocholaá Unversy of Economcs Braslava, Slovaka Inroducon (1) one of he characersc feaures of sock reurns

More information

Lecture VI Regression

Lecture VI Regression Lecure VI Regresson (Lnear Mehods for Regresson) Conens: Lnear Mehods for Regresson Leas Squares, Gauss Markov heorem Recursve Leas Squares Lecure VI: MLSC - Dr. Sehu Vjayakumar Lnear Regresson Model M

More information

Lecture 18: The Laplace Transform (See Sections and 14.7 in Boas)

Lecture 18: The Laplace Transform (See Sections and 14.7 in Boas) Lecure 8: The Lalace Transform (See Secons 88- and 47 n Boas) Recall ha our bg-cure goal s he analyss of he dfferenal equaon, ax bx cx F, where we emloy varous exansons for he drvng funcon F deendng on

More information

UNIVERSITAT AUTÒNOMA DE BARCELONA MARCH 2017 EXAMINATION

UNIVERSITAT AUTÒNOMA DE BARCELONA MARCH 2017 EXAMINATION INTERNATIONAL TRADE T. J. KEHOE UNIVERSITAT AUTÒNOMA DE BARCELONA MARCH 27 EXAMINATION Please answer wo of he hree quesons. You can consul class noes, workng papers, and arcles whle you are workng on he

More information

Chapter 2 Linear dynamic analysis of a structural system

Chapter 2 Linear dynamic analysis of a structural system Chaper Lnear dynamc analyss of a srucural sysem. Dynamc equlbrum he dynamc equlbrum analyss of a srucure s he mos general case ha can be suded as akes no accoun all he forces acng on. When he exernal loads

More information

January Examinations 2012

January Examinations 2012 Page of 5 EC79 January Examnaons No. of Pages: 5 No. of Quesons: 8 Subjec ECONOMICS (POSTGRADUATE) Tle of Paper EC79 QUANTITATIVE METHODS FOR BUSINESS AND FINANCE Tme Allowed Two Hours ( hours) Insrucons

More information

Online Appendix for. Strategic safety stocks in supply chains with evolving forecasts

Online Appendix for. Strategic safety stocks in supply chains with evolving forecasts Onlne Appendx for Sraegc safey socs n supply chans wh evolvng forecass Tor Schoenmeyr Sephen C. Graves Opsolar, Inc. 332 Hunwood Avenue Hayward, CA 94544 A. P. Sloan School of Managemen Massachuses Insue

More information

Relative controllability of nonlinear systems with delays in control

Relative controllability of nonlinear systems with delays in control Relave conrollably o nonlnear sysems wh delays n conrol Jerzy Klamka Insue o Conrol Engneerng, Slesan Techncal Unversy, 44- Glwce, Poland. phone/ax : 48 32 37227, {jklamka}@a.polsl.glwce.pl Keywor: Conrollably.

More information

Density Matrix Description of NMR BCMB/CHEM 8190

Density Matrix Description of NMR BCMB/CHEM 8190 Densy Marx Descrpon of NMR BCMBCHEM 89 Operaors n Marx Noaon Alernae approach o second order specra: ask abou x magnezaon nsead of energes and ranson probables. If we say wh one bass se, properes vary

More information

Polymerization Technology Laboratory Course

Polymerization Technology Laboratory Course Prakkum Polymer Scence/Polymersaonsechnk Versuch Resdence Tme Dsrbuon Polymerzaon Technology Laboraory Course Resdence Tme Dsrbuon of Chemcal Reacors If molecules or elemens of a flud are akng dfferen

More information

CH.3. COMPATIBILITY EQUATIONS. Continuum Mechanics Course (MMC) - ETSECCPB - UPC

CH.3. COMPATIBILITY EQUATIONS. Continuum Mechanics Course (MMC) - ETSECCPB - UPC CH.3. COMPATIBILITY EQUATIONS Connuum Mechancs Course (MMC) - ETSECCPB - UPC Overvew Compably Condons Compably Equaons of a Poenal Vecor Feld Compably Condons for Infnesmal Srans Inegraon of he Infnesmal

More information

John Geweke a and Gianni Amisano b a Departments of Economics and Statistics, University of Iowa, USA b European Central Bank, Frankfurt, Germany

