bluuebunny/crossref_metadata_2025 huggingface dataset:
Observation and numerical analysis of soil‐structure interaction of a reinforced concrete tower
Authors: Ganev Todor , Yamazaki Fumio , Katayama Tsuneo
Published: April 2007

A vast amount of earthquake response records of an observation tower are used together with microtremor data to investigate various aspects of the dynamic behaviour of the soil‐structure system. It is found that separation of the soil from the structure occurs under large dynamic loads, leading to changes in the predominant frequency of the system. As a result of the decreasing of the soil support at the side walls of the foundation, the stress caused by the structural weight on the bottom soil increases during earthquakes. With regard to its practical applicability, a linear sway‐rocking model is applied for numerical modelling of the soil‐structure system. Alterations in the soil support as a result of soil non‐linearity and separation of the structure from the soil are investigated by comparing recorded and simulated structural response. The influence of each of these factors on the softening of the soil support is distinctly assessed. An empirical relationship between the peak ground velocity and the soil constants for earthquake excitations of different magnitude is presented.
Neural networks for quick earthquake damage estimation
Authors: Molas Gilbert L. , Yamazaki Fumio
Published: April 2007

This paper proposes the use of neural networks to predict damage due to earthquakes from the indices of recorded ground motion. Since the relationship between ground motion indices and resulting damage is difficult to express in mathematical form, neural networks are conveniently applied for this problem. Simulated earthquake ground motions are used to have a well‐distributed data set and the ductility factor from non‐linear analysis of two single‐degree‐of‐freedom structural models is used to represent the damage. A sensitivity analysis procedure is described to identify qualitatively the input parameters that have a greater influence on the damage. The result of the trained neural network is then verified by using several recorded earthquake ground motions. It is found that some instability in the prediction can occur. Instability occurs when input values exceed the range of the training data. The neural network model using PGA and SI as input give the best performance in the recall tests using actual earthquake ground motion, demonstrating the usefulness of neural network models for the quick estimation of damage through earthquake intensity monitoring.
Comparative experimental studies of models of self‐controlled and ordinary frames on the shaking table
Authors: Liang Shuting , Ding Dajun
Published: April 2007

This paper presents a comparative test of models of self‐controlled and ordinary frames on the shaking table. Two tested 1/8‐scale models of 4‐storey and single‐bay RC frames made of cement mortar and reinforced with wires were poured on the same base beam. The dynamic characteristics and earthquake responses in the elastic, cracked and failed stages and the failure modes of these two kinds of frame are studied. It is proved that the seismic behaviour of the self‐controlled frame is better than that of the ordinary frame.
A simplified model for analysis and design of asymmetric‐plan buildings
Authors: De Llera Juan C. La , Chopra Anil K.
Published: April 2007

A new simplified model for analysis and design of multistorey buildings is developed. The model is based on a single super‐element per building storey capable of representing the elastic and inelastic properties of the storey. This is done by matching the stiffness matrices and ultimate yield surface of the storey with that of the element; this surface relates storey shear and storey torque. For practical convenience, these surfaces are parametrized in terms of seven important physical parameters controlling the seismic response of asymmetric structures. Several numerical studies showed that the accuracy of the super‐element model is satisfactory for most design purposes; the errors in peak responses are expected to be less than 20 per cent for most practical structures. Among the important advantages of this simplified model is that the time required in formulating, analysing and interpreting the structural model and its response is at least an order of magnitude smaller than for any conventional 3‐D inelastic model. This enables the engineer to try different structural configurations and, thus, produce designs that have the desired seismic behaviour and are cost‐effective. Furthermore, it has been shown through a multistorey building example that the super‐element model is a powerful tool for conceptual design of a building. In spite of its simplicity, the model uses an accurate representation of the storey‐shear and torque surfaces, which enables it to capture the fundamental features controlling the inelastic behaviour of the building.
A model of tuned liquid damper for suppressing pitching motions of structures
Authors: Sun L. M. , Fujino Y. , Koga K.
Published: April 2007

A tuned liquid damper (TLD), which consists of rigid tanks partially filled by liquid, is a type of passive control device relying upon liquid sloshing forces or moments to change the dynamical properties and to dissipate vibrational energy of a structure. An analytical non‐linear model is proposed for a TLD using rectangular tanks filled with shallow liquid under pitching vibration, utilizing a shallow water wave theory. The model includes the linear damping of the sloshing liquid, which is an important parameter in the study of a TLD as it affects the efficiency of the TLD. Shaking table experiments were conducted for verification; good agreement between the analytical simulations and the experimental results was observed in a small excitation amplitude range. The simulations of TLD‐structure interaction by using the proposed model show that the TLD can efficiently suppress resonant pitching vibration of a structure. It is also found that the effectiveness of a TLD for suppressing the pitching vibration depends not only on the mass of liquid in the TLD but also on the configuration of the liquid as well as upon the position where the TLD is located. If the configuration of the liquid, i.e. the liquid depth and the TLD tank size, is designed suitably, the TLD can have a large suppressing moment and can be very effective even with a small mass of liquid.
Global lumped‐parameter model with physical representation for unbounded medium
Authors: Paronesso Antonio , Wolf John P.
Published: April 2007

