Search results for "Modeling and Simulation"
showing 10 items of 1561 documents
Initial Enlargement in a Markov chain market model
2011
Enlargement of filtrations is a classical topic in the general theory of stochastic processes. This theory has been applied to stochastic finance in order to analyze models with insider information. In this paper we study initial enlargement in a Markov chain market model, introduced by Norberg. In the enlarged filtration, several things can happen: some of the jumps times can be accessible or predictable, but in the original filtration all the jumps times are totally inaccessible. But even if the jumps times change to accessible or predictable, the insider does not necessarily have arbitrage possibilities.
Adaptive memory programing for the robust capacitated international sourcing problem
2008
The International Sourcing Problem consists of selecting a subset from an available set of potential suppliers internationally located. The selected suppliers must meet the demand for items from a set of plants, which are also located worldwide. Since the costs are affected by macroeconomic conditions in the countries where the supplier and the plant are located, the formulation considers the uncertainty associated with changes in these conditions. We formulate the robust capacitated international sourcing problem by means of a scenario-optimization approach. When dealing with uncertainty, one of the most common approaches in the literature is to formulate the problem via a set of possible …
A distributed real-time data prediction and adaptive sensing approach for wireless sensor networks
2018
International audience; Many approaches have been proposed in the literature to reduce energy consumption in Wireless Sensor Networks (WSNs). Influenced by the fact that radio communication and sensing are considered to be the most energy consuming activities in such networks. Most of these approaches focused on either reducing the number of collected data using adaptive sampling techniques or on reducing the number of data transmitted over the network using prediction models. In this article, we propose a novel prediction-based data reduction method. furthermore, we combine it with an adaptive sampling rate technique, allowing us to significantly decrease energy consumption and extend the …
Numerical simulations demonstrate that the double tapering of the spatualae of lizards and insects maximize both detachment resistance and stability
2011
Many biological attachment devices of insects, spiders and geckos consist of arrays of hairs (setae), which are terminated by contact elements of different shapes. However, the most frequently observed shape is a thin plate-like spatula. In spite of a rather wide range of sizes, most spatulae of different animals are not uniform, but rather possess a gradient in thickness and width. Here we show that the spatulae of insects and geckos become gradually thinner and wider approaching the end. This geometrical effect is explained in the present paper, by using a numerical approach for the modelling of the van der Waals adhesion and friction between the contact elements and the substrate. The ap…
A computational model of postprandial adipose tissue lipid metabolism derived using human arteriovenous stable isotope tracer data
2019
Given the association of disturbances in non-esterified fatty acid (NEFA) metabolism with the development of Type 2 Diabetes and Non-Alcoholic Fatty Liver Disease, computational models of glucose-insulin dynamics have been extended to account for the interplay with NEFA. In this study, we use arteriovenous measurement across the subcutaneous adipose tissue during a mixed meal challenge test to evaluate the performance and underlying assumptions of three existing models of adipose tissue metabolism and construct a new, refined model of adipose tissue metabolism. Our model introduces new terms, explicitly accounting for the conversion of glucose to glyceraldehye-3-phosphate, the postprandial …
Uncertainty quantification in simulations of epidemics using polynomial chaos.
2012
Mathematical models based on ordinary differential equations are a useful tool to study the processes involved in epidemiology. Many models consider that the parameters are deterministic variables. But in practice, the transmission parameters present large variability and it is not possible to determine them exactly, and it is necessary to introduce randomness. In this paper, we present an application of the polynomial chaos approach to epidemiological mathematical models based on ordinary differential equations with random coefficients. Taking into account the variability of the transmission parameters of the model, this approach allows us to obtain an auxiliary system of differential equa…
Modeling and Simulation as a Pedagogical and Heuristic Tool for Developing Theories in Cognitive Science: An Example from Ritual Competence Theory
2019
An interdisciplinary team of researchers in the fields of philosophy, religious studies, cognitive science, and computer science aimed to develop a computer model of ritual behaviour, based on McCauley and Lawson’s theory of ritual competence. That endeavour revealed some questions about the internal consistency and significance of the theory that had not previously been noticed or addressed. It also demonstrated how modeling and simulation can serve as valuable pedagogical and heuristic tools for better specifying theories that deal with complex social phenomena.
An algebraic multigrid based shifted-Laplacian preconditioner for the Helmholtz equation
2007
A preconditioner defined by an algebraic multigrid cycle for a damped Helmholtz operator is proposed for the Helmholtz equation. This approach is well suited for acoustic scattering problems in complicated computational domains and with varying material properties. The spectral properties of the preconditioned systems and the convergence of the GMRES method are studied with linear, quadratic, and cubic finite element discretizations. Numerical experiments are performed with two-dimensional problems describing acoustic scattering in a cross-section of a car cabin and in a layered medium. Asymptotically the number of iterations grows linearly with respect to the frequency while for lower freq…
A damping preconditioner for time-harmonic wave equations in fluid and elastic material
2009
A physical damping is considered as a preconditioning technique for acoustic and elastic wave scattering. The earlier preconditioners for the Helmholtz equation are generalized for elastic materials and three-dimensional domains. An algebraic multigrid method is used in approximating the inverse of damped operators. Several numerical experiments demonstrate the behavior of the method in complicated two-dimensional and three-dimensional domains. peerReviewed
GRASP with exterior path-relinking and restricted local search for the multidimensional two-way number partitioning problem
2017
In this work, we tackle multidimensional two-way number partitioning (MDTWNP) problem by combining GRASP with Exterior Path Relinking. In the last few years, the combination of GRASP with path relinking (PR) has emerged as a highly effective tool for finding high-quality solutions for several difficult problems in reasonable computational time. However, in most of the cases, this hybridisation is limited to the variant known as interior PR. Here, we couple GRASP with the "exterior form" of path relinking and perform extensive experimentation to evaluate this variant. In addition, we enhance our GRASP with PR method with a novel local search method specially designed for the MDTWNP problem. …