Ⅰ型拉伸试样金属注射成形多相流动的三维数值模拟

将粉末注射成形充模过程视为粘结剂、粉末和空气的三相流动过程,基于多相流理论给出金属注射成形的多相流动控制方程。根据金属注射成形的工艺特点确定多相流动控制方程的初边界条件,用多相流数值分析软件CFX对Ⅰ型拉伸试样的铁粉注射成形充模流动过程实现了三维数值模拟,分析了模腔中不同位置处粘结剂一粉末流动的速度曲线。数值模拟结果表明在Ⅰ型拉伸试样金属注射成形充模流动过程中发生过两相分离的现象,数值模拟的瞬态信息可用于金属注射成形产品缺陷的分析与控制。     

Extension of Mood’s median test for survival data

Mood’s median test for testing the equality of medians is a nonparametric approach, which has been widely used for uncensored data in practice. For survival data, many nonparametric methods have been proposed to test for the equality of survival curves. However, if the survival medians, rather than the curves, are compared, those methods are not applicable. Some approaches have been developed to fill this gap. Unfortunately, in general those tests have inflated type I error rates, which make them inapplicable to survival data with small sample sizes. In this paper, Mood’s median test for uncensored data is extended for survival data. The results from a comprehensive simulation study show that the proposed test outperforms existing methods in terms of controlling type I error rate and detecting power.     

Estimating production test properties from test measurement data

A complex sequence of tests on components and the system is a part of many manufacturing processes. Statistical imperfect test and repair models can be used to derive the properties of such test sequences but require model parameters to be specified. We describe a technique for estimating such parameters from typical data that are available from past testing. A Gaussian mixture model is used to illustrate the approach and as a model that can represent the wide variety of statistical properties of test data, including outliers, multimodality and skewness. Model fitting was carried out using a Bayesian approach, implemented by MCMC. Copyright © 2011 John Wiley & Sons, Ltd.     

Numerical modeling of brittle fracture in porous CFC-materials

Both energy and stress criteria are necessary conditions for fracture but neither the one nor the other is sufficient. A combination of these criteria is proposed in [1]. This combined criterion is used for numerical simulation of crack propagation by the 4-point bending test in porous materials. Examples of such materials are carbon-carbon composites (CFC) [2, 3]. Micrographs of the cross-sections of these materials are used for FEM modeling of the crack propagation on the basis of the proposed criterion. Results of the numerical modeling are compared with experimental results. (© 2006 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A new test of independence for high-dimensional data

This paper proposes a new statistic to test independence of high-dimensional data. The simulation results suggest that the performance of the test based on our statistic is comparable to the existing ones, and under some circumstances it may have higher power. Therefore, the new statistic can be employed in practice as an alternative choice.     

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Solar cell is the basic component of satellite photovoltaic panels with complicated redundant system structure. Its reliability plays an important role in the system, and its performance shows a degradation trend over time. In this paper, study is conducted for the solar cell degradation modeling and reliability analysis based on practical testing results. Specifically, we illustrate an accelerated test for the attenuation ratio character test under different accumulative irradiation levels, focusing on the heteroscedasticity of the collected testing data. A heteroscedastic linear model is proposed, and the life distribution of the photovoltaic panel is obtained by using Fiducial method. A numerical example is shown for the purpose of illustration.     

A modified residual-based test for serial correlation in linear panel data models

This paper suggests a modified serial correlation test for linear panel data models, which is based on the parameter estimates for an artificial autoregression modeled by differencing and centering residual vectors. Specifically, the differencing operator over the time index and the centering operator over the individual index are, respectively, used to eliminate the potential individual effects and time effects so that the resultant serial correlation test is robust to the two potential effects. Clearly, the test is also robust to the potential correlation between the covariates and the random effects. The test is asymptotically chi-squared distributed under the null hypothesis. Power study shows that the test can detect local alternatives distinct at the parametric rate from the null hypothesis. The finite sample properties of the test are investigated by means of Monte Carlo simulation experiments, and a real data example is analyzed for illustration.     