A systematic procedure to construct a consistent global lumped‐parameter model consisting of springs, dashpots and possibly masses with frequency‐independent coefficients connecting the degrees of freedom of the nodes of any structure‐medium interface for the unbounded medium is presented. The dynamic‐stiffness matrix is first diagonalized which then permits each term to be modelled independently from the others. Physical insight is thus provided. Alternatively, the (symmetric) static‐stiffness and damping matrices and possibly mass matrix of the unbounded medium can be established directly.
Passive seismic response controlled high‐rise building with high damping device
Authors: Niwa Naoki , Kobori Takuji , Takahashi Motoichi , Hatada Tomohiko , Kurino Haruhiko , Tagami Jun
Published: April 2007

This paper describes a feasibility study on a high‐damping device (HiDAM) installed in a building structure by way of a bracing mechanism.

A seismic response analysis with respect to a high‐rise building approximately 100 m high is reported. Proper adjustment of the damping coefficient of the HiDAM (oil damper) provided an over all damping factor of about 10–20 per cent to the building structure, and reductions in the response, deformation and shear forces were verified analytically.

This paper reports also the performance confirmation tests conducted on a model device of the HiDAM which satisfied the specifications determined from the analytical results. The test results demonstrate the feasibility of the HiDAM and the possibility of utilizing it in high‐rise buildings.
Time‐delay control of structures
Authors: Chung L. L. , Lin C. C. , Lu K. H.
Published: April 2007

Time‐delay causes unsynchronized application of the control forces which may not only degrade the performance of the control system but also even induce instability to the dynamic system. Time‐delay control algorithm is developed in this paper to solve this practical problem. The control system is first formulated in discrete‐time form. In the presence of time‐delay, the motion equation of the discrete‐time control system remains a difference equation which can be transformed into first‐order difference equation by augmenting the state variables. Optimal time‐delay control algorithm is derived based on the augmented system. The time‐delay control forces are simply generated from the time‐delay states multiplied by the constant feedback gain. Numerical simulation is illustrated to verify the feasibility of the proposed control algorithm. Since time‐delay effect is incorporated in the mathematical model for the structural control system throughout the derivation of the proposed algorithm, system performance and dynamic stability are guaranteed.
An unconditionally stable hybrid pseudodynamic algorithm
Authors: Thewalt Christopher R. , Mahin Stephen A.
Published: April 2007

There is a significant motivation to implement an unconditionally stable scheme in the pseudodynamic test method. As more complex experiments with many degrees of freedom are tested, explicit time integration methods limit the size of time step on the basis of the highest natural frequency of the system. This is true even though the response of the structure may be dominated by a few lower frequency modes. The limit on step size is undesirable because it physically increases the duration of a test, but more importantly, because the number of steps to completion increases and error propagation problems increase with the number of steps in a test. In addition, incremental displacements within each step become smaller, introducing the potential for problems associated with stress relaxation. An unconditionally stable algorithm allows the time step to be selected to give accurate response in the modes of interest without regard for higher mode characteristics.
Non‐planar pseudodynamic testing
Authors: Thewalt Christopher R. , Mahin Stephen A.
Published: April 2007

The pseudodynamic test method provides a means of inexpensive seismic performance testing for laboratories that do not have a shaking table. However, most pseudodynamic tests to date have used planar portions of structures subjected to a single lateral component of base excitation, mimicking the type of testing that would occur on a shaking table. There has been little work on the extension of the pseudodynamic test method to three‐dimensional testing of structures under multiple components of base excitation. In this paper a three‐dimensional specimen is tested under a multicomponent fixed base excitation and the response is compared to shaking table tests. The paper presents an overview of the pseudodynamic test method, including non‐planar extensions, and highlights many physical problems that occurred during the testing process. Many of these problems apply to any pseudodynamic test, not just non‐planar tests, but the results show that very accurate non‐planar tests can be achieved with careful error control.
Active control of building seismic response by energy dissipation
Authors: Kannan Sankaran , Uras H. Mehmet , Aktan Haluk M.
Published: April 2007

Active energy dissipation is proved to be very effective for abating seismic effects on buildings. The implementation of this concept in seismic design of buildings is studied by response simulations of a single storey building subjected to earthquake motion. Active energy dissipaters can be installed as part of the building lateral load bracing, and they regulate the strength and stiffness of the bracing during the building's response to the seismic events. The energy is dissipated when the bracing load exceeds the axial strength provided by the dissipater, and the bracing telescopes in and out. The design parameters of active energy dissipaters are described using the simulated response of a single storey building to ground pulse and harmonic ground excitation.