John Geweke a and Gianni Amisano b a Departments of Economics and Statistics, University of Iowa, USA b European Central Bank, Frankfurt, Germany Herarchcal Markov Normal Mxure models wh Applcaons o Fnancal Asse Reurns Appendx: Proofs of Theorems and Condonal Poseror Dsrbuons John Geweke a and Gann Amsano b a Deparmens of Economcs and Sascs, Unversy

More information

Graduate Macroeconomics 2 Problem set 5. - Solutions

Graduate Macroeconomics 2 Problem set 5. - Solutions Graduae Macroeconomcs 2 Problem se. - Soluons Queson 1 To answer hs queson we need he frms frs order condons and he equaon ha deermnes he number of frms n equlbrum. The frms frs order condons are: F K

More information

. The geometric multiplicity is dim[ker( λi. number of linearly independent eigenvectors associated with this eigenvalue.

. The geometric multiplicity is dim[ker( λi. number of linearly independent eigenvectors associated with this eigenvalue. Lnear Algebra Lecure # Noes We connue wh he dscusson of egenvalues, egenvecors, and dagonalzably of marces We wan o know, n parcular wha condons wll assure ha a marx can be dagonalzed and wha he obsrucons

More information

Density Matrix Description of NMR BCMB/CHEM 8190

Density Matrix Description of NMR BCMB/CHEM 8190 Densy Marx Descrpon of NMR BCMBCHEM 89 Operaors n Marx Noaon If we say wh one bass se, properes vary only because of changes n he coeffcens weghng each bass se funcon x = h< Ix > - hs s how we calculae

More information

e-journal Reliability: Theory& Applications No 2 (Vol.2) Vyacheslav Abramov

e-journal Reliability: Theory& Applications No 2 (Vol.2) Vyacheslav Abramov June 7 e-ournal Relably: Theory& Applcaons No (Vol. CONFIDENCE INTERVALS ASSOCIATED WITH PERFORMANCE ANALYSIS OF SYMMETRIC LARGE CLOSED CLIENT/SERVER COMPUTER NETWORKS Absrac Vyacheslav Abramov School

More information

. The geometric multiplicity is dim[ker( λi. A )], i.e. the number of linearly independent eigenvectors associated with this eigenvalue.

. The geometric multiplicity is dim[ker( λi. A )], i.e. the number of linearly independent eigenvectors associated with this eigenvalue. Mah E-b Lecure #0 Noes We connue wh he dscusson of egenvalues, egenvecors, and dagonalzably of marces We wan o know, n parcular wha condons wll assure ha a marx can be dagonalzed and wha he obsrucons are

More information

Bernoulli process with 282 ky periodicity is detected in the R-N reversals of the earth s magnetic field

Bernoulli process with 282 ky periodicity is detected in the R-N reversals of the earth s magnetic field Submed o: Suden Essay Awards n Magnecs Bernoull process wh 8 ky perodcy s deeced n he R-N reversals of he earh s magnec feld Jozsef Gara Deparmen of Earh Scences Florda Inernaonal Unversy Unversy Park,

More information

ESTIMATIONS OF RESIDUAL LIFETIME OF ALTERNATING PROCESS. COMMON APPROACH TO ESTIMATIONS OF RESIDUAL LIFETIME

ESTIMATIONS OF RESIDUAL LIFETIME OF ALTERNATING PROCESS. COMMON APPROACH TO ESTIMATIONS OF RESIDUAL LIFETIME Srucural relably. The heory and pracce Chumakov I.A., Chepurko V.A., Anonov A.V. ESTIMATIONS OF RESIDUAL LIFETIME OF ALTERNATING PROCESS. COMMON APPROACH TO ESTIMATIONS OF RESIDUAL LIFETIME The paper descrbes

More information

F-Tests and Analysis of Variance (ANOVA) in the Simple Linear Regression Model. 1. Introduction

F-Tests and Analysis of Variance (ANOVA) in the Simple Linear Regression Model. 1. Introduction ECOOMICS 35* -- OTE 9 ECO 35* -- OTE 9 F-Tess and Analyss of Varance (AOVA n he Smple Lnear Regresson Model Inroducon The smple lnear regresson model s gven by he followng populaon regresson equaon, or

More information

Real time processing with low cost uncooled plane array IR camera-application to flash nondestructive

Real time processing with low cost uncooled plane array IR camera-application to flash nondestructive hp://dx.do.org/0.6/qr.000.04 Real me processng wh low cos uncooled plane array IR camera-applcaon o flash nondesrucve evaluaon By Davd MOURAND, Jean-Chrsophe BATSALE L.E.P.T.-ENSAM, UMR 8508 CNRS, Esplanade

More information

How about the more general "linear" scalar functions of scalars (i.e., a 1st degree polynomial of the following form with a constant term )?

