Search results for "SIMULATION"
showing 10 items of 5095 documents
An empirically grounded agent based simulator for the air traffic management in the SESAR scenario
2017
In this paper we present a simulator allowing to perform policy experiments relative to the air traffic management. Different SESAR solutions can be implemented in the model to see the reaction of the different stakeholders as well as other relevant metrics (delay, safety, etc). The model describes both the strategic phase associated to the planning of the flight trajectories and the tactical modifications occurring in the en-route phase. An implementation of the model is available as an open-source software and is freely accessible by any user. More specifically, different procedures related to business trajectories and free-routing are tested and we illustrate the capabilities of the mode…
Backbone of credit relationships in the Japanese credit market
2016
We detect the backbone of the weighted bipartite network of the Japanese credit market relationships. The backbone is detected by adapting a general method used in the investigation of weighted networks. With this approach we detect a backbone that is statistically validated against a null hypothesis of uniform diversification of loans for banks and firms. Our investigation is done year by year and it covers more than thirty years during the period from 1980 to 2011. We relate some of our findings with economic events that have characterized the Japanese credit market during the last years. The study of the time evolution of the backbone allows us to detect changes occurred in network size,…
Spanning Trees and bootstrap reliability estimation in correlation based networks
2007
We introduce a new technique to associate a spanning tree to the average linkage cluster analysis. We term this tree as the Average Linkage Minimum Spanning Tree. We also introduce a technique to associate a value of reliability to links of correlation based graphs by using bootstrap replicas of data. Both techniques are applied to the portfolio of the 300 most capitalized stocks traded at New York Stock Exchange during the time period 2001-2003. We show that the Average Linkage Minimum Spanning Tree recognizes economic sectors and sub-sectors as communities in the network slightly better than the Minimum Spanning Tree does. We also show that the average reliability of links in the Minimum …
Volatility Effects on the Escape Time in Financial Market Models
2008
We shortly review the statistical properties of the escape times, or hitting times, for stock price returns by using different models which describe the stock market evolution. We compare the probability function (PF) of these escape times with that obtained from real market data. Afterwards we analyze in detail the effect both of noise and different initial conditions on the escape time in a market model with stochastic volatility and a cubic nonlinearity. For this model we compare the PF of the stock price returns, the PF of the volatility and the return correlation with the same statistical characteristics obtained from real market data.
A Phenomenological Operator Description of Dynamics of Crowds: Escape Strategies
2015
Abstract We adopt an operatorial method, based on creation, annihilation and number operators, to describe one or two populations mutually interacting and moving in a two-dimensional region. In particular, we discuss how the two populations, contained in a certain two-dimensional region with a non-trivial topology, react when some alarm occurs. We consider the cases of both low and high densities of the populations, and discuss what is changing as the strength of the interaction increases. We also analyze what happens when the region has either a single exit or two ways out.
On the equivalence between the Scheduled Relaxation Jacobi method and Richardson's non-stationary method
2017
The Scheduled Relaxation Jacobi (SRJ) method is an extension of the classical Jacobi iterative method to solve linear systems of equations ($Au=b$) associated with elliptic problems. It inherits its robustness and accelerates its convergence rate computing a set of $P$ relaxation factors that result from a minimization problem. In a typical SRJ scheme, the former set of factors is employed in cycles of $M$ consecutive iterations until a prescribed tolerance is reached. We present the analytic form for the optimal set of relaxation factors for the case in which all of them are different, and find that the resulting algorithm is equivalent to a non-stationary generalized Richardson's method. …
A computational method for the Helmholtz equation in unbounded domains based on the minimization of an integral functional
2012
Abstract We study a new approach to the problem of transparent boundary conditions for the Helmholtz equation in unbounded domains. Our approach is based on the minimization of an integral functional arising from a volume integral formulation of the radiation condition. The index of refraction does not need to be constant at infinity and may have some angular dependency as well as perturbations. We prove analytical results on the convergence of the approximate solution. Numerical examples for different shapes of the artificial boundary and for non-constant indexes of refraction will be presented.
Multi-domain spectral approach with Sommerfeld condition for the Maxwell equations
2021
We present a multidomain spectral approach with an exterior compactified domain for the Maxwell equations for monochromatic fields. The Sommerfeld radiation condition is imposed exactly at infinity being a finite point on the numerical grid. As an example, axisymmetric situations in spherical and prolate spheroidal coordinates are discussed.
Scheduled Relaxation Jacobi method: improvements and applications
2016
Elliptic partial differential equations (ePDEs) appear in a wide variety of areas of mathematics, physics and engineering. Typically, ePDEs must be solved numerically, which sets an ever growing demand for efficient and highly parallel algorithms to tackle their computational solution. The Scheduled Relaxation Jacobi (SRJ) is a promising class of methods, atypical for combining simplicity and efficiency, that has been recently introduced for solving linear Poisson-like ePDEs. The SRJ methodology relies on computing the appropriate parameters of a multilevel approach with the goal of minimizing the number of iterations needed to cut down the residuals below specified tolerances. The efficien…
A 1D coupled Schrödinger drift-diffusion model including collisions
2005
We consider a one-dimensional coupled stationary Schroedinger drift-diffusion model for quantum semiconductor device simulations. The device domain is decomposed into a part with large quantum effects (quantum zone) and a part where quantum effects are negligible (classical zone). We give boundary conditions at the classic-quantum interface which are current preserving. Collisions within the quantum zone are introduced via a Pauli master equation. To illustrate the validity we apply the model to three resonant tunneling diodes.