86,929 research outputs found

    Generating synthetic time series from Bak-Sneppen co-evolution model mixtures

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    The Bak-Sneppen model of co-evolution is used to derive synthetic time series with a priori specified fractal dimension (or Hurst exponent) through a mixing of processes in various lattice dimensions. Both theoretical and numerical analyses concern the avalanches at the critical threshold and provide a model for time series reconstruction that can be tested as an alternative to the classical fractional Brownian motion (fBm) because of differences in properties. New results on critical threshold and avalanche structure are obtained up to Euclidean dimension d = 6. The method involves a lattice-based structure and therefore is suitable for the application of parallel computing

    Effectiveness of measures of performance during speculative bubbles

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    Statistical analysis of financial data mostly focused on testing the validity of Brownian motion (Bm). Analyses performed on several time series have shown deviation from the Bm hypothesis, that is at the base of the evaluation of many financial derivatives. We analyze the behavior of performance measures based on maximum drawdown movements (MDD(T)), testing their stability when the underlying process deviates from the Bm hypothesis. In particular we consider the fractional Brownian motion (fBm), and fluctuations estimated empirically on raw market data. The case study of the rising part of speculative bubbles is reported

    Synchrotron XRD study of residual stress in a shot peened Al/SiC(p) composite

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    In the present study, residual strain profiles in shot peened specimens of 2124-T4 aluminium alloy matrix composite reinforced with 17vol% particulate silicon carbide (SiCp) were measured by means of synchrotron-based diffraction using monochromatic, high energy X-ray beams. The stress state was considered in relation with the microstructural and morphological modifications induced in the material by shot peening. Strain-induced changes in the lattice parameters were deduced from diffraction measurements made by two detectors mounted in the horizontal and vertical diffraction planes, providing information on lattice strains in two nearly mutually perpendicular in-plane directions. On the basis of these data, residual strain and stress profiles through the specimen thickness were reconstructed for both phases (silicon carbide and aluminium alloy). Microstructural characterization was performed by means of optical and scanning electron microscopy (SEM), and particle distribution and hardness modification were identified. The effect of shot peening on the reinforcement and matrix stress states was evaluated. The findings are discussed in the context of process optimization for fatigue resistance improvement in aluminium alloy-based MMCs

    Heat treatment response and influence of overaging on mechanical properties of C355 cast aluminum alloy

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    The research activity was focused on the optimization of heat treatment parameters for C355 (Al-Si-Cu-Mg) cast aluminum alloy and on its microstructural and mechanical characterization in T6 condition, also evaluating the effect of subsequent high temperature exposure. Differential thermal analyses were carried out to identify the solution heat treatment optimal temperature. After solution heat treatment and quenching, samples were subjected to artificial aging, at different times and temperatures, as to obtain the corresponding hardness curves. Samples for successive hardness and tensile tests were subjected to hot isostatic pressing (HIP) and T6 heat treatment, according to the parameters optimized in the foregoing research phase. Some of the T6 heat treated samples were also characterized after overaging, induced by holding at 210 °C for 41 h. Aiming to carry out a comparative study, tensile properties of C355 alloy, both in T6 and overaged conditions, were compared to those of A356 alloy (results from a previous study), which is currently more widely employed than C355. Experimental results showed how C355-T6 alloy is characterized by superior mechanical properties as compared to A356-T6, especially in the overaged condition, due to the higher thermal stability induced by Cu-based strengthening precipitates

    High temperature tribological behaviour and microstructural modifications of the low temperature carburised AISI 316L austenitic stainless steel

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    The influence of low-temperature carburizing (LTC) on the room- and high-temperature dry sliding tribological behaviour of AISI 316L was investigated and discussed along with microstructural modifications of the carburized layer (expanded austenite or S-Phase). The wear tests were carried out by a ball-on-disk testing device at temperatures up to 600°C, by using alumina balls as the counterface material. The significant hardness increase induced by the LTC treatment, due to S-phase formation, significantly enhanced the tribological behaviour of the AISI 316L at room temperature. However, the wear resistance of the LTC-treated steel strongly decreased with increasing temperature, becoming comparable to that of the non-treated AISI 316L already at 150 °C. Such tribological properties can be explained by considering the presence of a continuous and protective oxide layer in the non-treated AISI 316L steel, whose formation is prevented in the LTC one by a thin amorphous carbon layer covering the S-phase. Thermal stability of the S-phase was studied by static annealing in the temperature range 150-600 °C for 2 hours. Temperature increase led to carbon diffusion from the S phase to the matrix, but a remarkable effect with consequent weakening of the surface hardened layer occurs only above the treatment temperature . The high temperature involved in the sliding tests and further frictional heating induced by the tribological contact enhanced the tendency towards structural modifications in the carburized layer
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