Bounds for perpetual American option prices in a jump diffusion model
Ekström, Erik
2006-01-01
We provide bounds for perpetual American option prices in a jump diffusion model in terms of American option prices in the standard Black-Scholes model. We also investigate the dependence of the bounds on different parameters of the model.
Buboltz, Jeffrey T; Kamburov, Dobromir
2007-01-01
The two most common metrics used to assess Forster resonance energy transfer (FRET) between fluorophores are (i) acceptor-quenching of donor fluorescence, E(a.k.a. transfer efficiency); and (ii) donor-excited acceptor fluorescence, F(A-Dex). It is still true that E is more widely used, but F(A-Dex) has been gaining in popularity among experimentalists for practical reasons. It is therefore notable that while a number of theoretical models have long been available for interpreting measurements of E, the same cannot be said for F(A-Dex). Here, for the special case of membrane-bound fluorophores, we present a substantial body of experimental evidence that justifies the use of a simple Stern-Volmer approach when modeling the concentration dependence of F(A-Dex) under commonly encountered experimental conditions. Moreover, the approach seems equally successful in modeling the acceptor-dependence of E under the same conditions, so we have been able to make a close comparison between our simple Stern-Volmer treatmen...
Bounding species distribution models
Thomas J. STOHLGREN; Catherine S. JARNEVICH; Wayne E. ESAIAS; Jeffrey T. MORISETTE
2011-01-01
Species distribution models are increasing in popularity for mapping suitable habitat for species of management concern.Many investigators now recognize that extrapolations of these models with geographic information systems (GIS) might be sensitive to the environmental bounds of the data used in their development,yet there is no recommended best practice for “clamping” model extrapolations.We relied on two commonly used modeling approaches:classification and regression tree (CART) and maximum entropy (Maxent) models,and we tested a simple alteration of the model extrapolations,bounding extrapolations to the maximum and minimum values of primary environmental predictors,to provide a more realistic map of suitable habitat of hybridized Africanized honey bees in the southwestern United States.Findings suggest that multiple models of bounding,and the most conservative bounding of species distribution models,like those presented here,should probably replace the unbounded or loosely bounded techniques currently used [Current Zoology 57 (5):642-647,2011].
Estimation of bounded and unbounded trajectories in diffusion MRI
Lipeng eNing
2016-03-01
Full Text Available Disentangling the tissue microstructural information from the diffusion magnetic resonance imaging (dMRI measurements is quite important for extracting brain tissue specific measures. The autocorrelation function of diffusing spins is key for understanding the relation between dMRI signals and the acquisition gradient sequences. In this paper, we demonstrate that the autocorrelation of diffusion in restricted or bounded spaces can be well approximated by exponential functions. To this end, we propose to use the multivariate Ornstein-Uhlenbeck (OU process to model the matrix-valued exponential autocorrelation function of three-dimensional diffusion processes with bounded trajectories. We present detailed analysis on the relation between the model parameters and the time-dependent apparent axon radius and provide a general model for dMRI signals from the frequency domain perspective. For our experimental setup, we model the diffusion signal as a mixture of two compartments that correspond to diffusing spins with bounded and unbounded trajectories, and analyze the corpus-callosum in an ex-vivo data set of a monkey brain.
Diffusing opinions in bounded confidence processes
Pineda, M; Hernandez-Garcia, E
2010-01-01
We study the effects of diffusing opinions on the Deffuant et al. model for continuous opinion dynamics. Individuals are given the opportunity to change their opinion, with a given probability, to a randomly selected opinion inside an interval centered around the present opinion. We show that diffusion induces an order-disorder transition. In the disordered state the opinion distribution tends to be uniform, while for the ordered state a set of well defined opinion clusters are formed, although with some opinion spread inside them. If the diffusion jumps are not large, clusters coalesce, so that weak diffusion favors opinion consensus. A master equation for the process described above is presented. We find that the master equation and the Monte-Carlo simulations do not always agree due to finite-size induced fluctuations. Using a linear stability analysis we can derive approximate conditions for the transition between opinion clusters and the disordered state. The linear stability analysis is compared with Mo...
Zhi-Hong Tao; Cong-Hua Zhou; Zhong Chen; Li-Fu Wang
2007-01-01
Bounded Model Checking has been recently introduced as an efficient verification method for reactive systems.This technique reduces model checking of linear temporal logic to propositional satisfiability.In this paper we first present how quantified Boolean decision procedures can replace BDDs.We introduce a bounded model checking procedure for temporal logic CTL* which reduces model checking to the satisfiability of quantified Boolean formulas.Our new technique avoids the space blow up of BDDs, and extends the concept of bounded model checking.
Turbulent Chemical Diffusion in Convectively Bounded Carbon Flames
Lecoanet, Daniel; Quataert, Eliot; Bildsten, Lars; Timmes, F X; Burns, Keaton J; Vasil, Geoffrey M; Oishi, Jeffrey S; Brown, Benjamin P
2016-01-01
It has been proposed that mixing induced by convective overshoot can disrupt the inward propagation of carbon deflagrations in super-asymptotic giant branch stars. To test this theory, we study an idealized model of convectively bounded carbon flames with 3D hydrodynamic simulations of the Boussinesq equations using the pseudospectral code Dedalus. Because the flame propagation timescale is $\\sim 10^5$ times longer than the convection timescale, we approximate the flame as fixed in space, and only consider its effects on the buoyancy of the fluid. By evolving a passive scalar field, we derive a turbulent chemical diffusivity produced by the convection as a function of height, $D_t(z)$. Convection can stall a flame if the chemical mixing timescale, set by the turbulent chemical diffusivity, $D_t$, is shorter than the flame propagation timescale, set by the thermal diffusivity, $\\kappa$, i.e., when $D_t>\\kappa$. However, we find $D_t<\\kappa$ for most of the flame because convective plumes are not dense enoug...
Salinity transfer in bounded double diffusive convection
Yang, Yantao; Ostilla-Mónico, Rodolfo; Sun, Chao; Verzicco, Roberto; Grossmann, Siegfried; Lohse, Detlef
2015-01-01
The double diffusive convection between two parallel plates is numerically studied for a series of parameters. The flow is driven by the salinity difference and stabilized by the thermal field. Our simulations are directly compared to experiments by Hage and Tilgner (\\emph{Phys. Fluids} 22, 076603 (2010)) for several sets of parameters and reasonable agreement is found. This in particular holds for the salinity flux and its dependence on the salinity Rayleigh number. Salt fingers are present in all simulations and extend through the entire height. The thermal Rayleigh number seems to have minor influence on salinity flux but affects the Reynolds number and the morphology of the flow. Next to the numerical calculation, we apply the Grossmann-Lohse theory for Rayleigh-B\\'{e}nard flow to the current problem without introducing any new coefficients. The theory successfully predicts the salinity flux both with respect to the scaling and even with respect to the absolute value for the numerical and experimental res...
Bounded Rationality and the Diffusion of Modern Investment Treaties
Skovgaard Poulsen, Lauge
2014-01-01
Given the considerable sovereignty costs involved, the adoption of modern investment treaties by practically all developing countries presents somewhat of a puzzle. Based on a review of leading explanations of investment treaty diffusion, the article advances a new theory using behavioral economics...... insights on cognitive heuristics. In line with recent work on policy diffusion, it suggests that a bounded rationality framework has considerable potential to explain why, and how, developing countries have adopted modern investment treaties. To illustrate the potential of this approach, the case of South...... Africa is studied in depth...
Yan, Fuhan; Li, Zhaofeng; Jiang, Yichuan
2016-05-01
The issues of modeling and analyzing diffusion in social networks have been extensively studied in the last few decades. Recently, many studies focus on uncertain diffusion process. The uncertainty of diffusion process means that the diffusion probability is unpredicted because of some complex factors. For instance, the variety of individuals' opinions is an important factor that can cause uncertainty of diffusion probability. In detail, the difference between opinions can influence the diffusion probability, and then the evolution of opinions will cause the uncertainty of diffusion probability. It is known that controlling the diffusion process is important in the context of viral marketing and political propaganda. However, previous methods are hardly feasible to control the uncertain diffusion process of individual opinion. In this paper, we present suitable strategy to control this diffusion process based on the approximate estimation of the uncertain factors. We formulate a model in which the diffusion probability is influenced by the distance between opinions, and briefly discuss the properties of the diffusion model. Then, we present an optimization problem at the background of voting to show how to control this uncertain diffusion process. In detail, it is assumed that each individual can choose one of the two candidates or abstention based on his/her opinion. Then, we present strategy to set suitable initiators and their opinions so that the advantage of one candidate will be maximized at the end of diffusion. The results show that traditional influence maximization algorithms are not applicable to this problem, and our algorithm can achieve expected performance.
Propagation speed in a strip bounded by a line with different diffusion
Tellini, Andrea
2016-04-01
In this paper we consider a model for the diffusion of a population in a strip-shaped field, where the growth of the species is governed by a Fisher-KPP equation and which is bounded on one side by a road where the species can have a different diffusion coefficient. Dirichlet homogeneous boundary conditions are imposed on the other side of the strip. We prove the existence of an asymptotic speed of propagation which is greater than the one of the case without road and study its behavior for small and large diffusions on the road. Finally we prove that, when the width of the strip goes to infinity, the asymptotic speed of propagation approaches the one of a half-plane bounded by a road, case that has been recently studied in [2,3].
Some distance bounds of branching processes and their diffusion limits
Kammerer, Niels B
2010-01-01
We compute exact values respectively bounds of "distances" - in the sense of (transforms of) power divergences and relative entropy - between two discrete-time Galton-Watson branching processes with immigration GWI for which the offspring as well as the immigration is arbitrarily Poisson-distributed (leading to arbitrary type of criticality). Implications for asymptotic distinguishability behaviour in terms of contiguity and entire separation of the involved GWI are given, too. Furthermore, we determine the corresponding limit quantities for the context in which the two GWI converge to Feller-type branching diffusion processes, as the time-lags between observations tend to zero. Some applications to (static random environment like) Bayesian decision making and Neyman-Pearson testing are presented as well.
Valence-bound and diffuse-bound anions of 5-azauracil.
Corzo, H H; Dolgounitcheva, O; Zakrzewski, V G; Ortiz, J V
2014-08-28
Structures, isomerization energies, and electron binding energies of 5-azauracil and its anions have been calculated ab initio with perturbative, coupled-cluster, and electron-propagator methods. Tautomeric structures, including those produced by proton transfer to a CH group, have been considered. Dyson orbitals and pole strengths from electron-propagator calculations validated a simple, molecular-orbital picture of anion formation. In one case, an electron may enter a delocalized π orbital, yielding a valence-bound (VB) anion with a puckered ring structure. The corresponding electron affinity is 0.27 eV; the vertical electron detachment energy (VEDE) of this anion 1.05 eV. An electron also may enter a molecular orbital that lies outside the nuclear framework, resulting in a diffuse-bound (DB) anion. In the latter case, the electron affinity is 0.06 eV and the VEDE of the DB anion is 0.09 eV. Another VB isomer that is only 0.02 eV more stable than the neutral molecule has a VEDE of 2.0 eV. PMID:25102270
Conductivity bounds in probe brane models
Ikeda, Tatsuhiko N; Nakai, Yuichiro
2016-01-01
We discuss upper and lower bounds on the electrical conductivity of finite temperature strongly coupled quantum field theories, holographically dual to probe brane models, within linear response. In a probe limit where disorder is introduced entirely through an inhomogeneous background charge density, we find simple lower and upper bounds on the electrical conductivity in arbitrary dimensions. In field theories in two spatial dimensions, we show that both bounds persist even when disorder is included in the bulk metric. We discuss the challenges with finding sharp lower bounds on conductivity in three or more spatial dimensions when the metric is inhomogeneous.
Wilkinson, P; Dimbylow, P J
1985-10-01
A mathematical model has been developed that examines the ingress of radon into houses, through a vertical crack in an otherwise impervious concrete floor. Initially, the model considered the diffusive flow of radon from its soil source and this simulation has highlighted the dependency of the flux of radon into the house on the magnitude of various parameters, such as the diffusion coefficient of radon in soil. A preliminary investigation of the modelling of pressure-driven flow into a building is presented, and the potential of this type of analysis is discussed. PMID:4081719
Model of information diffusion
Lande, D V
2008-01-01
The system of cellular automata, which expresses the process of dissemination and publication of the news among separate information resources, has been described. A bell-shaped dependence of news diffusion on internet-sources (web-sites) coheres well with a real behavior of thematic data flows, and at local time spans - with noted models, e.g., exponential and logistic ones.
Badraoui Salah
2010-01-01
We study the following reaction-diffusion system with a cross-diffusion matrix and fractional derivatives in , in , on , , in where is a smooth bounded domain, , the diffusion matrix has semisimple and positive eigenvalues , , is an open nonempty set, and is the characteristic function of . Specifically, we prove that under some conditions over the coefficients , the semigroup generated by the linear operator of the system is exponentially stable, and under other c...
A PSL Bounded Model Checking Method
YU Lei; ZHAO Zongtao
2012-01-01
SAT-based bounded model checking （BMC） is introduced as an important complementary technique to OBDD-based symbolic model checking, and is an efficient verification method for parallel and reactive systems. However, until now the properties verified by bounded model checking are very finite. Temporal logic PSL is a property specification language （IEEE-1850） describing parallel systems and is divided into two parts, i.e. the linear time logic FL and the branch time logic OBE. In this paper, the specification checked by BMC is extended to PSL and its algorithm is also proposed. Firstly, define the bounded semantics of PSL, and then reduce the bounded semantics into SAT by translating PSL specification formula and the state transition relation of the system to the propositional formula A and B, respectively. Finally, verify the satisfiability of the conjunction propositional formula of A and B. The algorithm results in the translation of the existential model checking of the temporal logic PSL into the satisfiability problem of propositional formula. An example of a queue controlling circuit is used to interpret detailedly the executing procedure of the algorithm.
A Metric Encoding for Bounded Model Checking
Pradella, Matteo; Morzenti, Angelo; San Pietro, Pierluigi
In Bounded Model Checking, both the system model and the checked property are translated into a Boolean formula to be analyzed by a SAT-solver. We introduce a new encoding technique which is particularly optimized for managing quantitative future and past metric temporal operators, typically found in properties of hard real time systems. The encoding is simple and intuitive in principle, but it is made more complex by the presence, typical of the Bounded Model Checking technique, of backward and forward loops used to represent an ultimately periodic infinite domain by a finite structure. We report and comment on the new encoding technique and on an extensive set of experiments carried out to assess its feasibility and effectiveness.
Of Models and Machines: Implementing Bounded Rationality.
Dick, Stephanie
2015-09-01
This essay explores the early history of Herbert Simon's principle of bounded rationality in the context of his Artificial Intelligence research in the mid 1950s. It focuses in particular on how Simon and his colleagues at the RAND Corporation translated a model of human reasoning into a computer program, the Logic Theory Machine. They were motivated by a belief that computers and minds were the same kind of thing--namely, information-processing systems. The Logic Theory Machine program was a model of how people solved problems in elementary mathematical logic. However, in making this model actually run on their 1950s computer, the JOHNNIAC, Simon and his colleagues had to navigate many obstacles and material constraints quite foreign to the human experience of logic. They crafted new tools and engaged in new practices that accommodated the affordances of their machine, rather than reflecting the character of human cognition and its bounds. The essay argues that tracking this implementation effort shows that "internal" cognitive practices and "external" tools and materials are not so easily separated as they are in Simon's principle of bounded rationality--the latter often shaping the dynamics of the former. PMID:26685521
Valuation models and Simon's bounded rationality
Alexandra Strommer de Farias Godoi
2009-09-01
Full Text Available This paper aims at reconciling the evidence that sophisticated valuation models are increasingly used by companies in their investment appraisal with the literature of bounded rationality, according to which objective optimization is impracticable in the real world because it would demand an immense level of sophistication of the analytical and computational processes of human beings. We show how normative valuation models should rather be viewed as forms of reality representation, frameworks according to which the real world is perceived, fragmented for a better understanding, and recomposed, providing an orderly method for undertaking a task as complex as the investment decision.
Econometric Advances in Diffusion Models
Peers, Yuri
2011-01-01
textabstractThis thesis gives new and important insights in modeling diffusion data in marketing. It addresses modeling multiple series instead of just one series such that one can learn from the differences and similarities across products and countries. Additionally, this thesis addresses the current availability of higher frequency diffusion data. The two issues provide challenges for modeling of diffusion processes. In this thesis we provide solutions to these challenges, and we also sugg...
Multispecies diffusion models: A study of uranyl species diffusion
Rigorous numerical description of multi-species diffusion requires coupling of species, charge, and aqueous and surface complexation reactions that collectively affect diffusive fluxes. The applicability of a fully coupled diffusion model is, however, often constrained by the availability of species self-diffusion coefficients, as well as by computational complication for imposing charge conservation. In this study, several diffusion models with variable complexity in charge and species coupling were formulated and compared to describe reactive multi-species diffusion in groundwater. Diffusion of uranyl (U(VI)) species was used as an example in demonstrating the effectiveness of the models in describing multi-species diffusion. Numerical simulations found that a diffusion model with a single, common diffusion coefficient for all species was sufficient to describe multi-species U(VI) diffusion under steady-state condition of major chemical composition, but not under transient chemical conditions. Simulations revealed that a fully coupled diffusion model can be well approximated by a component-based diffusion model, which considers difference in diffusion coefficients between chemical components, but not between the species within each chemical component. This treatment significantly enhanced computational efficiency at the expense of minor charge conservation. The charge balance in the component-based diffusion model can be rigorously enforced, if necessary, by adding an artificial kinetic reaction term induced by the charge separation. The diffusion models were applied to describe U(VI) diffusive mass transfer in intragranular domains in two sediments collected from US Department of Energy's Hanford 300A where intragrain diffusion is a rate-limiting process controlling U(VI) adsorption and desorption. The grain-scale reactive diffusion model was able to describe U(VI) adsorption/desorption kinetics that has been described using a semi-empirical, multi-rate model
Custodio, P S
2002-01-01
We constrain the mass abundance of unclustered primordial black holes (PBHs), formed with a simple mass distribution and subject to the Hawking evaporation and particle absorption from the environment. Since the radiative flux is proportional to the numerical density, an upper bound is obtained by comparing the calculated and observed diffuse background values, (similarly to the Olbers paradox in which point sources are considered) for finite bandwidths. For a significative range of formation redshifts the bounds are better than several values obtained by other arguments $\\Omega_{pbh} \\leq 10^{-10}$; and they apply to PBHs which are evaporating today.
Entropy methods for reaction-diffusion equations: slowly growing a-priori bounds
Desvillettes, Laurent
2008-01-01
In the continuation of [Desvillettes, L., Fellner, K.: Exponential Decay toward Equilibrium via Entropy Methods for Reaction-Diffusion Equations. J. Math. Anal. Appl. 319 (2006), no. 1, 157-176], we study reversible reaction-diffusion equations via entropy methods (based on the free energy functional) for a 1D system of four species. We improve the existing theory by getting 1) almost exponential convergence in L1 to the steady state via a precise entropy-entropy dissipation estimate, 2) an explicit global L∞ bound via interpolation of a polynomially growing H1 bound with the almost exponential L1 convergence, and 3), finally, explicit exponential convergence to the steady state in all Sobolev norms.
Diffusion models and neural activity
Ricciardi, L. M.; Lánský, Petr
London : Nature publishing group, 2003 - (Nadel, L.), s. 968-972 ISBN 0-333-79261-0 R&D Projects: GA ČR GA309/02/0168 Institutional research plan: CEZ:AV0Z5011922 Keywords : Neuronal activity, Diffusion model Subject RIV: ED - Physiology
Lower bounds in the quantum cell probe model
Sen, Pranab; Venkatesh, S.
2001-01-01
We introduce a new model for studying quantum data structure problems -- the "quantum cell probe model". We prove a lower bound for the static predecessor problem in the address-only version of this model where we allow quantum parallelism only over the `address lines' of the queries. The address-only quantum cell probe model subsumes the classical cell probe model, and many quantum query algorithms like Grover's algorithm fall into this framework. Our lower bound improves the previous known ...
A branch-and-bound methodology within algebraic modelling systems
Bisschop, J.J.; Heerink, J.B.J.; Kloosterman, G.
1998-01-01
Through the use of application-specific branch-and-bound directives it is possible to find solutions to combinatorial models that would otherwise be difficult or impossible to find by just using generic branch-and-bound techniques within the framework of mathematical programming. {\\sc Minto} is an example of a system which offers the possibility to incorporate user-provided directives (written in {\\sc C}) to guide the branch-and-bound search. Its main focus, however, remains on mathematical p...
Valence and diffuse-bound anions of noble-gas complexes with uracil
Streit, Lívia; Dolgounitcheva, O.; Zakrzewski, V. G.; Ortiz, J. V.
2012-11-01
Valence-bound (VB) and diffuse-bound (DB) anions of noble-gas (Ar, Kr, and Xe) complexes with uracil have been studied with ab initio methods. MP2 optimizations revealed minima corresponding to anions of both kinds in each case. Coupled-cluster singles and doubles with perturbative triples, CCSD(T), and electron propagator single-point calculations were performed in order to assess vertical and adiabatic electron detachment energies of these complexes. Ab initio electron propagator calculations employed the outer valence Green's function and partial third-order approximations, and the algebraic diagrammatic construction in third order. Basis set effects have been systematically examined. DB anions of all three complexes were adiabatically bound, with calculated adiabatic electron attachment energies below 0.06 eV. Corresponding vertical electron detachment energies were below 0.1 eV. As to VB anions, only the Xe complex had a positive adiabatic electron detachment energy, of 0.01 eV, with a corresponding vertical electron detachment energy of 0.6 eV. These computational findings are consistent with the interpretation of results previously obtained experimentally by Hendricks et al.