The feasibility of the energy dissipater is demonstrated by the development and construction of a full‐scale prototype device called an Active Slip Bracing Device (ASBD). The device utilizes Coulomb friction. The active characteristics are implemented by a computer controlled clamping mechanism on the friction interface. The ASBD's control of the strength and stiffness is investigated.
Hydrodynamic effects in rigid tanks containing layered liquids
Authors: Veletsos A. S. , Shivakumar P.
Published: April 2007

As a supplement to a recently reported study, the hydrodynamic wall pressures and the associated tank forces induced by horizontal ground shaking in a rigid, vertical, circular cylindrical tank containing liquid layers of different thicknesses and mass densities are examined, and comprehensive numerical solutions are presented for two‐layered and some three‐layered systems which elucidate the underlying response mechanisms and the effects of the various parameters involved. Both the impulsive and convective actions are studied. Additionally, solutions are presented for multi‐layered systems approximating a liquid with an exponential, continuous variation in density, and the interrelationship of the solutions for the continuous system and its discretized, layered approximation is discussed.
Dynamic soil–structure interaction of coupled shear walls by boundary element method
Authors: Capuani D. , Klein R. , Antes H. , Tralli A.
Published: April 2007

For a class of civil engineering structures, that can be accurately represented by ‘coupled shear walls’ (CSWs), a discrete model for the analysis of the dynamic interaction with the underlying soil is proposed. The CSWs, with one or more rows of openings, rest on a rigid foundation embedded in the elastic or viscoelastic half‐space. A hierarchical finite element model based on an equivalent continuum approach is adopted for the structure. A frequency‐domain boundary element method is used to represent the half‐space. Finally, the set of equations governing the response of the coupled soil‐structure system to harmonic lateral loads acting on the structure is also given. The frequency deviation effect with respect to the fixed‐base structure and the effects of radiation and material damping in the soil are presented for different characteristics of the structure and different soil properties.
Accuracy and improvement of natural frequency prediction using component mode synthesis
Authors: Smith M. J. , Hutton S. G.
Published: April 2007

This paper is concerned with establishing error bounds on natural frequencies of a discrete structural model using the MacNeal–Rubin Component Mode Synthesis (CMS) method. A method is proposed whereby lower bounds to natural frequencies of a finite element model with compatible elements can be obtained after upper bounds have been calculated with the CMS technique. This method uses the idea that the inertial contribution from the neglected high frequency component modes can be expressed as a function of a residual approximation frequency. Increasing the residual approximation frequency raises the effective inertia added to the system, which in turn decreases the system natural frequencies. The technique is formulated for discrete, undamped systems, and is applied to finite element models of a beam and a container ship.

It is also shown that for a particular mode of the system, estimates of the residual approximation frequency can be improved using Newton's method. Thus, a frequency determined with CMS can be steadily improved until it converges to the frequency of the model. Numerical results for the finite element models indicate that convergence is fast, even when the initial error is large.
Dynamic analysis of large 3‐D underground structures by the bem
Authors: Stamos A. A. , Beskos D. E.
Published: April 2007

An up to date literature survey on the dynamics of underground structures is presented briefly. The dynamic response of large three‐dimensional underground structures to external or internal dynamic forces or to seismic waves is numerically determined by the frequency domain boundary element method. This method is used to model both the structure and the soil medium, which are assumed to behave as linear elastic or viscoelastic bodies. The full‐space dynamic fundamental solution is employed in the formulation and this requires a free soil surface discretization, confined to a finite portion around the area of interest, in addition to soil—structure interface and free structural surface discretizations. The dynamic disturbances can have a harmonic or a transient time variation. The transient case is treated with the aid of numerical Laplace transforms with respect to time. Various numerical examples involving lined cavities and long lined tunnels buried in the full‐ or the half‐space subjected to harmonic or transient external forces or seismic waves are presented to illustrate the method and demonstrate its advantages.
Propagation of normal modes due to impulsive loading to 3‐D medium on a rigid basement
Authors: Touhei Terumi
Published: April 2007