A staggered-grid numerical algorithm for the extended Boussinesq equations

A second-order accurate numerical scheme is developed to solve Nwogu’s extended Boussinesq equations. A staggered-grid system is introduced with the first-order spatial derivatives being discretized by the fourth-order accurate finite-difference scheme. For the time derivatives, the fourth-order accurate Adams predictor–corrector method is used. The numerical method is validated against available analytical solutions, other numerical results of Navier–Stokes equations, and experimental data for both 1D and 2D nonlinear wave transformation problems. It is shown that the new algorithm has very good conservative characteristics for mass calculation. As a result, the model can provide accurate and stable results for long-term simulation. The model has proven to be a useful modeling tool for a wide range of water wave problems.     

Modelling of a pyroshock test device

Pyroshocks are transient motions of structural elements due to explosive loading induced by the detonation of ordnance devices incorporated into or attached to the structure. In space programs the simulation of pyroshocks is a fixed part of the test requirement for instruments and equipments of space vehicles. Therefore, by the use of various test devices such as hammer pendulums the excitation of a pyroshock has to be reproduced which, so far, has led to rather empirical knowledge. In the current work a better predictability of pyroshocks is focussed in order to reduce the duration of test periods. As an approach numerical and analytical calculations are used for the simulation of in-plane wave propagation in rods and rectangular disks due to mechanical impacts. Furthermore, the results obtained from different mathematical and mechanical theories are compared with data received from conducted experiments. (© 2009 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

GARCH模型变点的Ratio检验

研究GARCH模型参数变点的Ratio检验.首先构造了基于残量累积平方和的Ratio统计量,推导了原假设下统计量的极限分布,其次采用Monte Carlo方法检验其有效性,最后以数据为例进一步说明该方法的实用性.     

A permutation test for the two-sample right-censored model

The paper presents a novel approach to solve a classical two-sample problem with right-censored data. As a result, an efficient procedure for verifying equality of the two survival curves is developed. It generalizes, in a natural manner, a well-known standard, that is, the log-rank test. Under the null hypothesis, the new test statistic has an asymptotic Chi-square distribution with one degree of freedom, while the corresponding test is consistent for a wide range of the alternatives. On the other hand, to control the actual Type I error rate when sample sizes are finite, permutation approach is employed for the inference. An extensive simulation study shows that the new test procedure improves upon classical solutions and popular recent developments in the field. An analysis of the real datasets is included. A routine, written in R, is attached as Supplementary Material.

     

Predicting initial erosion during the hole erosion test by using turbulent flow CFD simulation

CFD simulation with enhanced modeling of turbulence and near-wall treatment is used to model water–clay mixtures flowing through a cylindrical pipe domain. Effects on the wall-shear stress resulting from varying water clay content and applied hydraulic gradient are analyzed. Various parametric studies were performed and had shown that the two-dimensional modelling introduced in the present study does not yield a uniform wall-shear stress along the pipe wall and that clay concentration affects significantly the wall-shear stress value. This is in contrast with the common hypothesis used in one-dimensional modeling approaches where this stress is assumed constant and which gives rise to uniform erosion along the pipe wall. The obtained results had enabled predicting more realistically erosion amount and had allowed for understanding the irregular eroded hole wall shape as observed experimentally after performing the standard hole erosion test.     

基于正交试验法和数值仿真的环形降压槽结构优化

降压槽存在相互矛盾的阻力和粘损特性均受各结构参数的影响,合理的结构参数选择一直是降压槽设计的难点问题.环形降压槽结构优化设计涉及到多因素多水平问题,数值仿真和正交试验设计方法相结合可以有效地减少对实验的依赖和试验次数.对环形降压槽进行结构参数化建模,建立了幂律流体在降压槽环空流道流动的数值仿真模型,可完成不同结构降压槽性能的数值仿真分析;制定了降压槽3因素3水平的多指标正交试验,采用极差和方差分析方法对试验的结果进行了分析,并用综合平衡的方法确定最优的降压槽结构参数组合.最终得到了各结构参数对降压槽的粘损和阻力性能的影响规律以及最优的结构参数,可为环形降压槽的设计和改进提供有价值的参考.     