Eddy viscosity and diffusivity modeling
The standard Smagorinsky subgrid scale model for large eddy simulation can be derived from turbulent eddy viscosity models by assuming that the unresolved scales exhibit a Kolmogorov energy spectrum. The present work provides a general framework for developing eddy viscosity and corresponding subgrid models for flow problems in which Kolmogorov scaling cannot be assumed because additional physical mechanisms strongly modify the turbulence dynamics. Examples of such mechanisms include externally imposed time scales, compressibility, and intermittency. The general formalism is also applied to the turbulent thermal diffusivity. In special cases, this approach yields models that agree with those existing in the literature
On the cosmic ray bound for models of extragalactic neutrino production
Mannheim, K; Rachen, J P
2001-01-01
We obtain the maximum diffuse neutrino intensity predicted by hadronic photoproduction models of active galactic nuclei, and other sources such as gamma ray bursts, that is consistent with the observed cosmic ray spectrum and diffuse extragalactic gamma ray background. For this, we compare the contributions to the cosmic ray intensity of extragalactic neutrino sources with the experimental data at energies above 10^15 eV, employing a transport calculation of energetic protons traversing cosmic photon backgrounds. We take into account source evolution, optical depth effects in the sources, and adiabatic losses of protons in magnetic fields on scales of galaxy clusters. The strongest cosmic ray bound applies to photoproduction sources which are optically thin for the emission of neutrons, and for which adiabatic losses of the protons resulting from neutron decay can be neglected. We find that our upper bound is strongly energy dependent, and is much higher than the bound obtained by Waxman and Bahcall at most e...
Diffusion models for Knudsen compressors
Aoki, Kazuo; Degond, Pierre; Takata, Shigeru; Yoshida, Hiroaki
2007-01-01
A rarefied gas in a long straight pipe with a periodic structure consisting of alternately arranged narrow and wide pipes and with periodic temperature distribution, which is known as the Knudsen compressor (or pump), is considered. Under the assumption that the pipe is much thinner than the period, a diffusion model that describes the pressure distribution and mass flux of the gas in each pipe element is derived, together with the connection conditions at the junctions of the narrow and wide...
Wavelet estimation of the diffusion coefficient in time dependent diffusion models
Ping; CHEN; Jin-de; WANG
2007-01-01
The estimation problem for diffusion coefficients in diffusion processes has been studied in many papers,where the diffusion coefficient function is assumed to be a 1-dimensional bounded Lipschitzian function of the state or the time only.There is no previous work for the nonparametric estimation of time-dependent diffusion models where the diffusion coefficient depends on both the state and the time.This paper introduces and studies a wavelet estimation of the time-dependent diffusion coefficient under a more general assumption that the diffusion coefficient is a linear growth Lipschitz function.Using the properties of martingale,we translate the problems in diffusion into the nonparametric regression setting and give the Lr convergence rate.A strong consistency of the estimate is established.With this result one can estimate the time-dependent diffusion coefficient using the same structure of the wavelet estimators under any equivalent probability measure.For example,in finance,the wavelet estimator is strongly consistent under the market probability measure as well as the risk neutral probability measure.
Cosmological bounds on oscillating dark energy models
We study the cosmological constraints on the two purely phenomenological models of oscillating dark energy. In these oscillating models, the equation of state of dark energy varies periodically. The periodic equation of state may provide the natural way to unify the early acceleration (inflation) and the late time acceleration of the Universe. These models give the effective way to tackle the cosmic coincidence problem. We examine the observational constraints on the oscillatory models from the latest observational data including the gold sample of 182 SNe type Ia, the shift parameter, R, given by the WMAP and the BAO measurements from the SDSS
Vulnerable Derivatives and Good Deal Bounds: A Structural Model
Murgoci, Agatha
2013-01-01
new restriction in the arbitrage free model by setting upper bounds on the Sharpe ratios (SRs) of the assets. The potential prices that are eliminated represent unreasonably good deals. The constraint on the SR translates into a constraint on the stochastic discount factor. Thus, tight pricing bounds...... can be obtained. We provide a link between the objective probability measure and the range of potential risk-neutral measures, which has an intuitive economic meaning. We also provide tight pricing bounds for European calls and show how to extend the call formula to pricing other financial products in...
Fusion by diffusion model revisited
A complete set of 27 excitation functions for synthesis of superheavy nuclei produced in cold fusion reactions was analyzed in terms of the "Fusion by Diffusion Model" of Swiatecki et al., modified to account for the angular momentum dependence of the fusion hindrance factor. The data on cold fusion reactions originate from experiments carried out at GSI Darmstadt, RIKEN Tokyo and LBNL Berkeley in which 208Pb and 209Bi targets were bombarded with the variety of projectiles ranging from 48,50Ti to 70Zn. (author)
Swank, C. M.; Petukhov, A. K.; Golub, R.
2016-06-01
The behavior of a spin undergoing Larmor precession in the presence of fluctuating fields is of interest to workers in many fields. The fluctuating fields cause frequency shifts and relaxation which are related to their power spectrum, which can be determined by taking the Fourier transform of the auto-correlation functions of the field fluctuations. Recently we have shown how to calculate these correlation functions for all values of mean-free path (ballistic to diffusive motion) in finite bounded regions by using the model of persistent continuous time random walks (CTRW) for particles subject to scattering by fixed (frozen) scattering centers so that the speed of the moving particles is not changed by the collisions. In this work we show how scattering with energy exchange from an ensemble of scatterers in thermal equilibrium can be incorporated into the CTRW. We present results for 1, 2, and 3 dimensions. The results agree for all these cases contrary to the previously studied "frozen" models. Our results for the velocity autocorrelation function show a long-time tail (˜t-1 /2 ), which we also obtain from conventional diffusion theory, with the same power, independent of dimensionality. Our results are valid for any Markovian scattering kernel as well as for any kernel based on a scattering cross section ˜1 /v .
Finite Volume Model to Study Calcium Diffusion in Neuron Involving JRYR, JSERCA and JLEAK
tripathi, Amrita; Adlakha, Neeru
2013-01-01
Calcium dynamics is the highly responsible for intracellular electrical (action potential) and chemical (neurotransmitter) signaling in neuron cell. The Mathematical modeling of calcium dynamics in neurons lead to the reaction diffusion equation which involves the parameters like diffusion coefficient, free calcium, bound calcium, buffers and bound buffer. Here the parameters like receptors, serca and leak are also incorporated in the model. Appropriate boundary conditions have been framed ba...
RETADD: a Regional Trajectory And Diffusion-Deposition model
Begovich, C. L.; Murphy, B. D.; Nappo, Jr., C. J.
1978-06-01
The Regional Trajectory and Diffusion-Deposition Model (RETADD) is based upon a version of the National Oceanic and Atmospheric Administration Air Resources Laboratory's Regional-Continental Scale Transport, Diffusion, and Deposition Model. The FORTRAN IV computer model uses a trajectory analysis technique for estimating the transport and long-range diffusion of material emitted from a point source. The wind trajectory portion of the code uses observed upper air winds to compute the transport of the material. Ground level concentrations and depositions are computed by using the Gaussian plume equation for wind trajectories projected forward in time. Options are included to specify an upper bound for the mixed layer and a chemical decomposition rate for the effluent. The limitations to the technique are discussed, the equations and model are described, and listings of the program, input, and output are included.
Electrostatic charge bounds for ball lightning models
Several current theories concerning the nature of ball lightning predict a substantial electrostatic charge in order to account for its observed motion and shape (Turner 1998 Phys. Rep. 293 1; Abrahamson and Dinniss 2000 Nature 403 519). Using charged soap bubbles as a physical model for ball lightning, we show that the magnitude of charge predicted by some of these theories is too high to allow for the types of motion commonly observed in natural ball lightning, which includes horizontal motion above the ground and movement near grounded conductors. Experiments show that at charge levels of only 10-15 nC, 3-cm-diameter soap bubbles tend to be attracted by induced charges to the nearest grounded conductor and rupture. We conclude with a scaling rule that can be used to extrapolate these results to larger objects and surroundings
Quark model study of the triton bound stat
Juliá-Díaz, B.; Fernández, F.; Valcarce, A.; Haidenbauer, J.
2001-01-01
The three-nucleon bound state problem is studied employing nucleon-nucleon potentials derived from a basic quark-quark interaction. We analyze the effects of the nonlocalities generated by the quark model. The calculated triton binding energies indicate that quark-model nonlocalities can yield additional binding in the order of few hundred keV.
Bounded Model Checking of Temporal Formulas with Alloy
Cunha, Alcino
2012-01-01
Alloy is formal modeling language based on first-order relational logic, with no specific support for specifying reactive systems. We propose the usage of temporal logic to specify such systems, and show how bounded model checking can be performed with the Alloy Analyzer.
CROSS DIFFUSION AND NONLINEAR DIFFUSION PREVENTING BLOW UP IN THE KELLER–SEGEL MODEL
CARRILLO, JOSÉ ANTONIO
2012-12-01
A parabolic-parabolic (Patlak-)Keller-Segel model in up to three space dimensions with nonlinear cell diffusion and an additional nonlinear cross-diffusion term is analyzed. The main feature of this model is that there exists a new entropy functional, yielding gradient estimates for the cell density and chemical concentration. For arbitrarily small cross-diffusion coefficients and for suitable exponents of the nonlinear diffusion terms, the global-in-time existence of weak solutions is proved, thus preventing finite-time blow up of the cell density. The global existence result also holds for linear and fast diffusion of the cell density in a certain parameter range in three dimensions. Furthermore, we show L∞ bounds for the solutions to the parabolic-elliptic system. Sufficient conditions leading to the asymptotic stability of the constant steady state are given for a particular choice of the nonlinear diffusion exponents. Numerical experiments in two and three space dimensions illustrate the theoretical results. © 2012 World Scientific Publishing Company.
Boson bound states in the -Fermi–Pasta–Ulam model
Xin-Guang Hu; Ju Xiang; Zheng Jiao; Yang Liu; Guo-Qiu Xie; Ke Hu
2013-11-01
The bound states of four bosons in the quantum -Fermi–Pasta–Ulam model are investigated and some interesting results are presented using the number conserving approximation combined with the number state method. We find that the relative magnitude of anharmonic coefficient has a significant effect on forming localized energy in the model, and the wave number plays an important role in forming different bound states. The signature of the quantum breather is also set up by the square of the amplitudes of the corresponding eigenvectors in real space.
Stochastic models of technology diffusion
Horner, S.M.
1978-01-01
Simple stochastic models of epidemics have often been employed by economists and sociologists in the study of the diffusion of information or new technology. In the present theoretical inquiry the properties of a family of models related to these epidemic processes are investigated, and use of the results in the study of technical change phenomena is demonstrated. A moving limit to the level of productivity of capital is hypothesized, the exact increment is determined exogenously by basic or applied research carried on outside the industry. It is this level of latent productivity (LPRO) which fills the role of the ''disease'' which ''spreads'' through the industry. In the single advance models, LPRO is assumed to have moved forward at some point in time, after which an individual firm may advance to the limit by virtue of its own research and development or through imitation of the successful efforts of another firm. In the recurrent advance models, LPRO is assumed to increase at either a constant absolute or relative rate. The firms, in the course of their research and imitation efforts, follow behind LPRO. Using the methods of stochastic processes, it is shown that these models are equivalent to ergodic Markov chains. Based on an assumption of constant intensity of R and D effort, it is shown how the single and recurrent advance models reflect on Joseph Schumpeter's hypothesis that more concentrated industries tend to be more technologically advanced than less concentrated. The results corroborate the weakest version of the hypothesis: monopoly prices need not be higher than competitive prices.
Homogenization of neutronic diffusion models
In order to study and simulate nuclear reactor cores, one needs to access the neutron distribution in the core. In practice, the description of this density of neutrons is given by a system of diffusion equations, coupled by non differential exchange terms. The strong heterogeneity of the medium constitutes a major obstacle to the numerical computation of this models at reasonable cost. Homogenization appears as compulsory. Heuristic methods have been developed since the origin by nuclear physicists, under a periodicity assumption on the coefficients. They consist in doing a fine computation one a single periodicity cell, to solve the system on the whole domain with homogeneous coefficients, and to reconstruct the neutron density by multiplying the solutions of the two computations. The objectives of this work are to provide mathematically rigorous basis to this factorization method, to obtain the exact formulas of the homogenized coefficients, and to start on geometries where two periodical medium are placed side by side. The first result of this thesis concerns eigenvalue problem models which are used to characterize the state of criticality of the reactor, under a symmetry assumption on the coefficients. The convergence of the homogenization process is proved, and formulas of the homogenized coefficients are given. We then show that without symmetry assumptions, a drift phenomenon appears. It is characterized by the mean of a real Bloch wave method, which gives the homogenized limit in the general case. These results for the critical problem are then adapted to the evolution model. Finally, the homogenization of the critical problem in the case of two side by side periodic medium is studied on a one dimensional on equation model. (authors)
An interval-valued reliability model with bounded failure rates
Kozine, Igor; Krymsky, Victor
2012-01-01
The approach to deriving interval-valued reliability measures described in this paper is distinctive from other imprecise reliability models in that it overcomes the issue of having to impose an upper bound on time to failure. It rests on the presupposition that a constant interval-valued failure...
Efficient Proof Engines for Bounded Model Checking of Hybrid Systems
Fränzle, Martin; Herde, Christian
2005-01-01
In this paper we present HySat, a new bounded model checker for linear hybrid systems, incorporating a tight integration of a DPLL-based pseudo-Boolean SAT solver and a linear programming routine as core engine. In contrast to related tools like MathSAT, ICS, or CVC, our tool exploits all of the...
Cryptography in the Bounded Quantum-Storage Model
Damgård, Ivan Bjerre; Serge, Fehr; Schaffner, Christian;
2008-01-01
We initiate the study of two-party cryptographic primitives with unconditional security, assuming that the adversary's quantum memory is of bounded size. We show that oblivious transfer and bit commitment can be implemented in this model using protocols where honest parties need no quantum memory...
Cryptography In The Bounded Quantum-Storage Model
Damgård, Ivan Bjerre; Salvail, Louis; Schaffner, Christian;
2005-01-01
We initiate the study of two-party cryptographic primitives with unconditional security, assuming that the adversary's quantum memory is of bounded size. We show that oblivious transfer and bit commitment can be implemented in this model using protocols where honest parties need no quantum memory...
Trajectory based models. Evaluation of minmax pricing bounds
Degano, Ivan; Ferrando, Sebastian; Gonzalez, Alfredo
2015-01-01
The paper studies market models based on trajectory spaces, properties of such models are obtained without recourse to probabilistic assumptions. For a given European option, an interval of rational prices exists under a more general condition than the usual no-arbitrage requirement. The paper develops computational results in order to evaluate the option bounds; the global minmax optimization, defining the price interval, is reduced to a local minmax optimization via dynamic programming. A g...
General bound of overfitting for MLP regression models
Rynkiewicz, Joseph
2012-01-01
Multilayer perceptrons (MLP) with one hidden layer have been used for a long time to deal with non-linear regression. However, in some task, MLP's are too powerful models and a small mean square error (MSE) may be more due to overfitting than to actual modelling. If the noise of the regression model is Gaussian, the overfitting of the model is totally determined by the behavior of the likelihood ratio test statistic (LRTS), however in numerous cases the assumption of normality of the noise is arbitrary if not false. In this paper, we present an universal bound for the overfitting of such model under weak assumptions, this bound is valid without Gaussian or identifiability assumptions. The main application of this bound is to give a hint about determining the true architecture of the MLP model when the number of data goes to infinite. As an illustration, we use this theoretical result to propose and compare effective criteria to find the true architecture of an MLP.
A Metric Encoding for Bounded Model Checking (extended version)
Pradella, Matteo; Pietro, Pierluigi San
2009-01-01
In Bounded Model Checking both the system model and the checked property are translated into a Boolean formula to be analyzed by a SAT-solver. We introduce a new encoding technique which is particularly optimized for managing quantitative future and past metric temporal operators, typically found in properties of hard real time systems. The encoding is simple and intuitive in principle, but it is made more complex by the presence, typical of the Bounded Model Checking technique, of backward and forward loops used to represent an ultimately periodic infinite domain by a finite structure. We report and comment on the new encoding technique and on an extensive set of experiments carried out to assess its feasibility and effectiveness.
Applied Bounded Model Checking for Interlocking System Designs
Haxthausen, Anne Elisabeth; Peleska, Jan; Pinger, Ralf
2013-01-01
In this article the verification and validation of interlocking systems is investigated. Reviewing both geographical and route-related interlocking, the verification objectives can be structured from a perspective of computer science into (1) verification of static semantics, and (2) verification...... of behavioural (operational) semantics. The former checks that the plant model – that is, the software components reflecting the physical components of the interlocking system – has been set up in an adequate way. The latter investigates trains moving through the network, with the objective to uncover potential...... safety violations. From a formal methods perspective, these verification objectives can be approached by theorem proving, global, or bounded model checking. This article explains the techniques for application of bounded model checking techniques, and discusses their advantages in comparison...
Applied Bounded Model Checking for Interlocking System Designs
Haxthausen, Anne Elisabeth; Peleska, Jan; Pinger, Ralf
2014-01-01
In this paper the verification and validation of interlocking systems is investigated. Reviewing both geographical and route-related interlocking, the verification objectives can be structured from a perspective of computer science into (1) verification of static semantics, and (2) verification of...... behavioural (operational) semantics. The former checks that the plant model – that is, the software components reflecting the physical components of the interlocking system – has been set up in an adequate way. The latter investigates trains moving through the network, with the objective to uncover potential...... safety violations. From a formal methods perspective, these verification objectives can be approached by theorem proving, global, or bounded model checking. This paper explains the techniques for application of bounded model checking techniques, and discusses their advantages in comparison to the...
A Skyrme-like model with an exact BPS bound
Ferreira, L.A.; Zakrzewski, Wojtek J.
2013-01-01
We propose a new Skyrme-like model with fields taking values on the sphere S^3 or, equivalently, on the group SU(2). The action of the model contains a quadratic kinetic term plus a quartic term which is the same as that of the Skyrme-Faddeev model. The novelty of the model is that it possess a first order Bogomolny type equation whose solutions automatically satisfy the second order Euler-Lagrange equations. It also possesses a lower bound on the static energy which is saturated by the Bogom...
Yang, Yantao; Lohse, Detlef
2016-01-01
Vertically bounded fingering double diffusive convection (DDC) is numerically investigated, focusing on the influences of different velocity boundary conditions, i.e. the no-slip condition which is inevitable in the lab-scale experimental research, and the free-slip condition which is an approximation for the interfaces in many natural environments, such as the oceans. For both boundary conditions the flow is dominated by fingers and the global responses follow the same scaling laws, with enhanced prefactors for the free-slip cases. Therefore, the laboratory experiments with the no-slip boundaries serve as a good model for the finger layers in the ocean. Moreover, in the free-slip case although the tangential shear stress is eliminated at the boundaries, the local dissipation rate in the near-wall region may exceed the value found in the no-slip cases, which is caused by the stronger vertical motions of fingers and sheet structures near the free-slip boundaries. This counter intuitive result might be relevant...
Multinational Diffusion Models: An Alternative Framework
V. Kumar; Trichy V. Krishnan
2002-01-01
The literature on cross-national diffusion models is gaining increased importance today due to the needs of present day managers. New product sales growth in a given nation or society is affected by many factors (Rogers 1995), and of these, sociocontagion (or word of mouth) has been found to be the most important factor that characterizes the diffusion process (Bass 1969, Moore 1995). Hence, it is interesting and perhaps challenging to analyze what would happen if a new product diffuses in pa...
Generalized Skyrme model with the loosely bound potential
Gudnason, Sven Bjarke; Ma, Nana
2016-01-01
We study a generalization of the loosely bound Skyrme model which consists of the Skyrme model with a sixth-order derivative term and the second-order loosely bound potential. We use the rational map approximation for the 4-Skyrmion and calculate the binding energy and estimate the systematic error in using the latter approximation. In the parameter space that we can explore within the rational map approximation, we find classical binding energies as low as 1.8% and once taking into account the contribution from spin-isospin quantization we obtain binding energies as low as 5.3%. We also calculate the contribution from the sixth-order derivative term to the electric charge density and axial coupling.
Holography and entropy bounds in the plane wave matrix model
Bousso, R; Bousso, Raphael; Mints, Aleksey L.
2006-01-01
As a quantum theory of gravity, Matrix theory should provide a realization of the holographic principle, in the sense that a holographic theory should contain one binary degree of freedom per Planck area. We present evidence that Bekenstein's entropy bound, which is related to area differences, is manifest in the plane wave matrix model. If holography is implemented in this way, we predict crossover behavior at strong coupling when the energy exceeds N^2 in units of the mass scale.
Higgs mass bound in the minimal standard model
Heller, U M
1993-01-01
A brief review of the role of the Higgs mechanism and the ensuing Higgs particle in the Minimal Standard Model is given. Then the property of triviality of the scalar sector in the Minimal Standard Model and the upper bound on the Higgs mass that follows is discussed. It is emphasized that the bound is obtained by limiting cutoff effects on physical processes. Actions that allow a parameterization and tuning of the leading cutoff effects are studied both analytically, in the large $N$ limit of the generalization of the $O(4)$ symmetry of the scalar sector to $O(N)$, and numerically for the physical case $N = 4$. Combining those results we show that the Minimal Standard Model will describe physics to an accuracy of a few percent up to energies of the order 2 to 4 times the Higgs mass, $M_H$, only if $M_H \\le 710 \\pm 60 ~ GeV$. This bound is the result of a systematic search in the space of dimension six operators and is expected to hold in the {\\it continuum}. (Complete postscript file can be obtained by anony...
A diffusion model for service products
Shi, Xiaohui; Chumnumpan, Pattarin; Fernandes, Kiran
2014-01-01
Purpose – This paper aims to develop a diffusion model that can be used to understand and forecast the market growth of service products in a competitive environment. Despite the fast growth of the service sector, the existing literature has dedicated little effort to modeling the market growth of service products. Design/methodology/approach – The authors propose a choice-type diffusion model that links the issues of service product utility, customers’ choice preference, customer switching b...
Bounding the Practical Error of Path Loss Models
Caleb Phillips
2012-01-01
Full Text Available We seek to provide practical lower bounds on the prediction accuracy of path loss models. We describe and implement 30 propagation models of varying popularity that have been proposed over the last 70 years. Our analysis is performed using a large corpus of measurements collected on production networks operating in the 2.4 GHz ISM, 5.8 GHz UNII, and 900 MHz ISM bands in a diverse set of rural and urban environments. We find that the landscape of path loss models is precarious: typical best-case performance accuracy of these models is on the order of 12–15 dB root mean square error (RMSE and in practice it can be much worse. Models that can be tuned with measurements and explicit data fitting approaches enable a reduction in RMSE to 8-9 dB. These bounds on modeling error appear to be relatively constant, even in differing environments and at differing frequencies. Based on our findings, we recommend the use of a few well-accepted and well-performing standard models in scenarios where a priori predictions are needed and argue for the use of well-validated, measurement-driven methods whenever possible.