Generally, waves in layered media include several surface wave modes showing dispersive properties. These properties often complicate the understanding of the propagation characteristics of elastic waves. In this paper, not only a method for decomposing transient elastic waves into normal modes is presented but also investigations are applied to decomposed normal modes. This method is developed by means of DWFE and the modal superposition method. In the formulation process, transfer functions describing the relationship between the amplitude of normal modes and that of force density are defined. It was found that the propagation properties of the normal modes were well explained by the dispersion curves and transfer functions. From investigations of the normal mode propagation, properties of each normal mode can be discussed.
Application of arma models to estimate earthquake ground motion and structural response
Authors: Ólafsson Símon , Sigbjörnsson Ragnar
Published: April 2007

This paper deals with the use of ARMA models in earthquake engineering. Tools and methods applied to strong ground motion are discussed emphasizing simulation of probabilistic earthquake response spectra. The ARMA models are applied to Icelandic earthquake data and a tentative model for Icelandic earthquakes is presented. This model, which is derived using 54 accelerograms, is based on a low‐order, time‐invariant ARMA process excited by Gaussian white noise and amplitude modulated using a simple envelope function to account for the non‐stationary characteristics. This simple model gives a reasonable fit to the observed ground motion. Further, this model produces accurate earthquake response spectra, which, combined with accompanying attenuation and duration formulae, might be useful in earthquake hazard and risk assessment.
The effect of canyon topography on strong ground motion at Feitsui damsite: Quantitative results
Authors: Huang Huey‐Chu , Chiu Hung‐Chie
Published: April 2007

The free‐field accelerograms along Feitsui Canyon are analysed and modelled by a numerical scheme to study the effect of canyon topography. Six strong‐motion accelerometers (SC1–SC6) were deployed along the Feitsui Canyon in 1991. The observations suggest that the amplitude of ground motion at the trough of the canyon is smaller than that on its slopes. The integral equation method is applied to a two‐dimensional model of Feitsui Canyon to study the effects of the canyon topography. We choose the ground motion of SC3 station at the trough of the canyon as the input motion to the model, which is then used to predict the ground motion at the other five stations. The simulated and observed seismograms agree well in displacement and velocity, although the simulated acceleration at high frequency is underestimated. The simple model can reproduce the observed accelerations at all frequencies below 4 Hz.
Dynamic response of rigid tanks with inhomogeneous liquids
Authors: Shivakumar P. , Veletsos A. S.
Published: April 2007

A study of the response to horizontal ground shaking of a rigid cylindrical tank containing an inviscid liquid with a continuous vertical variation in density is presented. In addition to the free vibrational sloshing characteristics of the liquid, the responses examined include the vertical displacements at the free surface, and the impulsive and convective components of the hydrodynamic wall pressures and associated tank forces. The equations of motion for the system are formulated for an arbitrary variation in liquid density but the solutions presented are for a density that increases exponentially from top to bottom. Comprehensive numerical data are included which elucidate the underlying response mechanisms and the effects and relative importance of the various parameters involved. The solution for the continuous density variation considered herein is also compared with a previously reported solution in which the liquid was modelled as a multi‐layered, discrete system.
Transient response of single piles under horizontal excitations
Authors: Cheung Y. K. , Tham L. G. , Lei Z. X.
Published: April 2007

The general time‐domain boundary element in cylindrical co‐ordinates developed for the study of wave propagation in a layered half‐space is extended to the response analysis of single piles under horizontal transient excitations. The pile is treated as a beam, and therefore, only the bending stiffness has to be considered in the analysis. As required by the non‐axisymmetric nature of the problem, the soil is modelled by boundary (cylindrical) elements with the vertical, radial and tangential displacements as well as their corresponding tractions as independent variables. The characteristic matrices for the two different types of element can be formed in the usual manner, and they are combined to form the equation of motion for the whole system by virtue of compatibility and equilibrium conditions along the pile‐soil interface. The transient responses of a pile under Heaviside loads are found to converge to the static values. Parametric studies are carried out to reveal the influences of pile‐soil stiffness ratio (Ep/Es) and soil layering.
Seismic response of segmental buildings
Authors: Pan Tso‐Chien , Ling Shih‐Fu , Cui Wei
Published: April 2007

This paper proposes an aseismic design concept in which the superstructure of a base‐isolated building is divided into several segments. Each segment may comprise a few storeys and is interconnected by additional vibrational isolation systems. The dynamic characteristics of the segmental buildings are investigated. The optimum parameters of the vibration isolation systems are determined by minimizing the mean square acceleration response. The seismic response of a typical segmental building subjected to the N—S component of the 1940 El Centro earthquake input is evaluated and compared with the responses of the corresponding fixed‐base and conventional base‐isolated buildings. The comparisons show that, when the superstructure is segmented, while the acceleration response in the superstructure remains as small as that in the conventional base‐isolated building, the displacement across the base isolation system at foundation level is substantially reduced.
Control algorithm for estimating future responses of active variable stiffness structure
Authors: Yamada Kazuhiko , Kobori Takuji
Published: April 2007

