Search results for " method"
showing 10 items of 10455 documents
Emergence of statistically validated financial intraday lead-lag relationships
2014
According to the leading models in modern finance, the presence of intraday lead-lag relationships between financial assets is negligible in efficient markets. With the advance of technology, however, markets have become more sophisticated. To determine whether this has resulted in an improved market efficiency, we investigate whether statistically significant lagged correlation relationships exist in financial markets. We introduce a numerical method to statistically validate links in correlation-based networks, and employ our method to study lagged correlation networks of equity returns in financial markets. Crucially, our statistical validation of lead-lag relationships accounts for mult…
Many-body Green's function theory of electrons and nuclei beyond the Born-Oppenheimer approximation
2020
The method of many-body Green's functions is developed for arbitrary systems of electrons and nuclei starting from the full (beyond Born-Oppenheimer) Hamiltonian of Coulomb interactions and kinetic energies. The theory presented here resolves the problems arising from the translational and rotational invariance of this Hamiltonian that afflict the existing many-body Green's function theories. We derive a coupled set of exact equations for the electronic and nuclear Green's functions and provide a systematic way to approximately compute the properties of arbitrary many-body systems of electrons and nuclei beyond the Born-Oppenheimer approximation. The case of crystalline solids is discussed …
Managing Human Factors to Reduce Organisational Risk in Industry
2018
[EN] Human factors are intrinsically involved at virtually any level of most industrial/business activities, and may be responsible for several accidents and incidents, if not correctly identified and managed. Focusing on the significance of human behaviour in industry, this article proposes a multi-criteria decision-making (MCDM)-based approach to support organizational risk assessment in industrial environments. The decision-making trial and evaluation laboratory (DEMATEL) method is proposed as a mathematical framework to evaluate mutual relationships within a set of human factors involved in industrial processes, with the aim of highlighting priorities of intervention. A case study relat…
Fundamental solutions for general anisotropic multi-field materials based on spherical harmonics expansions
2016
Abstract A unified method to evaluate the fundamental solutions for generally anisotropic multi-field materials is presented. Based on the relation between the Rayleigh expansion and the three-dimensional Fourier representation of a homogenous partial differential operator, the proposed technique allows to obtain the fundamental solutions and their derivatives up to the desired order as convergent series of spherical harmonics. For a given material, the coefficients of the series are computed only once, and the derivatives of the fundamental solutions are obtained without any term-by-term differentiation, making the proposed approach attractive for boundary integral formulations and efficie…
Boundary Element Formulation for Unified Analysis of High-Speed Trains
2007
Global/Local FEM-BEM stress analysis of damaged aircraft structures
2008
In this paper a Hierarchical approach for the analysis of advanced aerospace structures is presented. The proposed Global/Local model uses two kind of numerical methods. The first step of the Hierarchical procedure is performed by the Finite Element code Patran/Nastran™, using a coarse mesh to study the global structure, then the local region is analyzed by using a Boundary Element code based on the multidomain anisotropic technique. This code accurately predicts stress concentrations at crack tips with a reduction of the modeling efforts and of the computational time. The Global/Local interface code implemented allows an intuitive extraction of the local region with a substantial reduction…
Analysis of composite laminates with imperfect bonding conditions
2007
A multidomain boundary integral formulation for the analysis of composite laminates with imperfect interlaminar interfaces is presented. An imperfect interface refers to a zero-thickness interfacial layer across which displacement discontinuity may occur while interlaminar tractions must remain continuous. The displacement discontinuity is considered through a spring model in order to model the adhesive layer among two adjacent laminae. No auxiliary elements are needed to implement the imperfect interface since the spring coefficients, characterizing the different bonding interface conditions, are taken into account inside the assembled influence matrices. To assess the reliability and the …
A Grain Boundary Formulation for the Analysis of Three-Dimensional Polycrystalline Microstructures
2013
A 3D grain boundary formulation is presented for the analysis of polycrystalline microstructures. The formulation is expressed in terms of intergranular displacements and tractions, that play an important role in polycrystalline micromechanics, micro-damage and micro-cracking. The artificial morphology is generated by Hardcore Voronoi tessellation, which embodies the main statistical features of polycrystalline microstructures. Each crystal is modeled as an anisotropic elastic region and the integrity of the aggregate is restored by enforcing interface continuity and equilibrium between contiguous grains. The developed technique has been applied to the numerical homogenization of cubic poly…
A model for low-cycle fatigue in micro-structured materials
2020
A microscale formulation for low-cycle fatigue degradation in heterogeneous materials is presented. The interface traction-separation law is modelled by a cohesive zone model for low-cycle fatigue analysis, which is developed in a consistent thermodynamic framework of elastic-plastic-damage mechanics with internal variables. A specific fatigue activation condition allows to model the material degradation related to the elastic-plastic cyclic loading conditions, with tractions levels lower than the static failure condition. A moving endurance surface, in the classic framework of kinematic hardening, enables a pure elastic behaviour without any fatigue degradation for low levels of cyclic tra…