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Wyniki wyszukiwania dla: GENERALIZED SUPREMUM ADF
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Dot-com and AI bubbles: Can data from the past be helpful to match the price bubble euphoria phase using dynamic time warping?
PublikacjaThe article investigates the existence of a price bubble in the artificial intelligence market, employing the Generalised Supremum Augmented Dickey-Fuller test and dynamic time warping methodology. It proposes a method to detect the end of the price bubble euphoria phase, generating an average profit of close to 7% over 5 days and over 10.5% over 20 days, with almost 90% effectiveness. The study found that the AI market experienced...
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Diamond investments – Is the market free from multiple price bubbles?
PublikacjaThe following study aims to investigate whether multiple price bubbles, in which the quoted market price of diamonds significantly deviates from their fundamental value, exist in the diamond market. It was conducted using ADF, SADF and GSADF tests, with the latter found to be an optimal form of evaluating the analysed issue. The presented results support the conclusion that the diamond market is not free from periods defined as...
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A more colorful hat problem
PublikacjaThe topic is the hat problem in which each of n players is randomly fitted with a blue or red hat. Then everybody can try to guess simultaneously his own hat color by looking at the hat colors of the other players. The team wins if at least one player guesses his hat color correctly, and no one guesses his hat color wrong; otherwise the team loses. The aim is to maximize the probability of winning. We consider a generalized hat...
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Some Introductory and Historical Remarks on Mechanics of Microstructured Materials
PublikacjaHere we present few remarks on the development of the models of microstuctured media and the generalized continua.
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Obserwatory prędkości dla bezczujnikowego sterowania maszynami prądu przemiennego
PublikacjaPrzedstawiono model matematyczny uogólnionej maszyny elektrycznej rozszerzony przez wprowadzenie dodatkowych zmiennych. Na podstawie modelu rozszerzonego opracowano strukturę obserwatora prędkości maszyny uogólnionej. Zaprezentowano struktury obserwatorów prędkości dla poszczególnych rodzajów maszyn prądu przemiennego. Pokazano, że prędkość kątową wirnika można odtwarzać dla różnych typów maszyn stosując odpowiednie zmienne stanu...
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Absorbing Boundary Conditions Derived Based on Pauli Matrices Algebra
PublikacjaIn this letter, we demonstrate that a set of absorbing boundary conditions (ABCs) for numerical simulations of waves, proposed originally by Engquist and Majda and later generalized by Trefethen and Halpern, can alternatively be derived with the use of Pauli matrices algebra. Hence a novel approach to the derivation of one-way wave equations in electromagnetics is proposed. That is, the classical wave equation can be factorized...
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Identification of quasi-periodically varying systems with quasi-linear frequency changes
PublikacjaThe problem of identification of linear quasi-periodically varying systems is considered. This problem can be solved using generalized adaptive notch filtering (GANF) algorithms. It is shown that accuracy of system parameter estimation can be increased if the results obtained from GANF are further processed using a cascade of appropriately designed filters. The resulting generalized adaptive notch smoothing (GANS) algorithms can...
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Analog modelling in qualitative analysis of vibration propagation
PublikacjaThe theory of dynamic systems is usually used to model the real systems. The models are based on solving ordinary differential equations, partial or difference, which enable obtaining the relation between input signal and the system response (output signal). The analogy between those models and generalized dynamic systems or control systems can be practically used. Vibration propagation can be described in a similar way as the...
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Second-order Stark effect and polarizability of a relativistic two-dimensional hydrogenlike atom in the ground state
PublikacjaThe second-order Stark effect for a planar Dirac one-electron atom in the ground state is analyzed within the framework of the Rayleigh-Schrödinger perturbation theory, with the use of the Sturmian series expansion of the generalized Dirac-Coulomb Green's function. A closed-form analytical expression for the static dipole polarizability of that system is found. The formula involves the generalized hypergeometric function ${}_{3}F_{2}$...
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Harmonic Vibrations of Nanosized Magnetoelectric Bodies with Coupled Surface and Interphase Effects: Mathematical Models and Finite Element Approaches
PublikacjaThe harmonic problems for piezomagnetoelectric nanosized bodies with taking into account the coupled damping and surface effects are considered on the base of the generalized Gurtin-Murdoch model. In the development of previous investigations, the coupled mechanical, electric and magnetic surface effects with surface inertial terms are introduced into the model. For a homogeneous model, the composite material is considered as homogeneous...