A control algorithm has been developed for controlling Active Variable Stiffness (AVS) structures. This algorithm analyses information of an observed seismic excitation, estimates the future structural responses and determines how to alter the structure stiffness. An objective structure is assumed to possess N on‐off elements whose states are controlled by the proposed algorithm. That is, at a given moment tk, (1) seismic excitation information is expressed by an Auto Regressive (AR) model as the identification model; (2) future excitation information is predicted using the AR model; (3) future responses due to predicted excitation are estimated; (4) based on the initial condition at tk, the responses of 2N possible structural states from tk, to tk+L are calculated; (5) the state which minimizes the input energy during tL is selected; and (6) immediately after tk, on‐off elements are set up and subjected to the selected states. The effectiveness of the induced algorithm is confirmed by numerical experiments on a model of a three‐storey building under sine and seismic excitations.
Pseudo relative velocity spectra of earthquake ground motion at high frequencies
Authors: Trifunac M. D.
Published: April 2007

The currently available empirical scaling laws for estimation of spectral amplitudes are limited to periods longer than 0–04 s. However, for design of equipment and stiff structures on multiple and distant supports, exposed to strong shaking near faults where peak accelerations can exceed 1g, specification of design ground motions at higher frequencies is required. This paper presents a method for extrapolation of pseudo‐relative velocity spectral amplitudes of strong earthquake shaking to short periods (0–01 < T < 0–04 sec). The extrapolated spectra can be used as a physical basis for defining design spectral amplitudes in this higher‐frequency range.

The analysis in this paper implies that for typical strong motion accelerations, particularly on sedimentary sites in California, the peak ground accelerations are projected to be unaffected by frequencies higher than those recorded. Consequently, in California, the high‐frequency pseudo‐acceleration spectra can be approximated from the recorded absolute peak accelerations.
Analytical prediction of experimental building pounding
Authors: Filiatrault André , Wagner Pierre , Cherry Sheldon
Published: April 2007

Valuable insights on the problem of seismic pounding have been obtained recently from analytical studies. So far, the proposed analytical models have not been validated experimentally. This paper presents the results of shake table tests of pounding between adjacent three‐ and eight‐storey single‐bay steel framed model structures. The pounding response of the frames was measured for various earthquake intensities and initial separations. The experimental results were compared to the predictions resulting from two existing pounding analysis programs. The solution strategy of the first program, SLAM‐2, is based on a modal superposition technique. The second program, PC‐ANSR, is a non‐linear time‐step analysis code in which an elastic gap element has been included. Modelling the pounding effect by elastic gap elements in the two programs produced accurate displacement and impact force results. Amplitudes of short acceleration pulses were not well predicted, however, for practical time‐step increments. Relative rotations between adjacent floors induced grinding contacts which cannot be captured by uni‐axial gap elements.
Reduction of steady‐state forced vibrations of structures with dynamic absorbers
Authors: Klasztorny Marian
Published: April 2007

In the paper the problem of reduction of the steady‐state response of a lightly damped structure to periodic excitation is considered. The primary structure, which has arbitrary distributions of mass, stiffness and damping, is subjected to periodic load with the fundamental frequency varying in a wide range that may include several resonant peaks of the amplitude‐frequency response. A number of passive absorbers are applied simultaneously to the main structure. A general formulation of the dynamic absorber design methodology is presented, based on independent design of conventional absorbers, taking into account the selected modal systems of the original structure and the selected harmonic components of the excitation. In order to cover the losses in the vibration reduction, resulting from the couplings in the primary structure–the set of absorbers system and from the remaining harmonic components of the excitation, the mass of modal dynamic absorbers is increased properly. The methodology developed was verified on several numerical examples; one of them is presented in the study.
Dynamic 3‐D soil–railway track interaction by BEM–FEM
Authors: Mohammadi Mohsen , Karabalis Dimitris L.
Published: April 2007

A study on the dynamic response of a railway track is presented via a 3‐D formulation based on the frequency domain Boundary Element Method (BEM) and the Finite Element Method (FEM). The railway track consists of a group of surface, massive, rigid footings resting on a viscoelastic half‐space and connected by an overlaying rail structure. The BEM, employing the full‐space fundamental solutions and quadrilateral elements, is used for the simulation of the elastic half‐space while the FEM is used to model the rigid footings and the rail superstructure. The loading function consists of a set of externally applied, harmonic or transient loads. Frequency as well as transient, by way of FFT, results are presented for various modes of vibration. Various numerical studies assess the through‐the‐soil interaction of the adjacent footings, the influence of soil damping, the effect of the overlaying structure on the frequency content of the system, and the effective simulation of an infinitely long railway track by a truncated one.
Earthquake ground motion characteristics and seismic energy dissipation
Authors: Sucuoǧlu Haluk , Nurtuǧ Alphan
Published: April 2007

