Search results for "multiscale"

showing 10 items of 78 documents

Multiscale Model Selection for High-Frequency Financial Data of a Large Tick Stock by Means of the Jensen–Shannon Metric

2014

Modeling financial time series at different time scales is still an open challenge. The choice of a suitable indicator quantifying the distance between the model and the data is therefore of fundamental importance for selecting models. In this paper, we propose a multiscale model selection method based on the Jensen–Shannon distance in order to select the model that is able to better reproduce the distribution of price changes at different time scales. Specifically, we consider the problem of modeling the ultra high frequency dynamics of an asset with a large tick-to-price ratio. We study the price process at different time scales and compute the Jensen–Shannon distance between the original…

Return distributionFinancemodel selectionComputer sciencebusiness.industryEntropy High frequency data Financial markets Market microstructureModel selectionGeneral Physics and AstronomyRanginglcsh:Astrophysicsmultiscale analysimultiscale analysisJensen–Shannon divergencelcsh:QC1-999Markov-switching modelinglcsh:QB460-466EconometricsJensen–Shannon divergencelcsh:Qbusinesslcsh:ScienceStock (geology)high frequency financial datalcsh:PhysicsEntropy
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Multiscale Approach in Studying the Influence of Annealing Conditions on Conductivity of TiO2 Nanotubes

2015

Titanium oxide nanotubes (NTs) have attracted much attention during last decade due to their special characteristics such as one-dimensional highly ordered geometry with large surface area and good chemical and optical stability.

Settore ING-IND/23 - Chimica Fisica ApplicataMultiscale Approach Influence of Annealing Conditions Conductivity TiO2 NanotubesSettore ING-INF/01 - Elettronica
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Shock formation in the dispersionless Kadomtsev-Petviashvili equation

2016

The dispersionless Kadomtsev-Petviashvili (dKP) equation $(u_t+uu_x)_x=u_{yy}$ is one of the simplest nonlinear wave equations describing two-dimensional shocks. To solve the dKP equation we use a coordinate transformation inspired by the method of characteristics for the one-dimensional Hopf equation $u_t+uu_x=0$. We show numerically that the solutions to the transformed equation do not develop shocks. This permits us to extend the dKP solution as the graph of a multivalued function beyond the critical time when the gradients blow up. This overturned solution is multivalued in a lip shape region in the $(x,y)$ plane, where the solution of the dKP equation exists in a weak sense only, and a…

Shock formationFOS: Physical sciencesGeneral Physics and AstronomyKadomtsev–Petviashvili equation01 natural sciencesCritical point (mathematics)010305 fluids & plasmasDissipative dKP equation[ MATH.MATH-AP ] Mathematics [math]/Analysis of PDEs [math.AP]Mathematics - Analysis of PDEsMethod of characteristicsPosition (vector)[MATH.MATH-MP]Mathematics [math]/Mathematical Physics [math-ph]0103 physical sciencesFOS: Mathematics[MATH.MATH-AP]Mathematics [math]/Analysis of PDEs [math.AP]0101 mathematicsSettore MAT/07 - Fisica MatematicaMathematical PhysicsMathematical physicsMathematicsCusp (singularity)Multiscales analysisdispersionless Kadomtsev-Petviashvili equation; dissipative dKP equation; multiscales analysis; shock formationPlane (geometry)Multivalued functionApplied Mathematics010102 general mathematics[ MATH.MATH-MP ] Mathematics [math]/Mathematical Physics [math-ph]Statistical and Nonlinear PhysicsMathematical Physics (math-ph)Nonlinear Sciences::Exactly Solvable and Integrable SystemsDispersionless Kadomtsev-Petviashvili equationDissipative systemAnalysis of PDEs (math.AP)
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Multiscale modeling of polycrystalline materials: A boundary element approach to material degradation and fracture

2015

Abstract In this work, a two-scale approach to degradation and failure in polycrystalline materials is proposed. The formulation involves the engineering component level (macro-scale) and the material grain level (micro-scale). The macro-continuum is modeled using a three-dimensional boundary element formulation in which the presence of damage is formulated through an initial stress approach to account for the local softening in the neighborhood of points experiencing degradation at the micro-scale. The microscopic degradation is explicitly modeled by associating Representative Volume Elements (RVEs) to relevant points of the macro continuum, for representing the polycrystalline microstruct…

