TESTING CHANGE-POINTS IN THE EXPLOSIVE GAUSSIAN AUTOREGRESSIVE PROCESSES

Abstract. A functional limit theorem with a particular function class and topology is derived for non-ergodic type time series. This limit theorem allows us to study the asymptotic law of the associated likelihood ratio test (LRT) statistic for testing the presence of a change in the covariance parameter in the explosive Gaussian autoregressive model. We show that the level of the LRT cannot be approximated without introducing appropriate normalization. The limit law of a particular weighted likelihood ratio test is examined through a simulation study and is compared with the well-known Kolmogorov distribution obtained in the stationary case; we conclude that for practical applications when the root is really close to unity one can use the same thresholds as in the stationary case. This procedure is applied to the study of three real time series known to be non-stationary.     

Pulse height defect in pCVD and scCVD diamond based detectors

Polycrystalline (pCVD) and single crystal (scCVD) diamond films grown from Chemical Vapour Deposition (CVD), if sufficiently pure at Raman analysis, are very good materials for beam or flux monitors inside accelerators or nuclear reactors. This is because they are very hard to damage in high radiation fields and very resistant to high temperatures. Films of pCVD diamond are, however, not so good as spectroscopy detectors due to inhomogeneities induced by their growth in grains with the consequent presence of grain boundaries which worsen their energy resolution. The latter can be significantly improved by growing scCVD diamond films onto HPHT synthetic diamond substrates. We have shown that it is possible to measure the density of defects inside diamond specimens using as probes suitable penetrating nuclear radiations. With the preliminary results reported here we'll show that, bombarding CVD diamond films grown at Roma “Tor Vergata” with energetic protons and ⁴He, ⁶Li and ¹²C ions produced in the accelerators of Catania laboratories, the pulse height defects are higher than those in silicon detectors and likewise well described by a power law in the deposited energy. Furthermore, we'll show that pulse heights for the same particles seem to depend on the duration of the measurement, thus exhibiting a sort of depolarization of the insulator when exposed to the electric voltage which makes it a particle detector.     

Investigation of the potential of asymptotic homogenization for elastic composites via a three-dimensional computational study

Asymptotic homogenization is employed assuming a sharp length scale separation between the periodic structure (fine scale) and the whole composite (coarse scale). A classical approach yields the linear elastic-type coarse scale model, where the effective elastic coefficients are computed solving fine scale periodic cell problems. We generalize the existing results by considering an arbitrary number of subphases and general periodic cell shapes. We focus on the stress jump conditions arising in the cell problems and explicitly compute the corresponding interface loads. The latter represent a key driving force to obtain nontrivial cell problems solutions whenever discontinuities of the coefficients between the host medium (matrix) and the subphases occur. The numerical simulations illustrate the geometrically induced anisotropy and foster the comparison between asymptotic homogenization and well established Eshelby based techniques. We show that the method can be routinely implemented in three dimensions and should be applied to hierarchical hard tissues whenever the precise shape and arrangement of the subphases cannot be ignored. Our numerical results are benchmarked exploiting the semi-analytical solution which holds for cylindrical aligned fibers.     

A sweeping window method for detection of flaws using an explicit dynamic XFEM and absorbing boundary layers

We present a sweeping window method in elastodynamics for detection of multiple flaws embedded in a large structure. The key idea is to measure the elastic wave propagation generated by a dynamic load within a smaller substructural detecting window domain, given a sufficient number of sensors. Hence, rather than solving the full structure, one solves a set of smaller dynamic problems quickly and efficiently. To this end, an explicit dynamic extended FEM with circular/elliptical void enrichments is implemented to model the propagation of elastic waves in the detecting window domain. To avoid wave reflections, we consider the window as an unbounded domain with the option of full‐infinite/semi‐infinite/quarter‐infinite domains and employ a simple multi‐dimensional absorbing boundary layer technique. A spatially varying Rayleigh damping is proposed to eliminate spurious wave reflections at the artificial model boundaries. In the process of flaw detection, two phases are proposed: (i) pre‐analysis—identification of rough damage regions through a data‐driven approach, and (ii) post‐analysis‐–identification of the true flaw parameters by a two‐stage optimization technique. The ‘pre‐analysis’ phase considers the information contained in the ‘pseudo’ healthy structure and the scattered wave signals, providing an admissible initial guess for the optimization process. Then a two‐stage optimization approach (the simplex method and a damped Gauss–Newton algorithm) is carried out in the ‘post‐analysis’ phase for convergence to the true flaw parameters. A weighted sum of the least squares, of the residuals between the measured and simulated waves, is used to construct the objective function for optimization. Several benchmark examples are numerically illustrated to test the performance of the proposed sweeping methodology for detection of multiple flaws in an unbounded elastic domain. Copyright © 2015 John Wiley & Sons, Ltd.     