An entropic Quantum Drift-Diffusion model for electron transport in resonant tunneling diodes
Degond, Pierre; Gallego, Samy; Méhats, Florian
2007-01-01
International audience We present an entropic Quantum Drift Diffusion model (eQDD) and show how it can be derived on a bounded domain as the diffusive approximation of the Quantum Liouville equation with a quantum BGK operator. Some links between this model and other existing models are exhibited, especially with the Density Gradient (DG) model and the Schrödinger-Poisson Drift Diffusion model (SPDD). Then a finite difference scheme is proposed to discretize the eQDD model coupled to the P...
Characteristics of successful opinion leaders in a bounded confidence model
Chen, Shuwei; Glass, David H.; McCartney, Mark
2016-05-01
This paper analyses the impact of competing opinion leaders on attracting followers in a social group based on a bounded confidence model in terms of four characteristics: reputation, stubbornness, appeal and extremeness. In the model, reputation differs among leaders and normal agents based on the weights assigned to them, stubbornness of leaders is reflected by their confidence towards normal agents, appeal of the leaders is represented by the confidence of followers towards them, and extremeness is captured by the opinion values of leaders. Simulations show that increasing reputation, stubbornness or extremeness makes it more difficult for the group to achieve consensus, but increasing the appeal will make it easier. The results demonstrate that successful opinion leaders should generally be less stubborn, have greater appeal and be less extreme in order to attract more followers in a competing environment. Furthermore, the number of followers can be very sensitive to small changes in these characteristics. On the other hand, reputation has a more complicated impact: higher reputation helps the leader to attract more followers when the group bound of confidence is high, but can hinder the leader from attracting followers when the group bound of confidence is low.
A variational study of bound states in the Higgs model
Siringo, F
2000-01-01
The possible existence of Higgs-Higgs bound states in the Higgs sector of the Standard Model is explored using the |hh>+|hhh> variational ansatz of Di Leo and Darewych. The resulting integral equations can be decoupled exactly, yielding a one-dimensional integral equation, solved numerically. We thereby avoid the extra approximations employed by Di Leo and Darewych, and we find a qualitatively different mass renormalization. Within the conventional scenario, where a not-too-large cutoff is invoked to avoid "triviality", we find, as usual, an upperbound on the Higgs mass. Bound-state solutions are only found in the very strong coupling regime, but at the same time a relatively small physical mass is required as a consequence of renormalization.
Modifying the pion mass in the loosely bound Skyrme model
Gudnason, Sven Bjarke
2016-01-01
We study the loosely bound Skyrme model with the addition of two different pion mass terms; this is the most general potential of polynomial form up to second order in the trace of the Skyrme field. The two pion mass terms are called the standard pion mass term and the modified pion mass term. We find that the binding energies are not reduced by the introduction of the modified pion mass, but slightly larger values of the coefficient of the loosely bound potential are allowed when the modified pion mass term is used compared to the standard pion mass term. We find by increasing the overall pion mass that we can reduce the classical binding energy of the 4-Skyrmion to the 2.7% level and the total binding energy including the contribution from spin/isospin quantization is reduced to the 5.8% level.
The Bipolar Quantum Drift-diffusion Model
Xiu Qing CHEN; Li CHEN
2009-01-01
A fourth order parabolic system, the bipolar quantum drift-diffusion model in semiconductor simulation, with physically motivated Dirichlet-Neumann boundary condition is studied in this paper. By semidiscretization in time and compactness argument, the global existence and semiclassical limit are obtained, in which semiclassical limit describes the relation between quantum and classical drift-diffusion models. Furthermore, in the case of constant doping, we prove the weak solution exponentially approaches its constant steady state as time increases to infinity.
Stieltjes electrostatic model interpretation for bound state problems
K V S Shiv Chaitanya
2014-07-01
In this paper, it is shown that Stieltjes electrostatic model and quantum Hamilton Jacobi formalism are analogous to each other. This analogy allows the bound state problem to mimic as unit moving imaginary charges $i\\hbar$, which are placed in between the two fixed imaginary charges arising due to the classical turning points of the potential. The interaction potential between unit moving imaginary charges $i\\hbar$ is given by the logarithm of the wave function. For an exactly solvable potential, this system attains stable equilibrium position at the zeros of the orthogonal polynomials depending upon the interval of the classical turning points.
Unitarity bound in the most general two Higgs doublet model
Shinya Kanemura
2015-12-01
Full Text Available We investigate unitarity bounds in the most general two Higgs doublet model without a discrete Z2 symmetry nor CP conservation. S-wave amplitudes for two-body elastic scatterings of Nambu–Goldstone bosons and physical Higgs bosons are calculated at high energies for all possible initial and final states (14 neutral, 8 singly-charged and 3 doubly-charged states. We obtain analytic formulae for the block-diagonalized scattering matrix by the classification of the two body scattering states using the conserved quantum numbers at high energies. Imposing the condition of perturbative unitarity to the eigenvalues of the scattering matrix, constraints on the model parameters can be obtained. We apply our results to constrain the mass range of the next-to-lightest Higgs state in the model.
Correctness of Sensor Network Applications by Software Bounded Model Checking
Werner, Frank; Faragó, David
We investigate the application of the software bounded model checking tool CBMC to the domain of wireless sensor networks (WSNs). We automatically generate a software behavior model from a network protocol (ESAWN) implementation in a WSN development and deployment platform (TinyOS), which is used to rigorously verify the protocol. Our work is a proof of concept that automatic verification of programs of practical size (≈ 21 000 LoC) and complexity is possible with CBMC and can be integrated into TinyOS. The developer can automatically check for pointer dereference and array index out of bound errors. She can also check additional, e.g., functional, properties that she provides by assume- and assert-statements. This experience paper shows that our approach is in general feasible since we managed to verify about half of the properties. We made the verification process scalable in the size of the code by abstraction (eg, from hardware) and by simplification heuristics. The latter also achieved scalability in data type complexity for the properties that were verifiable. The others require technical advancements for complex data types within CBMC's core.
SMT-based Bounded Model Checking with Difference Logic Constraints
Bersani, Marcello M; Morzenti, Angelo; Pradella, Matteo; Rossi, Matteo; Pietro, Pierluigi San
2010-01-01
Traditional Bounded Model Checking (BMC) is based on translating the model checking problem into SAT, the Boolean satisfiability problem. This paper introduces an encoding of Linear Temporal Logic with Past operators (PLTL) into the Quantifier-Free Difference Logic with Uninterpreted Functions (QF-UFIDL). The resulting encoding is a simpler and more concise version of existing SATbased encodings, currently used in BMC. In addition, we present an extension of PLTL augmented with arithmetic relations over integers, which can express unbounded counters; as such, the extended logic is more expressive than PLTL. We introduce suitable restrictions and assumptions that are shown to make the verification problem for the extended logic decidable, and we define an encoding of the new logic into QF-UFIDL. Finally, a performance comparison with the SAT-based approach on purely PLTL examples shows significant improvements in terms of both execution time and memory occupation.
Description of the Risoe puff diffusion model
The Risoe National Laboratory, Roskilde, Denmark, atmospheric puff dispersion model is described. This three-dimensional model simulates the release of Gaussian pullutant puffs and predicts their concentration as they are diffused and advected downwind by a horizontally homogeneous, time-dependent wind. Atmospheric characteristics such as turbulence intensity, potential temperature gradient, buoyant heat flux and maximum mixing depth have been considered. (author)
Multiphase Microfluidics The Diffuse Interface Model
2012-01-01
Multiphase flows are typically described assuming that the different phases are separated by a sharp interface, with appropriate boundary conditions. This approach breaks down whenever the lengthscale of the phenomenon that is being studied is comparable with the real interface thickness, as it happens, for example, in the coalescence and breakup of bubbles and drops, the wetting and dewetting of solid surfaces and, in general, im micro-devices. The diffuse interface model resolves these probems by assuming that all quantities can vary continuously, so that interfaces have a non-zero thickness, i.e. they are "diffuse". The contributions in this book review the theory and describe some relevant applications of the diffuse interface model for one-component, two-phase fluids and for liquid binary mixtures, to model multiphase flows in confined geometries.
Improved Bounded Model Checking for the Universal Fragment of CTL
Liang Xu; Wei Chen; Yan-Yan Xu; Wen-Hui Zhang
2009-01-01
SAT-based bounded model checking (BMC) has been introduced as a complementary technique to BDD-based symbolic model checking in recent years, and a lot of successful work has been done in this direction. The approach was first introduced by A. Biere et al. in checking linear temporal logic (LTL) formulae and then also adapted to check formulae of the universal fragment of computation tree logic (ACTL) by W. Penczek et al. As the efficiency of model checking is still an important issue, we present an improved BMC approach for ACTL based on Penczek's method. We consider two aspects of the approach. One is reduction of the number of variables and transitions in the k-model by distinguishing the temporal operator EX from the others. The other is simplification of the transformation of formulae by using uniform path encoding instead of a disjunction of all paths needed in the k-model. With these improvements, for an ACTI, formula, the length of the final encoding of the formula in the worst case is reduced. The improved approach is implemented in the tool BMV and is compared with the original one by applying both to two well known examples, mutual exclusion and dining philosophers. The comparison shows the advantages of the improved approach with respect to the efficiency of model checking.
Analytical boron diffusivity model in silicon for thermal diffusion from boron silicate glass film
Kurachi, Ikuo; Yoshioka, Kentaro
2015-09-01
An analytical boron diffusivity model in silicon for thermal diffusion from a boron silicate glass (BSG) film has been proposed in terms of enhanced diffusion due to boron-silicon interstitial pair formation. The silicon interstitial generation is considered to be a result of the silicon kick-out mechanism by the diffused boron at the surface. The additional silicon interstitial generation in the bulk silicon is considered to be the dissociation of the diffused pairs. The former one causes the surface boron concentration dependent diffusion. The latter one causes the local boron concentration dependent diffusion. The calculated boron profiles based on the diffusivity model are confirmed to agree with the actual diffusion profiles measured by secondary ion mass spectroscopy (SIMS) for a wide range of the BSG boron concentration. This analytical diffusivity model is a helpful tool for p+ boron diffusion process optimization of n-type solar cell manufacturing.
Entropy Bound for the Crystalline Vacuum Cosmic Space Model
Montemayor-Aldrete, J A; Morales-Mori, A; Mendoza-Allende, A; Cabrera-Bravo, E; Montemayor-Varela, A
2005-01-01
By applying the Heisenberg's uncertainty principle for a macroscopic quantum gas formed by gravitational waves an expression for the universal bound on the entropy proposed by Bekenstein for any system of maximum radius R and total energy E has been obtained. By using such expression, in the theoretical scheme of the crystalline vacuum cosmic model, the low entropy value at the Big Bang beginning, 1088k, is explained. According to our analysis the time arrow is well defined and the theoretical time flow occurs only in one direction as requested by the physical processes of gravitational stabilization of the vacuum space crystalline structure around equilibrium conditions. PACS numbers: 65.50.+m, 97.60.Lf, 03.65.-w, 61.50.-f, 98.80.Ft, 04.20.-q
A Skyrme-like model with an exact BPS bound
Ferreira, L. A.; Zakrzewski, Wojtek J.
2013-09-01
We propose a new Skyrme-like model with fields taking values on the sphere S 3 or, equivalently, on the group SU(2). The action of the model contains a quadratic kinetic term plus a quartic term which is the same as that of the Skyrme-Faddeev model. The novelty of the model is that it possess a first order Bogomolny type equation whose solutions automatically satisfy the second order Euler-Lagrange equations. It also possesses a lower bound on the static energy which is saturated by the Bogomolny solutions. Such Bogomolny equation is equivalent to the so-called force free equation used in plasma and solar Physics, and which possesses large classes of solutions. An old result due to Chandrasekhar prevents the existence of finite energy solutions for the force free equation on the entire three-dimensional space . We construct new exact finite energy solutions to the Bogomolny equations for the case where the space is the three-sphere S 3, using toroidal like coordinates.
A Skyrme-like model with an exact BPS bound
Ferreira, L A
2013-01-01
We propose a new Skyrme-like model with fields taking values on the sphere S^3 or, equivalently, on the group SU(2). The action of the model contains a quadratic kinetic term plus a quartic term which is the same as that of the Skyrme-Faddeev model. The novelty of the model is that it possess a first order Bogomolny type equation whose solutions automatically satisfy the second order Euler-Lagrange equations. It also possesses a lower bound on the static energy which is saturated by the Bogomolny solutions. Such Bogomolny equation is equivalent to the so-called force free equation used in plasma and solar Physics, and which possesses large classes of solutions. An old result due to Chandrasekhar prevents the existence of finite energy solutions for the force free equation on the entire tridimensional space R^3. We construct new exact finite energy solutions to the Bogomolny equations for the case where the space is the three-sphere S^3, using toroidal like coordinates.
Distance bound for nonconvex polyhedral models in close proximity
Jiménez Schlegl, Pablo; Torras, Carme
2006-01-01
In many applications, it suffices to know a lower bound on the distance between objects, instead of the exact distance itself, which may be more difficult to compute. Such an easy-to-compute lower bound on the distance between two nonconvex polyhedra is presented here, which does not require a decomposition of the original polyhedra into convex entities. Furthermore, a suitable preprocessing of the polyhedra permits lowering the effort needed to compute this lower bound, and improves its qual...
Modelling Diffusion of a Personalized Learning Framework
Karmeshu; Raman, Raghu; Nedungadi, Prema
2012-01-01
A new modelling approach for diffusion of personalized learning as an educational process innovation in social group comprising adopter-teachers is proposed. An empirical analysis regarding the perception of 261 adopter-teachers from 18 schools in India about a particular personalized learning framework has been made. Based on this analysis,…
A transformation approach to modelling multi-modal diffusions
Forman, Julie Lyng; Sørensen, Michael
2014-01-01
This paper demonstrates that flexible and statistically tractable multi-modal diffusion models can be attained by transformation of simple well-known diffusion models such as the Ornstein–Uhlenbeck model, or more generally a Pearson diffusion. The transformed diffusion inherits many properties of...
Boundedness in a chemotaxis-haptotaxis model with nonlinear diffusion
Li, Yan; Lankeit, Johannes
2016-05-01
This article deals with an initial-boundary value problem for the coupled chemotaxis-haptotaxis system with nonlinear diffusion under homogeneous Neumann boundary conditions in a bounded smooth domain Ω \\subset {{{R}}n} , n = 2, 3, 4, where χ,ξ and μ are given nonnegative parameters. The diffusivity D(u) is assumed to satisfy D(u)≥slant δ {{u}m-1} for all u > 0 with some δ >0 . It is proved that for sufficiently regular initial data global bounded solutions exist whenever m>2-\\frac{2}{n} . For the case of non-degenerate diffusion (i.e. D(0) > 0) the solutions are classical; for the case of possibly degenerate diffusion (D(0)≥slant 0 ), the existence of bounded weak solutions is shown.
NEW CAR DEMAND MODELING AND FORECASTING USING BASS DIFFUSION MODEL
Zuhaimy Ismail; Noratikah Abu
2013-01-01
Forecasting model of new product demand has been developed and applied to forecast new vehicle demand in Malaysia. Since the publication of the Bass model in 1969, innovation of new diffusion theory has sparked considerable research among marketing science scholars, operational researchers and mathematicians. The building of Bass diffusion model for forecasting new product within the Malaysian society is presented in this study. The proposed model represents the spread level of new Proton car...
Desvillettes, Laurent
2010-01-01
We study a continuous coagulation-fragmentation model with constant kernels for reacting polymers (see [M. Aizenman and T. Bak, Comm. Math. Phys., 65 (1979), pp. 203-230]). The polymers are set to diffuse within a smooth bounded one-dimensional domain with no-flux boundary conditions. In particular, we consider size-dependent diffusion coefficients, which may degenerate for small and large cluster-sizes. We prove that the entropy-entropy dissipation method applies directly in this inhomogeneous setting. We first show the necessary basic a priori estimates in dimension one, and second we show faster-than-polynomial convergence toward global equilibria for diffusion coefficients which vanish not faster than linearly for large sizes. This extends the previous results of [J.A. Carrillo, L. Desvillettes, and K. Fellner, Comm. Math. Phys., 278 (2008), pp. 433-451], which assumes that the diffusion coefficients are bounded below. © 2009 Society for Industrial and Applied Mathematics.
An entropic quantum drift-diffusion model for electron transport in resonant tunneling diodes
We present an entropic quantum drift-diffusion model (eQDD) and show how it can be derived on a bounded domain as the diffusive approximation of the Quantum Liouville equation with a quantum BGK operator. Some links between this model and other existing models are exhibited, especially with the density gradient (DG) model and the Schroedinger-Poisson drift-diffusion model (SPDD). Then a finite difference scheme is proposed to discretize the eQDD model coupled to the Poisson equation and we show how this scheme can be slightly modified to discretize the other models. Numerical results show that the properties listed for the eQDD model are checked, as well as the model captures important features concerning the modeling of a resonant tunneling diode. To finish, some comparisons between the models stated above are realized
The work of Krommes and Smith on rigorous upper bounds for the turbulent transport of a passively advected scalar [/ital Ann. Phys./ 177:246 (1987)] is extended in two directions: (1) For their ''reference model,'' improved upper bounds are obtained by utilizing more sophisticated two-time constraints which include the effects of cross-correlations up to fourth order. Numerical solutions of the model stochastic differential equation are also obtained; they show that the new bounds compare quite favorably with the exact results, even at large Reynolds and Kubo numbers. (2) The theory is extended to take account of a finite spatial autocorrelation length L/sub c/. As a reasonably generic example, the problem of particle transport due to statistically specified stochastic magnetic fields in a collisionless turbulent plasma is revisited. A bound is obtained which reduces for small L/sub c/ to the quasilinear limit and for large L/sub c/ to the strong turbulence limit, and which provides a reasonable and rigorous interpolation for intermediate values of L/sub c/. 18 refs., 6 figs
WAVE EQUATION MODEL FOR SHIP WAVES IN BOUNDED SHALLOW WATER
无
2000-01-01
Ships were modelled as moving pressure disturbances on the free surface of a shallow water basin in the present paper.The moving-pressure generating waves were subjected to the reflection of land boundaries and the radiation of open boundaries.This paper proposed and examined a wave equation model (WEM) to solve the shallow water equations with moving surface pressures simulating ship waves in a bounded shallow water region.The Galerkin finite element method was used to solve a second order wave equation for the free surface elevations and the hydrodynamic pressure of the ship bottom simultaneously.Horizontal velocities were obtained from the momentum equations.Numerical solutions of Series 60 CB=0.6 ships moving with the depth Froude number of Fh=0.6, 1.0, 1.3 in a rectangular shallow water harbor were investigated.Three dimensional surface elevation profiles and the depth-averaged horizontal velocities were analysed.The numerical results characterised very well the ship waves in shallow water.Strong boundary reflection waves were found in the case of high depth Froude number (Fh=1.3).Waves generated by the interactions of two ships moving in the same directions and in the opposite directions were also numerically investigated in the present study.
Perturbative Unitarity Bounds in Composite 2-Higgs Doublet Models
De Curtis, Stefania; Yagyu, Kei; Yildirim, Emine
2016-01-01
We study bounds from perturbative unitarity in a Composite 2-Higgs Doublet Model (C2HDM) based on the spontaneous breakdown of a global symmetry $SO(6)\\to SO(4)\\times SO(2)$ at the compositeness scale $f$. The eight pseudo Nambu-Goldstone Bosons (pNGBs) emerging from such a dynamics are identified as two isospin doublet Higgs fields. We calculate the $S$-wave amplitude for all possible 2-to-2-body elastic (pseudo)scalar boson scatterings at energy scales $\\sqrt{s}$ reachable at the Large Hadron Collider (LHC) and beyond it, including the longitudinal components of weak gauge boson states as the corresponding pNGB states. In our calculation, the Higgs potential is assumed to have the same form as that in the Elementary 2-Higgs Doublet Model (E2HDM) with a discrete $Z_2$ symmetry, which is expected to be generated at the one-loop level via the Coleman-Weinberg (CW) mechanism. We find that the $S$-wave amplitude matrix can be block-diagonalized with maximally $2\\times 2$ submatrices in a way similar to the E2HDM...
Modeling Demic and Cultural Diffusion: An Introduction.
Fort, Joaquim; Crema, Enrico R; Madella, Marco
2015-07-01
Identifying the processes by which human cultures spread across different populations is one of the most topical objectives shared among different fields of study. Seminal works have analyzed a variety of data and attempted to determine whether empirically observed patterns are the result of demic and/or cultural diffusion. This special issue collects articles exploring several themes (from modes of cultural transmission to drivers of dispersal mechanisms) and contexts (from the Neolithic in Europe to the spread of computer programming languages), which offer new insights that will augment the theoretical and empirical basis for the study of demic and cultural diffusion. In this introduction we outline the state of art in the modeling of these processes, briefly discuss the pros and cons of two of the most commonly used frameworks (equation-based models and agent-based models), and summarize the significance of each article in this special issue. PMID:26932566
Pricing bounds for discrete arithmetic Asian options under Lévy models
Lemmens, D.; Liang, L. Z. J.; Tempere, J.; De Schepper, A.
2010-11-01
Analytical bounds for Asian options are almost exclusively available in the Black-Scholes framework. In this paper we derive bounds for the price of a discretely monitored arithmetic Asian option when the underlying asset follows an arbitrary Lévy process. Explicit formulas are given for Kou’s model, Merton’s model, the normal inverse Gaussian model, the CGMY model and the variance gamma model. The results are compared with the comonotonic upper bound, existing numerical results, Monte carlo simulations and in the case of the variance gamma model with an existing lower bound. The method outlined here provides lower and upper bounds that are quick to evaluate, and more accurate than existing bounds.
Optimal information diffusion in stochastic block models
Curato, Gianbiagio
2016-01-01
We use the linear threshold model to study the diffusion of information on a network generated by the stochastic block model. We focus our analysis on a two community structure where the initial set of informed nodes lies only in one of the two communities and we look for optimal network structures, i.e. those maximizing the asymptotic extent of the diffusion. We find that, constraining the mean degree and the fraction of initially informed nodes, the optimal structure can be assortative (modular), core-periphery, or even disassortative. We then look for minimal cost structures, i.e. those such that a minimal fraction of initially informed nodes is needed to trigger a global cascade. We find that the optimal networks are assortative but with a structure very close to a core-periphery graph, i.e. a very dense community linked to a much more sparsely connected periphery.