How about the more general linear scalar functions of scalars (i.e., a 1st degree polynomial of the following form with a constant term )? lmcd Lnear ransformaon of a vecor he deas presened here are que general hey go beyond he radonal mar-vecor ype seen n lnear algebra Furhermore, hey do no deal wh bass and are equally vald for any se of

More information

ABSTRACT KEYWORDS. Bonus-malus systems, frequency component, severity component. 1. INTRODUCTION

ABSTRACT KEYWORDS. Bonus-malus systems, frequency component, severity component. 1. INTRODUCTION EERAIED BU-MAU YTEM ITH A FREQUECY AD A EVERITY CMET A IDIVIDUA BAI I AUTMBIE IURACE* BY RAHIM MAHMUDVAD AD HEI HAAI ABTRACT Frangos and Vronos (2001) proposed an opmal bonus-malus sysems wh a frequency

More information

THERMODYNAMICS 1. The First Law and Other Basic Concepts (part 2)

THERMODYNAMICS 1. The First Law and Other Basic Concepts (part 2) Company LOGO THERMODYNAMICS The Frs Law and Oher Basc Conceps (par ) Deparmen of Chemcal Engneerng, Semarang Sae Unversy Dhon Harano S.T., M.T., M.Sc. Have you ever cooked? Equlbrum Equlbrum (con.) Equlbrum

More information

Survival Analysis and Reliability. A Note on the Mean Residual Life Function of a Parallel System

Survival Analysis and Reliability. A Note on the Mean Residual Life Function of a Parallel System Communcaons n Sascs Theory and Mehods, 34: 475 484, 2005 Copyrgh Taylor & Francs, Inc. ISSN: 0361-0926 prn/1532-415x onlne DOI: 10.1081/STA-200047430 Survval Analyss and Relably A Noe on he Mean Resdual

More information

Appendix H: Rarefaction and extrapolation of Hill numbers for incidence data

Appendix H: Rarefaction and extrapolation of Hill numbers for incidence data Anne Chao Ncholas J Goell C seh lzabeh L ander K Ma Rober K Colwell and Aaron M llson 03 Rarefacon and erapolaon wh ll numbers: a framewor for samplng and esmaon n speces dversy sudes cology Monographs

More information

CHAPTER 10: LINEAR DISCRIMINATION

CHAPTER 10: LINEAR DISCRIMINATION CHAPER : LINEAR DISCRIMINAION Dscrmnan-based Classfcaon 3 In classfcaon h K classes (C,C,, C k ) We defned dscrmnan funcon g j (), j=,,,k hen gven an es eample, e chose (predced) s class label as C f g

More information

Volatility Interpolation

Volatility Interpolation Volaly Inerpolaon Prelmnary Verson March 00 Jesper Andreasen and Bran Huge Danse Mares, Copenhagen wan.daddy@danseban.com brno@danseban.com Elecronc copy avalable a: hp://ssrn.com/absrac=69497 Inro Local

More information

II. Light is a Ray (Geometrical Optics)

II. Light is a Ray (Geometrical Optics) II Lgh s a Ray (Geomercal Opcs) IIB Reflecon and Refracon Hero s Prncple of Leas Dsance Law of Reflecon Hero of Aleandra, who lved n he 2 nd cenury BC, posulaed he followng prncple: Prncple of Leas Dsance:

More information

Performance Analysis for a Network having Standby Redundant Unit with Waiting in Repair

Performance Analysis for a Network having Standby Redundant Unit with Waiting in Repair TECHNI Inernaonal Journal of Compung Scence Communcaon Technologes VOL.5 NO. July 22 (ISSN 974-3375 erformance nalyss for a Nework havng Sby edundan Un wh ang n epar Jendra Sngh 2 abns orwal 2 Deparmen