The sensitivity of seismic energy dissipation to ground motion and system characteristics is assessed. It is found that peak ground acceleration, peak ground velocity to acceleration (V/A), dominant period of ground excitation and effective response duration are closely correlated with the energy dissipated by a SDOF system. Ductility ratio and damping ratio have no significant influence on the energy dissipation. An energy dissipation index is proposed for measuring the damage potential of earthquake ground motion records which includes the effects of basic excitation and response characteristics contributing to the seismic energy dissipation. The proposed index is compared with several intensity measures for the set of 94 ground motion records considered in the study.
Prediction of seismic energy dissipation in SDOF systems
Authors: Nurtuǧ Alphan , Sucuoǧlu Haluk
Published: April 2007

A simple analytical procedure is developed for calculating the seismic energy dissipated by a linear SDOF system under an earthquake ground excitation. The ground excitation is specified by its pseudo‐velocity spectra and effective duration whereas the SDOF system is defined by its natural period of vibration and viscous damping ratio. However, the derived relationship for the energy dissipation demand under an earthquake excitation is sensitive neither to the viscous damping ratio nor the ductility ratio when the SDOF system undergoes inelastic response. Accordingly, the proposed relationship can be employed in an energy‐based seismic design procedure for determining the required energy dissipation capacity of a structural system.
Seismic evaluation of concrete dams via continuum damage models
Authors: Cervera Miguel , Oliver Javier , Faria Rui
Published: April 2007

In this paper a general methodology for the analysis of large concrete dams subjected to seismic excitation is outlined. It is valid both for gravity dams (2D representation) and arch dams (3D representation). The method allows for non‐linear material behaviour of the dam, ‘transparent fictitious boundaries’ for dealing properly with in‐coming and out‐going seismic waves, and an efficient procedure to deal with dam‐soil‐fluid interaction. The mechanical behaviour of concrete is modelled using an isotropic damage model which allows for tension and compression damage, and exhibits stiffness recovery upon load reversals. Emphasis is placed in the treatment of fluid‐structure interaction, regarding both formulation and efficiency aspects. A gravity dam and an arch dam are analysed subjected to artificially generated earthquakes of different intensities, and the results are used to study the degree of (un)safety of the dams.
Bidding behaviour and electricity market simulation
Authors: Chandarasupsang T. , Galloway S. , Burt G. , McDonald J. , Siewierski T.
Published: April 2007

To trade effectively and profitably in new electricity market structures, participants need to identify how best to use information available to them. In many cases only incomplete information will be available for short‐term planning, trading and decision‐making. This paper simulates a group of generators who adapt bidding behaviours in different segments of liberalised electricity markets based on historic market information, observed strategies and their view of other market participants. Results show that even in the incomplete information case efficient bidding strategy for market participants can be identified. Specifically, this paper presents some key findings from an active electricity market and utilises them within an electricity market simulation. The benefit of market simulation for participants is identified and reported. Copyright © 2007 John Wiley & Sons, Ltd.
Automatic correction of the systematic error on AGC regulators due to tie‐line losses
Authors: Ćalović M. S. , Stefanov P. Č. , Obradović N. M.
Published: April 2007

This paper considers the problems of automatic correction of systematic error appearing in conventional Automatic Generation Control (AGC) regulators, due to the ignorance of power losses, normally existing on all inter‐area tie‐lines. This is achieved with modification of input signals on AGC area regulators (the Area Control Error, ACE) by introducing the tie‐line losses, calculated by simple measurements of all area tie‐line flows at both (sending and receiving) line ends. The paper presents the theoretical development of the idea and proposes the new, modified, but cheap AGC scheme, proven by simulation tests on the example of two‐area interconnection. The benefit of applying the proposed AGC regulators is the better system performance and less frequent need for the synchronous time and inadvertent interchange error corrections. Copyright © 2007 John Wiley & Sons, Ltd.
Time‐simultaneous prediction band for a time series
Authors: Kolsrud Dag
Published: April 2007

I propose principles and methods for the construction of a time‐simultaneous prediction band for a univariate time series. The methods are entirely based on a learning sample of time trajectories, and make no parametric assumption about its distribution. Hence, the methods are general and widely applicable. The expected coverage probability of a band can be estimated by a bootstrap procedure. The estimate is likely to be less than the nominal level. Expected lack of coverage can be compensated for by increasing the coverage in the learning sample. Applications to simulated and empirical data illustrate the methods.  Copyright © 2007 John Wiley & Sons, Ltd.
Single‐season heteroscedasticity in time series
Authors: Tripodis Yorghos , Penzer Jeremy
Published: April 2007

