Search results for "computational method"
showing 10 items of 30 documents
A heuristic for problem formalization in agent based simulation studies
2015
Agent Based Modeling and Simulation (ABMS) is considered an effective approach for conducting simulation studies in many fields. In order to develop high quality simulation models, methodological approaches are demanded. In such direction we are moving by proposing a heuristic for the formalization of agent based simulation problems. The proposed heuristic is based on some guidelines developed for identifying the main elements of the problem domain description by analysing verbs and their common taxonomy in grammar.
A Unified Approach to Portfolio Optimization with Linear Transaction Costs
2004
In this paper we study the continuous time optimal portfolio selection problem for an investor with a finite horizon who maximizes expected utility of terminal wealth and faces transaction costs in the capital market. It is well known that, depending on a particular structure of transaction costs, such a problem is formulated and solved within either stochastic singular control or stochastic impulse control framework. In this paper we propose a unified framework, which generalizes the contemporary approaches and is capable to deal with any problem where transaction costs are a linear/piecewise-linear function of the volume of trade. We also discuss some methods for solving numerically the p…
The Making of the New European Wind Atlas - Part 2: production and evaluation
2020
This is the second of two papers that document the creation of the New European Wind Atlas (NEWA). In Part 1, we described the sensitivity experiments and accompanying evaluation done to arrive at the final mesoscale model setup used to produce the mesoscale wind atlas. In this paper, Part 2, we document how we made the final wind atlas product, covering both the production of the mesoscale climatology generated with the Weather Research and Forecasting (WRF) model and the microscale climatology generated with the Wind Atlas Analysis and Applications Program (WAsP). The paper includes a detailed description of the technical and practical aspects that went into running the mesoscale simulati…
Drugs Polypharmacology by in Silico Methods: New Opportunities in Drug Discovery
2016
Background Polypharmacology, defined as the modulation of multiple proteins rather than a single target to achieve a desired therapeutic effect, has been gaining increasing attention since 1990s, when industries had to withdraw several drugs due to their adverse effects, leading to permanent injuries or death, with multi-billiondollar legal damages. Therefore, if up to then the "one drug one target" paradigm had seen many researchers interest focused on the identification of selective drugs, with the strong expectation to avoid adverse drug reactions (ADRs), very recently new research strategies resulted more appealing even as attempts to overcome the decline in productivity of the drug dis…
Stochastic analysis of dynamical systems with delayed control forces
2006
Abstract Reduction of structural vibration in actively controlled dynamical system is usually performed by means of convenient control forces dependent of the dynamic response. In this paper the existent studies will be extended to dynamical systems subjected to non-normal delta-correlated random process with delayed control forces. Taylor series expansion of the control forces has been introduced and the statistics of the dynamical response have been obtained by means of the extended Ito differential rule. Numerical application provided shows the capabilities of the proposed method to analyze stochastic dynamic systems with delayed actions under delta-correlated process contrasting statist…
Active controlled structural systems under delta-correlated random excitation: linear and nonlinear case
2006
Abstract Reduction of structural vibration in active controlled dynamical system is usually performed by means of convenient control forces dependent of the dynamic response. In this paper the existent studies will be extended to dynamical systems subjected to non-Gaussian random process accounting for the time delay involved in the application of active control actions. Control forces acting with time-delay effects will be expanded in Taylor series evaluating response statistics by means of the extended Ito differential rule to consider the effects of the non-normality of the input processes. Numerical application provided shows the feasibility of the proposed method to analyze stochastic …
Theoretical Determination Of The pKas Of Betalamic Acid Related To The Free-Radical Scavenger Capacity: Comparison Between Semi-Empirical And Ab Init…
2013
Modeling electron dynamics coupled to continuum states in finite volumes with absorbing boundaries
2015
arXiv:1409.1689v1
MAST solution of advection problems in irrotational flow fields
2007
Abstract A new numerical–analytical Eulerian procedure is proposed for the solution of convection-dominated problems in the case of existing scalar potential of the flow field. The methodology is based on the conservation inside each computational elements of the 0th and 1st order effective spatial moments of the advected variable. This leads to a set of small ODE systems solved sequentially, one element after the other over all the computational domain, according to a MArching in Space and Time technique. The proposed procedure shows the following advantages: (1) it guarantees the local and global mass balance; (2) it is unconditionally stable with respect to the Courant number, (3) the so…
THE ROLE OF NON-GAUSSIAN SOURCES IN THE TRANSIENT DYNAMICS OF LONG JOSEPHSON JUNCTIONS
2013
We analyze the effects of different non-Gaussian noise sources on the transient dynamics of an overdamped long Josephson junction. We find nonmonotonic behavior of the mean escape time as a function of the noise intensity and frequency of the external driving signal for all the noise sources investigated.