More information

Genetic Algorithm in Parameter Estimation of Nonlinear Dynamic Systems

Genetic Algorithm in Parameter Estimation of Nonlinear Dynamic Systems Genec Algorhm n Parameer Esmaon of Nonlnear Dynamc Sysems E. Paeraks manos@egnaa.ee.auh.gr V. Perds perds@vergna.eng.auh.gr Ah. ehagas kehagas@egnaa.ee.auh.gr hp://skron.conrol.ee.auh.gr/kehagas/ndex.hm

More information

ELASTIC MODULUS ESTIMATION OF CHOPPED CARBON FIBER TAPE REINFORCED THERMOPLASTICS USING THE MONTE CARLO SIMULATION

ELASTIC MODULUS ESTIMATION OF CHOPPED CARBON FIBER TAPE REINFORCED THERMOPLASTICS USING THE MONTE CARLO SIMULATION THE 19 TH INTERNATIONAL ONFERENE ON OMPOSITE MATERIALS ELASTI MODULUS ESTIMATION OF HOPPED ARBON FIBER TAPE REINFORED THERMOPLASTIS USING THE MONTE ARLO SIMULATION Y. Sao 1*, J. Takahash 1, T. Masuo 1,

More information

WiH Wei He

WiH Wei He Sysem Idenfcaon of onlnear Sae-Space Space Baery odels WH We He wehe@calce.umd.edu Advsor: Dr. Chaochao Chen Deparmen of echancal Engneerng Unversy of aryland, College Par 1 Unversy of aryland Bacground

More information

This document is downloaded from DR-NTU, Nanyang Technological University Library, Singapore.

This document is downloaded from DR-NTU, Nanyang Technological University Library, Singapore. Ths documen s downloaded from DR-NTU, Nanyang Technologcal Unversy Lbrary, Sngapore. Tle A smplfed verb machng algorhm for word paron n vsual speech processng( Acceped verson ) Auhor(s) Foo, Say We; Yong,

More information

Bayes rule for a classification problem INF Discriminant functions for the normal density. Euclidean distance. Mahalanobis distance

Bayes rule for a classification problem INF Discriminant functions for the normal density. Euclidean distance. Mahalanobis distance INF 43 3.. Repeon Anne Solberg (anne@f.uo.no Bayes rule for a classfcaon problem Suppose we have J, =,...J classes. s he class label for a pxel, and x s he observed feaure vecor. We can use Bayes rule

More information

Department of Economics University of Toronto

Department of Economics University of Toronto Deparmen of Economcs Unversy of Torono ECO408F M.A. Economercs Lecure Noes on Heeroskedascy Heeroskedascy o Ths lecure nvolves lookng a modfcaons we need o make o deal wh he regresson model when some of

More information

Scattering at an Interface: Oblique Incidence

Scattering at an Interface: Oblique Incidence Course Insrucor Dr. Raymond C. Rumpf Offce: A 337 Phone: (915) 747 6958 E Mal: rcrumpf@uep.edu EE 4347 Appled Elecromagnecs Topc 3g Scaerng a an Inerface: Oblque Incdence Scaerng These Oblque noes may

More information

[Link to MIT-Lab 6P.1 goes here.] After completing the lab, fill in the following blanks: Numerical. Simulation s Calculations

[Link to MIT-Lab 6P.1 goes here.] After completing the lab, fill in the following blanks: Numerical. Simulation s Calculations Chaper 6: Ordnary Leas Squares Esmaon Procedure he Properes Chaper 6 Oulne Cln s Assgnmen: Assess he Effec of Sudyng on Quz Scores Revew o Regresson Model o Ordnary Leas Squares () Esmaon Procedure o he

More information

Chapter 6 DETECTION AND ESTIMATION: Model of digital communication system. Fundamental issues in digital communications are

Chapter 6 DETECTION AND ESTIMATION: Model of digital communication system. Fundamental issues in digital communications are Chaper 6 DEECIO AD EIMAIO: Fundamenal ssues n dgal communcaons are. Deecon and. Esmaon Deecon heory: I deals wh he desgn and evaluaon of decson makng processor ha observes he receved sgnal and guesses

