Search results for " modelling"
showing 10 items of 1055 documents
There's more to volatility than volume
2006
It is widely believed that fluctuations in transaction volume, as reflected in the number of transactions and to a lesser extent their size, are the main cause of clustered volatility. Under this view bursts of rapid or slow price diffusion reflect bursts of frequent or less frequent trading, which cause both clustered volatility and heavy tails in price returns. We investigate this hypothesis using tick by tick data from the New York and London Stock Exchanges and show that only a small fraction of volatility fluctuations are explained in this manner. Clustered volatility is still very strong even if price changes are recorded on intervals in which the total transaction volume or number of…
Stochastic Models of Higher Order Dielectric Responses
2018
The nonlinear response for systems exhibiting Markovian stochastic dynamics is calculated using time-dependent perturbation theory for the Green’s function, the conditional probability to find the system in a given configuration at a certain time given it was in another configuration at an earlier time. In general, the Green’s function obeys a so-called master-equation for the balance of the gain and loss of probability in the various configurations of the system. Using various models for the reorientational motion of molecules it is found that the scaled modulus of the third-order response, \(X_3\), shows a hump-like behavior for random rotational motion in some cases and it exhibits “triv…
The A + B → 0 reaction on a disordered lattice
1996
Abstract In this paper a stochastic model for the A + B → 0 reaction with creation of particles on a disordered surface is studied for d = 2 and d = 3 spatial dimensions. Densities and correlations of the particles are examined in detail. We find that the stationary state which exists for d = 3 in case of an ordered lattice vanishes in the case of a disordered lattice. A stationary state for d = 2 never exists.
Equivalent-Single-Layer discontinuous Galerkin methods for static analysis of multilayered shells
2021
Abstract An original formulation for the elastic analysis of multilayered shells is presented in this work. The key features of the formulation are: the representation of the shell mean surface via a generic system of curvilinear coordinates; the unified treatment of general shell theories via an Equivalent-Single-Layer approach based on the through-the-thickness expansion of the covariant components of the displacement field; and an Interior Penalty discontinuous Galerkin scheme for the solution of the set of governing equations. The combined use of these features enables a high-order solution of the multilayered shell problem. Several numerical tests are presented for isotropic, orthotrop…
Kerr effect as a tool for the investigation of dynamic heterogeneities
2006
We propose a dynamic Kerr effect experiment for the distinction between dynamic heterogeneous and homogeneous relaxation in glassy systems. The possibility of this distinction is due to the inherent nonlinearity of the Kerr effect signal. We model the slow reorientational molecular motion in supercooled liquids in terms of non-inertial rotational diffusion. The Kerr effect response, consisting of two terms, is calculated for heterogeneous and for homogeneous variants of the stochastic model. It turns out that the experiment is able to distinguish between the two scenarios. We furthermore show that exchange between relatively 'slow' and 'fast' environments does not affect the possibility of …
Dissipative soliton interactions inside a fiber laser cavity
2005
We report our recent numerical and experimental observations of dissipative soliton interactions inside a fiber laser cavity. A bound state, formed from two pulses, may have a group velocity which differs from that of a single soliton. As a result, they can collide inside the cavity. This results in a variety of outcomes. Numerical simulations are based either on a continuous model or on a parameter-managed model of the cubic-quintic Ginzburg-Landau equation. Each of the models provides explanations for our experimental observations. © 2005 Elsevier Inc. All rights reserved.
SDSS DR7 superclusters. Morphology
2011
We study the morphology of a set of superclusters drawn from the SDSS DR7. We calculate the luminosity density field to determine superclusters from a flux- limited sample of galaxies from SDSS DR7, and select superclusters with 300 and more galaxies for our study. The morphology of superclusters is described with the fourth Minkowski functional V3, the morphological signature (the curve in the shapefinder's K1-K2 plane) and the shape parameter (the ratio of the shapefinders K1/K2). We investigate the supercluster sample using multidimensional normal mixture modelling, and use Abell clusters to identify our superclusters with known superclusters and to study the large-scale distribution of …
A Temperature Dependent Non-Linear Inductor Model for a DC/DC Boost Converter
2018
This paper is focused on the use of non-linear inductors in DC/DC switching converters, as well as their behaviour due to changes in current and temperature. The model of an inductor is set up on the basis of experimental data, which are automatically acquired by a virtual instrument; from those data, a polynomial curve describing the inductance variations is obtained. The analysis of the converter, performed by including the proposed model, is validated by experimental tests.
Stochastic models for heterogeneous relaxation: Application to inhomogeneous optical lineshapes
2001
Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale. Starting from the most simple Gaussian Markov process we model the exchange between 'slow' and 'fast' environments by treating the fluctuating single-particle variable as a projection from a higher-dimensional Markov process. The moments of the resulting stochastic process are calculated from the corresponding Master equations or Langevin equations, depending on the model. The calculations show the importance of the way to treat exchange processes. The result…
Model Analysis of Hydrometeor Scattering Effects on Free Space Near-Infrared Links
2012
A promising technology for peer-to-peer connections and urban area networks is represented by wireless communications through free space using optical carrier (Free Space Optics, FSO). This technology ensures high data rates, with relatively low error rates, low power consumption and inherent security. Nevertheless FSO links are quite sensitive to atmospheric condition. Fog droplets, but also raindrops and snowflakes, may introduce severe path attenuation which drastically reduces the channel availability. A parametric model to simulate droplets scattering effects over the FSO link in terms of extinction coefficient, albedo factor and asymmetry coefficient as function of the particle water …