Stochastic process with multiplicative structure for the dynamic behavior of the financial market

2018 ◽  
Vol 512 ◽  
pp. 222-229 ◽  
Author(s):  
Leonardo S. Lima ◽  
Greicy K.C. Santos
Keyword(s):  
Stochastic Process ◽  
Dynamic Behavior ◽  
Financial Market ◽  
Multiplicative Structure

Integrated Fractional white Noise as an Alternative to Multifractional Brownian Motion

2007 ◽  
Vol 44 (02) ◽  
pp. 393-408 ◽  
Author(s):  
Allan Sly
Keyword(s):  
Stochastic Process ◽  
Brownian Motion ◽  
White Noise ◽  
Gaussian Process ◽  
Discrete Data ◽  
Hölder Exponent ◽  
Scaling Properties ◽  
Multifractional Brownian Motion ◽  
Local Properties

Multifractional Brownian motion is a Gaussian process which has changing scaling properties generated by varying the local Hölder exponent. We show that multifractional Brownian motion is very sensitive to changes in the selected Hölder exponent and has extreme changes in magnitude. We suggest an alternative stochastic process, called integrated fractional white noise, which retains the important local properties but avoids the undesirable oscillations in magnitude. We also show how the Hölder exponent can be estimated locally from discrete data in this model.

Ball bearing turbocharger vibration management: application on high speed balancer

2020 ◽  
Vol 21 (6) ◽  
pp. 619
Author(s):  
Kostandin Gjika ◽  
Antoine Costeux ◽  
Gerry LaRue ◽  
John Wilson
Keyword(s):  
Dynamic Behavior ◽  
High Speed ◽  
Internal Combustion Engines ◽  
Ball Bearing ◽  
Squeeze Film ◽  
Design And Technology ◽  
Squeeze Film Damper ◽  
Damping Coefficients ◽  
Bearing Loads ◽  
Stiffness And Damping

Today's modern internal combustion engines are increasingly focused on downsizing, high fuel efficiency and low emissions, which requires appropriate design and technology of turbocharger bearing systems. Automotive turbochargers operate faster and with strong engine excitation; vibration management is becoming a challenge and manufacturers are increasingly focusing on the design of low vibration and high-performance balancing technology. This paper discusses the synchronous vibration management of the ball bearing cartridge turbocharger on high-speed balancer and it is a continuation of papers [1–3]. In a first step, the synchronous rotordynamics behavior is identified. A prediction code is developed to calculate the static and dynamic performance of “ball bearing cartridge-squeeze film damper”. The dynamic behavior of balls is modeled by a spring with stiffness calculated from Tedric Harris formulas and the damping is considered null. The squeeze film damper model is derived from the Osborne Reynolds equation for incompressible and synchronous fluid loading; the stiffness and damping coefficients are calculated assuming that the bearing is infinitely short, and the oil film pressure is modeled as a cavitated π film model. The stiffness and damping coefficients are integrated on a rotordynamics code and the bearing loads are calculated by converging with the bearing eccentricity ratio. In a second step, a finite element structural dynamics model is built for the system “turbocharger housing-high speed balancer fixture” and validated by experimental frequency response functions. In the last step, the rotating dynamic bearing loads on the squeeze film damper are coupled with transfer functions and the vibration on the housings is predicted. The vibration response under single and multi-plane unbalances correlates very well with test data from turbocharger unbalance masters. The prediction model allows a thorough understanding of ball bearing turbocharger vibration on a high speed balancer, thus optimizing the dynamic behavior of the “turbocharger-high speed balancer” structural system for better rotordynamics performance identification and selection of the appropriate balancing process at the development stage of the turbocharger.

External Factors of Big Business Transformation in Russia

2005 ◽  
pp. 72-89 ◽  
Author(s):  
Ya. Pappe ◽  
Ya. Galukhina
Keyword(s):  
Financial Market ◽  
Capital Market ◽  
Business Groups ◽  
External Factors ◽  
Big Business ◽  
Business Transformation ◽  
Global Standards ◽  
The World ◽  
Principal Subject

The paper is devoted to the role of the global financial market in the development of Russian big business. It proves that terms and standards posed by this market as well as opportunities it offers determine major changes in Russian big business in the last three years. The article examines why Russian companies go abroad to attract capital and provides data, which indicate the scope of this phenomenon. It stresses the effects of Russian big business’s interaction with the world capital market, including the modification of the principal subject of Russian big business from integrated business groups to companies and the changes in companies’ behavior: they gradually move away from the so-called Russian specifics and adopt global standards.

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