TechnologyComputational MechanicsPolycrystalline materialsGeneral Physics and AstronomyMultiscale formulationNANOMECHANICSDIFFRACTION09 EngineeringEngineeringPolycrystalline materialComputational mechanicsPeriodic boundary conditionsFAILUREPLASTICITYComputational MechanicApplied MathematicsAUSTENITIC STAINLESS-STEELComputer Science Applications1707 Computer Vision and Pattern RecognitionMechanicsStructural engineeringREPRESENTATIVE VOLUME ELEMENTMicrostructureStrength of materialsMultiscale modelingComputer Science ApplicationsMechanics of MaterialsMultiscale formulationsPhysical SciencesSIMULATIONMicromechanicsSTRESS-CORROSION CRACKINGMathematics Interdisciplinary ApplicationsMaterials scienceHOMOGENIZATIONEngineering MultidisciplinaryMechanicsPhysics and Astronomy (all)Boundary element methodMechanics of MaterialBoundary element methodFORMULATIONMicromechanicSHORT FATIGUE-CRACK01 Mathematical SciencesScience & Technologybusiness.industryMechanical EngineeringMicromechanicsDamage and fractureMICROSTRUCTUREbusinessVoronoi diagramMathematics
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Supramolecular self-assembly on the B-Si(111)-(√3x√3) R30° surface: From single molecules to multicomponent networks

2017

Abstract Understanding the physical and chemical processes in which local interactions lead to ordered structures is of particular relevance to the realization of supramolecular architectures on surfaces. While spectacular patterns have been demonstrated on metal surfaces, there have been fewer studies of the spontaneous organization of supramolecular networks on semiconductor surfaces, where the formation of covalent bonds between organics and adatoms usually hamper the diffusion of molecules and their subsequent interactions with each other. However, the saturation of the dangling bonds at a semiconductor surface is known to make them inert and offers a unique way for the engineering of m…

Two-dimensional molecular networkSupramolecular chemistryNanotechnology02 engineering and technology010402 general chemistry01 natural sciencesLondon dispersion forcelaw.invention[SPI.MAT]Engineering Sciences [physics]/MaterialsMultiscale modellinglawMaterials ChemistryMolecule[SPI.NANO]Engineering Sciences [physics]/Micro and nanotechnologies/MicroelectronicsScanning tunneling microscopyTopology (chemistry)[SPI.ACOU]Engineering Sciences [physics]/Acoustics [physics.class-ph]ChemistryIntermolecular forceSemiconductor surfacesMetals and AlloysDangling bondSurfaces and InterfacesGeneral ChemistrySelf-assembly Intermolecular forces021001 nanoscience & nanotechnologyCondensed Matter Physics0104 chemical sciencesSurfaces Coatings and FilmsElectronic Optical and Magnetic MaterialsSelf-assemblyScanning tunneling microscope0210 nano-technology
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Micromechanisms of load transfer in a unidirectional carbon fibre-reinforced epoxy composite due to fibre failures: Part 3. Multiscale reconstruction…

2008

International audience; This third article describes a multiscale process which takes into account the most important microscopic phenomena associated with composite degradation, including fibre fractures and interfacial debonding, overloading of fibres neighbouring a fibre break as well as viscoelastic behaviour of the matrix. The results have been used to accurately predict the macroscopic failure of unidirectional carbon fibre-reinforced epoxy and quantify damage accumulation in pressure vessels made of the same material. The approach described has allowed the acoustic emission activity resulting from fibres breaks to be evaluated and shown how the residual lifetimes of such vessels, whe…

Unidirectional compositeMaterials scienceComposite number[ PHYS.COND.CM-MS ] Physics [physics]/Condensed Matter [cond-mat]/Materials Science [cond-mat.mtrl-sci]02 engineering and technologyViscoelasticity0203 mechanical engineeringComposite materialCivil and Structural EngineeringFibre failuresDelaminationPressure vesselsMicromechanicsEpoxy021001 nanoscience & nanotechnologyDurabilityPressure vessel020303 mechanical engineering & transportsAcoustic emissionFailure predictionvisual_artCeramics and Compositesvisual_art.visual_art_medium[PHYS.COND.CM-MS]Physics [physics]/Condensed Matter [cond-mat]/Materials Science [cond-mat.mtrl-sci]Multiscale processMicromechanics0210 nano-technology
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A multiscale method for gamma/h discrimination in extensive air showers