Diffusion of innovations in Axelrod's model
Tilles, Paulo F C
2015-01-01
Axelrod's model for the dissemination of culture contains two key factors required to model the process of diffusion of innovations, namely, social influence (i.e., individuals become more similar when they interact) and homophily (i.e., individuals interact preferentially with similar others). The strength of these social influences are controlled by two parameters: $F$, the number of features that characterizes the cultures and $q$, the common number of states each feature can assume. Here we assume that the innovation is a new state of a cultural feature of a single individual -- the innovator -- and study how the innovation spreads through the networks among the individuals. For infinite regular lattices in one and two dimensions, we find that initially the innovation spreads linearly with the time $t$ and diffusively in the long time limit, provided its introduction in the community is successful. For finite lattices, the growth curves for the number of adopters are typically concave functions of $t$. Fo...
A gravitational diffusion model without dark matter
Britten, Roy J.
1998-01-01
In this model, without dark matter, the flat rotation curves of galaxies and the mass-to-light ratios of clusters of galaxies are described quantitatively. The hypothesis is that the agent of gravitational force is propagated as if it were scattered with a mean free path of approx 5 kiloparsecs. As a result, the force between moderately distant masses, separated by more than the mean free path, diminishes as the inverse first power of the distance, following diffusion equations, and describes...
Relativistic diffusion processes and random walk models
Dunkel, Jörn; Talkner, Peter; Hänggi, Peter
2006-01-01
The nonrelativistic standard model for a continuous, one-parameter diffusion process in position space is the Wiener process. As well-known, the Gaussian transition probability density function (PDF) of this process is in conflict with special relativity, as it permits particles to propagate faster than the speed of light. A frequently considered alternative is provided by the telegraph equation, whose solutions avoid superluminal propagation speeds but suffer from singular (non-continuous) d...
A Stochastic Cellular Automaton Model of Non-linear Diffusion and Diffusion with Reaction
Brieger, Leesa M.; Bonomi, Ernesto
1991-06-01
This article presents a stochastic cellular automaton model of diffusion and diffusion with reaction. The master equations for the model are examined, and we assess the difference between the implementation in which a single particle at a time moves (asynchronous dynamics) and one implementation in which all particles move simultaneously (synchronous dynamics). Biasing locally each particle's random walk, we alter the diffusion coefficients of the system. By appropriately choosing the biasing function, we can impose a desired non-linear diffusive behaviour in the model. We present an application of this model, adapted to include two diffusing species, two static species, and a chemical reaction in a prototypical simulation of carbonation in concrete.
A radiative diffusion model for laser-compression simulations
A radiation diffusion package is described which can handle the transport of continuum radiation arising from free-free and free-bound transitions in a laser-compressed plasma. This model has been incorporated into MEDUSA, a two temperature, 1-D Lagrangian computer code, and numerous computer runs have been carried out to study the effect of radiative preheat on target compression. The calculations show that in compression of a 10-μg solid carbon microsphere the radiation effects reduce the final target density by up to a factor of 6. In the case of a neon filled thin glass microballoon, the radiative preheat reduces maximum neon density by a factor of 3 while the maximum shell density drops from 105 Kg/m3 to 1.8 x 104 Kg/m3. (author)
NEW CAR DEMAND MODELING AND FORECASTING USING BASS DIFFUSION MODEL
Zuhaimy Ismail
2013-01-01
Full Text Available Forecasting model of new product demand has been developed and applied to forecast new vehicle demand in Malaysia. Since the publication of the Bass model in 1969, innovation of new diffusion theory has sparked considerable research among marketing science scholars, operational researchers and mathematicians. The building of Bass diffusion model for forecasting new product within the Malaysian society is presented in this study. The proposed model represents the spread level of new Proton car among a given set of the society in terms of a simple mathematical function that elapsed since the introduction of the new car. With the limited amount of data available for the new car, a robust Bass model was developed to forecast the sales volume. A procedure of the proposed diffusion model was designed and the parameters were estimated. Results obtained by applying the proposed model and numerical calculation shows that the proposed diffusion model is robust and effective for forecasting demand of new Proton car. The proposed diffusion model is shown to forecast more effectively and accurately even with insufficient previous data on the new product.
Diffusive description of lattice gas models
The authors have investigated a lattice gas model consisting of repulsive particles following deterministic dynamics. Two versions of the model are studied. In one case a finite open system is considered in which particles can leave and enter the lattice over the edge. In the other case periodic boundary conditions are used. In both cases the density fluctuations exhibit a 1/f power spectrum. The individual particles behave asymptotically like ordinary random walkers. The collective behavior of these particles shows that due to the deterministic dynamics the particles behave as if they are correlated in time. The authors have numerically investigated the power spectrum of the density fluctuations, the lifetime distribution, and the spatial correlation function. The appropriate Langevin-like diffusion equation are discussed which can reproduce the numerical findings. The conclusion is that the deterministic lattice gases are described by a diffusion equation without any bulk noise. The open lattice gas exhibits a crossover behavior as the probability for introducing particles at the edge of the system becomes small. The power spectrum changes from a 1/f to a 1/f2 spectrum. The diffusive description, proven to be valid for a moderate boundary drive, fails altogether when the drive goes to zero. 25 refs., 13 figs
New perspective in statistical modeling of wall-bounded turbulence
She, Zhen-Su; Chen, Xi; Wu, You; Hussain, Fazle
2010-12-01
Despite dedicated effort for many decades, statistical description of highly technologically important wall turbulence remains a great challenge. Current models are unfortunately incomplete, or empirical, or qualitative. After a review of the existing theories of wall turbulence, we present a new framework, called the structure ensemble dynamics (SED), which aims at integrating the turbulence dynamics into a quantitative description of the mean flow. The SED theory naturally evolves from a statistical physics understanding of non-equilibrium open systems, such as fluid turbulence, for which mean quantities are intimately coupled with the fluctuation dynamics. Starting from the ensemble-averaged Navier-Stokes (EANS) equations, the theory postulates the existence of a finite number of statistical states yielding a multi-layer picture for wall turbulence. Then, it uses order functions (ratios of terms in the mean momentum as well as energy equations) to characterize the states and transitions between states. Application of the SED analysis to an incompressible channel flow and a compressible turbulent boundary layer shows that the order functions successfully reveal the multi-layer structure for wall-bounded turbulence, which arises as a quantitative extension of the traditional view in terms of sub-layer, buffer layer, log layer and wake. Furthermore, an idea of using a set of hyperbolic functions for modeling transitions between layers is proposed for a quantitative model of order functions across the entire flow domain. We conclude that the SED provides a theoretical framework for expressing the yet-unknown effects of fluctuation structures on the mean quantities, and offers new methods to analyze experimental and simulation data. Combined with asymptotic analysis, it also offers a way to evaluate convergence of simulations. The SED approach successfully describes the dynamics at both momentum and energy levels, in contrast with all prevalent approaches describing
Two-vibron bound states in the β-Fermi-Pasta-Ulam model
Hu Xin-Guang; Tang Yi
2008-01-01
This paper studies the two-vibron bound states in the β-Fermi-Pasta-Ulam model by means of the number conserving approximation combined with the number state method.The results indicate that on-site,adjacent-site and mixed two-vibron bound states may exist in the model.Specially,wave number has a significant effect on such bound states,which may be considered as the quantum effects of the localized states in quantum systems.
Perceptual decision making: Drift-diffusion model is equivalent to a Bayesian model
Sebastian Bitzer
2014-02-01
Full Text Available Behavioural data obtained with perceptual decision making experiments are typically analysed with the drift-diffusion model. This parsimonious model accumulates noisy pieces of evidence towards a decision bound to explain the accuracy and reaction times of subjects. Recently, Bayesian models have been proposed to explain how the brain extracts information from noisy input as typically presented in perceptual decision making tasks. It has long been known that the drift-diffusion model is tightly linked with such functional Bayesian models but the precise relationship of the two mechanisms was never made explicit. Using a Bayesian model, we derived the equations which relate parameter values between these models. In practice we show that this equivalence is useful when fitting multi-subject data. We further show that the Bayesian model suggests different decision variables which all predict equal responses and discuss how these may be discriminated based on neural correlates of accumulated evidence. In addition, we discuss extensions to the Bayesian model which would be difficult to derive for the drift-diffusion model. We suggest that these and other extensions may be highly useful for deriving new experiments which test novel hypotheses.
Diffusion through thin membranes: Modeling across scales
Aho, Vesa; Mattila, Keijo; Kühn, Thomas; Kekäläinen, Pekka; Pulkkinen, Otto; Minussi, Roberta Brondani; Vihinen-Ranta, Maija; Timonen, Jussi
2016-04-01
From macroscopic to microscopic scales it is demonstrated that diffusion through membranes can be modeled using specific boundary conditions across them. The membranes are here considered thin in comparison to the overall size of the system. In a macroscopic scale the membrane is introduced as a transmission boundary condition, which enables an effective modeling of systems that involve multiple scales. In a mesoscopic scale, a numerical lattice-Boltzmann scheme with a partial-bounceback condition at the membrane is proposed and analyzed. It is shown that this mesoscopic approach provides a consistent approximation of the transmission boundary condition. Furthermore, analysis of the mesoscopic scheme gives rise to an expression for the permeability of a thin membrane as a function of a mesoscopic transmission parameter. In a microscopic model, the mean waiting time for a passage of a particle through the membrane is in accordance with this permeability. Numerical results computed with the mesoscopic scheme are then compared successfully with analytical solutions derived in a macroscopic scale, and the membrane model introduced here is used to simulate diffusive transport between the cell nucleus and cytoplasm through the nuclear envelope in a realistic cell model based on fluorescence microscopy data. By comparing the simulated fluorophore transport to the experimental one, we determine the permeability of the nuclear envelope of HeLa cells to enhanced yellow fluorescent protein.
K-nuclear bound states in a dynamical model
Mareš, Jiří; Friedman, E.; Gal, A.
2006-01-01
Roč. 770, 1/2 (2006), s. 84-105. ISSN 0375-9474 Institutional research plan: CEZ:AV0Z10480505 Keywords : kaonic atoms * K-nuclear bound states * K-nucleus interaction Subject RIV: BE - Theoretical Physics Impact factor: 2.155, year: 2006
Distributed Wind Diffusion Model Overview (Presentation)
Preus, R.; Drury, E.; Sigrin, B.; Gleason, M.
2014-07-01
Distributed wind market demand is driven by current and future wind price and performance, along with several non-price market factors like financing terms, retail electricity rates and rate structures, future wind incentives, and others. We developed a new distributed wind technology diffusion model for the contiguous United States that combines hourly wind speed data at 200m resolution with high resolution electricity load data for various consumer segments (e.g., residential, commercial, industrial), electricity rates and rate structures for utility service territories, incentive data, and high resolution tree cover. The model first calculates the economics of distributed wind at high spatial resolution for each market segment, and then uses a Bass diffusion framework to estimate the evolution of market demand over time. The model provides a fundamental new tool for characterizing how distributed wind market potential could be impacted by a range of future conditions, such as electricity price escalations, improvements in wind generator performance and installed cost, and new financing structures. This paper describes model methodology and presents sample results for distributed wind market potential in the contiguous U.S. through 2050.
Modeling of Reaction Processes Controlled by Diffusion
Revelli, J
2003-01-01
Stochastic modeling is quite powerful in science and technology.The technics derived from this process have been used with great success in laser theory, biological systems and chemical reactions.Besides, they provide a theoretical framework for the analysis of experimental results on the field of particle's diffusion in ordered and disordered materials.In this work we analyze transport processes in one-dimensional fluctuating media, which are media that change their state in time.This fact induces changes in the movements of the particles giving rise to different phenomena and dynamics that will be described and analyzed in this work.We present some random walk models to describe these fluctuating media.These models include state transitions governed by different dynamical processes.We also analyze the trapping problem in a lattice by means of a simple model which predicts a resonance-like phenomenon.Also we study effective diffusion processes over surfaces due to random walks in the bulk.We consider differe...
Reflector modelization for neutronic diffusion calculations
For neutron diffusion calculations in nuclear reactors, it is always difficult to modelize the reflector. There exist different ways to describe the neutrons density in non fissile areas like the reflector, each of them presenting some advantages and difficulties. The first part of this work gives a new reflector problem formulation, replacing the complete diffusion calculation of the reflector by boundary conditions using non-local operators, the Poincare-Steklov ones. They can be used for the eigenvectors and eigenvalues diffusion problem stated on reactive core only. This theoretical treatment of non fissile areas leads, in second part, to a new interpretation of response matrix methods and Green functions methods. These two methods are in fact the main numerical techniques used to treat reflector as boundary conditions, and an other point of view is given by the Poincare-Steklov operators. Then some simple physical cases are studied, giving explicit expressions of the Poincare-Steklov operators, and allowing numerical estimates of the reflector behaviour in a whole core-reflector PWR calculation. Finally, numerical results of Green functions for boundary perturbations illustrate the physical non-locality of the boundary operators. (author). 16 refs., 2 annexes
A diffusion-diffusion model for percutaneous drug absorption.
Kubota, K; Ishizaki, T
1986-08-01
Several theories describing percutaneous drug absorption have been proposed, incorporating the mathematical solutions of differential equations describing percutaneous drug absorption processes where the vehicle and skin are regarded as simple diffusion membranes. By a solution derived from Laplace transforms, the mean residence time MRT and the variance of the residence time VRT in the vehicle are expressed as simple elementary functions of the following five pharmacokinetic parameters characterizing the percutaneous drug absorption: kd, which is defined as the normalized diffusion coefficient of the skin, kc, which is defined as the normalized skin-capillary boundary clearance, the apparent length of diffusion of the skin 1d, the effective length of the vehicle lv, and the diffusion coefficient of the vehicle Dv. All five parameters can be obtained by the methods proposed here. Results of numerical computation indicate that: concentration-distance curves in the vehicle and skin approximate two curves which are simply expressed using trigonometric functions when sufficient time elapses after an ointment application; the most suitable condition for the assumption that the concentration of a drug in the uppermost epidermis can be considered unchanged is the case where the partition coefficient between vehicle and skin is small, and the constancy of drug concentration is even more valid when the effective length of the vehicle is large; and the amount of a drug in the vehicle or skin and the flow rate of the drug from vehicle into skin or from skin into blood becomes linear on a semilogarithmic scale, and the slopes of those lines are small when Dv is small, when the partition coefficient between vehicle and skin is small, when lv is large, or when kc is small. A simple simulation method is also proposed using a biexponential for the concentration-time curve for the skin near the skin-capillary boundary, that is, the flow rate-time curve for drug passing from skin
Improved shape hardening function for bounding surface model for cohesive soils
Andrés Nieto-Leal
2014-08-01
Full Text Available A shape hardening function is developed that improves the predictive capabilities of the generalized bounding surface model for cohesive soils, especially when applied to overconsolidated specimens. This improvement is realized without any changes to the simple elliptical shape of the bounding surface, and actually reduces the number of parameters associated with the model by one.
Skyrmion model in 2+1 dimensions with soliton bound states
Piette, B.; Zakrzewski, W.J. (Dept. of Mathematical Sciences, Univ. Durham (United Kingdom))
1993-03-22
We consider a class of skyrmion models in 2+1 dimensions which possess bound stable solitons. We show that these models have one-soliton solutions as well as static solutions corresponding to their bound states. We study the scattering and stability properties of these solutions, compute their energies and estimate their binding energies. (orig.).
ANALYSIS OF THE MECHANISM MODELS OF TECHNOLOGICAL INNOVATION DIFFUSION
XU Jiuping; HU Minan
2004-01-01
This paper analyzes the mechanism and principle of diffusion of technology diffusion on the basis of quantitative analysis. Then it sets up the diffusion model of innovation incorporating price, advertising and distribution, the diffusion model of innovation including various kinds of consumers, and the substitute model between the new technology and the old one applied systems dynamics, optimization method, probabilistic method and simulation method on computer. Finally this paper concludes with some practical observations from a case study.
Reaction-diffusion pulses: a combustion model
Campos, Daniel [Grup de FIsica EstadIstica, Dept. de FIsica, Universitat Autonoma de Barcelona, E-08193 Bellaterrra (Spain); Llebot, Josep Enric [Grup de FIsica EstadIstica, Dept. de FIsica, Universitat Autonoma de Barcelona, E-08193 Bellaterrra (Spain); Fort, Joaquim [Dept. de FIsica, Univ. de Girona, Campus de Montilivi, 17071 Girona, Catalonia (Spain)
2004-07-02
We focus on a reaction-diffusion approach proposed recently for experiments on combustion processes, where the heat released by combustion follows first-order reaction kinetics. This case allows us to perform an exhaustive analytical study. Specifically, we obtain the exact expressions for the speed of the thermal pulses, their maximum temperature and the condition of self-sustenance. Finally, we propose two generalizations of the model, namely, the case of several reactants burning together, and that of time-delayed heat conduction. We find an excellent agreement between our analytical results and simulations.
The Voter Model and Jump Diffusion
Majmudar, Jimit; Baumgaertner, Bert O; Tyson, Rebecca C
2015-01-01
Opinions, and subsequently opinion dynamics, depend not just on interactions among individuals, but also on external influences such as the mass media. The dependence on local interactions, however, has received considerably more attention. In this paper, we use the classical voter model as a basis, and extend it to include external influences. We show that this new model can be understood using the theory of jump diffusion processes. We derive results pertaining to fixation probability and expected consensus time of the process, and find that the contribution of an external influence significantly dwarfs the contribution of the node-to-node interactions in terms of driving the social network to eventual consensus. This result suggests the potential importance of ``macro-level'' phenomena such as the media influence as compared to the ``micro-level'' local interactions, in modelling opinion dynamics.
Two lines in improved neutron diffusion theory extending the efficiency of finite-difference diffusion codes to the field of optically small systems, are here reviewed. The firs involves the nodal solution for tensorial diffusion equation in slab geometry and tensorial formulation in parallelepiped and cylindrical gemometry; the dependence of critical eigenvalue from small slab thicknesses is also analitically investigated and finally a regularized tensorial diffusion equation is derived for slab. The other line refer to diffusion models formally unchanged with respect to the classical one, but where new size-dependent RTGB definitions for diffusion parameters are adopted, requiring that they allow to reproduce, in diffusion approach, the terms of neutron transport global balance; the trascendental equation for the buckling, arising in slab, sphere and parallelepiped geometry from the above requirement, are reported and the sizedependence of the new diffusion coefficient and extrapolated end point is investigated
Stochastic Modelling of the Diffusion Coefficient for Concrete
Thoft-Christensen, Palle
In the paper, a new stochastic modelling of the diffusion coefficient D is presented. The modelling is based on physical understanding of the diffusion process and on some recent experimental results. The diffusion coefficients D is strongly dependent on the w/c ratio and the temperature....
Dependence in probabilistic modeling, Dempster-Shafer theory, and probability bounds analysis.
Oberkampf, William Louis; Tucker, W. Troy (Applied Biomathematics, Setauket, NY); Zhang, Jianzhong (Iowa State University, Ames, IA); Ginzburg, Lev (Applied Biomathematics, Setauket, NY); Berleant, Daniel J. (Iowa State University, Ames, IA); Ferson, Scott (Applied Biomathematics, Setauket, NY); Hajagos, Janos (Applied Biomathematics, Setauket, NY); Nelsen, Roger B. (Lewis & Clark College, Portland, OR)
2004-10-01
This report summarizes methods to incorporate information (or lack of information) about inter-variable dependence into risk assessments that use Dempster-Shafer theory or probability bounds analysis to address epistemic and aleatory uncertainty. The report reviews techniques for simulating correlated variates for a given correlation measure and dependence model, computation of bounds on distribution functions under a specified dependence model, formulation of parametric and empirical dependence models, and bounding approaches that can be used when information about the intervariable dependence is incomplete. The report also reviews several of the most pervasive and dangerous myths among risk analysts about dependence in probabilistic models.
Carrillo, J. A.
2009-10-30
Weak solutions of the spatially inhomogeneous (diffusive) Aizenmann-Bak model of coagulation-breakup within a bounded domain with homogeneous Neumann boundary conditions are shown to converge, in the fast reaction limit, towards local equilibria determined by their mass. Moreover, this mass is the solution of a nonlinear diffusion equation whose nonlinearity depends on the (size-dependent) diffusion coefficient. Initial data are assumed to have integrable zero order moment and square integrable first order moment in size, and finite entropy. In contrast to our previous result [5], we are able to show the convergence without assuming uniform bounds from above and below on the number density of clusters. © Taylor & Francis Group, LLC.
Evading Lyth bound in models of quintessential inflation
Quintessential inflation refers to an attempt to unify inflation and late-time cosmic acceleration using a single scalar field. In this letter we consider two different classes of quintessential inflation, one of which is based upon a Lagrangian with non-canonical kinetic term k2(ϕ)∂μϕ∂μϕ and a steep exponential potential while the second class uses the concept of steep brane world inflation. We show that in both cases the Lyth bound can be evaded, despite the large tensor-to-scalar ratio of perturbations. The post-inflationary dynamics is consistent with nucleosynthesis constraint in these cases
Mixed and Mixture Regression Models for Continuous Bounded Responses Using the Beta Distribution
Verkuilen, Jay; Smithson, Michael
2012-01-01
Doubly bounded continuous data are common in the social and behavioral sciences. Examples include judged probabilities, confidence ratings, derived proportions such as percent time on task, and bounded scale scores. Dependent variables of this kind are often difficult to analyze using normal theory models because their distributions may be quite…
A renormalisation approach to investigate travelling wave solutions of an excitable reaction-diffusion system on a deterministic fractal structure has recently been derived. The dynamics of a particular class of solutions which are governed by a two-dimensional subspace of these renormalisation recursion relationships are discussed in this paper. The bifurcations of this mapping are discussed with reference to the discontinuities which arise at the singularities. The map is chaotic for a bounded region in parameter space and bounds on the Hausdorff dimension of the associated invariant hyperbolic set are calculated
Markov-modulated diffusion risk models
Bäuerle, Nicole; Kötter, Mirko
2009-01-01
In this paper we consider Markov-modulated diffusion risk reserve processes. Using diffusion approximation we show the relation to classical Markov-modulated risk reserve processes. In particular we derive a representation for the adjustment coefficient and prove some comparison results. Among others we show that increasing the volatility of the diffusion increases the probability of ruin.
