Relevant bibliographies by topics / Reduced form Models

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Reduced form Models'

Author: Grafiati
Published: 4 June 2021
Last updated: 1 February 2022

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Journal articles on the topic "Reduced form Models"

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Koivusalo, Alexander, and Rudi Schäfer. "Calibration of structural and reduced-form recovery models." Journal of Credit Risk 8, no. 4 (December 2012): 31–51. http://dx.doi.org/10.21314/jcr.2012.151.

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Berndt, Antje. "A Credit Spread Puzzle for Reduced-Form Models." Review of Asset Pricing Studies 5, no. 1 (March 24, 2015): 48–91. http://dx.doi.org/10.1093/rapstu/rav002.

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Rode, David C., and Paul S. Fischbeck. "Reduced-form models for power market risk analysis." Applied Energy 228 (October 2018): 1640–55. http://dx.doi.org/10.1016/j.apenergy.2018.07.044.

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Ravenna, Federico. "Vector autoregressions and reduced form representations of DSGE models." Journal of Monetary Economics 54, no. 7 (October 2007): 2048–64. http://dx.doi.org/10.1016/j.jmoneco.2006.09.002.

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Sorge, Marco Maria. "Indeterminacy and fundamental reduced form representations of DSGE models." Metroeconomica 69, no. 2 (January 22, 2018): 509–24. http://dx.doi.org/10.1111/meca.12198.

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Maasoumi, Esfandiar. "Reduced form estimation and prediction from uncertain structural models." Journal of Econometrics 31, no. 1 (February 1986): 3–29. http://dx.doi.org/10.1016/0304-4076(86)90053-9.

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Pellegrini, Santiago, Esther Ruiz, and Antoni Espasa. "Conditionally heteroscedastic unobserved component models and their reduced form." Economics Letters 107, no. 2 (May 2010): 88–90. http://dx.doi.org/10.1016/j.econlet.2009.12.034.

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Schneeweiss, Hans. "The reduced form of recursive models: Small sample properties." Linear Algebra and its Applications 237-238 (April 1996): 277–300. http://dx.doi.org/10.1016/0024-3795(95)00527-7.

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Boughton, James M. "Tests of the performance of reduced-form exchange rate models." Journal of International Economics 23, no. 1-2 (August 1987): 41–56. http://dx.doi.org/10.1016/s0022-1996(87)80004-1.

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Kiviet, Jan F., Garry D. A. Phillips, and Bernhard Schipp. "Alternative bias approximations in first-order dynamic reduced form models." Journal of Economic Dynamics and Control 23, no. 7 (June 1999): 909–28. http://dx.doi.org/10.1016/s0165-1889(98)00055-4.

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Dissertations / Theses on the topic "Reduced form Models"

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Monti, Francesca. "Combining structural and reduced-form models for macroeconomic forecasting and policy analysis." Doctoral thesis, Universite Libre de Bruxelles, 2011. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209970.

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Can we fruitfully use the same macroeconomic model to forecast and to perform policy analysis? There is a tension between a model’s ability to forecast accurately and its ability to tell a theoretically consistent story. The aim of this dissertation is to propose ways to soothe this tension, combining structural and reduced-form models in order to have models that can effectively do both.
Doctorat en Sciences économiques et de gestion
info:eu-repo/semantics/nonPublished
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Shen, Yichang. "Reduced-order models for geometrically nonlinear vibrations of thin structures." Thesis, Institut polytechnique de Paris, 2021. http://www.theses.fr/2021IPPAE012.

