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Accurate D-bar Reconstructions of Conductivity Images Based on a Method of Moment with Sinc Basis

Abbasi, Mahdi
Fonte: Medknow Publications & Media Pvt Ltd Publicador: Medknow Publications & Media Pvt Ltd
Tipo: Artigo de Revista Científica
Publicado em //2014 Português
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Planar D-bar integral equation is one of the inverse scattering solution methods for complex problems including inverse conductivity considered in applications such as Electrical impedance tomography (EIT). Recently two different methodologies are considered for the numerical solution of D-bar integrals equation, namely product integrals and multigrid. The first one involves high computational burden and the other one suffers from low convergence rate (CR). In this paper, a novel high speed moment method based using the sinc basis is introduced to solve the two-dimensional D-bar integral equation. In this method, all functions within D-bar integral equation are first expanded using the sinc basis functions. Then, the orthogonal properties of their products dissolve the integral operator of the D-bar equation and results a discrete convolution equation. That is, the new moment method leads to the equation solution without direct computation of the D-bar integral. The resulted discrete convolution equation maybe adapted to a suitable structure to be solved using fast Fourier transform. This allows us to reduce the order of computational complexity to as low as O (N2log N). Simulation results on solving D-bar equations arising in EIT problem show that the proposed method is accurate with an ultra-linear CR.

Characterizing Scattering by 3-D Arbitrarily Shaped Homogeneous Dielectric Objects Using Fast Multipole Method

Li, Jian-Ying; Li, Le-Wei
Fonte: MIT - Massachusetts Institute of Technology Publicador: MIT - Massachusetts Institute of Technology
Tipo: Artigo de Revista Científica Formato: 335812 bytes; application/pdf
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Electromagnetic scattering by 3-D arbitrarily shaped homogeneous dielectric objects is characterized. In the analysis, the method of moments is first employed to solve the combined field integral equation for scattering properties of these three-dimensional homogeneous dielectric objects of arbitrary shape. The fast multipole method, and the multi-level fast multipole algorithm are implemented into our codes for matrix-vector manipulations. Specifically, four proposals are made and discussed to increase convergence and accuracy of iterative procedures (conjugate gradient method). Numerical results are obtained using various methods and compared to each other.; Singapore-MIT Alliance (SMA)

Particle size distribution reconstruction: the moment surface method

Hutton, Kieran W; Mitchell, Niall A; Frawley, Patrick J
Fonte: Elsevier Publicador: Elsevier
Tipo: info:eu-repo/semantics/article; all_ul_research; ul_published_reviewed
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peer-reviewed; Numerical simulation of typical chemical engineering processes, such as crystallisation, liquid-liquid extraction, milling and other multi-phase operations in which exist discrete and continuous phases are highly computationally intensive problems. For this reason numerical techniques, such as the Method of Moments (MOM) and Quadrature Method of Moments (QMOM), are utilised to improve the computational efficiency of these simulations. The downside to these approaches is that the simulations only produce the moments of the Particle Size Distribution (PSD), with the actual distribution not preserved. Knowledge of the PSD is very important for many industrial unit operations, particularly in dynamic multi-phase flows in chemical engineering where the composition of the discrete phase(s) evolves in time or space. For example, control of the PSD in crystallisation operations may be required to ensure more efficient downstream operations such as filtration and clarification. Several methods for the reconstruction of a distribution from its respective moments are available in the literature. Typically these techniques are quite computationally expensive. The novel technique presented in this paper involves the pre-calculation of the moments of a pre-defined 2-parameter Probability Density Function (PDF) for a range of values of each parameter. This pre-calculation results in moment surfaces where the surfaces are a function of the two defining parameters. The intersection of constant moment contour lines (termed moment iso-lines) on these surfaces using simulation moment outputs results in the recovery of the defining parameters. Knowledge of the PDF and the total particle count or solids loading allows for the reconstruction of the full PSD. This technique proves to be very efficient which makes it ideal for the reconstruction of large numbers of distributions...