We consider seasonal time series in which one season has variance that is different from all the others. This behaviour is evident in indices of production where variability is highest for the month with the lowest level of production. We show that when one season has different variability from others there are constraints on the seasonal models that can be used; neither dummy and trigonometric models are effective in modelling this type of behaviour. We define a general model that provides an appropriate representation of single‐season heteroscedasticity and suggest a likelihood ratio test for the presence of periodic variance in one season.  Copyright © 2007 John Wiley & Sons, Ltd.
Target redemption notes
Authors: Chu Chi Chiu , Kwok Yue Kuen
Published: April 2007

The target redemption note is an index‐linked note that provides a guaranteed sum of coupons (target cap) with the possibility of early termination. In a typical structure, the coupons are calculated based on an inverse floating, London Interbank Offered Rate/Euro Interbank Offered Rate (LIBOR/Euribor) formula. Once the accumulated amount of coupons has reached the prespecified target cap, the note will be terminated with final payment of the par. The knock‐out criterion depends on a path‐dependent state variable defined by the running accumulated coupon sum. In some simplified cases, we manage to obtain a closed form valuation formula for the note value. We propose several numerical schemes for pricing the note under the one‐factor and two‐factor short rate models. Pricing behaviors of the target redemption note are also explored. © 2007 Wiley Periodicals, Inc. Jrl Fut Mark 27:535–554, 2007
Optimal selection of markers for validation or replication from genome‐wide association studies
Authors: Greenwood Celia M.T. , Rangrej Jagadish , Sun Lei
Published: April 2007

With reductions in genotyping costs and the fast pace of improvements in genotyping technology, it is not uncommon for the individuals in a single study to undergo genotyping using several different platforms, where each platform may contain different numbers of markers selected via different criteria. For example, a set of cases and controls may be genotyped at markers in a small set of carefully selected candidate genes, and shortly thereafter, the same cases and controls may be used for a genome‐wide single nucleotide polymorphism (SNP) association study. After such initial investigations, often, a subset of “interesting” markers is selected for validation or replication. Specifically, by validation, we refer to the investigation of associations between the selected subset of markers and the disease in independent data. However, it is not obvious how to choose the best set of markers for this validation. There may be a prior expectation that some sets of genotyping data are more likely to contain real associations. For example, it may be more likely for markers in plausible candidate genes to show disease associations than markers in a genome‐wide scan. Hence, it would be desirable to select proportionally more markers from the candidate gene set. When a fixed number of markers are selected for validation, we propose an approach for identifying an optimal marker‐selection configuration by basing the approach on minimizing the stratified false discovery rate. We illustrate this approach using a case‐control study of colorectal cancer from Ontario, Canada, and we show that this approach leads to substantial reductions in the estimated false discovery rates in the Ontario dataset for the selected markers, as well as reductions in the expected false discovery rates for the proposed validation dataset. Genet. Epidemiol. 2007. © 2007 Wiley‐Liss, Inc.
Affected relative pairs and simultaneous search for two‐locus linkage in the presence of epistasis
Authors: Schaid Daniel J. , McDonnell Shannon K. , Carlson Erin E. , Thibodeau Stephen N. , Ostrander Elaine A. , Stanford Janet L.
Published: April 2007

It is commonly believed that multiple interacting genes increase the susceptibility of genetically complex diseases, yet few linkage analyses of human diseases scan for more than one locus at a time. To overcome some of the statistical and computational limitations of a simultaneous search for two disease susceptibility loci in the presence of epistasis, we developed new score statistics to simultaneously scan for two disease susceptibility loci in pedigree data. These model‐free score statistics are based on developments for model‐free maximum lod scores, which in turn are based on variance components for indicators of disease status. To overcome reduced power caused by many parameters in the general two‐locus model, we impose constraints on ratios of variance components, much like those used for robust single‐locus linkage statistics (e.g., minimax constraints). The resulting three‐degree of freedom score statistic, constrained as a one‐sided multivariate test, can be computed rapidly, making simultaneous search feasible for human genetic linkage studies. Furthermore, using recent developments to rapidly compute simulation P‐values for score statistics, it is feasible to empirically evaluate the statistical significance of the proposed score statistics. Application of these methods to two large studies of the genetic linkage of prostate cancer illuminates their strengths and limitations. The results provide weak suggestions for linkage of several pairs of chromosomal regions (chromosome pairs 1–21, 3–13, 5–9, and 14–19), all of which showed stronger linkage signals when the score statistics accounted for epistasis. These novel score statistics should prove useful for linkage studies of other complex human diseases. Genet. Epidemiol. 31, 2007. © 2007 Wiley‐Liss, Inc.
Interpreting analyses of continuous covariates in affected sibling pair linkage studies
Authors: Schmidt Silke , Qin Xuejun , Schmidt Michael A. , Martin Eden R. , Hauser Elizabeth R.
Published: April 2007