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Lorsqu'elles vibrent avec de grandes amplitudes, les structures minces montrent un comportement non linéaire géométrique, provenant de la relation non linéaire entre les déformations et les déplacements. Les analyses des systèmes complets font appel à des calculs extrêmement couteux de telle sorte que l'établissement de modèles d'ordre réduit efficaces est un sujet d'intérêt majeur pour le calcul prédictif de vibrations de structures minces.Dans cette thèse, des méthodes non linéaires de réduction de modèle pour les structures discrétisées par la méthode des éléments finis et comportant une non-linéarité géométrique, sont étudiées. Trois méthodes non intrusives sont plus particulièrement examinées et systématiquement comparées: la méthode de condensation implicite, la méthode des dérivées modales, et la réduction sur variétés invariantes du système. Les analyses théoriques montrent que les deux premières méthodes ne peuvent donner de résultats fiables que sous hypothèse d'une séparation spectrale entre les fréquences propres des modes maitres et celles des modes esclaves. La méthode de réduction sur variétés invariantes permet quant à elle d'avoir une méthode directe, ne nécessitant pas de pré-calculs, ni d'hypothèses préalables sur les fréquences propres des modes esclaves, afin de fournir des résultats corrects.De nombreuses applications et de comparaisons numériques sont montrées sur diverses structures discrétisées avec la méthode des éléments finis. Pour appliquer la méthode des variétés invariantes, une méthode récemment développée, permet de proposer un calcul direct de la forme normale du problème, à partir de la base physique et donc des degrés de liberté du maillage éléments finis. Les exemples montrent clairement les avantage et inconvénients de chaque méthode, validant aussi les résultats théoriques montrés précédemment.Dans la dernière partie de la thèse, la dynamique non linéaire d'un système présentant une relation de résonance interne 1:2 est analysée, en tenant compte des termes cubiques. La forme normale réelle du problème est d'abord établie. Ensuite les branches de solution du problème sont analysées et comparées avec celles du modèle plus simple négligeant la non-linéarité cubique. Le comportement divergent observé lorsqu'on réduit le problème à un seul mode et que l'on cherche à prédire le comportement raidissant ou assouplissant, est ensuite étudié avec ce modèle plus complet
When vibrating with large amplitudes, thin structures experience geometric nonlinearity due to the nonlinear relationship between strains and displacements. Because full-order nonlinear analysis on geometrically nonlinear models are computationally very expensive, the derivation of efficient reduced-order models (ROMs) has always been a topic of interest.In this thesis, nonlinear reduction methods for building ROMs with geometric nonlinearity in the framework of the Finite Element (FE) procedure, are investigated. Three non-intrusive nonlinear reduction methods are specifically investigated and systematically compared. They are: implicit condensation and expansion (ICE), modal derivatives (MD), and the reduction to invariant manifold. Theoretical analysis shows that the first two methods can give reliable results only if a slow/fast assumption between slave and master coordinates holds. On the other hand, reduction to invariant manifolds allows proposing a simulation-free reduction method that can be applied without restricting assumptions on the frequencies of the slave modes.Numerical comparisons and numerous applications to continuous structures discretized with the FE procedure, are given subsequently. For application of the invariant manifold-based method, the computation is based on a direct application of the normal form to the physical space and hence to the nodes of the FE mesh, a method recently developed. The examples show the advantages and drawbacks of each reduction method when deriving ROM, and the results of the theoretical comparison are validated.Finally, the analysis of the dynamics of a system with 1:2 internal resonance and cubic nonlinearity is given in the last part of the thesis. The real normal form of the problem is first derived. Then the solution branches of the problem are investigated and compared to simpler solutions with the dynamics truncated at order two. The divergent behaviour of the hardening/softening characteristics for single-mode reduction is investigated with this more complete model
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Scherling, Alexander I. "Reduced-Order Reference Models for Adaptive Control of Space Structures." DigitalCommons@CalPoly, 2014. https://digitalcommons.calpoly.edu/theses/1199.

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In addition to serving as a brief overview of aspects relevant to reduced-order modeling (in particular balanced-state and modal techniques) as applied to structural finite element models, this work produced tools for visualizing the relationship between the modes of a model and the states of its balanced representation. Specifically, error contour and mean error plots were developed that provide a designer with frequency response information absent from a typical analysis of a balanced model via its Hankel singular values. The plots were then used to analyze the controllability and observability aspects of finite element models of an illustrative system from a modal perspective -- this aided in the identification of computational artifacts in the models and helped predict points at which to halt the truncation of balanced states. Balanced reduced-order reference models of the illustrative system were implemented as part of a direct adaptive control algorithm to observe the effectiveness of the models. It was learned that the truncation point selected by observing the mean error plot produced the most satisfactory results overall -- the model closely approximated the dominant modes of the system and eliminated the computational artifacts. The problem of improving the performance of the system was also considered. The truncated balanced model was recast in modal form so that its damping could be increased, and the settling time decreased by about eighty percent.
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Kolman, Marek. "Pricing and modeling credit risk." Doctoral thesis, Vysoká škola ekonomická v Praze, 2017. http://www.nusl.cz/ntk/nusl-264720.