分段时变参数CIR模型及其实证研究

经济环境总体是变化的,但在一定阶段会保持局部稳定.鉴于此,提出了分段时变参数CIR模型的构想,并用它来建模短期利率与汇率.给出了CIR模型设定检验的广义残差拟合优度检验法,用之来检验模型的时变性.用数值模拟和实证分析来验证分段时变参数CIR模型进行利率、汇率建模的可行性和合理性.数值模拟表明,两组符合CIR(Cox-Ingersoll-Ross)模型的数据合在一起不一定还符合CIR模型.通过对短期国库券利率和加拿大元与美元汇率数据的实证分析,发现用分段时变参数CIR模型来描述短期利(汇)率比一般的固定常数CIR模型更加合理.     

Parameter change test for location‐scale time series models with heteroscedasticity based on bootstrap

This study considers the bootstrap cumulative sum (CUSUM) test for a parameter change in location‐scale time series models with heteroscedasticity. The CUSUM test has been popular for detecting an abrupt change in time series models because it performs well in many applications. However, it has severe size distortions in many situations. As a remedy, we consider the bootstrap CUSUM test, particularly focusing on the CUSUM test based on score vectors, and demonstrate the weak consistency of the bootstrap test for its justification. A simulation study and data analysis are conducted for illustration.     

On the performance of West’s bubble test: A simulation approach

In this research we examine the ability of West’s bubble test [1] in detecting speculative bubbles using Brock’s (1982) [2] intertemporal general equilibrium model of asset pricing as the basis for a simulation study. In this setting, (1) the economy, by construction is efficient and produces the maximally possible amount of welfare for society, and (2) asset prices reflect the utility-maximizing behavior of consumers and the profit-maximizing behavior of firms. We find that the West’s bubble test flag as “bubbles” in the simulated data yet the data is produced from an economy in which markets are efficient in welfare production.     

汽车产业模块化对不连续创新影响的实证分析

为探讨产业模块化与不连续创新之间的相互作用关系,分别构建了产业模块化指数与不连续创新指数的测度指标,基于全球汽车产业1972~2011年的专利数据,主要利用格兰杰因果检验方法就产业模块化对不连续创新的影响及其因果方向进行了实证分析。结果表明,产业模块化对不连续创新存在显著正向影响且长期影响较为显著。     

Experimental characterization of dynamic properties of honeycomb sandwich joints and plates

In lots of lightweight applications, constructions are also made by honeycomb sandwiches but little is known about failure and dynamic behavior of sandwich plate connections. In this research, an experimental and simulation study of the mechanical and failure behavior of honeycomb sandwich plates and joints are performed. In detail, series of tensile test have been conducted under quasi static conditions and failure behavior and resistance of the specimens are investigated. The specimens are made by phenolic resin-impregnated aramid paper as core and two different layers of glass fiber reinforced plastic as face sheets in each side. In addition to the experimental tests, numerical simulation with finite element models are performed in Abaqus. Failure modes are investigated and finally a good agreement between test data and simulation results is achieved. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Modeling passively Q-switched solid state lasers with multimode

Q-switching is considered as a favorable technology to generate short duration and high peak power pulses, which is widely used in industry. We derive a new model to simulate passively Q-switched solid state lasers in a three-dimensional (3D) space. In our model, several Gaussian modes are considered. Compared with single-mode models, 3D multimode models are much more capable of reflecting laser behaviors. In our modeling, the single-mode system is extended to a multimode system, which calculates photon numbers for different modes separately. In order to realize the numerical simulation of our multimode model, we apply a finite volume discretization respectively to the gain medium and saturable absorber, then the discretized multimode passively Q-switched laser system is obtained. The numerical results and applications of our model are shown at the end of the paper. The modeling and simulation of passively Q-switched solid state lasers can help to optimize laser designs.     

Asymptotic nonnull distributions of certain test criteria for a covariance matrix

Asymptotic expansions of the distributions of two test criteria concerning a covariance matrix are derived under local alternatives in terms of noncentral χ² variates, and under the fixed alternative in terms of standard normal distribution function and its derivatives, respectively. Some numerical comparisons with the likelihood ratio criteria are made with these test criteria.