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Rozprzestrzenianie się w podtorzu skutków katastrof kolejowych z udziałem materiałów niebezpiecznych
PublikacjaDuża część przewozów materiałów niebezpiecznych prowadzona jest koleją. W związku z tym bezpieczeństwo tych przewozów nabiera coraz większego znaczenia. Każda katastrofa z udziałem materiałów niebezpiecznych ma negatywny wpływ na uczestników tego zdarzenia oraz na otaczające środowisko, bowiem jej zasięg na ogół nie jest lokalny. Z tego wynika, że w przypadku zaistnienia katastrofy należy minimalizować jej skutki oraz w dalszych...
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Variable-structure algorithm for identification of quasi-periodically varying systems
PublikacjaThe paper presents a variable-structure version of a generalized notchfiltering (GANF) algorithm. Generalized notch filters are used for identification of quasi-periodically varying dynamic systems and can be considered an extension, to the system case, of classical adaptive notch filters. The proposed algorithm is a cascade of two GANF filters: a multiple-frequency "precise" filter bank, used for precise system tracking, and a...
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Experimentally feasible semi-device-independent certification of four-outcome positive-operator-valued measurements
PublikacjaRecently the quantum information science community devoted a lot of attention to the theoretical and practical aspects of generalized measurements, the formalism of all possible quantum operations leading to acquisition of classical information. On the other hand, due to imperfections present in quantum devices, and limited thrust to them, a trend of formulating quantum information tasks in a semi-device-independent manner emerged....
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Three-objective antenna optimization by means of kriging surrogates and domain segmentation
PublikacjaIn this paper, an optimization framework for multi-objective design of antenna structures is discussed which exploits data-driven surrogates, a multi-objective evolutionary algorithm, response correction techniques for design refinement, as well as generalized domain segmentation. The last mechanism is introduced to constrain the design space region subjected to sampling, which permits reduction of the number of training data samples...
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Synthesis of coupled lossy resonator filters.
PublikacjaA technique for fast synthesis of coupling matrix low-pass prototypes of generalized. Chebyshev bandpass filters with lossy resonators is presented in this letter. The coupling matrix is found by solving a nonlinear least squares problem based on zeros and poles of filter's transfer functions.
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Variational principles for bound states of Schrödinger and Dirac equations allowing the use of discontinuous trial functions
PublikacjaWe present systematic constructions of variational principles for energies of bound states of the Schroedinger and Dirac equations. The principles allow the use of discontinuous trial functions. The method employed is based on a generalized Lagrange procedure. Relationships between our variational principles and those available in the literature are established.
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Safety at railway level crossings and Vision Zero
PublikacjaIn this work, safety analysis at the railway level crossings is presented using advanced mathematical modelling. Resistivity of track subgrade panels is taken into account. The analysis does not refer to the assessment of the current regulations. Specific cases of generalized dynamic system are considered by introducing operations S=Δ, S=P defined in space C(N) of real sequences. In this model, generalized discrete exponential...
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Experimental verification and comparison of mode shape-based damage detection methods
PublikacjaThis paper presents experimental verification and comparison of damage detection methods based on changes in mode shapes such as: mode shape curvature (MSC), modal assurance criterion (MAC), strain energy (SE), modified Laplacian operator (MLO), generalized fractal dimension (GFD) and Wavelet Transform (WT).
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Fundamentals of classical and analytical mechanics
PublikacjaThe book is a monographic description of the present attempt to Newtonian and Lagrangian mechanics. But also, it could be found as a supplementary educational material useful for the graduate courses in mechanics taken by students majoring in mechanical engineering, physics or physical science. In the book you can find a brief introduction to concepts and principles of algebra of vectors; Kinematics of particles, mainly focused...
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A Stabilized Complex LOBPCG Eigensolver for the Analysis of Moderately Lossy EM Structures
PublikacjaThis letter proposes a stabilized locally optimal block preconditioned conjugate gradient method for computing selected eigenvalues for complex symmetric generalized non-Hermitian eigenproblems. Effectiveness of the presented approach is demonstrated for a moderately lossy dual-mode dielectric resonator, modeled using finite-element method with higher order elements
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A Systematic Search for New Coupling Schemes of Cross-Coupled Resonator Bandpass Filters
PublikacjaIn this paper, a systematic approach to an extensive search for topologies of cross-coupled filters with generalized Chebyshev response is presented. The technique applies graph theory to find unique, nonisomorphic filter configurations, and tests whether a specific frequency response can be realized in a given set of topologies. The results of the search are then stored in a database of possible filter configurations.
