4 resultados para Vickrey-Clarke-Grove-Mechanismus

em Greenwich Academic Literature Archive - UK


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Arguably, in a time of war literature, and indeed all writing, is saturated with deep psychic responses to conflict. So that not only in literary genres such as epic and tragedy, but also in the novel and comedy, can writing about war be discerned. C.G. Jung, Shakespeare and Lindsay Clarke are fundamentally writers of war who share allied literary strategies. Moreover, they diagnose similar origins to the malaise of a culture tending to war in the neglect of aspects of the feminine that patriarchy prefers to ignore. In repressing or evading the dark feminine, cultures as dissimilar as ancient Greece, the 21st century, Shakespeare's England and Jung's Europe prevent the healing energies of the conjunctio of masculine and feminine from stabilising an increasingly fragile consciousness. In the Troy novels of Clarke, Answer to Job by Jung and Much Ado About Nothing by Shakespeare, some attempt at spiritual nourishment is made through the writing. [From the Publisher]

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The paper describes an implicit finite difference approach to the pricing of American options on assets with a stochastic volatility. A multigrid procedure is described for the fast iterative solution of the discrete linear complementarity problems that result. The accuracy and performance of this approach is improved considerably by a strike-price related analytic transformation of asset prices and adaptive time-stepping.

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This presentation will attempt to address the issue of whether the engineering design community has the knowledge, data and tool sets required to undertake advanced evacuation analysis. In discussing this issue I want to draw on examples not only from the building industry but more widely from where ever people come into contact with an environment fashioned by man. Prescriptive design regulations the world over suggest that if we follow a particular set of essentially configurational regulations concerning travel distances, number of exits, exit widths, etc it should be possible to evacuate a structure within a pre-defined acceptable amount of time. In the U.K. for public buildings this turns out to be 2.5 minutes, internationally in the aviation industry this is 90 seconds, in the UK rail industry this is 90 seconds and the international standard adopted by the maritime industry is 60 minutes. The difficulties and short comings of this approach are well known and so I will not repeat them here, save to say that this approach is usually littered with “magic numbers” that do not stand up to scrutiny. As we are focusing on human behaviour issues, it is also worth noting that more generally, the approach fails to take into account how people actually behave, preferring to adopt an engineer’s view of what people should do in order to make their design work. Examples of the failure of this approach are legion and include the; Manchester Boeing 737 fire, Kings Cross underground station fire, Piper Alpha oil platform explosion, Ladbroke Grove Rail crash and fire, Mont Blanc tunnel fire, Scandinavian Star ferry fire and the Station Nightclub fire.

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A communication system model for mutual information performance analysis of multiple-symbol differential M-phase shift keying over time-correlated, time-varying flat-fading communication channels is developed. This model is a finite-state Markov (FSM) equivalent channel representing the cascade of the differential encoder, FSM channel model and differential decoder. A state-space approach is used to model channel phase time correlations. The equivalent model falls in a class that facilitates the use of the forward backward algorithm, enabling the important information theoretic results to be evaluated. Using such a model, one is able to calculate mutual information for differential detection over time-varying fading channels with an essentially finite time set of correlations, including the Clarke fading channel. Using the equivalent channel, it is proved and corroborated by simulations that multiple-symbol differential detection preserves the channel information capacity when the observation interval approaches infinity.