Cost-effective Estimation of the Population Mean Using Prediction Estimators

Fujii, Tomoki; van der Weide, Roy
Fonte: World Bank, Washington, DC Publicador: World Bank, Washington, DC
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This paper considers the prediction estimator as an efficient estimator for the population mean. The study may be viewed as an earlier study that proved that the prediction estimator based on the iteratively weighted least squares estimator outperforms the sample mean. The analysis finds that a certain moment condition must hold in general for the prediction estimator based on a Generalized-Method-of-Moment estimator to be at least as efficient as the sample mean. In an application to cost-effective double sampling, the authors show how prediction estimators may be adopted to maximize statistical precision (minimize financial costs) under a budget constraint (statistical precision constraint). This approach is particularly useful when the outcome variable of interest is expensive to observe relative to observing its covariates.

Analysis of moment redistribution in fiber-reinforced polymer plated RC beams

Haskett, M.; Oehlers, D.; Mat Ali, M.; Wu, C.
Fonte: American Society of Civil Engineers Publicador: American Society of Civil Engineers
Tipo: Artigo de Revista Científica
Publicado em //2010 Português
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Ductility of RC structures has always been a classical area of concrete research. Given the complexity of the problem, the great mass of research investigating ductility, and specifically, moment redistribution and rotational capacities, has used empirical approaches to quantify moment redistribution and invariably assumed that concrete crushing is the singular mode of failure. With the advent of new reinforcement materials such as fiber reinforced polymers, these empirical approaches are not necessarily appropriate as failure modes other than concrete crushing can occur. In this paper, the empirical approaches to moment redistribution are replaced by a structural mechanics approach that incorporates moment rotation directly into moment redistribution. A structural mechanics method for determining moment and rotation at failure for any RC section with any material properties is first presented and this is followed by a structural mechanics model for moment redistribution; these enable the moment redistribution capacities of any RC section to be quantified. Moment redistribution capacities of various sections are analyzed and it is shown that plated sections can have significant moment redistribution capacities much of which can be used in design.; Matthew Haskett...

The discrete rigid body rotation of reinforced concrete beams using partial interaction and shear friction theory.

Haskett, Matthew Henry Thomas
Fonte: Universidade de Adelaide Publicador: Universidade de Adelaide
Tipo: Tese de Doutorado
Publicado em //2010 Português
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In reinforced concrete members, two types of deformations exist: deformations due to curvature distribution and deformation due to discrete localised conditions such as cracks. The latter is the subject of this thesis, which presents a new approach for evaluating the discrete moment-rotation relationship of reinforced concrete members. This thesis is a collection of submitted, accepted or published papers from internationally recognised Journals, where the titles of Chapters 1 through 13 reflect the titles of the Journal papers. Each chapter takes the following format: the key theory and results from each journal paper are presented in a short synopsis, after which the journal paper is presented in full. This provides the reader, if desired, with the ability to understand the research in full by only reading the synopses of each chapter. In Chapter 1, the peripheral areas of shear friction theory, partial interaction theory and rigid body displacement are combined to quantify the moment-rotation response of any reinforced concrete member. It is discussed how partial interaction theory is used to model the behaviour of the reinforcement, shear friction theory the behaviour of the concrete, and that both these behaviours are combined through a rigid body displacement profile. This rigid body rotation approach is a structural mechanics model...