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The thesis covers a wide range of topics from the credit risk modeling with the emphasis put on pricing of the claims subject to the default risk. Starting with a separate general contingent claim pricing framework the key topics are classified into three fundamental parts: firm-value models, reduced-form models, portfolio problems, with a possible finer sub-classification. Every part provides a theoretical discussion, proposal of self-developed methodologies and related applications that are designed so as to be close to the real-world problems. The text also reveals several new findings from various fields of credit risk modeling. In particular, it is shown (i) that the stock option market is a good source of credit information, (ii) how the reduced-form modeling framework can be extended to capture more complicated problems, (iii) that the double t copula together with a self-developed portfolio modeling framework outperforms the classical Gaussian copula approaches. Many other, partial findings are presented in the relevant chapters and some other results are also discussed in the Appendix.
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Zhang, Wenxian. "Direct sensitivity techniques in regional air quality models: development and application." Diss., Georgia Institute of Technology, 2013. http://hdl.handle.net/1853/52941.

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Sensitivity analysis based on a chemical transport model (CTM) serves as an important approach towards better understanding the relationship between trace contaminant levels in the atmosphere and emissions, chemical and physical processes. Previous studies on ozone control identified the high-order Decoupled Direct Method (HDDM) as an efficient tool to conduct sensitivity analysis. Given the growing recognition of the adverse health effects of fine particulate matter (i.e., particles with an aerodynamic diameter less than 2.5 micrometers (PM2.5)), this dissertation presents the development of a HDDM sensitivity technique for particulate matter and its implementation it in a widely used CTM, CMAQ. Compared to previous studies, two new features of the implementation are 1) including sensitivities of aerosol water content and activity coefficients, and 2) tracking the chemical regimes of the embedded thermodynamic model. The new features provide more accurate sensitivities especially for nitrate and ammonium. Results compare well with brute force sensitivities and are shown to be more stable and computationally efficient. Next, this dissertation explores the applications of HDDM. Source apportionment analysis for the Houston region in September 2006 indicates that nonlinear responses accounted for 3.5% to 33.7% of daily average PM2.5, and that PM2.5 formed rapidly during night especially in the presence of abundant ozone and under stagnant conditions. Uncertainty analysis based on the HDDM found that on average, uncertainties in the emissions rates led to 36% uncertainty in simulated daily average PM2.5 and could explain much, but not all, of the difference between simulated and observed PM2.5 concentrations at two observations sites. HDDM is then applied to assess the impact of flare VOC emissions with temporally variable combustion efficiency. Detailed study of flare emissions using the 2006 Texas special inventory indicates that daily maximum 8-hour ozone at a monitoring site can increase by 2.9 ppb when combustion is significantly decreased. The last application in this dissertation integrates the reduced form model into an electricity generation planning model, and enables representation of geospatial dependence of air quality-related health costs in the optimization process to seek the least cost planning for power generation. The integrated model can provide useful advice on selecting fuel types and locations for power plants.
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Oguz, Hatice Dilek. "Pricing Us Corporate Bonds By Jarrow/turnbull (1995) Model." Master's thesis, METU, 2008. http://etd.lib.metu.edu.tr/upload/2/12611174/index.pdf.

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In this study Jarrow Turnbull (1995) Model, which is a reduced form approach for credit risk models, is employed to estimate the default intensity of US corporate bonds conditionally based on a fixed recovery rate. The estimations are performed with respect to the ratings of the bonds and the results were consistent with the ratings. US Treasury Bills are also used to since zero coupon default free prices, modeled by Svensson (1994) are necessary for pricing the default risky coupon bonds.
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Reschreiter, Andreas. "Conventional and indexed UK bond returns and the macroeconomy : an empirical analysis based on asset pricing and reduced form VAR models." Thesis, Imperial College London, 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.271099.

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Vogt, Jonas [Verfasser], Dominik [Akademischer Betreuer] Wied, and Walter [Gutachter] Krämer. "Reduced Form Credit Risk Models and the Second Dimension Risk Premium : Technical Foundations, Estimation and Applications / Jonas Vogt. Betreuer: Dominik Wied. Gutachter: Walter Krämer." Dortmund : Universitätsbibliothek Dortmund, 2013. http://d-nb.info/1107778700/34.

