Econometric analysis of microscopic simulation models

Microscopic simulation models are often evaluated based on visual inspection of the results. This paper presents formal econometric techniques to compare microscopic simulation (MS) models with real-life data. A related result is a methodology to compare different MS models with each other. For this purpose, possible parameters of interest, such as mean returns, or autocorrelation patterns, are classified and characterized. For each class of characteristics, the appropriate techniques are presented. We illustrate the methodology by comparing the MS model developed by He and Li [J. Econ. Dynam. Control, 2007, 31, 3396-3426, Quant. Finance, 2008, 8, 59-79] with actual data.

Hybridization of a class of "second order" models of traffic flow

Despite the simultaneous progress of traffic modelling both on the macroscopic and microscopic front, recent works [E. Bourrel, J.B. Lessort, Mixing micro and macro representation of traffic flow: a hybrid model based on the LWR theory, Transport. Res. Rec. 1852 (2003) 193–200; D. Helbing, M. Treiber, Critical discussion of “synchronized flow”, Coop. Transport. Dyn. 1 (2002) 2.1–2.24; A. Hennecke, M. Treiber, D. Helbing, Macroscopic simulations of open systems and micro–macro link, in: D. Helbing, H.J. Herrmann, M. Schreckenberg, D.E. Wolf (Eds.), Traffic and Granular Flow ’99, Springer, Berlin, 2000, pp. 383–388] highlighted that one of the most promising way to simulate efficiently traffic flow on large road networks is a clever combination of both traffic representations: the hybrid modelling. Our focus in this paper is to propose two hybrid models for which the macroscopic (resp. mesoscopic) part is based on a class of second order model [A. Aw, M. Rascle, Resurection of second order models of traffic flow?, SIAM J. Appl. Math. 60 (2000) 916–938] whereas the microscopic part is a Follow-the Leader type model [D.C. Gazis, R. Herman, R.W. Rothery, Nonlinear follow-the-leader models of traffic flow, Oper. Res. 9 (1961) 545–567; R. Herman, I. Prigogine, Kinetic Theory of Vehicular Traffic, American Elsevier, New York, 1971]. For the first hybrid model, we define precisely the translation of boundary conditions at interfaces and for the second one we explain the synchronization processes. Furthermore, through some numerical simulations we show that the waves propagation is not disturbed and the mass is accurately conserved when passing from one traffic representation to another.

Microscopic Origin of Channeled Flow in Lamellar Titanium Aluminide

We employ a quantum mechanical bond order potential in an atomistic simulation of channeled flow. We show that the original hypothesis that this is achieved by a cooperative deployment of slip and twinning is correct, first because a twin is able to “protect” a 60° ordinary dislocation from becoming sessile, and second because the two processes are found to be activated by Peierls stresses of similar magnitude. In addition we show an explicit demonstration of the lateral growth of a twin, again at a similar level of stress. Thus these simultaneous processes are shown to be capable of channeling deformation into the observed state of plane strain in so-called “A”-oriented mechanical testing of titanium aluminide superalloy.

Performance analysis of a metro WDM ring networks with variable-length packets under symmetric and asymmetric traffic

In this paper, we discuss and evaluate two proposed metro wavelength division multiplexing (WDM) ring network architectures for variable-length packet traffic in storage area networks (SANs) settings. The paper begins with a brief review of the relevant architectures and protocols in the literature. Subsequently, the network architectures along with their medium access control (MAC) protocols are described. Performance of the two network architectures is studied by means of computer simulation in terms of their queuing delay, node throughput and proportion of packets dropped. The network performance is evaluated under symmetric and asymmetric traffic scenarios with Poisson and self-similar traffic. (C) 2011 Elsevier Inc. All rights reserved.

Particle-in-cell simulation study of the interaction between a relativistically moving leptonic micro-cloud and ambient electrons

Context. The jets of compact accreting objects are composed of electrons and a mixture of positrons and ions. These outflows impinge on the interstellar or intergalactic medium and both plasmas interact via collisionless processes. Filamentation (beam-Weibel) instabilities give rise to the growth of strong electromagnetic fields. These fields thermalize the interpenetrating plasmas. 

Aims. Hitherto, the effects imposed by a spatial non-uniformity on filamentation instabilities have remained unexplored. We examine the interaction between spatially uniform background electrons and a minuscule cloud of electrons and positrons. The cloud size is comparable to that created in recent laboratory experiments and such clouds may exist close to internal and external shocks of leptonic jets. The purpose of our study is to determine the prevalent instabilities, their ability to generate electromagnetic fields and the mechanism, by which the lepton micro-cloud transfers energy to the background plasma. 

Methods. A square micro-cloud of equally dense electrons and positrons impinges in our particle-in-cell (PIC) simulation on a spatially uniform plasma at rest. The latter consists of electrons with a temperature of 1 keV and immobile ions. The initially charge- and current neutral micro-cloud has a temperature of 100 keV and a side length of 2.5 plasma skin depths of the micro-cloud. The side length is given in the reference frame of the background plasma. The mean speed of the micro-cloud corresponds to a relativistic factor of 15, which is relevant for laboratory experiments and for relativistic astrophysical outflows. The spatial distributions of the leptons and of the electromagnetic fields are examined at several times. 

Results. A filamentation instability develops between the magnetic field carried by the micro-cloud and the background electrons. The electromagnetic fields, which grow from noise levels, redistribute the electrons and positrons within the cloud, which boosts the peak magnetic field amplitude. The current density and the moduli of the electromagnetic fields grow aperiodically in time and steadily along the direction that is anti-parallel to the cloud's velocity vector. The micro-cloud remains conjoined during the simulation. The instability induces an electrostatic wakefield in the background plasma. 

Conclusions. Relativistic clouds of leptons can generate and amplify magnetic fields even if they have a microscopic size, which implies that the underlying processes can be studied in the laboratory. The interaction of the localized magnetic field and high-energy leptons will give rise to synchrotron jitter radiation. The wakefield in the background plasma dissipates the kinetic energy of the lepton cloud. Even the fastest lepton micro-clouds can be slowed down by this collisionless mechanism. Moderately fast charge- and current neutralized lepton micro-clouds will deposit their energy close to relativistic shocks and hence they do not constitute an energy loss mechanism for the shock.