Ergodic properties and thermodynamic behavior of elementary reversible cellular automata. I. Basic properties

This is the first part of a series devoted to the study of thermodynamic behavior of large dynamical systems with the use of a family of fully-discrete and conservative models named elementary reversible cellular automata (ERCAs). In this paper, basic properties such as conservation laws and phase space structure are investigated in preparation for the later studies. ERCAs are a family of one-dimensional reversible cellular automata having two Boolean variables on each site. Reflection and Boolean conjugation symmetries divide them into 88 equivalence classes. For each rule, additive conserved quantities written in a certain form are regarded as a kind of energy, if they exist. By the aid of the discreteness of the variables, every ERCA satisfies the Liouville theorem or the preservation of phase space volume. Thus, if an energy exists in the above sense, statistical mechanics of the model can formally be constructed. If a locally defined quantity is conserved, however, it prevents the realization of statistical mechanics. The existence of such a quantity is examined for each class and a number of rules which have at least one energy but no local conservation laws are selected as hopeful candidates for the realization of thermodynamic behavior. In addition, the phase space structure of ERCAs is analyzed by enumerating cycles exactly in the phase space for systems of comparatively small sizes. As a result, it is revealed that a finite ERCA is not ergodic, that is, a large number of orbits coexist on an energy surface. It is argued that this fact does not necessarily mean the failure of thermodynamic behavior on the basis of an analogy with the ergodic nature of infinite systems.     

Estimation in the continuous time mover‐stayer model with an application to bond ratings migration

The usual tool for modelling bond ratings migration is a discrete, time‐homogeneous Markov chain. Such model assumes that all bonds are homogeneous with respect to their movement behaviour among rating categories and that the movement behaviour does not change over time. However, among recognized sources of heterogeneity in ratings migration is age of a bond (time elapsed since issuance). It has been observed that young bonds have a lower propensity to change ratings, and thus to default, than more seasoned bonds. The aim of this paper is to introduce a continuous, time‐non‐homogeneous model for bond ratings migration, which also incorporates a simple form of population heterogeneity. The specific form of heterogeneity postulated by the proposed model appears to be suitable for modelling the effect of age of a bond on its propensity to change ratings. This model, called a mover–stayer model, is an extension of a Markov chain. This paper derives the maximum likelihood estimators for the parameters of a continuous time mover–stayer model based on a sample of independent continuously monitored histories of the process, and develops the likelihood ratio statistic for discriminating between the Markov chain and the mover–stayer model. The methods are illustrated using a sample of rating histories of young corporate issuers. For these issuers the default probabilities predicted by the Markov chain and mover–stayer models are different. In particular for 1–4 years old bonds the mover–stayer model estimates substantially lower default probabilities from rating C than a Markov chain. Copyright © 2004 John Wiley & Sons, Ltd.     

Numerical analysis of turbulent structure in compound meandering open channel by algebraic Reynolds stress model

The turbulent flow in a compound meandering channel with a rectangular cross section is one of the most complicated turbulent flows, because the flow behaviour is influenced by several kinds of forces, including centrifugal forces, pressure‐driven forces and shear stresses generated by momentum transfer between the main channel and the flood plain. Numerical analysis has been performed for the fully developed turbulent flow in a compound meandering open‐channel flow using an algebraic Reynolds stress model. The boundary‐fitted coordinate system is introduced as a method for coordinate transformation in order to set the boundary conditions along the complicated shape of the meandering open channel. The turbulence model consists of transport equations for turbulent energy and dissipation, in conjunction with an algebraic stress model based on the Reynolds stress transport equations. With reference to the pressure–strain term, we have made use of a modified pressure–strain term. The boundary condition of the fluctuating vertical velocity is set to zero not only for the free surface, but also for computational grid points next to the free surface, because experimental results have shown that the fluctuating vertical velocity approaches zero near the free surface. In order to examine the validity of the present numerical method and the turbulent model, the calculated results are compared with experimental data measured by laser Doppler anemometer. In addition, the compound meandering open channel is clarified somewhat based on the calculated results. As a result of the analysis, the present algebraic Reynolds stress model is shown to be able to reasonably predict the turbulent flow in a compound meandering open channel. Copyright © 2005 John Wiley & Sons, Ltd.     

非等间距序列建模过程中存在的问题及改进

在研究非等间距序列的基础上 ,本文将非等间距累加运用于非等间距序列的建模过程中 ,使原有模型得到改进 .实例表明 ,改进后模型的精度有了很大提高     

半导体激光自混频干涉式传感器中的干涉与调制

应用F-P模型，阐述了半导体激光自混频干涉式传感器的干涉与调制过程，同时给出了相应的计算．     

A posteriori error estimates for a time discrete scheme for a phase-field system of Penrose-Fife type

A time discrete scheme is used to approximate the solution toa phase field system of Penrose–Fife type with a non-conservedorder parameter. An a posteriori error estimate is presentedthat allows the estimation of the difference between continuousand semidiscrete solutions by quantities that can be calculatedfrom the approximation and given data.     

System Identification Models of the Equivalent Permittivity for Rain Medium

The dielectric constant for rain medium is investigated by utilizing the system identification method. The rain rate model and frequency model of permittivity in millimeter waves band for rain medium are presented. The results obtained with models are in very good agreement with references in calculating the attenuation of electromagnetic waves induced by rain, which Shows that the obtained models are valid and practicable. The cross-polar discrimination gotten with rain rate model is in agreement with references.     

抽指加权宽带扇形叉指声表面波滤波器的等效电路分析

扇形换能器可以看成若干个沿孔径方向划分的均匀孔径换能器电端并联而成，根据梅森(Mason)等效电路模型以及由其延伸的混合场等效电路模型，推导出整个扇形换能器的导纳矩阵和频率响应，其中采用复阻抗模型考虑了叉指电极与自由表面的阻抗不连续的因素。本方法能够模拟指间反射、三次行程、指条寄生阻抗以及外围电路等对器件性能的影响；理论模拟与实验结果吻合。     

Microstructure dependent dynamic fracture analyses of trabecular bone based on nascent bone atomistic simulations

Trabecular bone fracture is closely related to the trabecular architecture, microdamage accumulation, and bone tissue properties. Primary constituents of trabecular tissue are hydroxyapatite (HA) mineralized type-I collagen fibers. In this research, dynamic fracture in two dimensional (2-D) micrographs of ovine (sheep) trabecular bone is modeled using the mesoscale cohesive finite element method (CFEM). The bone tissue fracture properties are obtained based on the atomistic strength analyses of a type-I collagen + HA interfacial arrangement using molecular dynamics (MD). Analyses show that the presented framework is capable of analyzing the architecture dependent fracture in 2-D micrographs of trabecular bone.     

Stress concentration and effective stiffness of aligned fiber reinforced composite with anisotropic constituents

The paper addresses the problem of calculation of the local stress field and effective elastic properties of a unidirectional fiber reinforced composite with anisotropic constituents. For this aim, the representative unit cell approach has been utilized. The micro geometry of the composite is modeled by a periodic structure with a unit cell containing multiple circular fibers. The number of fibers is sufficient to account for the micro structure statistics of composite. A new method based on the multipole expansion technique is developed to obtain the exact series solution for the micro stress field. The method combines the principle of superposition, technique of complex potentials and some new results in the theory of special functions. A proper choice of potentials and new results for their series expansions allow one to reduce the boundary-value problem for the multiple-connected domain to an ordinary, well-posed set of linear algebraic equations. This reduction provides high numerical efficiency of the developed method. Exact expressions for the components of the effective stiffness tensor have been obtained by analytical averaging of the strain and stress fields.