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Gaspar, Raquel M. "Credit risk & forward price models." Doctoral thesis, Stockholm : Economic Research Institute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögskolan i Stockholm] (EFI), 2006. http://www.hhs.se/efi/summary/686.htm.

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Slinko, Irina. "Essays in option pricing and interest rate models." Doctoral thesis, Stockholm : Economic Research Institute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögskolan i Stockholm] (EFI), 2006. http://www2.hhs.se/EFI/summary/706.htm.

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Books on the topic "Reduced form Models"

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Faust, Jon. Comparing Greenbook and reduced form forecasts using a large realtime dataset. Cambridge, Mass: National Bureau of Economic Research, 2007.

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Faust, Jon. Comparing greenbook and reduced form forecasts using a large realtime dataset. Cambridge, MA: National Bureau of Economic Research, 2007.

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Holtham, Gerald. OECD economic activity and non-oil commodity prices: Reduced-form equations for interlink. Paris: OECD, 1987.

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Broze, Laurence. Reduced forms of rational expectations models. Chur [Switzerland]: Harwood Academic Publishers, 1990.

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Mazo, Aleksandr, and Konstantin Potashev. The superelements. Modeling of oil fields development. ru: INFRA-M Academic Publishing LLC., 2020. http://dx.doi.org/10.12737/1043236.

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This monograph presents the basics of super-element modeling method of two-phase fluid flows occurring during the development of oil reservoir. The simulation is performed in two stages to reduce the spatial and temporal scales of the studied processes. In the first stage of modeling of development of oil deposits built long-term (for decades) the model of the global dynamics of the flooding on the super-element computational grid with a step equal to the average distance between wells (200-500 m). Local filtration flow, caused by the action of geological and technical methods of stimulation, are modeled in the second stage using a special mathematical models using computational grids with high resolution detail for the space of from 0.1 to 10 m and time — from 102 to 105 C. The results of application of the presented models to the solution of practical tasks of development of oil reservoir. Special attention is paid to the issue of value transfer in filtration-capacitive properties of the reservoir, with a detailed grid of the geological model on the larger grid reservoir models. Designed for professionals in the field of mathematical and numerical modeling of fluid flows occurring during the development of oil fields and using traditional commercial software packages, as well as developing their own software. May be of interest to undergraduate and graduate students studying in areas such as "Mechanics and mathematical modeling", "Applied mathematics", "Oil and gas".
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Chuvikov, Dmitriy. Models and algorithms for reconstruction and examination of emergency events of road accidents based on logical artificial intelligence. 2nd ed. ru: INFRA-M Academic Publishing LLC., 2021. http://dx.doi.org/10.12737/1220729.

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The purpose of the monograph is to create a methodology, combined expert and simulation models, as well as algorithms and software-modeling tools for reconstruction and examination of accident events for automating decision-making by an expert center employee. The methodology of combining and algorithms of joint work of an expert system based on logical artificial intelligence (mivar approach) and a simulation system for solving problems of reconstruction and examination of road accidents are developed; model reconstruction and examination of the accident in the formalism of the knowledge base bipartite oriented mivar nets, including analysis formulas braking qualities of the vehicle, determining the speed of a car's performance in terms of specific DTS, the formula for calculating different occasions: - slip car when braking, driving on curved sections of the road, hitting a car on the pedestrian in uniform motion and unlimited visibility; a method of generation of interfaces for designer expert systems based on the concept of mivar approach; special software in the form of expert systems "Analysis of road accident" in order to reduce the complexity of the process of calculating the disputed accidents, errors in the calculation and improve the accuracy and objectivity of the results obtained and the speed and quality of the calculations. It can be useful to specialists of expert institutions, insurance companies, educational institutions in the field of expertise, as well as unmanned vehicles in terms of objective analysis and examination of road accidents.
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Office, General Accounting. Medicare: Changes to HMO rate setting method are needed to reduce program costs : report to Congressional committees. Washington, D.C: The Office, 1994.

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Broze, L., C. Gourieroux, and A. Szafarz. Reduced Forms of Rational Expectations Models. Taylor & Francis Group, 2013.

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Broze, L., C. Gourieroux, and A. Szafarz. Reduced Forms of Rational Expectations Models. Routledge, 2013. http://dx.doi.org/10.4324/9781315014685.

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Ninomiya, Yasushi. An emperical analysis of petrol demand in the uk using the reduced form model and the structual form model. 1997.