Method of Taylor expansion moment incorporating fractal theories for Brownian coagulation of fine particles

Wan, Z.; You, Z.; Sun, Z.; Yin, W.
Fonte: Walter de Gruyter GmbH & Co KG Publicador: Walter de Gruyter GmbH & Co KG
Tipo: Artigo de Revista Científica
Publicado em //2012 Português
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Fine particles aggregating into larger units or flocculation body is a random combination process. Increasing the size and density of flocculation body is the main approach to rapid particle removal or sedimentation in water. Aiming at the Brownian coagulation of fine particles, a new method of Taylor expansion moment construction of fractal flocs has been developed in this paper, incorporating the Taylor expansion approach based on the moment method and the fractal dimension of the floc structure originated from fractal theories. This method successfully overcomes the limit of previous moment methods that require pre-assumed particle size distribution. Results of the zero and second order moments of Brownian flocs from the proposed method are compared with those from the Laguerre method, integral moment method and finite element method. It is found that the higher accuracy and efficiency of computation have been achieved by the new method, compared to the previous ones. Effects of the fractal dimension on the zero and second order moments, geometric average volume and standard deviation are also analyzed using this method. The self-conservation characteristics of particle distribution is observed without presumption of initial distributions.; Zhanhong Wan...

A method of weighting adjustment for survey data subject to nonignorable nonresponse

Zhang, Li-Chun
Fonte: Universidade de Tubinga Publicador: Universidade de Tubinga
Tipo: ResearchPaper
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Weighting adjustment is a standard quasi-randomization approach for survey data subject to nonresponse Little (1986). The existing methods are typically based on the assumption that nonresponse is independent of the survey variable conditional to the auxiliary variables used to form the adjustment cells. In this paper we consider nonignorable nonresponse which is independent of certain auxiliary information conditional to the variable of interest. We estimate the size of the sample adjustment cells using a method of moment conditional to the sample. The method relies on only the nonresponse mechanism, and is independent of the sample design. In variance estimation, we evaluate the nonresponse effect on estimation and design, analogously to the concept of design effect. By comparing the nonresponse effects under a nonignorable model against those under an ignorable one, we obtain a means of measuring the effect of nonignorability. We motivate and illustrate our approach for estimation of household composition.

Method of application of moment distribution to the solution of arched bents with a varying moment of inertia

Mascenik, John
Fonte: Troy, New York; Rensselaer Polytechnic Institute Publicador: Troy, New York; Rensselaer Polytechnic Institute
Tipo: Tese de Doutorado
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This thesis document was issued under the authority of another institution, not NPS. At the time it was written, a copy was added to the NPS Library collection for reasons not now known. It has been included in the digital archive for its historical value to NPS. Not believed to be a CIVINS (Civilian Institutions) title.; This work is an extensions of the thesis of Cain and Hansen and Jones in the application of moment distribution to the solution of arched bents. This thesis will, however, deal with an arched bent of varying amounts of inertia. The fixed end moments for an arched bent whose moment of inertia varies as the secant of the angle alpha has been derived by Iselin and La Lande. It will be the object of this thesis to correlate these moments and other constants as found in this thesis in order to present a solution of arched bents by moment distribution.


Ribeiro,L. D.; Secchi,A. R.; Biscaia Jr.,E. C.
Fonte: Brazilian Society of Chemical Engineering Publicador: Brazilian Society of Chemical Engineering
Tipo: Artigo de Revista Científica Formato: text/html
Publicado em 01/09/2015 Português
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AbstractIn this work, we present a highly-accurate technique of model order reduction applied to staged processes. The proposed method reduces the dimension of the original system based on null values of moment-weighted sums of heat and mass balance residuals on real stages. To compute these sums of weighted residuals, a discrete form of Gauss-Lobatto quadrature was developed, allowing a high degree of accuracy in these calculations. The locations where the residuals are cancelled vary with time and operating conditions, characterizing a desirable adaptive nature of this technique. Balances related to upstream and downstream devices (such as condenser, reboiler, and feed tray of a distillation column) are considered as boundary conditions of the corresponding difference-differential equations system. The chosen number of moments is the dimension of the reduced model being much lower than the dimension of the complete model and does not depend on the size of the original model. Scaling of the discrete independent variable related with the stages was crucial for the computational implementation of the proposed method, avoiding accumulation of round-off errors present even in low-degree polynomial approximations in the original discrete variable. Dynamical simulations of distillation columns were carried out to check the performance of the proposed model order reduction technique. The obtained results show the superiority of the proposed procedure in comparison with the orthogonal collocation method.

