• Title/Summary/Keyword: Transition model

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Sufficient Conditions for Stationarity of Smooth Transition ARMA/GARCH Models

  • Lee, Oe-Sook
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.1
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    • pp.237-245
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    • 2007
  • Nonlinear asymmetric time series models have the growing interest in econometrics and finance. Threshold model is one of the successful asymmetric model. We consider a smooth transition ARMA model which converges a.s. to a threshold ARMA model and show that the smooth transition ARMA model admits a stationary measure, provided a suitable condition on the coefficients of the autoregressive parts of the different regimes is satisfied. Stationarity of a smooth transition GARCH model is also obtained.

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Transition Model of Middle-aged Women (중년여성의 전환상태 모델)

  • 조인숙;박영숙
    • Journal of Korean Academy of Nursing
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    • v.34 no.3
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    • pp.515-524
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    • 2004
  • Purpose: The purpose of this study was to develop and test a model to explain the transition state for Korean middle-aged women focusing on the transition concept. Method: A hypothetical model was constructed based on the transition model of Schumacher & Meleis(1994) and tested. Thehypothetical model consisted of 5 latent variables and 11 observed variables. Exogenous variables were demographic characteristics, obstetric characteristics, and health behavior. Endogenous variables were transition state and quality of life with 6 paths. The data from 221 middle-aged women selected by convenience was analyzed using covariance structure analysis. Result: The final model which was modified from the hypotheticalmodel improved to GFI=0.97, AGFI=0.94, NFI=0.94, and NNFI=0.95. The transition state was influenced directly by demographic characteristics, quality of life, and also indirectly by health behaviors. However, the influence of obstetric characteristics was not significant. The transition state was accountable for 68% of the variance by these factors. Conclusion: These results suggest that enhancing health behaviors of the women are necessary to increase quality of life and it consequently contributes toimproving the transition state. This model could be used to explain the health related vulnerability in these ages and to diagnosis individual women.

Development of k-$\epsilon$ model for prediction of transition in flat plate under free stream with high intensity (고난류강도 자유유동에서 평판 경계층 천이의 예측을 위한 난류 모형 개발)

  • Baek, Seong Gu;Lim, Hyo Jae;Chung, Myung Kyoon
    • 유체기계공업학회:학술대회논문집
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    • 2000.12a
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    • pp.337-344
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    • 2000
  • A modified k-$\epsilon$ model is proposed for calculation of transitional boundary layer flows. In order to develop the eddy viscosity model for the problem, the flow is divided into three regions; namely, pre-transition region, transition region and fully turbulent region. The pre-transition eddy-viscosity is formulated by extending the mixing Length concept. In the transition region, the eddy-viscosity model employs two length scales, i.e., pre-transition length scale and turbulent length scale pertaining to the regions upstream and the downstream, respectively, and a university model of stream-wise intermittency variation is used as a function bridging the pre-transition region and the fully turbulent region. The proposed model is applied to calculate three benchmark cases of the transitional boundary layer flows with different free-stream turbulent intensity ( $1\%{\~}6\%$ ) under zero-pressure gradient. It was found that the profiles of mom velocity and turbulent intensity, local maximum of velocity fluctuations, their locations as well as the stream-wise variation of integral properties such as skin friction, shape factor and maximum velocity fluctuations are very satisfactorily Predicted throughout the flow regions.

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The appropriate shape of the boundary transition section for a mountain-gorge terrain model in a wind tunnel test

  • Hu, Peng;Li, Yongle;Huang, Guoqing;Kang, Rui;Liao, Haili
    • Wind and Structures
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    • v.20 no.1
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    • pp.15-36
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    • 2015
  • Characterization of wind flows over a complex terrain, especially mountain-gorge terrain (referred to as the very complex terrain with rolling mountains and deep narrow gorges), is an important issue for design and operation of long-span bridges constructed in this area. In both wind tunnel testing and numerical simulation, a transition section is often used to connect the wind tunnel floor or computational domain bottom and the boundary top of the terrain model in order to generate a smooth flow transition over the edge of the terrain model. Although the transition section plays an important role in simulation of wind field over complex terrain, an appropriate shape needs investigation. In this study, two principles for selecting an appropriate shape of boundary transition section were proposed, and a theoretical curve serving for the mountain-gorge terrain model was derived based on potential flow theory around a circular cylinder. Then a two-dimensional (2-D) simulation was used to compare the flow transition performance between the proposed curved transition section and the traditional ramp transition section in a wind tunnel. Furthermore, the wind velocity field induced by the curved transition section with an equivalent slope of $30^{\circ}$ was investigated in detail, and a parameter called the 'velocity stability factor' was defined; an analytical model for predicting the velocity stability factor was also proposed. The results show that the proposed curved transition section has a better flow transition performance compared with the traditional ramp transition section. The proposed analytical model can also adequately predict the velocity stability factor of the wind field.