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Book chapters on the topic "Reduced form Models"

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Jarrow, Robert A. "Reduced Form Credit Risk Models." In Continuous-Time Asset Pricing Theory, 133–49. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-77821-1_7.

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Jarrow, Robert A. "Reduced Form Credit Risk Models." In Continuous-Time Asset Pricing Theory, 145–59. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-74410-6_7.

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Umamageswaran, Kothanda, Sheetanshu L. Pandey, and Philip A. Wilsey. "Completeness of the Reduced Form." In Formal Semantics and Proof Techniques for Optimizing VHDL Models, 55–64. Boston, MA: Springer US, 1999. http://dx.doi.org/10.1007/978-1-4615-5123-2_6.

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Bonney, Matthew S., Daniel C. Kammer, and Matthew R. W. Brake. "Determining Model Form Uncertainty of Reduced Order Models." In Model Validation and Uncertainty Quantification, Volume 3, 51–57. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-29754-5_5.

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Schneeweiß, Hans. "The Reduced Form of Recursive Models: Asymptotic Properties." In Contributions to Economics, 92–115. Heidelberg: Physica-Verlag HD, 1993. http://dx.doi.org/10.1007/978-3-642-51514-9_5.

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Benkert, Christoph. "The Empirical Performance of Reduced-Form Models of Default Risk." In Lecture Notes in Economics and Mathematical Systems, 43–90. Berlin, Heidelberg: Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-642-17039-3_4.

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Jarrow, Robert A., and Philip Protter. "Structural versus Reduced-Form Models: A New Information-Based Perspective." In The Credit Market Handbook, 118–31. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119201892.ch6.

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Arora, Navneet, Jeffrey R. Bohn, and Fanlin Zhu. "Reduced-Form versus Structural Models of Credit Risk: A Case Study of Three Models." In The Credit Market Handbook, 132–64. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119201892.ch7.

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Consoli, Sergio, Domenico Perrotta, and Marco Turchi. "Reduced Variable Neighbourhood Search for the Generation of Controlled Circular Data." In Variable Neighborhood Search, 83–98. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-69625-2_7.

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AbstractA number of artificial intelligence and machine learning problems need to be formulated within a directional space, where classical Euclidean geometry does not apply or needs to be readjusted into the circle. This is typical, for example, in computational linguistics and natural language processing, where language models based on Bag-of-Words, Vector Space, or Word Embedding, are largely used for tasks like document classification, information retrieval and recommendation systems, among others. In these contexts, for assessing document clustering and outliers detection applications, it is often necessary to generate data with directional properties and units that follow some model assumptions and possibly form close groups. In the following we propose a Reduced Variable Neighbourhood Search heuristic which is used to generate high-dimensional data controlled by the desired properties aimed at representing several real-world contexts. The whole problem is formulated as a non-linear continuous optimization problem, and it is shown that the proposed Reduced Variable Neighbourhood Search is able to generate high-dimensional solutions to the problem in short computational time. A comparison with the state-of-the-art local search routine used to address this problem shows the greater efficiency of the approach presented here.
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Dall’erba, Sandy, Dongwoo Kang, and Fang Fang. "On Deriving Reduced-Form Spatial Econometric Models from Theory and Their Ws from Observed Flows: Example Based on the Regional Knowledge Production Function." In Regional Research Frontiers - Vol. 2, 127–39. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-50590-9_7.

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Conference papers on the topic "Reduced form Models"

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Bassamboo, Achal, and Sachin Jain. "Efficient Importance Sampling for Reduced Form Models in Credit Risk." In 2006 Winter Simulation Conference. IEEE, 2006. http://dx.doi.org/10.1109/wsc.2006.323154.

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Jones, Nathan H., Paul G. A. Cizmas, and John C. Slattery. "Creating Reduced Kinetics Models That Satisfy the Entropy Inequality." In ASME Turbo Expo 2014: Turbine Technical Conference and Exposition. American Society of Mechanical Engineers, 2014. http://dx.doi.org/10.1115/gt2014-25694.