Voter Model Perturbations and Reaction Diffusion Equations
Cox, J Theodore; Perkins, Edwin
2011-01-01
We consider particle systems that are perturbations of the voter model and show that when space and time are rescaled the system converges to a solution of a reaction diffusion equation in dimensions $d \\ge 3$. Combining this result with properties of the PDE, some methods arising from a low density super-Brownian limit theorem, and a block construction, we give general, and often asymptotically sharp, conditions for the existence of non-trivial stationary distributions, and for extinction of one type. As applications, we describe the phase diagrams of three systems when the parameters are close to the voter model: (i) a stochastic spatial Lotka-Volterra model of Neuhauser and Pacala, (ii) a model of the evolution of cooperation of Ohtsuki, Hauert, Lieberman, and Nowak, and (iii) a continuous time version of the non-linear voter model of Molofsky, Durrett, Dushoff, Griffeath, and Levin. The first application confirms a conjecture of Cox and Perkins and the second confirms a conjecture of Ohtsuki et al in the ...
Bass-SIR model for diffusion of new products
Fibich, Gadi
2016-01-01
We consider the diffusion of new products in social networks, where consumers who adopt the product can later "recover" and stop influencing others to adopt the product. We show that the diffusion is not described by the SIR model, but rather by a novel model, the Bass-SIR model, which combines the Bass model for diffusion of new products with the SIR model for epidemics. The phase transition of consumers from non-adopters to adopters is described by a non-standard Kolmogorov-Johnson-Mehl-Avrami model, in which clusters growth is limited by adopters' recovery. Therefore, diffusion in the Bass-SIR model only depends on the local structure of the social network, but not on the average distance between consumers. Consequently, unlike the SIR model, a small-worlds structure has a negligible effect on the diffusion. Surprisingly, diffusion on scale-free networks is nearly identical to that on Cartesian ones.
Aldrin-Denny, R
1998-01-01
The methodology of formulating spatio-temporal diffusion-migration equations in an applied electric field for two competing diffusion processes is outlined using kinetic Ising model versions with the help of spin-exchange dynamics due to Kawasaki. The two transport processes considered here correspond to bounded displacement of species attached to supramolecular structures and electron hopping between spatially separated electron transfer active centres. The dependence of the diffusion coefficient on number density as well as the microscopic basis underlying phenomenological diffusion-migration equations are pointed out. (author)
Model of bound interface dynamics for coupled magnetic domain walls
Politi, P.; Metaxas, P. J.; Jamet, J.-P.; Stamps, R. L.; Ferré, J.
2011-08-01
A domain wall in a ferromagnetic system will move under the action of an external magnetic field. Ultrathin Co layers sandwiched between Pt have been shown to be a suitable experimental realization of a weakly disordered 2D medium in which to study the dynamics of 1D interfaces (magnetic domain walls). The behavior of these systems is encapsulated in the velocity-field response v(H) of the domain walls. In a recent paper [P. J. Metaxas , Phys. Rev. Lett.PRLTAO0031-900710.1103/PhysRevLett.104.237206 104, 237206 (2010)] we studied the effect of ferromagnetic coupling between two such ultrathin layers, each exhibiting different v(H) characteristics. The main result was the existence of bound states over finite-width field ranges, wherein walls in the two layers moved together at the same speed. Here we discuss in detail the theory of domain wall dynamics in coupled systems. In particular, we show that a bound creep state is expected for vanishing H and we give the analytical, parameter free expression for its velocity which agrees well with experimental results.
Gluino bounds: Simplified Models vs a Particular SO(10) Model (A Snowmass white paper)
Anandakrishnan, Archana; Raby, Stuart; Wingerter, Akin
2013-01-01
We consider the results from the first run of LHC studied in the context of simplified models and re-interpret them for a particular SO(10) model with a non-simplified topology. Hadronic searches have been designed to obtain the best sensitivity for the simplified models. They require multiple b-jets in the final state. But we show that the bounds obtained from these searches are weaker in the case of the particular model studied here, since there are fewer b-jets.
Relevance of the ICRP biokinetic model for dietary organically bound tritium
Ingested dietary tritium can participate in metabolic processes, and become synthesized into organically bound tritium in the tissues and organs. The distribution and retention of the organically bound tritium throughout the body are much different than tritium in the body water. The International Commission on Radiological Protection (ICRP) Publication 56 (1989) has a biokinetic model to calculate dose from the ingestion of organically bound dietary tritium. The model predicts that the dose from the ingestion of organically bound dietary tritium is about 2.3 times higher than from the ingestion of the same activity of tritiated water. Under steady-state conditions, the calculated dose rate (using the first principle approach) from the ingestion of dietary organically bound tritium can be twice that from the ingestion of tritiated water. For an adult, the upper-bound dose estimate for the ingestion of dietary organically bound tritium is estimated to be close to 2.3 times higher than that of tritiated water. Therefore, given the uncertainty in the dose calculation with respect to the actual relevant dose, the ICRP biokinetic model for organically bound tritium is sufficient for dosimetry for adults. (author)
Electrostatic self-energy and Bekenstein entropy bound in the massive Schwinger model
Sadjadi, H M
2005-01-01
We obtain the electrostatic energy of two opposite charges near the horizon of stationary black-holes in the massive Schwinger model. Besides the confining aspects of the model, we discuss the Bekenstein entropy upper bound of a charged object using the generalized second law. We show that despite the massless case, in the massive Schwinger model the entropy of the black hole and consequently the Bekenstein bound are altered by the vacuum polarization.
Duintjer Tebbens, Jurjen; Liesen, J.; Strakoš, Zdeněk
Liberec : Technical University, 2008. s. 41-44. ISBN 978-80-7372-298-2. [SNA '08 - Seminar on numerical analysis: modelling and simulation of challenging engineering problems. 28.01.2008-01.02.2008, Liberec] R&D Projects: GA AV ČR 1ET400300415; GA AV ČR KJB100300703 Institutional research plan: CEZ:AV0Z10300504 Keywords : convection-diffusion problem * SUPG discretization * GMRES convergence bounds * highly nonnormal linear systems Subject RIV: BA - General Mathematics
Modeling dendrite density from magnetic resonance diffusion measurements
Jespersen, Sune Nørhøj; Kroenke, CD; Østergaard, Leif;
2007-01-01
Diffusion-weighted imaging (DWI) provides a noninvasive tool to probe tissue microstructure. We propose a simplified model of neural cytoarchitecture intended to capture the essential features important for water diffusion as measured by NMR. Two components contribute to the NMR signal in this...... model: (i) the dendrites and axons, which are modeled as long cylinders with two diffusion coefficients, parallel (DL) and perpendicular (DT) to the cylindrical axis, and (ii) an isotropic monoexponential diffusion component describing water diffusion within and across all other structures, i.e., in...... extracellular space and glia cells. The model parameters are estimated from 153 diffusion-weighted images acquired from a formalin-fixed baboon brain. A close correspondence between the data and the signal model is found, with the model parameters consistent with literature values. The model provides an...
The coupled radiative transport-diffusion model can be used as light transport model in situations in which the diffusion equation is not a valid approximation everywhere in the domain. In the coupled model, light propagation is modelled with the radiative transport equation in sub-domains in which the approximations of the diffusion equation are not valid, such as within low-scattering regions, and the diffusion approximation is used elsewhere in the domain. In this paper, an image reconstruction method for diffuse optical tomography based on using the coupled radiative transport-diffusion model is developed. In the approach, absorption and scattering distributions are estimated by minimising a regularised least-squares error between the measured data and solution of the coupled model. The approach is tested with simulations. Reconstructions from different cases including domains with low-scattering regions are shown. The results show that the coupled radiative transport-diffusion model can be utilised in image reconstruction problem of diffuse optical tomography and that it produces as good quality reconstructions as the full radiative transport equation also in the presence of low-scattering regions.
A heterogeneous boundedly rational expectation model for housing market
Andrew Y. T. LEUNG; Jia-na XU; Wing Shum TSUI
2009-01-01
This research aims to test the housing price dynamics when considering heterogeneous boundedly rational expectations such as naive expectation, adaptive expectation and biased belief. The housing market is investigated as an evolutionary system with heterogeneous and competing expectations. The results show that the dynamics of the expected housing price varies substantially when heterogeneous expectations are considered together with some other endogenous factors. Simulation results explain some stylized phenomena such as equilibrium or oscillation, convergence or divergence, and over-shooting or under-shooting. Furthermore, the results suggest that variation of the proportion of groups of agents is basically dependent on the selected strategies. It also indicates that control policies should be chosen carefully in consistence with a unique real estate market during a unique period since certain parameter portfolio may increase or suppress oscillation.
Theoretical Model of Transformation Superlastic Diffusion Bonding for Eutectoid Steel
无
2002-01-01
Based on current theories of diffusion and creep cavity closure at high temperature, a theoretical analysis of phase transformation diffusion bonding for T8/T8 eutectoid steel is carried out. The diffusion bonding is mainly described as two-stage process: Ⅰ The interfacial cavity with shape change from diamond to cylinder.Ⅱ The radius of the cylindrical cavity are reduced and eliminated gradually. A new theoretical model is established for the process of transformation superplastic diffusion bonding (TSDB) ...
Matrix diffusion model. In situ tests using natural analogues
Rasilainen, K. [VTT Energy, Espoo (Finland)
1997-11-01
Matrix diffusion is an important retarding and dispersing mechanism for substances carried by groundwater in fractured bedrock. Natural analogues provide, unlike laboratory or field experiments, a possibility to test the model of matrix diffusion in situ over long periods of time. This thesis documents quantitative model tests against in situ observations, done to support modelling of matrix diffusion in performance assessments of nuclear waste repositories. 98 refs. The thesis includes also eight previous publications by author.
Matrix diffusion model. In situ tests using natural analogues
Matrix diffusion is an important retarding and dispersing mechanism for substances carried by groundwater in fractured bedrock. Natural analogues provide, unlike laboratory or field experiments, a possibility to test the model of matrix diffusion in situ over long periods of time. This thesis documents quantitative model tests against in situ observations, done to support modelling of matrix diffusion in performance assessments of nuclear waste repositories
Tools for model-independent bounds in direct dark matter searches
Del Nobile, Eugenio; Panci, Paolo
2013-01-01
We discuss a framework (based on non-relativistic operators) and a self-contained set of numerical tools to derive the bounds from some current direct detection experiments on any arbitrary model of Dark Matter.
Upper Higgs boson mass bounds from a chirally invariant lattice Higgs-Yukawa Model
Gerhold, P. [Humboldt-Universitaet, Berlin (Germany). Inst. fuer Physik; John von Neumann-Institut fuer Computing NIC/DESY, Zeuthen (Germany); Jansen, K. [John von Neumann-Institut fuer Computing NIC/DESY, Zeuthen (Germany)
2010-02-15
We establish the cutoff-dependent upper Higgs boson mass bound by means of direct lattice computations in the framework of a chirally invariant lattice Higgs-Yukawa model emulating the same chiral Yukawa coupling structure as in the Higgs-fermion sector of the Standard Model. As expected from the triviality picture of the Higgs sector, we observe the upper mass bound to decrease with rising cutoff parameter {lambda}. Moreover, the strength of the fermionic contribution to the upper mass bound is explored by comparing to the corresponding analysis in the pure {phi}{sup 4}-theory. (orig.)
Tools for model-independent bounds in direct dark matter searches
Cirelli, M.; Del Nobile, E.; Panci, P.
2013-01-01
We discuss a framework (based on non-relativistic operators) and a self-contained set of numerical tools to derive the bounds from some current direct detection experiments on virtually any arbitrary model of Dark Matter elastically scattering on nuclei.......We discuss a framework (based on non-relativistic operators) and a self-contained set of numerical tools to derive the bounds from some current direct detection experiments on virtually any arbitrary model of Dark Matter elastically scattering on nuclei....
The effect of η-η' mixing in the bound state version of the Skyrme model
The η-η' mixing is incorporated in the symmetry breaking term in the extended Skyrme model Lagrangian. Besides η-soliton bound states, an s-wave and a p-wave η'-soliton bound states are found. After fixing the value of the strength parameter X of the ''alternative term'' to fit the s-wave η'-soliton bound state to the N(1535) negative-parity nucleon resonance, the η-soliton bound states disappear. Then only η'-soliton bound states are identified with nucleon resonances (I=1/2) and delta resonances (I=3/2). The predicted resonance masses agree well with experimental values. The decay widths ΓN*→N+η of the relevant nucleon resonances are also calculated to explain why these particles have large branching ratios in the ηN channel. (orig.)
Models to assess perfume diffusion from skin.
Schwarzenbach, R; Bertschi, L
2001-04-01
Temperature, fragrance concentration on the skin and power of ventilation have been determined as crucial parameters in fragrance diffusion from skin. A tool has been developed to simulate perfume diffusion from skin over time, allowing headspace analysis and fragrance profile assessments in a highly reproducible way. PMID:18498453
Diffusion coefficient adaptive correction in Lagrangian puff model
Lagrangian puff model is widely used in the decision support system for nuclear emergency management. The diffusion coefficient is one of the key parameters impacting puff model. An adaptive method was proposed in this paper, which could correct the diffusion coefficient in Lagrangian puff model, and it aimed to improve the accuracy of calculating the nuclide concentration distribution. This method used detected concentration data, meteorological data and source release data to estimate the actual diffusion coefficient with least square method. The diffusion coefficient adaptive correction method was evaluated by Kincaid data in MVK, and was compared with traditional Pasquill-Gifford (P-G) diffusion scheme method. The results indicate that this diffusion coefficient adaptive correction method can improve the accuracy of Lagrangian puff model. (authors)
General bound of overfitting for MLP regression models
Rynkiewicz, Joseph
2012-01-01
Multilayer perceptrons (MLP) with one hidden layer have been used for a long time to deal with non-linear regression. However, in some task, MLP's are too powerful models and a small mean square error (MSE) may be more due to overfitting than to actual modelling. If the noise of the regression model is Gaussian, the overfitting of the model is totally determined by the behavior of the likelihood ratio test statistic (LRTS), however in numerous cases the assumption of normality of the noise is...
Take it NP-easy: Bounded model construction for duration calculus
Fränzle, Martin
Following the recent successes of bounded model-checking, we reconsider the problem of constructing models of discrete-time Duration Calculus formulae. While this problem is known to be non-elementary when arbitrary length models are considered [Hansen94], it turns out to be only NP-complete when...... constrained to bounded length. As a corollary we obtain that model construction is in NP for the formulae actually encountered in case studies using Duration Calculus, as these have a certain small-model property. First experiments with a prototype implementation of the procedures demonstrate a competitive...
Finite difference time domain modeling of phase grating diffusion
Kowalczyk K.; Van Walstijn M.
2010-01-01
In this paper, a method for modeling diffusion caused by non-smooth boundary surfaces in simulations of room acoustics using finite difference time domain (FDTD) technique is investigated. The proposed approach adopts the well-known theory of phase grating diffusers to efficiently model sound scattering from rough surfaces. The variation of diffuser well-depths is attained by nesting allpass filters within the reflection filters from which the digital impedance filters used in the boundary im...
Measurement and Modeling of Solute Diffusion Coefficients in Unsaturated Soils
Chou, Hsin-Yi
2010-01-01
Solute diffusion in unsaturated soils refers to the transport of dissolved constituents in liquid phase from a higher to a lower concentration point. Several empirical and conceptual models were proposed to predict the solute diffusion coefficients in unsaturated soils, but they were not systematically tested and evaluated under the same conditions using soils of different textures. Our experimental data showed that there is no perfect model that can depict the behavior of solute diffusion co...
Computational and Game-Theoretic Approaches for Modeling Bounded Rationality
L. Waltman (Ludo)
2011-01-01
textabstractThis thesis studies various computational and game-theoretic approaches to economic modeling. Unlike traditional approaches to economic modeling, the approaches studied in this thesis do not rely on the assumption that economic agents behave in a fully rational way. Instead, economic age
Odgaard, Peter Fogh; Stoustrup, Jakob; Mataji, B.
2007-01-01
of the prediction error. These proposed dynamical uncertainty models result in an upper and lower bound on the predicted performance of the plant. The dynamical uncertainty models are used to estimate the uncertainty of the predicted performance of a coal-fired power plant. The proposed scheme, which uses dynamical......Predicting the performance of large scale plants can be difficult due to model uncertainties etc, meaning that one can be almost certain that the prediction will diverge from the plant performance with time. In this paper output multiplicative uncertainty models are used as dynamical models...... models, is applied to two different sets of measured plant data. The computed uncertainty bounds cover the measured plant output, while the nominal prediction is outside these uncertainty bounds for some samples in these examples. ...
Diffusion model of the non-stoichiometric uranium dioxide
Moore, Emily, E-mail: emily.moore@cea.fr [CEA Saclay, DEN-DPC-SCCME, 91191 Gif-sur-Yvette Cedex (France); Guéneau, Christine, E-mail: christine.gueneau@cea.fr [CEA Saclay, DEN-DPC-SCCME, 91191 Gif-sur-Yvette Cedex (France); Crocombette, Jean-Paul, E-mail: jean-paul.crocombette@cea.fr [CEA Saclay, DEN DEN, Service de Recherches de Métallurgie Physique, 91191 Gif-sur-Yvette Cedex (France)
2013-07-15
Uranium dioxide (UO{sub 2}), which is used in light water reactors, exhibits a large range of non-stoichiometry over a wide temperature scale up to 2000 K. Understanding diffusion behavior of uranium oxides under such conditions is essential to ensure safe reactor operation. The current understanding of diffusion properties is largely limited by the stoichiometric deviations inherent to the fuel. The present DICTRA-based model considers diffusion across non-stoichiometric ranges described by experimentally available data. A vacancy and interstitial model of diffusion is applied to the U–O system as a function of its defect structure derived from CALPHAD-type thermodynamic descriptions. Oxygen and uranium self and tracer diffusion coefficients are assessed for the construction of a mobility database. Chemical diffusion coefficients of oxygen are derived with respect to the Darken relation and migration energies of defects are evaluated as a function of stoichiometric deviation. - Graphical abstract: Complete description of Oxygen–Uranium diffusion as a function of composition at various temperatures according to the developed Dictra model. - Highlights: • Assessment of a uranium–oxygen diffusion model with Dictra. • Complete description of U–O diffusion over wide temperature and composition range. • Oxygen model includes terms for interstitial and vacancy migration. • Interaction terms between defects help describe non-stoichiometric domain of UO{sub 2±x}. • Uranium model is separated into mobility terms for the cationic species.
Diffusion model of the non-stoichiometric uranium dioxide
Uranium dioxide (UO2), which is used in light water reactors, exhibits a large range of non-stoichiometry over a wide temperature scale up to 2000 K. Understanding diffusion behavior of uranium oxides under such conditions is essential to ensure safe reactor operation. The current understanding of diffusion properties is largely limited by the stoichiometric deviations inherent to the fuel. The present DICTRA-based model considers diffusion across non-stoichiometric ranges described by experimentally available data. A vacancy and interstitial model of diffusion is applied to the U–O system as a function of its defect structure derived from CALPHAD-type thermodynamic descriptions. Oxygen and uranium self and tracer diffusion coefficients are assessed for the construction of a mobility database. Chemical diffusion coefficients of oxygen are derived with respect to the Darken relation and migration energies of defects are evaluated as a function of stoichiometric deviation. - Graphical abstract: Complete description of Oxygen–Uranium diffusion as a function of composition at various temperatures according to the developed Dictra model. - Highlights: • Assessment of a uranium–oxygen diffusion model with Dictra. • Complete description of U–O diffusion over wide temperature and composition range. • Oxygen model includes terms for interstitial and vacancy migration. • Interaction terms between defects help describe non-stoichiometric domain of UO2±x. • Uranium model is separated into mobility terms for the cationic species
Radon diffusion through multilayer earthen covers: models and simulations
Mayer, D.W.; Oster, C.A.; Nelson, R.W.; Gee, G.W.
1981-09-01
A capability to model and analyze the fundamental interactions that influence the diffusion of radon gas through uranium mill tailings and cover systems has been investigated. The purpose of this study is to develop the theoretical basis for modeling radon diffusion and to develop an understanding of the fundamental interactions that influence radon diffusion. This study develops the theoretical basis for modeling radon diffusion in one, two and three dimensions. The theory has been incorporated into three computer models that are used to analyze several tailings and cover configurations. This report contains a discussion of the theoretical basis for modeling radon diffusion, a discussion of the computer models used to analyze uranium mill tailings and multilayered cover systems, and presents the results that have been obtained.
Diffuse radiation models and monthly-average, daily, diffuse data for a wide latitude range
Several years of measured data on global and diffuse radiation and sunshine duration for 40 widely spread locations in the latitude range 36° S to 60° N are used to develop and test models for estimating monthly-mean, daily, diffuse radiation on horizontal surfaces. Applicability of the clearness-index (K) and sunshine fraction (SSO) models for diffuse estimation and the effect of combining several variables into a single multilinear equation are tested. Correlations connecting the diffuse to global fraction (HdH) with K and SSO predict Hd values more accurately than their separate use. Among clearness-index and sunshine-fraction models, SSO models are found to have better accuracy if correlations are developed for wide latitude ranges. By including a term for declinations in the correlation, the accuracy of the estimated data can be marginally improved. The addition of latitude to the equation does not help to improve the accuracy further. (author)
SEMICLASSICAL LIMIT FOR BIPOLAR QUANTUM DRIFT-DIFFUSION MODEL
Ju Qiangchang; Chen Li
2009-01-01
Semiclassical limit to the solution of transient bipolar quantum drift-diffusion model in semiconductor simulation is discussed. It is proved that the semiclassical limit ofthis solution satisfies the classical bipolar drift-diffusion model. In addition, the authors also prove the existence of weak solution.
Parameter Variability and Distributional Assumptions in the Diffusion Model
Ratcliff, Roger
2013-01-01
If the diffusion model (Ratcliff & McKoon, 2008) is to account for the relative speeds of correct responses and errors, it is necessary that the components of processing identified by the model vary across the trials of a task. In standard applications, the rate at which information is accumulated by the diffusion process is assumed to be normally…
Two-polariton bound states in the Jaynes-Cummings-Hubbard model
We examine the eigenstates of the one-dimensional Jaynes-Cummings-Hubbard model in the two-excitation subspace. We discover that two-excitation bound states emerge when the ratio of vacuum Rabi frequency to the tunneling rate between cavities exceeds a critical value. We determine the critical value as a function of the quasimomentum quantum number, and indicate that the bound states carry a strong correlation in which the two polaritons appear to be spatially confined together.