Efficient estimation using the characteristic function : theory and applications with high frequency data

Kotchoni, Rachidi
Fonte: Université de Montréal Publicador: Université de Montréal
Tipo: Thèse ou Mémoire numérique / Electronic Thesis or Dissertation
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Nous abordons deux sujets distincts dans cette thèse: l'estimation de la volatilité des prix d'actifs financiers à partir des données à haute fréquence, et l'estimation des paramétres d'un processus aléatoire à partir de sa fonction caractéristique. Le chapitre 1 s'intéresse à l'estimation de la volatilité des prix d'actifs. Nous supposons que les données à haute fréquence disponibles sont entachées de bruit de microstructure. Les propriétés que l'on prête au bruit sont déterminantes dans le choix de l'estimateur de la volatilité. Dans ce chapitre, nous spécifions un nouveau modèle dynamique pour le bruit de microstructure qui intègre trois propriétés importantes: (i) le bruit peut être autocorrélé, (ii) le retard maximal au delà duquel l'autocorrélation est nulle peut être une fonction croissante de la fréquence journalière d'observations; (iii) le bruit peut avoir une composante correlée avec le rendement efficient. Cette dernière composante est alors dite endogène. Ce modèle se différencie de ceux existant en ceci qu'il implique que l'autocorrélation d'ordre 1 du bruit converge vers 1 lorsque la fréquence journalière d'observation tend vers l'infini. Nous utilisons le cadre semi-paramétrique ainsi défini pour dériver un nouvel estimateur de la volatilité intégrée baptisée "estimateur shrinkage". Cet estimateur se présente sous la forme d'une combinaison linéaire optimale de deux estimateurs aux propriétés différentes...

General method of moments bias and specification tests for quantile regression

Nejmeldeen, Ziad H. (Ziad Hassan), 1976-
Fonte: Massachusetts Institute of Technology Publicador: Massachusetts Institute of Technology
Tipo: Tese de Doutorado Formato: 78 leaves; 2134899 bytes; 2134706 bytes; application/pdf; application/pdf
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Chapter 1: This chapter looks at a dynamic panel data model with fixed effects. Estimating the model with GMM is consistent but suffers from small sample bias. We apply Helmert's transformation to the model, assume that error terms and nuisance parameters are homoskedastic and independent across observations and of one another, and utilize the GMM bias calculation of Newey & Smith (2001). This leads to a closed form expression for the GMM bias applied to AR(1) model. Chapter 2: This chapter develops specification tests for quantile regression under various data types. We consider what happens to the quantile regression estimator under local and global misspecification and design specification tests that handle a wide range of data types. We consider how to carry out such tests in practice and present Monte Carlo results to show the effectiveness of such tests. Chapter 3: Through a Taylor expansion, We compute the bias of a general GMM model where the weighting matrix A of the moment conditions g(z, β) is left unspecified, except for some general conditions. Our bias results are compared to those of Newey and West (2003). An important case of GMM estimation with a general weighting matrix A is when A is a function of a vector of parameters with fixed dimension. Arellano's IVE estimator is an example of this type of estimator--we consider the bias properties of Arellano's IVE estimator in the AR(1) setting and compare them to our results from Chapter 1.; by Ziad H. Nejmeldeen.; Thesis (Ph. D.)--Massachusetts Institute of Technology...

Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high frequency return data

Lee, Kyungsub
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
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We discuss the probabilistic properties of the variation based third and fourth moments of financial returns as estimators of the actual moments of the return distributions. The moment variations are defined under non-parametric assumptions with quadratic variation method but for the computational tractability, we use a square root stochastic volatility model for the derivations of moment conditions for estimations. Using the S\&P 500 index high frequency data, the realized versions of the moment variations is used for the estimation of a stochastic volatility model. We propose a simple estimation method of a stochastic volatility model using the sample averages of the variations and ARMA estimation. In addition, we compare the results with a generalized method of moments estimation based on the successive relation between realized moments and their lagged values.

Vanishing moment method and moment solutions for second order fully nonlinear partial differential equations

Feng, Xiaobing; Neilan, Michael
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 13/08/2007 Português
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This paper concerns with numerical approximations of solutions of second order fully nonlinear partial differential equations (PDEs). A new notion of weak solutions, called moment solutions, is introduced for second order fully nonlinear PDEs. Unlike viscosity solutions, moment solutions are defined by a constructive method, called vanishing moment method, hence, they can be readily computed by existing numerical methods such as finite difference, finite element, spectral Galerkin, and discontinuous Galerkin methods with "guaranteed" convergence. The main idea of the proposed vanishing moment method is to approximate a second order fully nonlinear PDE by a higher order, in particular, a fourth order quasilinear PDE. We show by various numerical experiments the viability of the proposed vanishing moment method. All our numerical experiments show the convergence of the vanishing moment method, and they also show that moment solutions coincide with viscosity solutions whenever the latter exist.; Comment: 24 pages and 30 figures

Matrix concentration inequalities via the method of exchangeable pairs

Mackey, Lester; Jordan, Michael I.; Chen, Richard Y.; Farrell, Brendan; Tropp, Joel A.
Fonte: Institute of Mathematical Statistics Publicador: Institute of Mathematical Statistics
Tipo: Article; PeerReviewed Formato: application/pdf; application/pdf
Publicado em /05/2014 Português
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This paper derives exponential concentration inequalities and polynomial moment inequalities for the spectral norm of a random matrix. The analysis requires a matrix extension of the scalar concentration theory developed by Sourav Chatterjee using Stein’s method of exchangeable pairs. When applied to a sum of independent random matrices, this approach yields matrix generalizations of the classical inequalities due to Hoeffding, Bernstein, Khintchine and Rosenthal. The same technique delivers bounds for sums of dependent random matrices and more general matrix-valued functions of dependent random variables.

Linear programming approach to moment tensor inversion of earthquake sources and some tests on the three-dimensional structure of the upper mantle

Tanimoto, Toshiro; Kanamori, Hiroo
Fonte: Royal Astronomical Society Publicador: Royal Astronomical Society
Tipo: Article; PeerReviewed Formato: application/pdf
Publicado em /02/1986 Português
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A new method of moment tensor inversion is developed, which combines surface wave data and P-wave first motion data in a linear programming approach. Once surface wave spectra and first motion data are given, the method automatically obtains the solution that satisfies first motion data and minimizes the L1 norm of the surface wave spectra. We show the results of eight events in which the method works and is stable even for shallow events. We also show one event in which surface wave data and P-wave first motion data seem to be incompatible. In such cases, our method does not converge or converges to a solution which has a large minor (second) double couple component. It is an advantage that the method can determine the compatibility of two data sets without trial and error. Laterally heterogeneous phase velocity corrections are used to obtain spectra at the source. The method is also applied to invert moment tensors of eight events in two recent three-dimensional (3-D) upper mantle structures. In both 3-D models, variances of spectra are smaller than those in a laterally homogeneous model at 256 s. Statistical tests show that those reductions are significant at a high confidence level for five events out of eight examined. For three events...