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CoRBAC – kontekstowo zorientowany model bezpieczeństwa
PublikacjaZaproponowano uogólniony model kontroli dostępu do usługowych systemów internetowych uwzględniający różne kategorie kontekstu. Określono wpływ kontekstu na model jak i architekturę systemu bezpieczeństwa. Podano przykład implementacji modelu i architektury bezpieczeństwa dla zestawu usług dotyczących e-uczelni i wstępnie oszacowano zalety takiego rozwiązania.
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On the synthesis of coupled-lossy resonator filters with unloaded quality factor control
PublikacjaA technique for fast synthesis of coupling matrix low-pass prototypes of generalized Chebyshev bandpass filters with lossy resonators is presented in this paper. The coupling matrix is found by solving a nonlinear least squares problem based on zeros and poles of filter's transfer functions. Additional constraints are introduced that allow one to control the level of unloaded quality factor of resonators.
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Existence of unbounded solutions to parabolic equations with functional dependence
PublikacjaThe Cauchy problem for nonlinear parabolic differential-functional equations is considered. Under natural generalized Lipschitz-type conditions with weights, the existence and uniqueness of unbounded solutions is obtained in three main cases: (i) the functional dependence u(·); (ii) the functional dependence u(·) and ∂xu(·); (iii) the functional dependence u(·)and the pointwise dependence ∂xu(t,x).
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Periodic solutions of Lagrangian systems under small perturbations
PublikacjaIn this paper we prove the existence of mountain pass periodic solutions of a certain class of generalized Lagrangian systems under small perturbations. We show that the found periodic solutions converge to a periodic solution of the unperturbed system if the perturbation tends to 0. The proof requires to work in a rather unusual (mixed) Orlicz–Sobolev space setting, which bears several challenges.
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Homoclinics for singular strong force Lagrangian systems
PublikacjaWe study the existence of homoclinic solutions for a class of generalized Lagrangian systems in the plane, with a C1-smooth potential with a single well of infinite depth at a point ξ and a unique strict global maximum 0 at the origin.Under a strong force condition around the singular point ξ, via minimization of an action integral, we will prove the existence of at least two geometrically distinct homoclinic solutions.
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Green function diagonal for a class of heat equations
PublikacjaA construction of the heat kernel diagonal is considered as element of generalized zeta function theory, which gradient at the origin defines determinant of a differential operator in a technique for regularizing quadratic path integral. Some classes of explicit expressions of the Green function in the case of finite-gap potential coefficient of the heat equation are constructed. An algorithm and program for Mathematica are presented...
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Multi-state multi-reference Møller-Plesset second-order perturbation theory for molecular calculations
PublikacjaThis work presents multi‐state multi‐reference Møller–Plesset second‐order perturbation theory as a variant of multi‐reference perturbation theory to treat electron correlation in molecules. An effective Hamiltonian is constructed from the first‐order wave operator to treat several strongly interacting electronic states simultaneously. The wave operator is obtained by solving the generalized Bloch equation within the first‐order...
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ZASTOSOWANIE MACIERZY PSEUDO ODWROTNEJ W METODACH ALOKACJI PĘDNIKÓW UKŁADU DYNAMICZNEGO POZYCJONOWANIA STATKU
PublikacjaUkłady kontroli alokacji pędników stanowią ważną część systemów dynamicznego pozycjonowania na statku. Określają one sygnały sterujące nastawami pędników, na podstawie uogólnionego wektora sił wzdłużnej, poprzecznej i momentu skręcającego, uzyskiwanych z prawa sterowania. W artykule przedstawiono wybrane algorytmy kontroli alokacji pędników, różniące się sposobem wyznaczania macierzy pseudo odwrotnej oraz algorytm bezpośredniej...
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Domain Reduction in Hybrid Technique for Electromagnetic Wave Scattering Problems
PublikacjaThis paper proposes a combination of the field matching technique, finite element method and generalized impedance matrix, the main idea of which is to reduce the computational domain by surrounding a scatterer with the smallest convex shape and applying the field matching technique. This approach can be applied for arbitrary shaped scatterers and types of materials and allows for the reduction of the computational domain. In order...