Surface-bounded growth modeling applied to human mandibles
Andresen, Per Rønsholt
1999-01-01
pointing more upward. The full dataset consists of 31 mandibles from six patients. Each patient is longitudinally CT scanned between three and seven times. Age range is 1 month to 12 years old for the scans. Growth modeling consists of three overall steps: 1.extraction of features. 2.registration of the...... old mandible based on the 3 month old scan. When using successively more recent scans as basis for the model the error drops to 2.0 mm for the 11 years old scan. Thus, it seems reasonable to assume that the mandibular growth is linear.......This thesis presents mathematical and computational techniques for three dimensional growth modeling applied to human mandibles. The longitudinal shape changes make the mandible a complex bone. The teeth erupt and the condylar processes change direction, from pointing predominantly backward to...
Composite models of hadrons and relativistic bound states
The following problems are considered: what the constituents of the hadrons are; what their quantum numbers and their broken and unbroken symmetries are; what the dynamics of the constituents (equations, binding forces and the origin of symmetry violations) is. The most puzzling question is: why the constituents ''escape from freedom'' and are confined inside the hadrons; what experimentalists can report about the hadron constituents and their dynamics if not finding them. There are no final answers to all these questions. The achievements of quark model are described, some problems concerning the comparison of the quark model with experiment are considered. The attempt is also made to present alternative views on the same problems
Spatial Pattern of an Epidemic Model with Cross-diffusion
LI Li; JIN Zhen; SUN Gui-Quan
2008-01-01
Pattern formation of a spatial epidemic model with both serf- and cross-diffusion is investigated. From the Turing theory, it is well known that Thring pattern formation cannot occur for the equal self-diffusion coefficients.However, combined with cross-diffusion, the system will show emergence of isolated groups, i.e., stripe-like or spotted or coexistence of both, which we show by both mathematical ana/ysis and numerical simulations. Our study shows that the interaction of self- and cross-diffusion can be considered as an important mechanism for the appearance of complex spatiotemporal dynamics in epidemic models.
Ion diffusion modelling of Fricke-agarose dosemeter gels
In Fricke-agarose gels, an accurate determination of the spatial dose distribution is hindered by the diffusion of ferric ions. In this work, a model was developed to describe the diffusion process within gel samples of finite length and, thus, permit the reconstruction of the initial spatial distribution of the ferric ions. The temporal evolution of the ion concentration as a function of the initial concentration is derived by solving Fick's second law of diffusion in two dimensions with boundary reflections. The model was applied to magnetic resonance imaging data acquired at high spatial resolution (0.3 mm) and was found to describe accurately the observed diffusion effects. (authors)
Hong, Sungwook E.; Park, Changbom; Kim, Juhan
2016-01-01
We develop a galaxy assignment scheme that populates dark matter halos with galaxies by tracing the most bound member particles (MBPs) of simulated halos. Several merger-timescale models based on analytic calculations and numerical simulations are adopted as the survival time of mock satellite galaxies. We build mock galaxy samples from halo merger data of the Horizon Run 4 $N$-body simulation from $z = 12-0$. We compare group properties and two-point correlation functions (2pCFs) of mock gal...
Dynamic hysteresis modeling including skin effect using diffusion equation model
Hamada, Souad; Louai, Fatima Zohra; Nait-Said, Nasreddine; Benabou, Abdelkader
2016-07-01
An improved dynamic hysteresis model is proposed for the prediction of hysteresis loop of electrical steel up to mean frequencies, taking into account the skin effect. In previous works, the analytical solution of the diffusion equation for low frequency (DELF) was coupled with the inverse static Jiles-Atherton (JA) model in order to represent the hysteresis behavior for a lamination. In the present paper, this approach is improved to ensure the reproducibility of measured hysteresis loops at mean frequency. The results of simulation are compared with the experimental ones. The selected results for frequencies 50 Hz, 100 Hz, 200 Hz and 400 Hz are presented and discussed.
Dimer model for Tau proteins bound in microtubule bundles
Hall, Natalie; Kluber, Alexander; Hayre, N. Robert; Singh, Rajiv; Cox, Daniel
2013-03-01
The microtubule associated protein tau is important in nucleating and maintaining microtubule spacing and structure in neuronal axons. Modification of tau is implicated as a later stage process in Alzheimer's disease, but little is known about the structure of tau in microtubule bundles. We present preliminary work on a proposed model for tau dimers in microtubule bundles (dimers are the minimal units since there is one microtubule binding domain per tau). First, a model of tau monomer was created and its characteristics explored using implicit solvent molecular dynamics simulation. Multiple simulations yield a partially collapsed form with separate positively/negatively charged clumps, but which are a factor of two smaller than required by observed microtubule spacing. We argue that this will elongate in dimer form to lower electrostatic energy at a cost of entropic ``spring'' energy. We will present preliminary results on steered molecular dynamics runs on tau dimers to estimate the actual force constant. Supported by US NSF Grant DMR 1207624.
Diffusion model of the non-stoichiometric uranium dioxide
Moore, Emily; Guéneau, Christine; Crocombette, Jean-Paul
2013-07-01
Uranium dioxide (UO2), which is used in light water reactors, exhibits a large range of non-stoichiometry over a wide temperature scale up to 2000 K. Understanding diffusion behavior of uranium oxides under such conditions is essential to ensure safe reactor operation. The current understanding of diffusion properties is largely limited by the stoichiometric deviations inherent to the fuel. The present DICTRA-based model considers diffusion across non-stoichiometric ranges described by experimentally available data. A vacancy and interstitial model of diffusion is applied to the U-O system as a function of its defect structure derived from CALPHAD-type thermodynamic descriptions. Oxygen and uranium self and tracer diffusion coefficients are assessed for the construction of a mobility database. Chemical diffusion coefficients of oxygen are derived with respect to the Darken relation and migration energies of defects are evaluated as a function of stoichiometric deviation.
Upper Bound on the Gluino Mass in Supersymmetric Models with Extra Matters
Moroi, Takeo; Yokozaki, Norimi
2016-01-01
We discuss the upper bound on the gluino mass in supersymmetric models with vector-like extra matters. In order to realize the observed Higgs mass of 125 GeV, the gluino mass is bounded from above in supersymmetric models. With the existence of the vector-like extra matters at around TeV, we show that such an upper bound on the gluino mass is significantly reduced compared to the case of minimal supersymmetric standard model. This is due to the fact that radiatively generated stop masses as well the stop trilinear coupling are enhanced in the presence of the vector-like multiplets. In a wide range of parameter space of the model with extra matters, the gluino is required to be lighter than $\\sim 3$ TeV, which is likely to be within the reach of forthcoming LHC experiment.
QQqq Four-Quark Bound States in Chiral SU(3) Quark Model
ZHANG Ming; ZHANG Hai-Xia; ZHANG Zong-Ye
2008-01-01
The possibility of QQqq heavy-light four-quark bound states has been analyzed by means of the chiral SU(3) quark model, where Q is the heavy quark (c or b) and q is the light quark (u, d, or s). We obtain a bound state for the bbnn configuration with quantum number JP=1+, I=0 and for the ccnn (JP=1+, I=0) configuration, which is not bound but slightly above the D*D* threshold (n is u or d quark). Meanwhile, we also conclude that a weakly bound state in bbnn system can also be found without considering the chiral quark interactions between the two light quarks, yet its binding energy is weaker than that with the chiral quark interactions.
Models of Diffusion/Reaction in Dental Plaque
Dibdin, G. H.
2011-01-01
I have extended the originally requested title ‘Models of Diffusion in Dental Plaque’ to include reaction, as the two processes are so intimately linked for a system like dental plaque. This applies whether one is simply measuring diffusion or trying to understand its effects. For simplicity the following discussion is in terms of 1 -dimensional diffusion. In the laboratory we usually run experiments in well-stirred systems; the bench-top stirrer, although simple, is arguably one ...
Heat diffusion in a two-dimensional thermal fuse model
Tørå, Glenn; Hansen, Alex
2009-01-01
We present numerical studies of electrical breakdown in disordered materials using a two-dimensional thermal fuse model with heat diffusion. A conducting fuse is heated locally by a Joule heating term. Heat diffuses to neighbouring fuses by a diffusion term. When the temperature reaches a given threshold, the fuse breaks and turns into an insulator. The time dynamics is governed by the time scales related to the two terms, in the presence of quenched disorder in the conductances of the fuses....
Transverse momentum bounds and scaling in the hydrodynamical model
Chaichian, Masud; Suhonen, E
1974-01-01
It is shown that the equation of state of an ideal relativistic gas, as applied in the hydrodynamical model, leads not only to deviations from scaling in longitudinal rapidity distributions, but also to an average transverse momentum increasing asymptotically as a power of the incident energy. To prevent such an increase, one must use the equation of state of an interacting gas, in which the velocity of sound becomes asymptotically equal to that of light. This then also restores scaling (up to logarithmic terms) in longitudinal rapidity. (25 refs).
Diffusive description of lattice gas models
Fiig, T.; Jensen, H.J.
1993-01-01
boundary conditions. In both cases the density fluctuations exhibit a 1/f power spectrum. The individual particles behave asymptotically like ordinary random walkers. The collective behavior of these particles shows that due to the deterministic dynamics the particles behave as if they are correlated in...... time. We have numerically investigated the power spectrum of the density fluctuations, the lifetime distribution, and the spatial correlation function. We discuss the appropriate Langevin-like diffusion equation which can reproduce our numerical findings. Our conclusion is that the deterministic...... lattice gases are described by a diffusion equation without any bulk noise. The open lattice gas exhibits a crossover behavior as the probability for introducing particles at the edge of the system becomes small. The power spectrum changes from a 1/f to a 1/f2 spectrum. The diffusive description, proven...
Gutiérrez-Rodríguez, A
2003-01-01
A bound on the nu /sup tau / magnetic moment is calculated through the reaction e/sup +/e/sup -/ to nu nu gamma at the Z/sub 1/-pole, and in the framework of a left-right symmetric model at LEP energies. We find that the bound is almost independent of the mixing angle phi of the model in the allowed experimental range for this parameter. (31 refs).
Atom diffusion in furnaces - models and measurements
Sadagoff, Y. M.; Dědina, Jiří
2002-01-01
Roč. 57, č. 3 (2002), s. 535-549. ISSN 0584-8547 R&D Projects: GA ČR GA203/01/0453 Institutional research plan: CEZ:AV0Z4031919 Keywords : diffusion coefficients * graphite furnace * atomic absorption spectrometry Subject RIV: CB - Analytical Chemistry, Separation Impact factor: 2.695, year: 2002
Diffuse Scattering Model of Indoor Wideband Propagation
Franek, Ondrej; Andersen, Jørgen Bach; Pedersen, Gert Frølund
2011-01-01
This paper presents a discrete-time numerical algorithm for computing field distribution in indoor environment by diffuse scattering from walls. Calculations are performed for a rectangular room with semi-reflective walls. The walls are divided into 0.5 x 0.5 m segments, resulting in 2272 wall se...
Model of moisture diffusion in fractal media
Fan Jie; Wang Li-Li; Liu Fu-Juan; Liu Zhi; Liu Yong; Zhang Sheng
2015-01-01
Moisture diffusion in fractal media does not obey the classical Fick’s law. In this paper, its fractal partner is proposed to investigate the phenomenon in fractal media. It reveals that the moisture transport strongly depends on fractal dimensions of the media.
Modeling dendrite density from magnetic resonance diffusion measurements
Jespersen, Sune Nørhøj; Kroenke, CD; Østergaard, Leif;
2007-01-01
Diffusion-weighted imaging (DWI) provides a noninvasive tool to probe tissue microstructure. We propose a simplified model of neural cytoarchitecture intended to capture the essential features important for water diffusion as measured by NMR. Two components contribute to the NMR signal in this mo...
Diffusion imaging with stimulated echoes: signal models and experiment design
Alexander, Daniel C
2013-01-01
Purpose: Stimulated echo acquisition mode (STEAM) diffusion MRI can be advantageous over pulsed-gradient spin-echo (PGSE) for diffusion times that are long compared to $\\ttwo$. It is important therefore for biomedical diffusion imaging applications at 7T and above where $\\ttwo$ is short. However, imaging gradients in the STEAM sequence contribute much greater diffusion weighting than in PGSE, but are often ignored during post-processing. We demonstrate here that this can severely bias parameter estimates. Method: We present models for the STEAM signal for free and restricted diffusion that account for crusher and slice-select (butterfly) gradients to avoid such bias. The butterfly gradients also disrupt experiment design, typically by skewing gradient-vectors towards the slice direction. We propose a simple compensation to the diffusion gradient vector specified to the scanner that counterbalances the butterfly gradients to preserve the intended experiment design. Results: High-field data fixed monkey brain e...
Hong, Sungwook E; Kim, Juhan
2016-01-01
We develop a galaxy assignment scheme that populates dark matter halos with galaxies by tracing the most bound member particles (MBPs) of simulated halos. Several merger-timescale models based on analytic calculations and numerical simulations are adopted as the survival time of mock satellite galaxies. We build mock galaxy samples from halo merger data of the Horizon Run 4 $N$-body simulation from $z = 12-0$. We compare group properties and two-point correlation functions (2pCFs) of mock galaxies with those of volume-limited SDSS galaxies, with $r$-band absolute magnitudes of $\\mathcal{M}_r - 5 \\log h 10^{14} h^{-1} M_{\\odot}$) and the small-scale 2pCF ($r_{\\rm p} < 10 h^{-1} {\\rm Mpc}$) quite well for the majority of the merger timescale models adopted. The new scheme outperforms the previous subhalo-galaxy correspondence scheme by more than $2\\sigma$.
Multiscale modelling of radiation-enhanced diffusion phenomena in metals
Chang, Zhongwen
2015-01-01
A multiscale modelling framework and an experiment campaign are used to study void swelling and Cu precipitation under irradiation. Several aspects regarding defect and solute diffusion under irradiation have been studied in this thesis. First, a self-diffusion model in bcc Fe has been constructed in order to describe the non-linear effects, especially the magnetic transition, around the Curie temperature. First principles calculations are applied to obtain the parameters in the model. The pa...
Hyperbolic reaction-diffusion equations for a forest fire model
Méndez López, Vicenç; Llebot, Josep Enric,
1997-01-01
Forest fire models have been widely studied from the context of self-organized criticality and from the ecological properties of the forest and combustion. On the other hand, reaction-diffusion equations have interesting applications in biology and physics. We propose here a model for fire propagation in a forest by using hyperbolic reaction-diffusion equations. The dynamical and thermodynamical aspects of the model are analyzed in detail.
Modeling anomalous diffusion of dense fluids in carbon nanotubes
Wang, Gerald; Hadjiconstantinou, Nicolas
2015-11-01
Molecular diffusive mechanisms exhibited under nanoconfinement can differ considerably from the Fickian self-diffusion expected in a bulk fluid. We propose a theoretical description of this phenomenon in a nanofluidic system of considerable interest - namely, a dense fluid confined within a carbon nanotube (CNT). We show that the anomalous diffusion reported in the literature is closely related to the fluid layering widely observed in this system and recently theoretically described [Wang and Hadjiconstantinou, Physics of Fluids, 052006, 2015]. In particular, we find that the key to describing the anomalous molecular diffusion (within sufficiently large CNTs) lies in recognizing that the diffusion mechanism is spatially dependent: while fluid in the center of the nanotube (at least three molecular diameters away from the wall) exhibits Fickian diffusion, fluid near the CNT wall can demonstrate non-Fickian diffusive behavior. The previously reported anomalous diffusive behavior can be reproduced, to a good approximation level, by appropriately combining the bulk and near-wall behavior to form a model for the overall diffusion rate within the nanotube. Such models produce results in quantitative agreement with molecular dynamics simulations.
Comparison of Turbulent Thermal Diffusivity and Scalar Variance Models
Yoder, Dennis A.
2016-01-01
This paper will include a detailed comparison of heat transfer models that rely upon the thermal diffusivity. The goals are to inform users of the development history of the various models and the resulting differences in model formulations, as well as to evaluate the models on a variety of validation cases so that users might better understand which models are more broadly applicable.
Two-phase bounded acceleration traffic flow model: Analytical solutions and applications
LEBACQUE, JP
2003-01-01
The present paper describes a two phase traffic flow model. One phase is traffic equilibrium: flow and speed are functions of density, and traffic acceleration is low. The second phase is characterized by constant acceleration. This model extends first order traffic flow models and recaptures the fact that traffic acceleration is bounded. The paper show how to calculate analytical solutions of the two-phase model for dynamic traffic situations, provides a set of calculation rules, and analyze...
Shell-model description of weakly bound and unbound nuclear states
A consistent description of weakly bound and unbound nuclei requires an accurate description of the particle continuum properties when carrying out multiconfiguration mixing. This is the domain of the Gamow Shell Model (GSM) which is the multiconfigurational shell model in the complex k-plane formulated using a complete Berggren ensemble representing bound single-particle (s.p.) states, s.p. resonances, and non-resonant complex energy continuum states. We discuss the salient features of effective interactions in weakly bound systems and show selected applications of the GSM formalism to p-shell nuclei. Finally, a development of the new non-perturbative scheme based on Density Matrix Renormalization Group methods to select the most significant continuum configurations in GSM calculations is discussed shortly. (orig.)
WWER radial reflector modeling by diffusion codes
The two commonly used approaches to describe the WWER radial reflectors in diffusion codes, by albedo on the core-reflector boundary and by a ring of diffusive assembly size nodes, are discussed. The advantages and disadvantages of the first approach are presented first, then the Koebke's equivalence theory is outlined and its implementation for the WWER radial reflectors is discussed. Results for the WWER-1000 reactor are presented. Then the boundary conditions on the outer reflector boundary are discussed. The possibility to divide the library into fuel assembly and reflector parts and to generate each library by a separate code package is discussed. Finally, the homogenization errors for rodded assemblies are presented and discussed (Author)
Dynamic Diffusion Estimation in Exponential Family Models
Dedecius, Kamil; Sečkárová, Vladimíra
2013-01-01
Roč. 20, č. 11 (2013), s. 1114-1117. ISSN 1070-9908 R&D Projects: GA MŠk 7D12004; GA ČR GA13-13502S Keywords : diffusion estimation * distributed estimation * paremeter estimation Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 1.639, year: 2013 http://library.utia.cas.cz/separaty/2013/AS/dedecius-0396518.pdf
A tightly bound soil-water scheme within an atmosphere-land-surface model
White, Rachel; Toumi, Ralf
2012-07-01
SummaryThe concept of tightly bound water, in which a reservoir of soil water is bound tightly within small soil pores but is still available for evapotranspiration, is parameterised for the first time within the land surface scheme of a fully-coupled regional-scale atmosphere-land surface model. The Weather Research and Forecasting (WRF) regional climate model and the NOAH land surface scheme are selected and a case study is performed on the Olifants River Basin in the Limpopo region of South Africa. Accurate knowledge of water availability in this water-stressed region is of great importance for adaptation and future water policy. Results of a simulation forced by ERA40 re-analysis show that the standard land surface scheme is unable to reproduce the observed runoff despite rainfall and atmospheric conditions similar to observed. This version of the model over-estimates mean annual runoff by 120%. The tightly bound water scheme shows a significant improvement, reducing the bias to 22%. The inclusion of the tightly bound water scheme has little effect on the basin average annual rainfall despite increasing annual evapotranspiration. The tightly bound water physics dampens the response of runoff to precipitation and provides additional de-coupling between precipitation and runoff, increasing the variability in this relationship. Simulations with the WRF model forced with both 1980s and 2040s CCSM3 data show that the tightly bound water scheme significantly reduces runoff in different climates and projects a greater relative future decrease in runoff, from 4% to 10% for the same precipitation decrease of 2.5%. The scheme also affects the projected changes in spatially averaged 100-year return precipitation and runoff with significance at the 0.9 confidence level.
Tang, Tie-Qiao; Luo, Xiao-Feng; Liu, Kai
2016-09-01
The driver's bounded rationality has significant influences on the micro driving behavior and researchers proposed some traffic flow models with the driver's bounded rationality. However, little effort has been made to explore the effects of the driver's bounded rationality on the trip cost. In this paper, we use our recently proposed car-following model to study the effects of the driver's bounded rationality on his running cost and the system's total cost under three traffic running costs. The numerical results show that considering the driver's bounded rationality will enhance his each running cost and the system's total cost under the three traffic running costs.
Sengers, Bram G; McGinty, Sean; Nouri, Fatma Z; Argungu, Maryam; Hawkins, Emma; Hadji, Aymen; Weber, Andrew; Taylor, Adam; Sepp, Armin
2016-07-01
We have developed a mathematical framework for describing a bispecific monoclonal antibody interaction with two independent membrane-bound targets that are expressed on the same cell surface. The bispecific antibody in solution binds either of the two targets first, and then cross-links with the second one while on the cell surface, subject to rate-limiting lateral diffusion step within the lifetime of the monovalently engaged antibody-antigen complex. At experimental densities, only a small fraction of the free targets is expected to lie within the reach of the antibody binding sites at any time. Using ordinary differential equation and Monte Carlo simulation-based models, we validated this approach against an independently published anti-CD4/CD70 DuetMab experimental data set. As a result of dimensional reduction, the cell surface reaction is expected to be so rapid that, in agreement with the experimental data, no monovalently bound bispecific antibody binary complexes accumulate until cross-linking is complete. The dissociation of the bispecific antibody from the ternary cross-linked complex is expected to be significantly slower than that from either of the monovalently bound variants. We estimate that the effective affinity of the bivalently bound bispecific antibody is enhanced for about 4 orders of magnitude over that of the monovalently bound species. This avidity enhancement allows for the highly specific binding of anti-CD4/CD70 DuetMab to the cells that are positive for both target antigens over those that express only one or the other We suggest that the lateral diffusion of target antigens in the cell membrane also plays a key role in the avidity effect of natural antibodies and other bivalent ligands in their interactions with their respective cell surface receptors. PMID:27097222
Frequency Weighted Model Order Reduction Technique and Error Bounds for Discrete Time Systems
Muhammad Imran
2014-01-01
for whole frequency range. However, certain applications (like controller reduction require frequency weighted approximation, which introduce the concept of using frequency weights in model reduction techniques. Limitations of some existing frequency weighted model reduction techniques include lack of stability of reduced order models (for two sided weighting case and frequency response error bounds. A new frequency weighted technique for balanced model reduction for discrete time systems is proposed. The proposed technique guarantees stable reduced order models even for the case when two sided weightings are present. Efficient technique for frequency weighted Gramians is also proposed. Results are compared with other existing frequency weighted model reduction techniques for discrete time systems. Moreover, the proposed technique yields frequency response error bounds.
