3 resultados para Risk models

em Greenwich Academic Literature Archive - UK


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A design methodology based on numerical modelling, integrated with optimisation techniques and statistical methods, to aid the process control of micro and nano-electronics based manufacturing processes is presented in this paper. The design methodology is demonstrated for a micro-machining process called Focused Ion Beam (FIB). This process has been modelled to help understand how a pre-defined geometry of micro- and nano- structures can be achieved using this technology. The process performance is characterised on the basis of developed Reduced Order Models (ROM) and are generated using results from a mathematical model of the Focused Ion Beam and Design of Experiment (DoE) methods. Two ion beam sources, Argon and Gallium ions, have been used to compare and quantify the process variable uncertainties that can be observed during the milling process. The evaluations of the process performance takes into account the uncertainties and variations of the process variables and are used to identify their impact on the reliability and quality of the fabricated structure. An optimisation based design task is to identify the optimal process conditions, by varying the process variables, so that certain quality objectives and requirements are achieved and imposed constraints are satisfied. The software tools used and developed to demonstrate the design methodology are also presented.

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This paper presents a design methodology based on numerical modelling, integrated with optimisation techniques and statistical methods, to aid the development of new advanced technologies in the area of micro and nano systems. The design methodology is demonstrated for a micro-machining process called Focused Ion Beam (FIB). This process has been modelled to provide knowledge of how a pre-defined geometry can be achieved through this direct milling. The geometry characterisation is obtained using a Reduced Order Models (ROM), generated from the results of a mathematical model of the Focused Ion Beam, and Design of Experiment (DoE) methods. In this work, the focus is on the design flow methodology which includes an approach on how to include process parameter uncertainties into the process optimisation modelling framework. A discussion on the impact of the process parameters, and their variations, on the quality and performance of the fabricated structure is also presented. The design task is to identify the optimal process conditions, by altering the process parameters, so that certain reliability and confidence of the application is achieved and the imposed constraints are satisfied. The software tools used and developed to demonstrate the design methodology are also presented.

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Financial modelling in the area of option pricing involves the understanding of the correlations between asset and movements of buy/sell in order to reduce risk in investment. Such activities depend on financial analysis tools being available to the trader with which he can make rapid and systematic evaluation of buy/sell contracts. In turn, analysis tools rely on fast numerical algorithms for the solution of financial mathematical models. There are many different financial activities apart from shares buy/sell activities. The main aim of this chapter is to discuss a distributed algorithm for the numerical solution of a European option. Both linear and non-linear cases are considered. The algorithm is based on the concept of the Laplace transform and its numerical inverse. The scalability of the algorithm is examined. Numerical tests are used to demonstrate the effectiveness of the algorithm for financial analysis. Time dependent functions for volatility and interest rates are also discussed. Applications of the algorithm to non-linear Black-Scholes equation where the volatility and the interest rate are functions of the option value are included. Some qualitative results of the convergence behaviour of the algorithm is examined. This chapter also examines the various computational issues of the Laplace transformation method in terms of distributed computing. The idea of using a two-level temporal mesh in order to achieve distributed computation along the temporal axis is introduced. Finally, the chapter ends with some conclusions.