Datasets collected for linkage analyses of complex human diseases often include a number of clinical or environmental covariates. In this study, we evaluated the performance of three linkage analysis methods when the relationship between continuous covariates and disease risk or linkage heterogeneity was modeled in three different ways: (1) The covariate distribution is determined by a quantitative trait locus (QTL), which contributes indirectly to the disease risk; (2) the covariate is not genetically determined, but influences the disease risk through statistical interaction with a disease susceptibility locus; (3) the covariate distribution differs in families linked or unlinked to a particular disease susceptibility locus. We analyzed simulated datasets with a regression‐based QTL analysis, a nonparametric analysis of the binary affection status, and the ordered subset analysis (OSA). We found that a significant OSA result may be due to a gene that influences variability in the population distribution of a continuous disease risk factor. Conversely, a regression‐based QTL analysis may detect the presence of gene‐environment (G × E) interaction in a sample of primarily affected individuals. The contribution of unaffected siblings and the size of baseline lod scores may help distinguish between QTL and G × E models. As illustrated by a linkage study of multiplex families with age‐related macular degeneration, our findings assist in the interpretation of analysis results in real datasets. They suggest that the side‐by‐side evaluation of OSA and QTL results may provide important information about the relationship of measured covariates with either disease risk or linkage heterogeneity. Genet. Epidemiol. 2007. © 2007 Wiley‐Liss, Inc.
What is elder abuse—who decides?
Authors: Selwood Amber , Cooper Claudia , Livingston Gill
Published: April 2007

Objectives

To test the hypothesis that family and professional caregivers have different views about what constitutes elder abuse.

Design

A vignette was given to family and professional carers. They were asked to rate 13 management strategies for behavioural difficulties in a person with dementia on a Likert scale ranging from good idea to abusive. Some of the strategies were abusive according to the Department of Health's ‘No Secrets’ definition.

Setting and participants

Family carers were recruited as part of a study of Alzheimer's disease. We recruited professionals working in several clinical disciplines and settings from a mental health service for older people.

Results

Seventy‐four family and 38 professional carers completed questionnaires. The only abusive strategy that significantly more professionals than family carers identified correctly was preventing someone moving by putting a table over their lap (33(86.8%) vs 35(47.3%), p < 0.0005). In contrast, significantly more family carers identified that the neglect item of accepting someone was not clean was abusive (21(28.4%) vs 3(7.9%), p = 0.009).

Conclusions

Professionals and carers reported significantly different views from each other and guidelines about what constituted elder abuse. This may be because abuse remains unacknowledged if people feel there are no better management options, and reporting leads only to punitive action for the carer perhaps coupled with institutionalisation for the person with dementia. Successful guidelines require societal agreement about what constitutes abuse and that prevention leads to better outcomes. Copyright © 2007 John Wiley & Sons, Ltd.
Caregiver psychological characteristics predict discontinuation of care for disabled elderly at home
Authors: Okamoto K. , Hasebe Y. , Harasawa Y.
Published: April 2007

Objective

This study sought to determine the predictors of discontinuation of care for the disabled elderly at home using multivariate regression analysis.

Methods

In January to February 2005, using a self‐administered questionnaire, data were collected from 193 caregivers of frail elderly listed on a roster for utilization of day service or short stay service from two Home Visit Nursing Care Stations. Family caregivers were defined as co‐resident family members who provided a minimum of 1 h of daily care for at least 3 months. Multiple stepwise logistic regression analysis was performed to detect predictors of a discontinuation for the disabled elderly at home.

Results

The mean age of caregivers was around 59.0 years, accounting for about 80% of the women among caregivers. Of those caregivers, the proportion of desire to institutionalization (high DI) (56.8%) was higher than that of desire to care at home (low DI) (43.2%). Among the following three factors selected by multivariate stepwise logistic regression analysis, the strength of the relationship was stronger in frequent mood swings and irritability as carerecipient characteristic (adjusted OR = 5.93; 95% CI, 2.09–16.8) than in no advanced or skilled care (adjusted OR = 3.13; 95% CI, 1.41–7.14) and a high caregiver burden (adjusted OR = 1.12; 95% CI, 1.03–1.23) as caregiver's one.

Conclusions

Our results suggest that the carerecipients' psychological characteristics may be more strongly related to the decision to continue care for disabled elderly at home than that of the caregivers'. Copyright © 2007 John Wiley & Sons, Ltd.