More information

DEEP UNFOLDING FOR MULTICHANNEL SOURCE SEPARATION SUPPLEMENTARY MATERIAL

DEEP UNFOLDING FOR MULTICHANNEL SOURCE SEPARATION SUPPLEMENTARY MATERIAL DEEP UNFOLDING FOR MULTICHANNEL SOURCE SEPARATION SUPPLEMENTARY MATERIAL Sco Wsdom, John Hershey 2, Jonahan Le Roux 2, and Shnj Waanabe 2 Deparmen o Elecrcal Engneerng, Unversy o Washngon, Seale, WA, USA

More information

EEL 6266 Power System Operation and Control. Chapter 5 Unit Commitment

EEL 6266 Power System Operation and Control. Chapter 5 Unit Commitment EEL 6266 Power Sysem Operaon and Conrol Chaper 5 Un Commmen Dynamc programmng chef advanage over enumeraon schemes s he reducon n he dmensonaly of he problem n a src prory order scheme, here are only N

More information

Tools for Analysis of Accelerated Life and Degradation Test Data

Tools for Analysis of Accelerated Life and Degradation Test Data Acceleraed Sress Tesng and Relably Tools for Analyss of Acceleraed Lfe and Degradaon Tes Daa Presened by: Reuel Smh Unversy of Maryland College Park smhrc@umd.edu Sepember-5-6 Sepember 28-30 206, Pensacola

More information

3. OVERVIEW OF NUMERICAL METHODS

3. OVERVIEW OF NUMERICAL METHODS 3 OVERVIEW OF NUMERICAL METHODS 3 Inroducory remarks Ths chaper summarzes hose numercal echnques whose knowledge s ndspensable for he undersandng of he dfferen dscree elemen mehods: he Newon-Raphson-mehod,

More information

Tight results for Next Fit and Worst Fit with resource augmentation

Tight results for Next Fit and Worst Fit with resource augmentation Tgh resuls for Nex F and Wors F wh resource augmenaon Joan Boyar Leah Epsen Asaf Levn Asrac I s well known ha he wo smple algorhms for he classc n packng prolem, NF and WF oh have an approxmaon rao of

More information

Outline. Probabilistic Model Learning. Probabilistic Model Learning. Probabilistic Model for Time-series Data: Hidden Markov Model

Outline. Probabilistic Model Learning. Probabilistic Model Learning. Probabilistic Model for Time-series Data: Hidden Markov Model Probablsc Model for Tme-seres Daa: Hdden Markov Model Hrosh Mamsuka Bonformacs Cener Kyoo Unversy Oulne Three Problems for probablsc models n machne learnng. Compung lkelhood 2. Learnng 3. Parsng (predcon

More information

An introduction to Support Vector Machine

An introduction to Support Vector Machine An nroducon o Suppor Vecor Machne 報告者 : 黃立德 References: Smon Haykn, "Neural Neworks: a comprehensve foundaon, second edon, 999, Chaper 2,6 Nello Chrsann, John Shawe-Tayer, An Inroducon o Suppor Vecor Machnes,

More information

Fall 2009 Social Sciences 7418 University of Wisconsin-Madison. Problem Set 2 Answers (4) (6) di = D (10)

Fall 2009 Social Sciences 7418 University of Wisconsin-Madison. Problem Set 2 Answers (4) (6) di = D (10) Publc Affars 974 Menze D. Chnn Fall 2009 Socal Scences 7418 Unversy of Wsconsn-Madson Problem Se 2 Answers Due n lecure on Thursday, November 12. " Box n" your answers o he algebrac quesons. 1. Consder

More information

Cubic Bezier Homotopy Function for Solving Exponential Equations

Cubic Bezier Homotopy Function for Solving Exponential Equations Penerb Journal of Advanced Research n Compung and Applcaons ISSN (onlne: 46-97 Vol. 4, No.. Pages -8, 6 omoopy Funcon for Solvng Eponenal Equaons S. S. Raml *,,. Mohamad Nor,a, N. S. Saharzan,b and M.

More information

Advanced time-series analysis (University of Lund, Economic History Department)

Advanced time-series analysis (University of Lund, Economic History Department) Advanced me-seres analss (Unvers of Lund, Economc Hsor Dearmen) 3 Jan-3 Februar and 6-3 March Lecure 4 Economerc echnues for saonar seres : Unvarae sochasc models wh Box- Jenns mehodolog, smle forecasng

More information