GMRES Acceleration Analysis for a Convection Diffusion Model Problem
Duintjer Tebbens, Jurjen
Bratislava: Vydavateĺstvo STU, 2005 - (Handlovičová, A.; Krivá, Z.; Mikula, K.; Ševčovič, D.), s. 240-249 ISBN 978-80-227-2192-9. [ALGORITMY 2005. Conference on Scientific Computing /17./. Vysoké Tatry - Podbanské (SK), 13.03.2005-18.03.2005] R&D Projects: GA AV ČR 1ET400300415 Institutional research plan: CEZ:AV0Z10300504 Keywords : convection diffusion problem * GMRES convergence analysis * residual bound * tridiagonal non-symmetric Toeplitz matrix * diagonal translation * scaled power polynomial Subject RIV: BA - General Mathematics
A model for diffusive systems: Beyond the Arrhenius mechanism
Rosa, A. C. P.; Vaveliuk, Pablo; Mundim, Kleber C.; Moret, M. A.
2016-05-01
Diffusivity in supercooled liquids was observed to exhibit a non-Arrhenius behavior near the glass-transition temperature. This process, which occurs where the activation energy depends on the temperature, suggests the possibility of a metastable equilibrium. This peculiar phenomenon cannot be explained using the usual Markovian stochastic models. Based on a non-linear Fokker-Planck equation, we propose a diffusion coefficient that is proportional to the supercooled-liquid concentration. The proposed model allows us to explain the anomalous behavior of the diffusivity robustly. We demonstrate that this new approach is consistent with experimental patterns. Besides, it could be applied to non-Arrhenius chemical kinetics.
Bounded confidence model on a still growing scale-free network
Sousa, A. O.
2004-01-01
A Bounded Confidence (BC) model of socio-physics, in which the agents have continuous opinions and can influence each other only if the distance between their opinions is below a threshold, is simulated on a still growing scale-free network considering several different strategies: for each new node (or vertex), that is added to the network all individuals of the network have their opinions updated following a BC model recipe. The results obtained are compared with the original model, with nu...
An Analytical Air Pollution Model with Time Dependent Eddy Diffusivity
Tiziano Tirabassi; Marco Túllio Vilhena; Daniela Buske; Gervásio Annes Degrazia
2013-01-01
Air pollution transport and dispersion in the atmospheric boundary layer are modeled by the advection-diffusion equation, that is, essentially, a statement of conservation of the suspended material in an incompressible flow. Many models simulating air pollution dispersion are based upon the solution (numerical or analytical) of the advection-diffusion equation assuming turbulence parameterization for realistic physical scenarios. We present the general time dependent three-dimensional soluti...
Kronecker Product Approximation Preconditioners for Convection-diffusion Model Problems
Grigori, Laura; Xiang, Hua
2008-01-01
We consider the iterative solution of the linear systems arising from four convection-diffusion model problems: the scalar convection-diffusion problem, Stokes problem, Oseen problem, and Navier-Stokes problem. We give the explicit Kronecker product structure of the coefficient matrices, especially the Kronecker product structure for the convection term. For the latter three model cases, the coefficient matrices have a $2 \\times 2$ blocks, and each block is a Kronecker product or a summation ...
STEPS: efficient simulation of stochastic reaction–diffusion models in realistic morphologies
Hepburn Iain
2012-05-01
Full Text Available Abstract Background Models of cellular molecular systems are built from components such as biochemical reactions (including interactions between ligands and membrane-bound proteins, conformational changes and active and passive transport. A discrete, stochastic description of the kinetics is often essential to capture the behavior of the system accurately. Where spatial effects play a prominent role the complex morphology of cells may have to be represented, along with aspects such as chemical localization and diffusion. This high level of detail makes efficiency a particularly important consideration for software that is designed to simulate such systems. Results We describe STEPS, a stochastic reaction–diffusion simulator developed with an emphasis on simulating biochemical signaling pathways accurately and efficiently. STEPS supports all the above-mentioned features, and well-validated support for SBML allows many existing biochemical models to be imported reliably. Complex boundaries can be represented accurately in externally generated 3D tetrahedral meshes imported by STEPS. The powerful Python interface facilitates model construction and simulation control. STEPS implements the composition and rejection method, a variation of the Gillespie SSA, supporting diffusion between tetrahedral elements within an efficient search and update engine. Additional support for well-mixed conditions and for deterministic model solution is implemented. Solver accuracy is confirmed with an original and extensive validation set consisting of isolated reaction, diffusion and reaction–diffusion systems. Accuracy imposes upper and lower limits on tetrahedron sizes, which are described in detail. By comparing to Smoldyn, we show how the voxel-based approach in STEPS is often faster than particle-based methods, with increasing advantage in larger systems, and by comparing to MesoRD we show the efficiency of the STEPS implementation. Conclusion STEPS simulates
Guedes, J.M.; Rodrigues, H.C.; Bendsøe, Martin P.
2003-01-01
This paper describes a computational model, based on inverse homogenization and topology design, for approximating energy bounds for two-phase composites under multiple load cases. The approach allows for the identification of possible single-scale cellular materials that give rise to the optimal...
Orthogonality-condition model for bound states with a separable expansion of the potential
A very efficient solution of the equation of Saito's orthogonality-condition model (OCM) is reported for bound states by means of a separable expansion of the potential (PSE method). Some simplifications of the published formulae of the PSE method is derived, which facilitate its application to the OCM and may be useful in solving the Schroedinger equation as well. (author)
It is important to understand the coupled processes of sorption and diffusion of radionuclides (RNs) in compacted bentonite, and to develop mechanistic models that can aid in the prediction of the long-term performance of geological disposal systems of radioactive waste. The integrated sorption and diffusion (ISD) model was developed based on the consistent combination of clay–water interaction, sorption and diffusion models. The diffusion model based on the electrical double layer theory describing relative ionic concentrations and viscoelectric effects at the negatively charged clay surface was coupled with porewater chemistry and sorption models. This ISD model was successfully tested for various actinides with a complex chemistry (Np(V), Am(III), U(VI) under conditions where variably charged carbonate complexes are formed) considered in Part 1, by using published diffusion and sorption data (Da, De, Kd) as a function of partial montmorillonite density. Quantitative agreements were observed by considering uncertainty in porewater chemistry and dominant aqueous species. It can therefore be concluded that the ISD model developed here is able to adequately explain the sorption and diffusion behavior of various RNs with a complex chemistry in compacted bentonites. The performed modeling indicates that uncertainties are mainly related to porewater chemistry and RN speciation and that these parameters need to be carefully evaluated. (author)
Behaviour of tracer diffusion in simple atmospheric boundary layer models
P. S. Anderson
2006-12-01
Full Text Available 1-D profiles and time series from an idealised atmospheric boundary layer model are presented, which show agreement with measurements of polar photogenic NO and NO_{2}. Diffusion models are increasingly being used as the framework for studying tropospheric air chemistry dynamics. Models based on standard boundary layer diffusivity profiles have an intrinsic behaviour that is not necessarily intuitive, due to the variation of turbulent diffusivity with height. The relatively simple model provides both a programming and a conceptual tool in the analysis of observed trace gas evolution. A time scale inherent in the model can be tuned by fitting model time series to observations. This scale is then applicable to the more physically simple but chemically complex zeroth order or box models of chemical interactions.
Behaviour of tracer diffusion in simple atmospheric boundary layer models
P. S. Anderson
2007-10-01
Full Text Available 1-D profiles and time series from an idealised atmospheric boundary layer model are presented, which show agreement with boundary layer measurements of polar NO_{x}. Diffusion models are increasingly being used as the framework for studying tropospheric air chemistry dynamics. Models based on standard boundary layer diffusivity profiles have an intrinsic behaviour that is not necessarily intuitive, due to the variation of turbulent diffusivity with height. The simple model presented captures the essence of the evolution of a trace gas released at the surface, and thereby provides both a programming and a conceptual tool in the analysis of observed trace gas evolution. A time scale inherent in the model can be tuned by fitting model time series to observations. This scale is then applicable to the more physically simple but chemically complex zeroth order or box models of chemical interactions.
Reflector modelization for neutronic diffusion and parameters identification
Physical parameters of neutronic diffusion equations can be adjusted to decrease calculations-measurements errors. The reflector being always difficult to modelize, we choose to elaborate a new reflector model and to use the parameters of this model as adjustment coefficients in the identification procedure. Using theoretical results, and also the physical behaviour of neutronic flux solutions, the reflector model consists then in its replacement by boundary conditions for the diffusion equations on the core only. This theoretical result of non-local operator relations leads then to some discrete approximations by taking into account the multiscaled behaviour, on the core-reflector interface, of neutronic diffusion solutions. The resulting model of this approach is then compared with previous reflector modelizations, and first results indicate that this new model gives the same representation of reflector for the core than previous
Propagators for scalar bound states at finite temperature in a NJL model
Zhou Bang Rong
2002-01-01
We show that, in a chiral $U_L(1)\\times U_R(1)$ NJL model, the physical propagators at finite temperature for scalar and pseudoscalar bound states in the imaginary-time formalism defined by amputated four-point functions, may have identical expressions to corresponding ones in the real-time formalism defined by diagonalization of amputated four-point function matrices only if the momentum $p$ of those bound states satisfy the condition $0\\leq p^2 < 4m^2$ ($m$ is the dynamical fermion mass). In the other case, the propagators in the two formalisms will have different imaginary parts in their denominators.
A Model-Free No-arbitrage Price Bound for Variance Options
Bonnans, J. Frederic, E-mail: frederic.bonnans@inria.fr [Ecole Polytechnique, INRIA-Saclay (France); Tan Xiaolu, E-mail: xiaolu.tan@polytechnique.edu [Ecole Polytechnique, CMAP (France)
2013-08-01
We suggest a numerical approximation for an optimization problem, motivated by its applications in finance to find the model-free no-arbitrage bound of variance options given the marginal distributions of the underlying asset. A first approximation restricts the computation to a bounded domain. Then we propose a gradient projection algorithm together with the finite difference scheme to solve the optimization problem. We prove the general convergence, and derive some convergence rate estimates. Finally, we give some numerical examples to test the efficiency of the algorithm.
Improved Frechet bounds and model-free pricing of multi-asset options
Tankov, Peter
2010-01-01
We compute the improved bounds on the copula of a bivariate random vector when partial information is available, such as the values of the copula on the subset of $[0,1]^2$, or the value of a functional of the copula, monotone with respect to the concordance order. These results are then used to compute model-free bounds on the prices of two-asset options which make use of extra information about the dependence structure, such as the price of another two-asset option.
Efficient Localization Bounds in a Continuous N-Particle Anderson Model with Long-Range Interaction
Chulaevsky, Victor
2016-04-01
We establish strong dynamical and exponential spectral localization for a class of multi-particle Anderson models in a Euclidean space with an alloy-type random potential and a sub-exponentially decaying interaction of infinite range. For the first time in the mathematical literature, the uniform decay bounds on the eigenfunction correlators (EFCs) at low energies are proved, in the multi-particle continuous configuration space, in the (symmetrized) norm-distance, which is a natural distance in the multi-particle configuration space, and not in the Hausdorff distance. This results in uniform bounds on the EFCs in arbitrarily large but bounded domains in the physical configuration space, and not only in the actually infinite space, as in prior works on multi-particle localization in Euclidean spaces.
Propagators for Scalar Bound States at Finite Temperature in an NJL Model
ZHOU BangRong
2002-01-01
We re-examine physical causal propagators for scalar and pseudoscalar bound states at finite temperaturein a chiral Ut(1) x UR(1) NJL model, defined by four-point amputated fimctions subtracted through the gap equation,and prove that they are completely equivalent in the imaginary-time and real-time formalisms by separating carefiullythe imaginary part of the zero-temperature loop integral. It is shown that the same thermal transformation matrix ofthe matrix propagators for these bound states in the real-time formalism is precisely the one of the matrix propagatorfor an elementary scalar particle and this fact shows the similarity of thermodynamic property between a composite andelementary scalar particle. The retarded and advanced propagators for these bound states are also given explicitly fromthe imaginary-time formalism.
A consistent model for anion exclusion and surface diffusion
A decomposition of the diffusion flux equation for an electrostatically bound and mobile hydrated ion into two components is proposed. The first component includes the effects arising solely from the irregular pore shape and increase in solvent viscosity in the proximity of negatively charged pore walls. Apart from these effects, the second flux component includes an additional contribution from an increased (decreased) concentration for cations (anions) close to the pore walls. Defining the distribution coefficient, Kd, in a fashion that allows negative values for co-ions readily accounts for their exclusion without the need to introduce somewhat artificial quantities like the effective co-ion porosity. In this study, it is thus possible to retain the purely volumetric meaning of the porosity and to maintain consistency throughout the conceptualization for anions, cations and electrically neutral species. Furthermore, the decomposition of the flux equation provides support for surface diffusion, a subject of great controversy and lively debate in the literature. In this connection, the role of concentration to regulate the diffusive flux for ions in relation to neutral species is emphasized. Implications for the theoretical apparent and effective diffusivities in compacted montmorillonite clay are also discussed and a modified form of the macroscopic theory is proposed
Diffuse ultra-high energy neutrino fluxes and physics beyond the Standard Model
We study spectral distortions of diffuse ultra-high energy (UHE) neutrino flavour fluxes resulting due to physics beyond the Standard Model (SM). Even large spectral differences between flavours at the source are massaged into a common shape at earth by SM oscillations, thus, any significant observed spectral differences are an indicator of new physics present in the oscillation probability during propagation. Lorentz symmetry violation (LV) and neutrino decay are examples, and result in significant distortion of the fluxes and of the well-known bounds on them, which may allow UHE detectors to probe LV parameters, lifetimes and the mass hierarchy over a broad range.
Stringent dilepton bounds on left-right models using LHC data
Patra, Sudhanwa; Queiroz, Farinaldo S.; Rodejohann, Werner
2016-01-01
In canonical left-right symmetric models the lower mass bounds on the charged gauge bosons are in the ballpark of 3-4 TeV, resulting in much stronger limits on the neutral gauge boson ZR, making its production unreachable at the LHC. However, if one evokes different patterns of left-right symmetry breaking the ZR might be lighter than the WR± motivating an independent ZR collider study. In this work, we use the 8 TeV ATLAS 20.3 fb-1 luminosity data to derive robust bounds on the ZR mass using dilepton data. We find strong lower bounds on the ZR mass for different right-handed gauge couplings, excluding ZR masses up to ˜ 3.2 TeV. For the canonical LR model we place a lower mass bound of ˜ 2.5 TeV. Our findings are almost independent of the right-handed neutrino masses (˜ 2% effect) and applicable to general left-right models.
Development and validation of Apros multigroup nodal diffusion model
Rintala, Antti
2015-01-01
The development of a steady state and transient multigroup nodal diffusion model for process simulation software Apros was continued and the models were validated. The initial implementation of the model was performed in 2009 and it has not been under continuous development afterwards. Some errors in the steady state model were corrected. The transient model was found to be incorrect. The solution method of the transient model was derived, and the program code not common with the steady s...
Zhigao Liao; Jiuping Xu; Liming Yao
2013-01-01
This paper studies the innovation diffusion problem with the affection of urbanization, proposing a dynamical innovation diffusion model with fuzzy coefficient, and uses the shifting rate of people from rural areas stepping into urban areas to show the process of urbanization. The numerical simulation shows the diffusion process for telephones in China with Genetic Algorithms and this model is effective to show the process of innovation diffusion with the condition of urbanization process.
Invariant Measures and Asymptotic Gaussian Bounds for Normal Forms of Stochastic Climate Model
Yuan YUAN; Andrew J.MAJDA
2011-01-01
The systematic development of reduced low-dimensional stochastic climate models from observations or comprehensive high dimensional climate models is an important topic for atmospheric low-frequency variability, climate sensitivity, and improved extended range forecasting. Recently, techniques from applied mathematics have been utilized to systematically derive normal forms for reduced stochastic climate models for low-frequency variables. It was shown that dyad and multiplicative triad interactions combine with the climatological linear operator interactions to produce a normal form with both strong nonlinear cubic dissipation and Correlated Additive and Multiplicative (CAM) stochastic noise. The probability distribution functions (PDFs) of low frequency climate variables exhibit small but significant departure from Gaussianity but have asymptotic tails which decay at most like a Gaussian. Here, rigorous upper bounds with Gaussian decay are proved for the invariant measure of general normal form stochastic models. Asymptotic Gaussian lower bounds are also established under suitable hypotheses.
Adversarial Scheduling Analysis of Game Theoretic Models of Norm Diffusion
Istrate, Gabriel; Ravi, S S
2008-01-01
In (Istrate, Marathe, Ravi SODA 2001) we advocated the investigation of robustness of results in the theory of learning in games under adversarial scheduling models. We provide evidence that such an analysis is feasible and can lead to nontrivial results by investigating, in an adversarial scheduling setting, Peyton Young's model of diffusion of norms. In particular, our main result incorporates into Peyton Young's model.
Jump-Diffusion Models for Option Pricing versus the Black Scholes Model
Storeng, Håkon Båtnes
2014-01-01
In general, the daily logarithmic returns of individual stocks are not normally distributed. This poses a challenge when trying to compute the most accurate option prices. This thesis investigates three different models for option pricing, The Black Scholes Model (1973), the Merton Jump-Diffusion Model (1975) and the Kou Double-Exponential Jump-Diffusion Model (2002). The jump-diffusion models do not make the same assumption as the Black Scholes model regarding the behavior of the underlyi...
Scaling in the Diffusion Limited Aggregation Model
Menshutin, Anton
2012-01-01
We present a self-consistent picture of diffusion limited aggregation (DLA) growth based on the assumption that the probability density P(r,N) for the next particle to be attached within the distance r to the center of the cluster is expressible in the scale-invariant form P[r/Rdep(N)]. It follows from this assumption that there is no multiscaling issue in DLA and there is only a single fractal dimension D for all length scales. We check our assumption self-consistently by calculating the particle-density distribution with a measured P(r/Rdep) function on an ensemble with 1000 clusters of 5×107 particles each. We also show that a nontrivial multiscaling function D(x) can be obtained only when small clusters (N<10000) are used to calculate D(x). Hence, multiscaling is a finite-size effect and is not intrinsic to DLA.
Toward Information Diffusion Model for Viral Marketing in Business
Lulwah AlSuwaidan
2016-02-01
Full Text Available Current obstacles in the study of social media marketing include dealing with massive data and real-time updates have motivated to contribute solutions that can be adopted for viral marketing. Since information diffusion and social networks are the core of viral marketing, this article aims to investigate the constellation of diffusion methods for viral marketing. Studies on diffusion methods for viral marketing have applied different computational methods, but a systematic investigation of these methods has limited. Most of the literature have focused on achieving objectives such as influence maxi-mization or community detection. Therefore, this article aims to conduct an in-depth review of works related to diffusion for viral marketing. Viral marketing has applied to business-to-consumer transactions but has seen limited adoption in business-to-business transactions. The literature review reveals a lack of new diffusion methods, especially in dynamic and large-scale networks. It also offers insights into applying various mining methods for viral marketing. It discusses some of the challenges, limitations, and future research directions of information diffusion for viral marketing. The article also introduces a viral marketing informa-tion diffusion model. The proposed model attempts to solve the dynamicity and large-scale data of social networks by adopting incremental clustering and a stochastic differential equation for business-to-business transactions.
GLOBAL ATTRACTIVITY OF POPULATION MODELS WITH DELAYS AND DIFFUSION
QIU Zhipeng
2005-01-01
In this paper, the asymptotic behavior of three types of population models with delays and diffusion is studied. The first represents one species growth in the patchΩand periodic environment and with delays recruitment, the second models a single species dispersal among the m patches of a heterogeneous environment, and the third models the spread of bacterial infections. Sufficient conditions for the global attractivity of periodic solution are obtained by the method of monotone theory and strongly concave operators.Some earlier results are extended to population models with delays and diffusion.
Innovation Diffusion Model in Higher Education: Case Study of E-Learning Diffusion
Buc, Sanjana; Divjak, Blaženka
2015-01-01
The diffusion of innovation (DOI) is critical for any organization and especially nowadays for higher education institutions (HEIs) in the light of vast pressure of emerging educational technologies as well as of the demand of economy and society. DOI takes into account the initial and the implementation phase. The conceptual model of DOI in…
Numerical Simulation Model of Laminar Hydrogen/Air Diffusion Flame
于溯源; 吕雪峰
2002-01-01
A numerical simulation model is developed for a laminar hydrogen/air diffusion flame. Nineteen species and twenty chemical reactions are considered. The chemical kinetics package (CHEMKIN) subroutines are employed to calculate species thermodynamic properties and chemical reaction rate constants. The flow field is calculated by simultaneously solving a continuity equation, an axial momentum equation and an energy equation in a cylindrical coordinate system. Thermal diffusion and Brownian diffusion are considered in the radial direction while they are neglected in the axial direction. The results suggest that the main flame is buoyancy-controlled.
Capdebosq, Y
1999-09-01
In order to study and simulate nuclear reactor cores, one needs to access the neutron distribution in the core. In practice, the description of this density of neutrons is given by a system of diffusion equations, coupled by non differential exchange terms. The strong heterogeneity of the medium constitutes a major obstacle to the numerical computation of this models at reasonable cost. Homogenization appears as compulsory. Heuristic methods have been developed since the origin by nuclear physicists, under a periodicity assumption on the coefficients. They consist in doing a fine computation one a single periodicity cell, to solve the system on the whole domain with homogeneous coefficients, and to reconstruct the neutron density by multiplying the solutions of the two computations. The objectives of this work are to provide mathematically rigorous basis to this factorization method, to obtain the exact formulas of the homogenized coefficients, and to start on geometries where two periodical medium are placed side by side. The first result of this thesis concerns eigenvalue problem models which are used to characterize the state of criticality of the reactor, under a symmetry assumption on the coefficients. The convergence of the homogenization process is proved, and formulas of the homogenized coefficients are given. We then show that without symmetry assumptions, a drift phenomenon appears. It is characterized by the mean of a real Bloch wave method, which gives the homogenized limit in the general case. These results for the critical problem are then adapted to the evolution model. Finally, the homogenization of the critical problem in the case of two side by side periodic medium is studied on a one dimensional on equation model. (authors)
Weak diffusion limits of dynamic conditional correlation models
Hafner, Christian M.; Laurent, Sebastien; Violante, Francesco
diffusion matrix of reduced rank. The degeneracy is due to perfect collinearity between the innovations of the volatility and correlation dynamics. For the special case of constant conditional correlations, a non-degenerate diffusion limit can be obtained. Alternative sets of conditions are considered for......The properties of dynamic conditional correlation (DCC) models are still not entirely understood. This paper fills one of the gaps by deriving weak diffusion limits of a modified version of the classical DCC model. The limiting system of stochastic differential equations is characterized by a...... the rate of convergence of the parameters, obtaining time-varying but deterministic variances and/or correlations. A Monte Carlo experiment confirms that the quasi approximate maximum likelihood (QAML) method to estimate the diffusion parameters is inconsistent for any fixed frequency, but that it may...