Discrete Time Non-Homogeneous Semi-Markov Reliability Transition Credit Risk Models and the Default Distribution Functions

This paper shows how to apply discrete time non-homogeneous semi-Markov processes (DTNHSMP) with an age index to credit risk. The idea is to consider the credit risk problem as a reliability model indexed by the age and in this way, many semi-Markov results could be adapted to describe credit risk problem. The default state is seen as a “non working state”. As the semi-Markov process is a generalization of Markov process, the presented model can be seen as a more general migration model. In fact, in semi-Markov environment the distribution function (d.f.) of the waiting time before a transition can be of any type and without the strong constraints of the Markov model. Furthermore, some results on the asymptotic behavior of the presented model are given. This permits the construction of the d.f. of the default random variable for each “working state”. An example, constructed manipulating some Standard & Poor’s (S&P) data, is presented.     

An efficient distributed algorithm for generating and updating multicast trees

As group applications are becoming widespread, efficient network utilization becomes a growing concern. Multicast transmission represents a necessary lower network service for the wide diffusion of new multimedia network applications. Multicast transmission may use network resources more efficiently than multiple point-to-point messages; however, creating optimal multicast trees (Steiner Tree Problem in networks) is prohibitively expensive. This paper proposes a distributed algorithm for the heuristic solution of the Steiner Tree Problem, allowing the construction of effective distribution trees using a coordination protocol among the network nodes. Furthermore, we propose a novel distributed technique for dynamically updating the multicast tree. The approach proposed has been implemented and extensively tested both in simulation, and on experimental networks. Performance evaluation indicates that the distributed algorithm performs as well as the centralized version, providing good levels of convergence time and communication complexity.     

Input design for guaranteed fault diagnosis using zonotopes

An input design method is presented for guaranteeing the diagnosability of faults from the outputs of a system. Faults are modeled by discrete switches between linear models with bounded disturbances and measurement errors. Zonotopes are used to efficiently characterize the set of inputs that are guaranteed to lead to outputs that are consistent with at most one fault scenario. Provided that this set is nonempty, an element is then chosen that is minimally harmful with respect to other control objectives. This approach leads to a nonconvex optimization problem, but is shown to be equivalent to a mixed-integer quadratic program that can be solved efficiently. Methods are given for reducing the complexity of this program, including an observer-based method that drastically reduces the number of binary variables when many sampling times are required for diagnosis.     

Printing nano TiO2 on large-sized building materials: Technologies,surface modifications and functional behaviour

The industrial feasibility of large-sized, photocatalytic building materials was assessed by the adoption of suitable, fast and environmental friendly technological solutions. Nanostructured TiO₂ coatings can be realized by ink-jet or roller printing of nano-anatase suspensions by modifying, in one single step, the chemistry and microstructural features of products. Functional coatings must be consolidated through additional thermal steps, which necessarily entail modifications of the current production cycles of ceramic tiles. This is due to the fact that the direct functionalization of unfired ceramics is detrimental to the photocatalytic performance. The microstructure of coatings depends on deposition technologies and processing conditions. However, photoactive materials that also display superhydrophilic behaviour can be obtained by employing much lower amounts of TiO₂ than 1.0 g m^?2, and by annealing at temperature as low as 400–500 °C. A limited increase of the cost of products is involved, especially in the case of large-sized elements.