Source Inversion of the W-Phase: Real-time Implementation and Extension to Low Magnitudes

Hayes, Gavin P.; Rivera, Luis; Kanamori, Hiroo
Fonte: Seismological Society of America Publicador: Seismological Society of America
Tipo: Article; PeerReviewed Formato: application/pdf; application/pdf
Publicado em /09/2009 Português
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We assess the use and reliability of a source inversion of the W-phase in real-time operations at the U.S. Geological Survey National Earthquake Information Center. The three-stage inversion algorithm produces rapid and reliable estimates of moment magnitude and source mechanism for events larger than M_w 7.0 within 25 minutes of the earthquake origin time, often less, and holds great promise for vastly improving our response times to such earthquakes worldwide. The method also produces stable results (within ±0.2 units of Global Centroid Moment Tensor project estimates) for earthquakes as small as M_w 5.8 when using stations out to distances of 90°. These applications extend the use of W-phase far beyond the higher magnitude events for which the inversion was originally intended, facilitating its use as a complementary approach to traditional body- and surface-wave methods for assessing the source properties of an earthquake. Kanamori and Rivera (2008) introduced the use of W-phase as a reliable method to rapidly assess the source properties (M_w and mechanism) of earthquakes greater than ~M_w 7.5. They showed that the W-phase inversion method has important real-time applications for tsunami warning purposes (and indeed for the calculation of earthquake moment)...

Redundancy of moment conditions

Breusch, Trevor; Qian, H; Schmidt, P; Wyhowski, D
Fonte: Elsevier Publicador: Elsevier
Tipo: Artigo de Revista Científica
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It is well known that adding moment conditions cannot decrease asymptotic efficiency. However, sometimes additional moment conditions are redundant, in the sense that they do not increase the asymptotic efficiency of estimation for some or all of the parameters of interest. This paper gives a general treatment of redundancy of moment conditions. It provides necessary and sufficient conditions for redundancy, in several equivalent forms. The paper also provides interesting results for the case that there are three (or more) sets of moment conditions.

A method of moments estimator for semiparametric index models

Donkers, Bas; Schafgans, Marcia M. A.
Fonte: Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science Publicador: Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science
Tipo: Monograph; NonPeerReviewed Formato: application/pdf
Publicado em /07/2005 Português
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We propose an easy to use derivative based two-step estimation procedure for semi-parametric index models. In the first step various functionals involving the derivatives of the unknown function are estimated using nonparametric kernel estimators. The functionals used provide moment conditions for the parameters of interest, which are used in the second step within a method-of-moments framework to estimate the parameters of interest. The estimator is shown to be root N consistent and asymptotically normal. We extend the procedure to multiple equation models. Our identification conditions and estimation framework provide natural tests for the number of indices in the model. In addition we discuss tests of separability, additivity, and linearity of the influence of the indices.

Experimental response of an optical sensor used to determine the moment of blast by sensing the flash of the explosion

Roux,A.; Nurick,G.N.
Fonte: South African Journal of Science Publicador: South African Journal of Science
Tipo: Artigo de Revista Científica Formato: text/html
Publicado em 01/10/2009 Português
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The Council for Scientific and Industrial Research (CSIR) conducts research into the effect of underwater explosions on maritime structures and equipment. One of the parameters that are required to be measured to a large degree of accuracy is the shock wave velocity in close proximity (10-120 charge radii) of the explosion, without having to revert to the streak photography method. This distance is in the region where the near field crosses over to the far field, and it would be expected that the distance-time curve would not be linear. The streak photography method produces accuracy in the very near field of the explosion, but is not recommended for accurate measurements at distances beyond 20 charge radii. We investigated the response of an optical sensor constructed to measure the light flash of an underwater blast to determine the moment of explosion. By measurement of the time taken between this moment and the time when the shock wave reaches the pressure sensors, accurate measurements of the distance-time history (and hence shock wave velocity) could be calculated. Twelve general purpose phototransistors were used in a parallel configuration to enhance the sensitivity of the sensor. These transistors were connected directly to a conditioning amplifier which formed the interface between the transistors and the data acquisition equipment. The results that were obtained confirmed that the light intensity of the flash of the explosion increased to a maximum within several microseconds. Measurements of the average velocity of the shock wave propagation...