Search results for "Modeling and simulation"
showing 10 items of 1561 documents
Generalized wave propagation problems and discrete exterior calculus
2018
We introduce a general class of second-order boundary value problems unifying application areas such as acoustics, electromagnetism, elastodynamics, quantum mechanics, and so on, into a single framework. This also enables us to solve wave propagation problems very efficiently with a single software system. The solution method precisely follows the conservation laws in finite-dimensional systems, whereas the constitutive relations are imposed approximately. We employ discrete exterior calculus for the spatial discretization, use natural crystal structures for three-dimensional meshing, and derive a “discrete Hodge” adapted to harmonic wave. The numerical experiments indicate that the cumulat…
Simple flume with a central baffle
2016
Abstract In this paper the stage-discharge relationship of a flume with a central baffle is theoretically deduced using the Buckingham-Theorem of the dimensional analysis and the self-similarity theory. The new stage-discharge equation is calibrated by the measurements carried out by Peruginelli and Bonacci using a baffle having a given throat length and five different values of the contraction ratio. Finally, for a given throat length, a relationship linking the discharge with the upstream water depth, the contraction ratio and the contracted width is deduced.
Two‐sample problems in statistical data modelling
2010
A common problem in mathematical statistics is to check whether two samples differ from each other. From modelling point of view it is possible to make a statistical test for the equality of two means or alternatively two distribution functions. The second approach allows to represent the two‐sample test graphically. This can be done by adding simultaneous confidence bands to the probability‐probability (P — P) or quantile‐quantile (Q — Q) plots. In this paper we compare empirically the accuracy of the classical two‐sample t‐test, empirical likelihood method and several bootstrap methods. For a real data example both Q — Q and P — P plots with simultaneous confidence bands have been plotted…
Splines in convex sets under constraints of two‐sided inequality type in a hyperplane
2008
The problem of minimization of a smoothing functional under inequality constraints is considered in a hyperplane. The conditions of the existence of a solution are obtained and some properties of this solution are investigated. It is proved that the solution is a spline. The method for its construction is suggested. First Published Online: 14 Oct 2010
Network-based indices of individual and collective advising impacts in mathematics
2020
AbstractAdvising and mentoring Ph.D. students is an increasingly important aspect of the academic profession. We define and interpret a family of metrics (collectively referred to as “a-indices”) that can potentially be applied to “ranking academic advisors” using the academic genealogical records of scientists, with the emphasis on taking into account not only the number of students advised by an individual, but also subsequent academic advising records of those students. We also define and calculate the extensions of the proposed indices that account for student co-advising (referred to as “adjusted a-indices”). In addition, we extend some of the proposed metrics to ranking universities a…
Kinematic and Elastostatic Design Optimisation of the 3-DOF Gantry-Tau Parallel Kinematic Manipulator
2009
Published version of an article in the journal: Modeling Identification and Control. Also available from the publisher:http://dx.doi.org/10.4173/mic.2009.2.1 One of the main advantages of the Gantry-Tau machine is a large accessible workspace/footprint ratio compared to many other parallel machines. The Gantry-Tau improves this ration further by allowing a change of assembly mode without internal link collisions or collisions between the links and end-effector. The reconfigurable Gantry-Tau kinematic design obtained by multi-objective optimisation according to this paper gives the following features: 3-D workspace/footprint ration is more than 3.19, lowest Cartesian stiffness in the workspa…
The Impact of Financial Development and Macroeconomic Fundamentals on Nonperforming Loans among Emerging Countries: An Assessment Using the NARDL App…
2022
The relationship between financial development indicators and non-performing loans (NPLs) has garnered significant attention, especially in emerging countries. The puzzle of whether financial sector development increases or decreases Non-performing Loans (NPL)s has not been resolved to the satisfaction of the curious mind. This research attempts to answer the above question by studying the asymmetric and symmetric association between financial sector development and NPLs, by utilizing the novel non-linear autoregressive distribution lag (NARDL) and the linear autoregressive distribution lag (ARDL) approach. Moreover, to make the study inclusive, we have added a series of proxies to measure …
Modelling and assessing public health policies to counteract Italian measles outbreaks
2021
This study aims to understand, through explanatory research, the key factors that led to the 2017 measles outbreak in Italy, the causes of the low level of immunisation and the causes of possible cyclical phenomena of measles epidemics. This topic's comprehension has required a holistic approach, merging epidemiological aspects, socioeconomic aspects (including the evolution of mistrust in vaccinations, infodemy and fake news) and health law constraints. A specific SIR System Dynamics (SD) model was built to reproduce the relevant cause-and-effect relationships between social interactions, the public institutions behaviour and the measles outbreaks. SD results permit the assessment of the h…
E-NAUTILUS: A decision support system for complex multiobjective optimization problems based on the NAUTILUS method
2015
Interactive multiobjective optimization methods cannot necessarily be easily used when (industrial) multiobjective optimization problems are involved. There are at least two important factors to be considered with any interactive method: computationally expensive functions and aspects of human behavior. In this paper, we propose a method based on the existing NAUTILUS method and call it the Enhanced NAUTILUS (E-NAUTILUS) method. This method borrows the motivation of NAUTILUS along with the human aspects related to avoiding trading-off and anchoring bias and extends its applicability for computationally expensive multiobjective optimization problems. In the E-NAUTILUS method, a set of Pareto…
Reduced Order Models for Pricing European and American Options under Stochastic Volatility and Jump-Diffusion Models
2017
Abstract European options can be priced by solving parabolic partial(-integro) differential equations under stochastic volatility and jump-diffusion models like the Heston, Merton, and Bates models. American option prices can be obtained by solving linear complementary problems (LCPs) with the same operators. A finite difference discretization leads to a so-called full order model (FOM). Reduced order models (ROMs) are derived employing proper orthogonal decomposition (POD). The early exercise constraint of American options is enforced by a penalty on subset of grid points. The presented numerical experiments demonstrate that pricing with ROMs can be orders of magnitude faster within a give…