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In simulating chemically reacting flows, the differential entropy inequality (the local form of the second law of thermodynamics) must be satisfied in addition to the differential mass, momentum and energy balances. Previously we have shown that entropy violations occur when using a global/reduced mechanism. Herein we show that entropy violations also occur when using a detailed/skeletal/reduced mechanism. Using a recent theorem [1], we illustrate how to modify a reduced chemical kinetics model to automatically satisfy the differential entropy inequality. The numerical solution of a methane laminar flame was improved when using reduced chemical kinetics modified in this way. In addition, an ad hoc temperature limiter is no longer necessary.
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Allen, Cody W., Chad M. Holcomb, and Mauricio de Oliveira. "Fault Detection Using Reduced Rank Linear Engine Models." In ASME Turbo Expo 2016: Turbomachinery Technical Conference and Exposition. American Society of Mechanical Engineers, 2016. http://dx.doi.org/10.1115/gt2016-57916.

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In diagnostic applications, data acquired from a unit in operation is often compared to predictions generated from a reference model. The equipment condition is often assessed via residual analysis, which compares the running data to model predictions. Often, the reference model may take the form of a high-fidelity, first principles physics model. Here, we seek to capture the dominant features of the turbine engine, using parameters typically instrumented in field applications using reduced rank linear models that are trained on data generated from the high fidelity design models. The reduced rank linear models are well suited to diagnostic applications. Specifically, a modified Principle Component Regression is applied to the reference data to obtain our reduced rank model. We then use real measurement data input into the reduced rank model to produce predictions and correspondingly, residuals whose statistical properties can characterized with respect to the high-fidelity model. This requires characterization of the expected measurement errors which are user input. The model is capable of working with a complete or reduced set of measurements. In the case of the redundant measurements, we can perform an analysis on the fidelity of the measurements. We show how to calculate a measure of agreement between a given set of measurements and the underlying model. Departures of the given, real data from the models predictions indicate possible faults in the operating variables. In addition, if a certain sensor is suspected of being fouled, we can leverage the ability of the model to predict with a reduced set of inputs and then compare the new predictions measure of agreement with the underlying model.
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Bladh, Ronnie, Matthew P. Castanier, and Christophe Pierre. "Component-Mode-Based Reduced Order Modeling Techniques for Mistuned Bladed Disks: Part I — Theoretical Models." In ASME Turbo Expo 2000: Power for Land, Sea, and Air. American Society of Mechanical Engineers, 2000. http://dx.doi.org/10.1115/2000-gt-0360.

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Component mode synthesis (CMS) techniques are widely used for dynamic analyses of complex structures. Significant computational savings can be achieved by using CMS, since a modal analysis is performed on each component structure (substructure). Mistuned bladed disks are a class of structures for which CMS is well suited. In the context of blade mistuning, it is convenient to view the blades as individual components, while the entire disk may be treated as a single component. Individual blade mistuning may then be incorporated into the CMS model in a straightforward manner. In this paper, the Craig-Bampton (C-B) method of CMS is formulated specifically for mistuned bladed disks, using a cyclic disk description. Then a novel secondary modal analysis reduction technique (SMART) is presented: a secondary modal analysis is performed on a C-B model, yielding significant further reduction in model size. In addition, a straightforward non-CMS method is developed in which the blade mistuning is projected onto the tuned system modes. Though similar approaches have been reported previously, here it is generalized to a form that is more useful in practical applications. The theoretical models are discussed and compared from both computational and practical perspectives. It is concluded that using SMART, based on a C-B model, has tremendous potential for highly efficient, accurate modeling of the vibration of mistuned bladed disks.
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Ryckelynck, David. "Multidimensional Hyper-Reduction of Large Mechanical Models Involving Internal Variables." In ASME 2012 11th Biennial Conference on Engineering Systems Design and Analysis. American Society of Mechanical Engineers, 2012. http://dx.doi.org/10.1115/esda2012-82971.

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We propose to incorporate a Response Surface (RS) approximation of variables over a parametric domain into a weak form of parametric Partial Differential Equations (PDEs). Hence a multidimensional model-reduction can be achieved. We propose a multidimensional a priori model reduction method to generate or to enrich RSs. It is coined multidimensional because the fields to forecast are defined over an augmented domain in term of dimension. They are functions of both space variables and parameters that simultaneously evolve in time. This changes the functional space related to the weak form of the PDEs and the definition of the reduced bases. It has a significant impact on the proposed model reduction method. In particular, a new point of view on interpolation of variables has to be addressed. A Multidimensional Reduced Integration Domain (MRID) is proposed to reduce the complexity of the reduced formulation. A multidimensional Hyper-Reduction method extract from the MRID truncated equilibrium equations, truncated residuals and a truncated error indicator.
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Bonney, Matthew S., Daniel C. Kammer, and Matthew R. W. Brake. "Fully Parameterized Reduced Order Models Using Hyper-Dual Numbers and Component Mode Synthesis." In ASME 2015 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. American Society of Mechanical Engineers, 2015. http://dx.doi.org/10.1115/detc2015-46029.