2011

We present a new method for the identification of extensive air showers initiated by different primaries. The method uses the multiscale concept and is based on the analysis of multifractal behaviour and lacunarity of secondary particle distributions together with a properly designed and trained artificial neural network. The separation technique is particularly suited for being applied when the topology of the particle distribution in the shower front is as largely detailed as possible. Here, our method is discussed and applied to a set of fully simulated vertical showers in the experimental framework of ARGO-YBJ, taking advantage of both the space and time distribution of the detected sec…

Wavelet MethodNeural NetworksCosmic Rays; Extensive Air Showers; Multiscale Analysis; Wavelet Methods; Neural NetworksMultiscale AnalysiSettore FIS/01 - Fisica SperimentaleExtensive Air ShowerCosmic Ray
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A computational framework for low-cycle fatigue in polycrystalline materials

2021

Abstract A three-dimensional framework for low-cycle fatigue analysis of polycrystalline aggregates is proposed in this work. First, a cohesive law coupling plasticity and damage is developed for modelling cycle-by-cycle degradation of material interfaces up to complete de-cohesion and failure. The law may model both quasi-static degradation under increasing monotonic load and degradation under cyclic loading, through a coupled plasticity-damage model whose activation and flow rules are formulated in a thermodynamically consistent framework. The proposed interface laws have been then implemented and coupled with a multi-region boundary element formulation, with the aim of analysing low-cycl…

Work (thermodynamics)Materials scienceMechanical EngineeringFlow (psychology)Computational MechanicsGeneral Physics and AstronomyMicromechanicsMonotonic functionMechanicsPlasticityIntergranular corrosionComputer Science ApplicationsMechanics of MaterialsBoundary Element method Cohesive Zone Modelling Low-cycle fatigue Multiscale Materials Modelling Polycrystalline materialsDegradation (geology)Coupling (piping)Settore ING-IND/04 - Costruzioni E Strutture Aerospaziali
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Reaction-Diffusion Network For Geometric Multiscale High Speed Image Processing

2010

International audience; In the framework of heavy mid-level processing for high speed imaging, a nonlinear bi-dimensional network is proposed, allowing the implementation of active curve algorithms. Usually this efficient type of algorithm is prohibitive for real-time image processing due to its calculus charge and the inadequate structure for the use of serial or parallel architectures. Another kind of implementation philosophy is proposed here, by considering the active curve generated by a propagation phenomenon inspired from biological modeling. A programmable nonlinear reaction-diffusion system is proposed under front control and technological constraints. Geometric multiscale processin…

[ INFO.INFO-TS ] Computer Science [cs]/Signal and Image ProcessingComputer scienceNonlinear signal processingImage processing02 engineering and technology[ SPI.SIGNAL ] Engineering Sciences [physics]/Signal and Image processingType (model theory)Multiscale geometryComputational scienceImage analysisNonlinear signal processing[INFO.INFO-TS]Computer Science [cs]/Signal and Image ProcessingReaction–diffusion systemDigital image processing0202 electrical engineering electronic engineering information engineeringComputer visionStructure (mathematical logic)Biological modelingbusiness.industry020208 electrical & electronic engineeringNonlinear systemSignal Processing020201 artificial intelligence & image processingComputer Vision and Pattern RecognitionArtificial intelligencebusiness[SPI.SIGNAL]Engineering Sciences [physics]/Signal and Image processing
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New insights into the use of rhizobia to mitigate soil N2O emissions

2022

Agriculture is a major anthropogenic source of the greenhouse gas N2O, which is also involved in stratospheric ozone depletion. While the use of rhizobial inoculants has already been reported as an emerging option for mitigating soil N2O emissions, this study presents an in situ abatement of 70% of soil N2O emission using the strain nosZ+ G49 vs. nosZ− USDA138 in association with soybean. Therefore, we consider that the choice of the inoculant strain of a leguminous crop should take into account the capacity of strains to reduce nitrous oxide in addition to their N fixation capacity. This study also clearly suggests that this mitigation option could be considered not only for soybean but al…

[SDV] Life Sciences [q-bio]N<sub>2</sub>O mitigation; rhizobia; legumes; <i>nosZ</i> gene; phenotypes; multiscale approachfood and beveragesPlant Scienceequipment and suppliesAgronomy and Crop ScienceFood Science
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