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Nonlinear FEM analysis of irregular shells composed of fiber metal laminates
PublikacjaThe paper deals with the analysis of failure initiation in shells made of Fiber Metal Laminates (FML). The elas-tic material law for orthotropic lamina is stated accounting for asymmetric in-plane stress and strain measures. The asymmetry results from the employed general nonlinear 6-field shell theory where the generalized dis-placements involve the translation and the proper rotation field. The novelty of the presented results...
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Numerical Investigation of Nuclear Reactor Kinetic and Heat Transfer Fractional Model with Temperature Feedback
PublikacjaAbstract—In the paper, the numerical results concerning the kinetics and proposed heat exchange models in nuclear reactor based on fractional calculus are presented for typical inputs. Two fractional models are proposed and compared with the model based on ordinary derivative. The first fractional model is based on one of the generalized Cattaneo equations. The second one is based on replacing the ordinary to fractional order of...
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Selected problems of sensitivity and reliability of a jack-up platform
PublikacjaThe paper deals with sensitivity and reliability applications to numerical studies of an off-shore platform model. Structural parameters and sea conditions are referred to the Baltic jack-up drilling platform. The study aims at the influence of particular basic variables on static and dynamic response as well as the probability of failure due to water waves and wind loads. The paper presents the sensitivity approach to a generalized...
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QoS Resource Reservation Mechanisms for Switched Optical Networks
PublikacjaThe paper regards the problem of resource reservation mechanisms for Quality of Service support in switched optical networks. The authors propose modifications and extensions for resources reservation strategy algorithms with resources pools, link capacity threshold and adaptive advance reservation approach. They examine proposed solutions in Automatically Switched Optical Network with Generalized Multi-Protocol Label Switching...
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New results on estimation bandwidth adaptation
PublikacjaThe problem of identification of a nonstationary autoregressive signal using non-causal estimation schemes is considered. Noncausal estimators can be used in applications that are not time-critical, i.e., do not require real-time processing. A new adaptive estimation bandwidth selection rule based on evaluation of pseudoprediction errors is proposed, allowing one to adjust tracking characteristics of noncausal estimators to unknown...
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Transport of dangerous goods by rail, and threats to the subsoil of the railway surface in the event of a disaster
PublikacjaIn Poland, in 2020, the mass of dangerous goods (loads) transported by rail was 26 151.06 thousand tone. This translated into the performance of 8 899 691.89 thousand tone - km of transport performance. In 2020, these figures accounted for 11.72% of the weight of goods transported by rail. The situation is similar in other countries around the world. With such a large volume of transport of dangerous...
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Analysis of Corrugated Coaxial Line with the Use of Body of Revolution and Finite Element Method
PublikacjaA combination of the body-of-revolution and finite element methods is utilized to the analysis of coaxial lines with corrugated rod and wall. Both periodic and non-periodic structures can be investigated. As the structure is axially symmetrical the two dimensional scalar-vector finite element method can be used, which allows for the investigation of complex geometries and is computationally efficient. A generalized impedance matrix...
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Quantum corrections to phi^4 model solutions and applications to Heisenberg chain dynamics
PublikacjaThe Heisenberg spin chain is considered in φ^4 model approximation. Quantum corrections to classical solutions of the one-dimensional φ^4 model within the correspondent physics are evaluated with account of rest d−1 dimensions of a d-dimensional theory. A quantization of the model is considered in terms of spacetime functional integral. The generalized zeta-function formalism is used to renormalize and evaluate the functional integral...
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Quantum corrections to 4 model solutions and applications to Heisenberg chain dynamics
PublikacjaThe Heisenberg spin chain is considered in φ^4 model approximation. Quantum corrections to classical solutions of the one-dimensional φ^4 model within the correspondent physics are valuated with account of rest d − 1 dimensions of a d-dimensional theory. A quantization of the model is considered in terms of space- time functional integral. The generalized zeta-function formalism is used to renormalize and evaluate the functional...
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Two-dimensional hydrogen-like atom in a weak magnetic field
PublikacjaWe consider a non-relativistic two-dimensional (2D) hydrogen-like atom in a weak, static, uniform magnetic field perpendicular to the atomic plane. Within the framework of the Rayleigh-Schr¨odinger perturbation theory, using the Sturmian expansion of the generalized radial Coulomb Green function, we derive explicit analytical expressions for corrections to an arbitrary planar hydrogenic bound-state energy level, up to the fourth...