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The uncertainty of a system is usually quantified with the use of sampling methods such as Monte-Carlo or Latin hypercube sampling. These sampling methods require many computations of the model and may include re-meshing. The re-solving and re-meshing of the model is a very large computational burden. One way to greatly reduce this computational burden is to use a parameterized reduced order model. This is a model that contains the sensitivities of the desired results with respect to changing parameters such as Young’s modulus. The typical method of computing these sensitivities is the use of finite difference technique that gives an approximation that is subject to truncation error and subtractive cancellation due to the precision of the computer. One way of eliminating this error is to use hyperdual numbers, which are able to generate exact sensitivities that are not subject to the precision of the computer. This paper uses the concept of hyper-dual numbers to parameterize a system that is composed of two substructures in the form of Craig-Bampton substructure representations, and combine them using component mode synthesis. The synthesis transformations using other techniques require the use of a nominal transformation while this approach allows for exact transformations when a perturbation is applied. This paper presents this technique for a planar motion frame and compares the use and accuracy of the approach against the true full system. This work lays the groundwork for performing component mode synthesis using hyper-dual numbers.
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Amsallem, David, and Charbel Farhat. "On the Stability of Linearized Reduced-Order Models: Descriptor vs. Non-Descriptor Form and Application to Fluid-Structure Interaction." In 42nd AIAA Fluid Dynamics Conference and Exhibit. Reston, Virigina: American Institute of Aeronautics and Astronautics, 2012. http://dx.doi.org/10.2514/6.2012-2687.

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Kroneis, Jens, Peter Mu¨ller, and Steven Liu. "Reduced Order Modeling and Direct Parameter Identification for a Complex Parallel Robot." In ASME 2008 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. ASMEDC, 2008. http://dx.doi.org/10.1115/detc2008-49719.

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In this paper a new strategy for dynamic modeling and parameter identification of complex parallel robots including parallel crank mechanisms is presented. Based on a model reduction strategy motivated by the structure of the parallel robot SpiderMill, kinematics and dynamics are derived in a compact form by applying the modified Denavit-Hartenberg method and the Newton-Euler approach. The obtained parameter-linear dynamical description is reduced to a parameter-minimal form using analytical and numerical reduction methods. Rigid body parameters of the model are identified using optimized trajectories and linear estimators. Through the whole modeling and verification process MSC.ADAMS and Solid Edge models of the demonstrator SpiderMill are used.
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Ziske, Johannes, and Holger Neubert. "A New Method for Coupling Transient Network Models and Stationary Finite-Element Models." In ASME 2014 Conference on Smart Materials, Adaptive Structures and Intelligent Systems. American Society of Mechanical Engineers, 2014. http://dx.doi.org/10.1115/smasis2014-7732.

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In many cases, the accuracy of transient multi-domain network models can be improved by coupling to distributed models, e.g. finite-element (FE) models, which compute for specific element parameters, flow or potential variables of the network model. Two opposing methods are known. The first is direct simulator coupling. It requires solving of the distributed model in each iteration step of the network model simulation. The second is the uncoupled calculation of characteristic maps from stationary distributed models which are then used in the transient model in form of look-up tables. Since the course of the base parameters of the characteristic maps is unknown before the transient simulation runs the stationary distributed model has to be solved for all grid points of the spanned parameter space. Both methods lead to an inefficient high number of necessary calculations of the distributed model which usually determines the computing costs. We present a new approach which significantly reduces the number of necessary computations. The main idea is combining both methods and successively computing grid points of the characteristic maps depending on the current need while solving the transient model. This is demonstrated for the example of an electromagnetic actuator. In the presented example, the number of FE model calculations was reduced to a tenth.
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Okabe, Akira, Takeshi Kudo, Koki Shiohata, Osami Matsushita, Hiroyuki Fujiwara, Hideo Yoda, and Shigeo Sakurai. "Reduced Modelling for Turbine Rotor-Blade Coupled Bending Vibration Analysis." In ASME 2011 Turbo Expo: Turbine Technical Conference and Exposition. ASMEDC, 2011. http://dx.doi.org/10.1115/gt2011-45776.