Low-energy interband transition effects on extended Drude model analysis of optical data of correlated electron system

  • Hwang, Jungseek
    • Progress in Superconductivity and Cryogenics
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    • v.21 no.3
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    • pp.6-12
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    • 2019
  • Extended Drude model has been used to obtain information of correlations from measured optical spectra of strongly correlated electron systems. The optical self-energy can be defined by the extended Drude model formalism. One can extract the optical self-energy and the electron-boson spectral density function from measured reflectance spectra using a well-developed usual process, which is consistent with several steps including the extended Drude model and generalized Allen's formulas. Here we used a reverse process of the usual process to investigate the extended Drude analysis when an additional low-energy interband transition is included. We considered two typical electron-boson spectral density model functions for two different (normal and d-wave superconducting) material states. Our results show that the low-energy interband transition might give significant effects on the electron-boson spectral density function obtained using the usual process. However, we expect that the low-energy interband transition can be removed from measured spectra in a proper way if the transition is well-defined or well-known.

Estimation of baro-altimeter errors via model transition technique (모델 전이 기법을 이용한 기압고도계의 오차 추정)

  • 황익호
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.32-35
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    • 1996
  • In this paper, it is shown that the dominant errors of baro-altimeters can be characterized by bias and scale factor errors. Also an optimal filter for estimating both bias and scale factor is derived based on the concept of model transition. The optimal filter is, however, not realizable because the model transition hypotheses increase exponentially. Therefore a realizable suboptimal filter using the interacting multiple model(IMM) technique is proposed. Computer simulation results show that the estimation errors of the proposed filter are smaller than those of the conventional least squares algorithm with a forgetting factor when both the bias and the scale factor are varying.

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OPTIMAL CONTROL OF GLOBAL PRESS FOR AN ADSORBATE-INDUCED PHASE TRANSITION MODEL

  • Ryu, Sang-Uk
    • Journal of the Chungcheong Mathematical Society
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    • v.21 no.4
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    • pp.543-553
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    • 2008
  • This paper is concerned with the optimal control problem of global press for an adsorbate-induced phase transition model. That is, we show the existence of the optimal control and derive the optimality conditions. Moreover, we obtain the uniqueness of the optimal control.

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ANALYSIS OF LAMINAR AND TURBULENT MIXED FLOW AROUND AN AIRFOIL (익형 주위의 층류와 난류가 혼합된 유동해석)

  • Kim, C.W.;Lee, Y.G.
    • 한국전산유체공학회:학술대회논문집
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    • 2009.04a
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    • pp.87-89
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    • 2009
  • In the present paper, transition turbulence model is applied to the NACA64(3)618 and detailed flow features are studied. The turbulence model is sensitive to the boundary layer grid quality and y+ of the grid was limited to 1. The prediction of the transition region is dependent on the local flow condition. The pressure coefficient distribution of the transition turbulence model is compared with that of the fully turbulent mode and the drag distribution of the transition turbulence model was compared with that of the wind tunnel test.

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A New k-$\varepsilon$ Model for Prediction of Transitional Boundary-Layer Under Zero-Pressure Gradient (압력 구배가 없는 평판 천이 경계층 유동을 예측하기 위한 k-$\varepsilon$모형의 개발)

  • Baek, Seong-Gu;Im, Hyo-Jae;Jeong, Myeong-Gyun
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.25 no.3
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    • pp.305-314
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    • 2001
  • A modified model is proposed for calculation of transitional boundary layer flows. In order to develop the eddy viscosity model for the problem, the flow is divided into three regions; namely, pre-transition region, transition region and fully turbulent region. The pre-transition eddy-viscosity is formulated by extending the mixing length concept. In the transition region, the eddy-viscosity model employs two length scales, i.e., pre-transition length scale and turbulent length scale pertaining to the regions upstream and the downstream, respectively, and a universal model of stream-wise intermittency variation is used as a function bridging the pre-transition region and the fully turbulent region. The proposed model is applied to calculate three benchmark cases of the transitional boundary layer flows with different free-stream turbulent intensity (1%∼6%) under zero-pressure gradient. It was found that the profiles of mean velocity and turbulent intensity, local maximum of velocity fluctuations, their locations as well as the stream-wise variation of integral properties such as skin friction, shape factor and maximum velocity fluctuations are very satisfactorily predicted throughout the flow regions.

Formulation Method for Solid-to-Beam Transition Finite Elements

  • Im, Jang-Gwon;Song, Dae-Han;Song, Byeong-Ho
    • Journal of Mechanical Science and Technology
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    • v.15 no.11
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    • pp.1499-1506
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    • 2001
  • Various transition elements are used in general for the effective finite element analysis of complicated mechanical structures. In this paper, a solid-to-beam transition finite element, which can b e used for connecting a C1-continuity beam element to a continuum solid element, is proposed. The shape functions of the transition finite element are derived to meet the compatibility condition, and a transition element equation is formulated by the conventional finite element procedure. In order to show the effectiveness and convergence characteristics of the proposed transition element, numerical tests are performed for various examples. As a result of this study, following conclusions are obtained. (1) The proposed transition element, which meets the compatibility of the primary variables, exhibits excellent accuracy. (2) In case of using the proposed transition element, the number of nodes in the finite element model may be considerably reduced and the model construction becomes more convenient. (3) This formulation method can be applied to the usage of higher order elements.

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