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Simple sufficient condition for subspace to be completely or genuinely entangled
PublikacjaWe introduce a simple sufficient criterion, which allows one to tell whether a subspace of a bipartite or multipartite Hilbert space is entangled. The main ingredient of our criterion is a bound on the minimal entanglement of a subspace in terms of entanglement of vectors spanning that subspace expressed for geometrical measures of entanglement. The criterion is applicable to both completely and genuinely entangled subspaces. We...
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FPGA realization of an improved alpha max plus beta min algorithm
PublikacjaThe generalized improved version of the alpha max plus beta min square-rooting algorithm and its realization in the Field Programmable Gate Array (FPGA) are presented. The algorithm computes the square root to calculate the approximate magnitude of a complex sample. It is especially useful for pipelined calculations in the DSP. In case of four approximation regions it is possible to reduce the peak error form 3.95% to 0.33%. This...
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Hierarchical random models in road transport safety
PublikacjaIn this paper multilevel approach to the issue of road safety level on the road network of European regions, classified as NUTS 2 in statistical databases of the EU, has been presented. The risk calculated as the number of death casualties in road accidents per 100,000 inhabitants of a given region has Poisson distribution. Therefore, generalized Poisson model has been assumed in the modelling process. Multilevel stochastic analysis...
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Performance Evaluation of Control Plane Functions in ASON/GMPLS Architecture
PublikacjaIt is assumed that demands of information society could be satisfied by architecture ASON/GMPLS comprehended as Automatically Switched Optical Network (ASON) with Generalized Multi-Protocol Label Switching (GMPLS) protocols. Introduction this solution must be preceded performance evaluation to guarantee society expectations. Practical realization is expensive and simulations models are necessary to examine standardized propositions....
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Coupled-Resonator Waveguide Filter in Quadruplet Topology With Frequency-Dependent Coupling - A Design Based on Coupling Matrix
PublikacjaThis letter presents an application of a recently developed coupling matrix synthesis technique to design of coupled-resonator filters with dispersive inter-resonator couplings. This technique is used to design a novel coupled-cavity bandpass filter. Measurements validate the design and confirm effectiveness of the synthesis method. The filter is a four-pole generalized Chebyshev filter with three transmission zeros. Resonators...
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Quality of Service in ASON/GMPLS Network with Hierarchical Control Plane Structure
PublikacjaThe paper presents the problem of quality of service for hierarchical control plane structure of Automatically Switched Optical Network (ASON) utilizing Generalized Multi-Protocol Label Switching (GMPLS). The approach is implemented to control the multidomain network with required quality of service, in a use case of incomplete domain network information. The authors examine different factors, including resource reservation algorithms...
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Hybrid Method Analysis of Unshielded Guiding Structures
PublikacjaA combination of mode matching, finite element methods and generalized impedance matrix is presented in a context of propagation problems for open guiding structures. The computational domain is divided into two regions: the first one is a circular cylinder containing whole guiding structure and the second one surrounds this artificial cylinder. The impedance matrix is calculated with the use of finite element method in the first...
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Efficient Finite Element Analysis of Axially Symmetrical Waveguides and Waveguide Discontinuities
PublikacjaA combination of the body-of-revolution and finite element methods is adopted for full-wave analysis of waveguides and waveguide discontinuities involving angular field variation. Such an approach is highly efficient and much more flexible than analytical techniques. The method is performed in two different cases: utilizing a generalized impedance matrix to determine the scattering parameters of a single waveguide section and utilizing...
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Control design for slow speed positioning
PublikacjaThe problem under study is a synthesis of position and heading control system for low frequency model of surface vessel described by 3 DOF mathematical model. The recursive vectorial backstepping control design was used to keep fixed position and heading in presence of wave disturbances. The controller has been simulated on computer model of scaled supply vessel. It has been assumed that the actuators produce generalized forces...
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Equivalent 4-node enhanced assumed strain and hybrid stress shell elements in 6-parameter theory
PublikacjaWe discuss the equivalence of semi-enhanced assumed strain (EAS) and semi-hybrid stress (SEM) shell finite elements. We use the general nonlinear 6-field shell theory with kinematics composed of generalized displacements composed of the translation field and the rotation field. Due to the presence of rotation tensor the elements have naturally six nodal engineering degrees of freedom. We propose interpolation for a strain field...