Evaluation of the Thermodynamic Models for the Thermal Diffusion Factor
Gonzalez-Bagnoli, Mariana G.; Shapiro, Alexander; Stenby, Erling Halfdan
2003-01-01
Over the years, several thermodynamic models for the thermal diffusion factors for binary mixtures have been proposed. The goal of this paper is to test some of these models in combination with different equations of state. We tested the following models: those proposed by Rutherford and Drickamer...... in 1954, by Dougherty and Drickamer in 1955, by Haase in 1969, by Kempers in 1989 and 2002, and by Shucla and Firoozabadi in 1998. The calculated values of thermal diffusion factors were compared with a few sets of experimental data for hydrocarbon mixtures. For calculation of the partial molar...... properties we applied different thermodynamic models, such as the Soave-Redlich-Kwong and the Peng-Robinson equations of state. The necessity to try different thermo-dynamic models is caused by the high sensitivity of the thermal diffusion factors to the values of the partial molar properties. Two different...
Lin Chen
2014-01-01
Full Text Available To reduce time for collision detection among articulated models, the collision detection algorithm of Hybrid Bounding Volume Hierarchy Tree (HBVHT was proposed to accelerate the speed of culling away triangles. The HBVHT was composed of two phases: A broad phase and a narrow phase. The broad phase consisted of Axis-Aligned Bounding Box (AABB and the Bounding Volume (BV was used to build a Multi-Level Hierarchy Tree (MLHT; the narrow phase was made up of the Oriented Bounding Box (OBB hierarchy trees and triangles. Furthermore, according to the characteristic of hierarchical structure of the HBVHT, an improved cost function was given to analyze the performance of the HBVHT. Experiments were performed between two 6-DOF robots under the Open GL environment. Two robots with the same number of triangles moved with the same trajectory for the collision experiments. Experimental results show that the efficiency of HBVHT algorithm is higher than that of the RAPID and the other two HBVHTs with different structure. The results indicate that the HBVHT algorithm can effectively improve the efficiency of collision detection among the articulated model robots.
Modelling light-cone distribution amplitudes from non-relativistic bound states
We calculate light-cone distribution amplitudes for non-relativistic bound states, including radiative corrections from relativistic gluon exchange to first order in the strong coupling constant. We distinguish between bound states of quarks with equal (or similar) mass, m1 ∼ m2, and between bound states where the quark masses are hierarchical, m1 >> m2. For both cases we calculate the distribution amplitudes at the non-relativistic scale and discuss the renormalization-group evolution for the leading-twist and 2-particle distributions. Our results apply to hard exclusive reactions with non-relativistic bound states in the QCD factorization approach like, for instance, Bc → ηclν or e+e- → J/ψηc. They also serve as a toy model for light-cone distribution amplitudes of light mesons or heavy B and D mesons, for which certain model-independent properties can be derived. In particular, we calculate the anomalous dimension for the B meson distribution amplitude φB-(ω) in the Wandzura-Wilczek approximation and derive the according solution of the evolution equation at leading logarithmic accuracy
A WORKING INTEGRATED MODEL FOR THE DIFFUSION OF CONSTRUCTION INNOVATION
Ahmad Rahman Songip; Lau, B. H.; Kamaruzaman Jusoff; Hayati Nor Ramli
2013-01-01
Construction industry is said to be low in innovation and adoption of innovations is necessary to gain competitive advantage in a liberalized and globalized marketplace. This study investigated the factors that influenced the diffusion of construction innovations and developed an integrated framework to improve the diffusion process. A conceptual model was developed to guide the study and the modification of a questionnaire used in previous study of similar nature. The dependent variable was ...
SMT-Based Bounded Model Checking for Embedded ANSI-C Software
Cordeiro, Lucas; Marques-Silva, Joao
2009-01-01
Propositional bounded model checking has been applied successfully to verify embedded software but is limited by the increasing propositional formula size and the loss of structure during the translation. These limitations can be reduced by encoding word-level information in theories richer than propositional logic and using SMT solvers for the generated verification conditions. Here, we investigate the application of different SMT solvers to the verification of embedded software written in ANSI-C. We have extended the encodings from previous SMT-based bounded model checkers to provide more accurate support for finite variables, bit-vector operations, arrays, structures, unions and pointers. We have integrated the CVC3, Boolector, and Z3 solvers with the CBMC front-end and evaluated them using both standard software model checking benchmarks and typical embedded applications from telecommunications, control systems and medical devices. The experiments show that our approach can analyze larger problems and sub...
Ostwald ripening on a substrate : modeling local interparticle diffusion
Zheng, Xin; Bigot, Bernard
1994-01-01
A model with local interparticle diffusion is considered, in contrast with the classical model of Ostwald ripening (the mean field model) and its multiparticle extensions which have long range interactions. Simulations of the evolution of the system show that the asymptotic behavior obeys a power law. It is also found that the scaled asymptotic distribution of particle radii is broader than in the previous models, even at low initial coverage where the multiparticle models have the same narro...
A Generalized Norton-Bass Model for Multigeneration Diffusion
Zhengrui Jiang; Dipak C. Jain
2012-01-01
The Norton-Bass (NB) model is often credited as the pioneering multigeneration diffusion model in marketing. However, as acknowledged by the authors, when counting the number of adopters who substitute an old product generation with a new generation, the NB model does not differentiate those who have already adopted the old generation from those who have not. In this study, we develop a generalized Norton-Bass (GNB) model that separates the two different types of substitutions. The GNB model ...
Tevatron Higgs Mass Bounds: Projecting U(1)' Models to LHC Domain
Sert, Hale; Demir, Durmus A; Solmaz, Levent
2010-01-01
We study Higgs boson masses in supersymmetric models with an extra U(1) symmetry to be called U(1)$^{\\prime}$. Such extra gauge symmetries are urged by the $\\mu$ problem of the MSSM, and they also arise frequently in low-energy supersymmetric models stemming from GUTs and strings. We analyze mass of the lightest Higgs boson and various other particle masses and couplings by taking into account the LEP bounds as well as the recent bounds from Tevatron experiments. We find that the $\\mu$-problem motivated generic low-energy U(1)$^{\\prime}$ model yields Higgs masses as large as $\\sim 200\\ {\\rm GeV}$ and violate the Tevatron bounds for certain ranges of parameters. We analyze correlations among various model parameters, and determine excluded regions by both scanning the parameter space and by examining certain likely parameter values. We also make educated projections for LHC measurements in light of the Tevatron restrictions on the parameter space. We further analyze certain benchmark models stemming from E(6) ...
Andersson, Anders David Ragnar [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Pastore, Giovanni [Idaho National Lab. (INL), Idaho Falls, ID (United States); Liu, Xiang-Yang [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Perriot, Romain Thibault [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Tonks, Michael [Idaho National Lab. (INL), Idaho Falls, ID (United States); Stanek, Christopher Richard [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
2014-11-07
This report summarizes the development of new fission gas diffusion models from lower length scale simulations and assessment of these models in terms of annealing experiments and fission gas release simulations using the BISON fuel performance code. Based on the mechanisms established from density functional theory (DFT) and empirical potential calculations, continuum models for diffusion of xenon (Xe) in UO_{2} were derived for both intrinsic conditions and under irradiation. The importance of the large X_{eU3O} cluster (a Xe atom in a uranium + oxygen vacancy trap site with two bound uranium vacancies) is emphasized, which is a consequence of its high mobility and stability. These models were implemented in the MARMOT phase field code, which is used to calculate effective Xe diffusivities for various irradiation conditions. The effective diffusivities were used in BISON to calculate fission gas release for a number of test cases. The results are assessed against experimental data and future directions for research are outlined based on the conclusions.
A comparison of Gaussian and diffusivity models of atmospheric dispersion
The Gaussian plume diffusion model of Smith and a diffusivity model by Maul are compared over the full range of atmospheric stability. The models' predictions for ground level concentration are found to agree well a) for ground level releases of materials, and b) for elevated releases of material at distances comparable to or greater than the distance of maximum ground level concentration. Surface layer, ground roughness, and dry deposition effects are examined and a simple ground deposition model used in the Gaussian plume model is found to be adequate over most of the stability range. Uncertainties due to the models themselves and the meteorological input data are estimated and the advantages and limitations of both types of model are discussed. It is concluded that the models are suitable for a variety of applications and that they are fast and inexpensive to run as computer models. (author)
Numerical modelling of swirling diffusive flames
Parra-Santos Teresa; Perez Ruben; Szasz Robert Z.; Gutkowski Artur N.; Castro Francisco
2016-01-01
Computational Fluid Dynamics has been used to study the mixing and combustion of two confined jets whose setup and operating conditions are those of the benchmark of Roback and Johnson. Numerical model solves 3D transient Navier Stokes for turbulent and reactive flows. Averaged velocity profiles using RNG swirl dominated k-epsilon model have been validated with experimental measurements from other sources for the non reactive case. The combustion model is Probability Density Function. Bearing...
Cohabitation reaction-diffusion model for virus focal infections
Amor, Daniel R.; Fort, Joaquim
2014-12-01
The propagation of virus infection fronts has been typically modeled using a set of classical (noncohabitation) reaction-diffusion equations for interacting species. However, for some single-species systems it has been recently shown that noncohabitation reaction-diffusion equations may lead to unrealistic descriptions. We argue that previous virus infection models also have this limitation, because they assume that a virion can simultaneously reproduce inside a cell and diffuse away from it. For this reason, we build a several-species cohabitation model that does not have this limitation. Furthermore, we perform a sensitivity analysis for the most relevant parameters of the model, and we compare the predicted infection speed with observed data for two different strains of the T7 virus.
Modelling and simulation of diffusive processes methods and applications
Basu, SK
2014-01-01
This book addresses the key issues in the modeling and simulation of diffusive processes from a wide spectrum of different applications across a broad range of disciplines. Features: discusses diffusion and molecular transport in living cells and suspended sediment in open channels; examines the modeling of peristaltic transport of nanofluids, and isotachophoretic separation of ionic samples in microfluidics; reviews thermal characterization of non-homogeneous media and scale-dependent porous dispersion resulting from velocity fluctuations; describes the modeling of nitrogen fate and transport
A spatial model of the diffusion of mobile communications within the European Union
Frank, Lauri Dieter
2002-01-01
Innovation diffusion studies have been popular. However, usually the focus has been on two dimensions: Either the innovation's diffusion is studied on the micro level by examining the individual's adoption of an innovation, or on the macro-level by modelling the sigmoid diffusion curve. The third dimension of the diffusion of an innovation, spatial diffusion, has gained less attention. Spatial diffusion models mostly base on the effect of distance on an innovation's diffusion process. General...
The parton model for the diffusion
We analyze the Buchmueller-Hebecker model for diffraction processes, point out its predictions to the diffractive structure function FD(3)2 (xIP, β,Q2). The break of factorization for the FD93)2 present in recent H1 data is well described introducing an extra soft (reggeon) contribution as an extension to the model. (author)
Upper bound on the gluino mass in supersymmetric models with extra matters
Moroi, Takeo; Yanagida, Tsutomu T.; Yokozaki, Norimi
2016-09-01
We discuss the upper bound on the gluino mass in supersymmetric models with vector-like extra matters. In order to realize the observed Higgs mass of 125 GeV, the gluino mass is bounded from above in supersymmetric models. With the existence of the vector-like extra matters at around TeV, we show that such an upper bound on the gluino mass is significantly reduced compared to the case of minimal supersymmetric standard model. This is due to the fact that radiatively generated stop masses as well the stop trilinear coupling are enhanced in the presence of the vector-like multiplets. In a wide range of parameter space of the model with extra matters, particularly with sizable tan β (which is the ratio of the vacuum expectation values of the two Higgs bosons), the gluino is required to be lighter than ∼ 3 TeV, which is likely to be within the reach of forthcoming LHC experiment.
Modeling diffusion of innovations with probabilistic cellular automata
Boccara, Nino; Fuks, Henryk
1997-01-01
We present a family of one-dimensional cellular automata modeling the diffusion of an innovation in a population. Starting from simple deterministic rules, we construct models parameterized by the interaction range and exhibiting a second-order phase transition. We show that the number of individuals who eventually keep adopting the innovation strongly depends on connectivity between individuals.
STABILITY OF INNOVATION DIFFUSION MODEL WITH NONLINEAR ACCEPTANCE
Yu Yumei; Wang Wendi
2007-01-01
In this article, an innovation diffusion model with the nonlinear acceptance is proposed to describe the dynamics of three competing products in a market. It is proved that the model admits a unique positive equilibrium, which is globally stable by excluding the existence of periodic solutions and by using the theory of three dimensional competition systems.
Diffusion approximation for modeling of 3-D radiation distributions
A three-dimensional transport code DIF3D, based on the diffusion approximation, is used to model the spatial distribution of radiation energy arising from volumetric isotropic sources. Future work will be concerned with the determination of irradiances and modeling of realistic scenarios, relevant to the battlefield conditions. 8 refs., 4 figs
A combinatorial model of malware diffusion via bluetooth connections.
Stefano Merler
Full Text Available We outline here the mathematical expression of a diffusion model for cellphones malware transmitted through Bluetooth channels. In particular, we provide the deterministic formula underlying the proposed infection model, in its equivalent recursive (simple but computationally heavy and closed form (more complex but efficiently computable expression.
Langevin equation with fluctuating diffusivity: A two-state model.
Miyaguchi, Tomoshige; Akimoto, Takuma; Yamamoto, Eiji
2016-07-01
Recently, anomalous subdiffusion, aging, and scatter of the diffusion coefficient have been reported in many single-particle-tracking experiments, though the origins of these behaviors are still elusive. Here, as a model to describe such phenomena, we investigate a Langevin equation with diffusivity fluctuating between a fast and a slow state. Namely, the diffusivity follows a dichotomous stochastic process. We assume that the sojourn time distributions of these two states are given by power laws. It is shown that, for a nonequilibrium ensemble, the ensemble-averaged mean-square displacement (MSD) shows transient subdiffusion. In contrast, the time-averaged MSD shows normal diffusion, but an effective diffusion coefficient transiently shows aging behavior. The propagator is non-Gaussian for short time and converges to a Gaussian distribution in a long-time limit; this convergence to Gaussian is extremely slow for some parameter values. For equilibrium ensembles, both ensemble-averaged and time-averaged MSDs show only normal diffusion and thus we cannot detect any traces of the fluctuating diffusivity with these MSDs. Therefore, as an alternative approach to characterizing the fluctuating diffusivity, the relative standard deviation (RSD) of the time-averaged MSD is utilized and it is shown that the RSD exhibits slow relaxation as a signature of the long-time correlation in the fluctuating diffusivity. Furthermore, it is shown that the RSD is related to a non-Gaussian parameter of the propagator. To obtain these theoretical results, we develop a two-state renewal theory as an analytical tool. PMID:27575079
Langevin equation with fluctuating diffusivity: A two-state model
Miyaguchi, Tomoshige; Akimoto, Takuma; Yamamoto, Eiji
2016-07-01
Recently, anomalous subdiffusion, aging, and scatter of the diffusion coefficient have been reported in many single-particle-tracking experiments, though the origins of these behaviors are still elusive. Here, as a model to describe such phenomena, we investigate a Langevin equation with diffusivity fluctuating between a fast and a slow state. Namely, the diffusivity follows a dichotomous stochastic process. We assume that the sojourn time distributions of these two states are given by power laws. It is shown that, for a nonequilibrium ensemble, the ensemble-averaged mean-square displacement (MSD) shows transient subdiffusion. In contrast, the time-averaged MSD shows normal diffusion, but an effective diffusion coefficient transiently shows aging behavior. The propagator is non-Gaussian for short time and converges to a Gaussian distribution in a long-time limit; this convergence to Gaussian is extremely slow for some parameter values. For equilibrium ensembles, both ensemble-averaged and time-averaged MSDs show only normal diffusion and thus we cannot detect any traces of the fluctuating diffusivity with these MSDs. Therefore, as an alternative approach to characterizing the fluctuating diffusivity, the relative standard deviation (RSD) of the time-averaged MSD is utilized and it is shown that the RSD exhibits slow relaxation as a signature of the long-time correlation in the fluctuating diffusivity. Furthermore, it is shown that the RSD is related to a non-Gaussian parameter of the propagator. To obtain these theoretical results, we develop a two-state renewal theory as an analytical tool.
Modeling Copper Diffusion in Polycrystalline CdTe Solar Cells
Akis, Richard [Arizona State University; Brinkman, Daniel [Arizona State University; Sankin, Igor [First Solar; Fang, Tian [First Solar; Guo, Da [Arizona State Univeristy; Vasileska, Dragica [Arizona State University; Ringhofer, Christain [Arizona State University
2014-06-06
It is well known that Cu plays an important role in CdTe solar cell performance as a dopant. In this work, a finite-difference method is developed and used to simulate Cu diffusion in CdTe solar cells. In the simulations, which are done on a two-dimensional (2D) domain, the CdTe is assumed to be polycrystalline, with the individual grains separated by grain boundaries. When used to fit experimental Cu concentration data, bulk and grain boundary diffusion coefficients and activation energies for CdTe can be extracted. In the past, diffusion coefficients have been typically obtained by fitting data to simple functional forms of limited validity. By doing full simulations, the simplifying assumptions used in those analytical models are avoided and diffusion parameters can thus be determined more accurately
A semi linear model of weakly coupled parabolic p.d.e. with reaction-diffusion is investigated. The system describes fission gas transfer from grain interior of UO2 to grain boundaries. The problem is studied in a bounded domain. Using the upper-lower solutions method, two monotone sequences for the finite differences equations are constructed. Reasons are mentioned that allow to affirm that in the proposed functional sector the algorithm converges to the unique solution of the differential system. (author)
Numerical modelling of swirling diffusive flames
Parra-Santos Teresa
2016-01-01
Full Text Available Computational Fluid Dynamics has been used to study the mixing and combustion of two confined jets whose setup and operating conditions are those of the benchmark of Roback and Johnson. Numerical model solves 3D transient Navier Stokes for turbulent and reactive flows. Averaged velocity profiles using RNG swirl dominated k-epsilon model have been validated with experimental measurements from other sources for the non reactive case. The combustion model is Probability Density Function. Bearing in mind the annular jet has swirl number over 0.5, a vortex breakdown appears in the axis of the burner. Besides, the sudden expansion with a ratio of 2 in diameter between nozzle exits and the test chamber produces the boundary layer separation with the corresponding torus shape recirculation. Contrasting the mixing and combustion models, the last one produces the reduction of the vortex breakdown.
Numerical modelling of swirling diffusive flames
Parra-Santos, Teresa; Perez, Ruben; Szasz, Robert Z.; Gutkowski, Artur N.; Castro, Francisco
2016-03-01
Computational Fluid Dynamics has been used to study the mixing and combustion of two confined jets whose setup and operating conditions are those of the benchmark of Roback and Johnson. Numerical model solves 3D transient Navier Stokes for turbulent and reactive flows. Averaged velocity profiles using RNG swirl dominated k-epsilon model have been validated with experimental measurements from other sources for the non reactive case. The combustion model is Probability Density Function. Bearing in mind the annular jet has swirl number over 0.5, a vortex breakdown appears in the axis of the burner. Besides, the sudden expansion with a ratio of 2 in diameter between nozzle exits and the test chamber produces the boundary layer separation with the corresponding torus shape recirculation. Contrasting the mixing and combustion models, the last one produces the reduction of the vortex breakdown.
Modelling on cavitation in a diffuser with vortex generator
Jablonská J.
2013-04-01
Full Text Available Based on cavitation modelling in Laval nozzle results and experience, problem with the diffuser with vortex generator was defined. The problem describes unsteady multiphase flow of water. Different cavitation models were used when modelling in Fluent, flow condition is inlet and pressure condition is outlet. Boundary conditions were specified by Energy Institute, Victor Kaplan’s Department of Fluid Engineering, Faculty of Mechanical Engineering, Brno University of Technology. Numerical modelling is compared with experiment.
COMPUTATION OF GREEKS FOR JUMP-DIFFUSION MODELS
M'Hamed Eddahbi; SIDI MOHAMED LALAOUI BEN CHERIF; ABDELAZIZ NASROALLAH
2015-01-01
In the present paper, we compute the Greeks for a class of jump diffusion models by using Malliavin calculus techniques. More precisely, the model under consideration is governed by a Brownian component and a jump part described by a compound Poisson process. Our approach consists of approximating the compound Poisson process by a suitable sequence of standard Poisson processes. The Greeks of the original model are obtained as limits or weighted limits of the Greeks of the approximate model. ...
Model-Independent Analysis of B -> pi K Decays and Bounds on the Weak Phase gamma
Neubert, Matthias(PRISMA Cluster of Excellence & Mainz Institut for Theoretical Physics, Johannes Gutenberg University, D-55099, Mainz, Germany)
1998-01-01
A general parametrization of the amplitudes for the rare two-body decays B -> pi K is introduced, which makes maximal use of theoretical constraints arising from flavour symmetries of the strong interactions and the structure of the low-energy effective weak Hamiltonian. With the help of this parametrization, a model-independent analysis of the branching ratios and direct CP asymmetries in the various B -> pi K decay modes is performed, and the impact of hadronic uncertainties on bounds on th...
A relativistic gauge model describing N particles bound by harmonic forces
Application of the principle of gauging to linear canonical symmetries of simplest (rudimentary) bilinear lagrangians is shown to produce a relativistic version of the lagrangian describing N particles bound by harmonic forces. For pairwise coupled identical particles the gauge group is T1xU1xSUN-1. A model for the relativistic discrete string (a chain of N particles) is also discussed. All these gauge theories of particles can be quantized by standard methods. (orig.)
Two Gamma Decay Width of D Meson in Bound State Model
We have estimated the two gamma decay width of D meson by using the bound state model of Holdom and Sutherland. Here we have derived an effective quark level Lagrangian for c → uγ and c → uγγ and hence we have calculated the decay width of D → γγ. We have obtained the branching ratio for the above decay mode as: Br (Do → 2γ) 8.63 x 10-6. (author)