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In a traditional turbine-generator set, rotor shaft designers and blade designers have their own models and design process which neglects the coupled effect. Since longer blade systems have recently been employed[1] for advanced turbine sets to get higher output and efficiency, additional consideration is required concerning rotor bending vibrations coupled with a one-nodal (k = 1) blade system. Rotor-blade coupled bending conditions generally include two types so that the parallel and tilting modes of the shaft vibrations are respectively coupled with in-plane and out-of-plane modes of blade vibrations with a one-nodal diameter (k = 1). This paper proposes a method to calculate the natural frequency of a shaft blade coupled system. According to this modeling technique, a certain blade mode is reduced to a single mass system, which is connected to the displacement and angle motions of the shaft. The former motion is modeled by the m-k system to be equivalent to the blade on the rotating coordinate. The latter motion is commonly modeled in discrete form using the beam FEM on an inertia coordinate. Eigenvalues of the hybrid system covering both coordinates provide the natural frequency of the coupled system. In order to solve the eigenfrequencies of the coupled system, a tracking solver method based on sliding mode control concept is used. An eight-blade system attached to a cantilever bar is used for an example to calculate a coupled vibration with a one-nodal diameter between the blade and shaft.
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Reports on the topic "Reduced form Models"

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Rasche, Robert H. Identification of Dynamic Economic Models from Reduced Form VECM Structures: An Application of Covariance. Federal Reserve Bank of St. Louis, 2000. http://dx.doi.org/10.20955/wp.2000.011.

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Wigley, T. M. L. A reduced-form approach to characterizing sulfate aerosol effects on climate in integrated assessment models. Final report. Office of Scientific and Technical Information (OSTI), April 1996. http://dx.doi.org/10.2172/251158.

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Bonney, Matthew S., and Matthew R. W. Brake. Determining Reduced Order Models for Optimal Stochastic Reduced Order Models. Office of Scientific and Technical Information (OSTI), August 2015. http://dx.doi.org/10.2172/1212810.

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Srikant, Rayadurgam, and Bruce Hajek. Reduced-Complexity Models for Network Performance Prediction. Fort Belvoir, VA: Defense Technical Information Center, May 2005. http://dx.doi.org/10.21236/ada435841.

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Tezaur, Irina Kalashnikova, Jeffrey A. Fike, Kevin Thomas Carlberg, Matthew F. Barone, Danielle Maddix, Erin E. Mussoni, and Maciej Balajewicz. Advanced Fluid Reduced Order Models for Compressible Flow. Office of Scientific and Technical Information (OSTI), September 2017. http://dx.doi.org/10.2172/1395816.

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Homescu, C., L. Petzold, and R. Serban. Error Estimation for Reduced Order Models of Dynamical systems. Office of Scientific and Technical Information (OSTI), December 2003. http://dx.doi.org/10.2172/15009757.

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Last, George V., Christopher J. Murray, Christopher F. Brown, Preston D. Jordan, and Maneesh Sharma. No-Impact Threshold Values for NRAP's Reduced Order Models. Office of Scientific and Technical Information (OSTI), February 2013. http://dx.doi.org/10.2172/1158524.

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MICHAEL T. ITAMUA AND CLIFFORD K. HO. SCALING ANALYSIS OF REPOSITORY HEAT LOAD FOR REDUCED DIMENSIONALITY MODELS. Office of Scientific and Technical Information (OSTI), June 1998. http://dx.doi.org/10.2172/776439.

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Guckenheimer, J. Computation Tools for Analysis of Reduced-Order Models for Aeroengine Instabilities. Fort Belvoir, VA: Defense Technical Information Center, November 1999. http://dx.doi.org/10.21236/ada382351.

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Goumiri, I. R., C. W. Rowley, Z. Ma, D. A. Gates, J. A. Krommes, and J. B. Parker. Reduced-Order Model Based Feedback Control For Modified Hasegawa-Wakatani Model. Office of Scientific and Technical Information (OSTI), January 2013. http://dx.doi.org/10.2172/1062399.

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