Search results for "Scheme"
showing 10 items of 527 documents
An improved MSD-based method for PD pattern recognition
2007
In this paper a new method for multi source partial discharge (PD) pattern recognition by discrete wavelet transform, is presented. The proposed method is based on the application of multi-resolution signal decomposition (MSD) technique applied to a 3D PD pattern image. The multi-resolution technique has shown that some detail images (horizontal, vertical and diagonal) at different decomposition levels have frequencial characteristics typical of a single discharge phenomenon. By applying this method to a double-source PD pattern it is observed that one source prevails on the other. Taking advantage from the linearity of the biorthogonal wavelet functions by using a removal and reconstructio…
A new solver for incompressible non-isothermal flows in natural and mixed convection over unstructured grids
2022
Abstract In the present paper we propose a new numerical methodology for the solution of 2D non-isothermal incompressible flows for natural and mixed convection in irregular geometries. The governing equations are the Incompressible Navier-Stokes Equations and the Energy Conservation Equation. Fluid velocity and temperature are coupled in the buoyancy term of the momentum equations according to the Oberbeck–Boussinesq approximation. The governing equations are discretized over unstructured triangular meshes satisfying the Delaunay property. Thanks to the Oberbeck–Boussinesq hypothesis, the flow and energy problems are solved in an uncoupled way, and two fractional time step procedures are s…
High Order Compact Finite Difference Schemes for A Nonlinear Black-Scholes Equation
2001
A nonlinear Black-Scholes equation which models transaction costs arising in the hedging of portfolios is discretized semi-implicitly using high order compact finite difference schemes. A new compact scheme, generalizing the compact schemes of Rigal [29], is derived and proved to be unconditionally stable and non-oscillatory. The numerical results are compared to standard finite difference schemes. It turns out that the compact schemes have very satisfying stability and non-oscillatory properties and are generally more efficient than the considered classical schemes.
Guaranteed and computable error bounds for approximations constructed by an iterative decoupling of the Biot problem
2021
The paper is concerned with guaranteed a posteriori error estimates for a class of evolutionary problems related to poroelastic media governed by the quasi-static linear Biot equations. The system is decoupled by employing the fixed-stress split scheme, which leads to an iteratively solved semi-discrete system. The error bounds are derived by combining a posteriori estimates for contractive mappings with functional type error control for elliptic partial differential equations. The estimates are applicable to any approximation in the admissible functional space and are independent of the discretization method. They are fully computable, do not contain mesh-dependent constants, and provide r…
ADI schemes for valuing European options under the Bates model
2018
Abstract This paper is concerned with the adaptation of alternating direction implicit (ADI) time discretization schemes for the numerical solution of partial integro-differential equations (PIDEs) with application to the Bates model in finance. Three different adaptations are formulated and their (von Neumann) stability is analyzed. Ample numerical experiments are provided for the Bates PIDE, illustrating the actual stability and convergence behaviour of the three adaptations.
Sull'adeguatezza dell'indennità euro-unitaria di disoccupazione (EUBS)
2017
L’indennità euro-unitaria di disoccupazione (EUBS) è una misura di armonizzazione volta alla convergenza regolamentare a livello europeo del sostegno al reddito in caso di disoccupazione. L’EUBS è una delle proposte più significative che le istituzioni europee stanno elaborando con gli stati membri e le parti sociali. L’EUBS ha presupposti giuridici nel TFUE e nella Costituzione italiana. Il saggio è un contributo giuridico all’idea politica sotto una duplice prospettiva. Si studiano, da una parte, le complicazioni e le criticità dell’introduzione dell’EUBS rispetto alle fonti di diritto europeo; al contempo, con riferimento alla stratificazione normativa del sistema previdenziale italiano …
Localization and separation of solutions for Fredholm integral equations
2020
[EN] In this paper, we establish a qualitative study of nonlinear Fredholm integral equations, where we will carry out a study on the localization and separation of solutions. Moreover, we consider an efficient algorithm to approximate a solution. To do this, we study the semilocal convergence of an efficient third order iterative scheme for solving nonlinear Fredholm integral equations under mild conditions. The novelty of our work lies in the fact that this study involves first order Frechet derivative and mild conditions. A numerical example involving nonlinear Fredholm integral equations, is solved to show the domains of existence and uniqueness of solutions. The applicability of the it…
Utilizing the tourist Ecolabel-award scheme for singling out useful criteria for assessing a new environmental brand for residential buildings.
2009
The Eco-label scheme is becoming ever more important in the environmental certification of products and services, especially in light of the recent ambitious aim of containing greenhouse emissions and improving the efficiency of utilizing energy sources and resources. A recently-introduced hypothesis concerns the European eco-label scheme relating to buildings, due in part to the awareness that the construction industry is of primary importance to the whole economic and social life of states. This scheme should adopt an integrated approach to environmental problems and include construction, day-to-day management and the possible disposal of building materials, throughout the life cycle of t…
The timeline of trading frictions in the European carbon market
2012
We evaluate the quality of prices of EU-ETS, the most active European derivative market for greenhouse gas emissions allowances (EUAs). So far, this market has had two phases, a trial phase (from 2005 to 2007) and a commitment phase (from 2008 to 2012). The true value of a trial-phase EUA at the beginning of 2008 was inevitably zero because it could not be used in the commitment phase to cover emission targets. However, continued rumors of over-allocation of EUAs led to an early collapse of the market by May 2007. We study whether this market breakdown and the subsequent outbreak of the international financial crisis had a persistent effect on the quality of the commitment phase. We provide…
CO2 Prices, Energy and Weather
2007
One of the main objectives of the European Union Emission Trading Scheme is the establishment of a market price level for allowances that show to European CO 2 emitting installations the environmental impact of their polluting activities. The aim of this paper is to focus on the daily price changes during 2005 in an attempt to examine the underlying rationality of pricing behaviour. Specifically, we study the effect of those weather and non-weather variables that academic and market agents consider as the major determinants of the of CO 2 price levels. The results show that the energy sources are the principal factors in the determination of CO 2 price levels, and that only extreme temperat…