148 resultados para Joint market simulation


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The two-node tandem Jackson network serves as a convenient reference model for the analysis and testing of different methodologies and techniques in rare event simulation. In this paper we consider a new approach to efficiently estimate the probability that the content of the second buffer exceeds some high level L before it becomes empty, starting from a given state. The approach is based on a Markov additive process representation of the buffer processes, leading to an exponential change of measure to be used in an importance sampling procedure. Unlike changes of measures proposed and studied in recent literature, the one derived here is a function of the content of the first buffer. We prove that when the first buffer is finite, this method yields asymptotically efficient simulation for any set of arrival and service rates. In fact, the relative error is bounded independent of the level L; a new result which is not established for any other known method. When the first buffer is infinite, we propose a natural extension of the exponential change of measure for the finite buffer case. In this case, the relative error is shown to be bounded (independent of L) only when the second server is the bottleneck; a result which is known to hold for some other methods derived through large deviations analysis. When the first server is the bottleneck, experimental results using our method seem to suggest that the relative error is bounded linearly in L.

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A two-dimensional numerical simulation model of interface states in scanning capacitance microscopy (SCM) measurements of p-n junctions is presented-In the model, amphoteric interface states with two transition energies in the Si band gap are represented as fixed charges to account for their behavior in SCM measurements. The interface states are shown to cause a stretch-out-and a parallel shift of the capacitance-voltage characteristics in the depletion. and neutral regions of p-n junctions, respectively. This explains the discrepancy between - the SCM measurement and simulation near p-n junctions, and thus modeling interface states is crucial for SCM dopant profiling of p-n junctions. (C) 2002 American Institute of Physics.

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Forests, and particularly those where native and mixed species are gown, provide a variety of non-wood values, important among which are recreation and environmental services. Substantial progress has been made in recent years in estimating economic values on these services. A considerable amount of research on forest values has been carried out recently in tropical and sub-tropical eastern Australia, some of which is reported in the following papers. The need for estimates of non-wood forest benefits is apparent, and it is clear that further development of techniques and a greater understanding of the way these values can be integrated into public-sector decision making is required.

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A matching function methodology is used to investigate the macroeconomic effects of labor market program (LMP) commencements on youth unemployment outflows in Australia using unpublished data that classify commencements and outflows by duration of unemployment. The results indicate that LMPs have had significant effects on outflows from short-term unemployment. There is a net positive effect from LMP commencements on short-term unemployed female outflow rates. However; females experienced negative spillover effects from male LMP commencements. These spillover effects appear to be associated with wage subsidy programs and suggest the net impact Of such programs may have been overstated in previous studies.

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The splitting method is a simulation technique for the estimation of very small probabilities. In this technique, the sample paths are split into multiple copies, at various stages in the simulation. Of vital importance to the efficiency of the method is the Importance Function (IF). This function governs the placement of the thresholds or surfaces at which the paths are split. We derive a characterisation of the optimal IF and show that for multi-dimensional models the natural choice for the IF is usually not optimal. We also show how nearly optimal splitting surfaces can be derived or simulated using reverse time analysis. Our numerical experiments illustrate that by using the optimal IF, one can obtain a significant improvement in simulation efficiency.

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We are witnessing an enormous growth in biological nitrogen removal from wastewater. It presents specific challenges beyond traditional COD (carbon) removal. A possibility for optimised process design is the use of biomass-supporting media. In this paper, attached growth processes (AGP) are evaluated using dynamic simulations. The advantages of these systems that were qualitatively described elsewhere, are validated quantitatively based on a simulation benchmark for activated sludge treatment systems. This simulation benchmark is extended with a biofilm model that allows for fast and accurate simulation of the conversion of different substrates in a biofilm. The economic feasibility of this system is evaluated using the data generated with the benchmark simulations. Capital savings due to volume reduction and reduced sludge production are weighed out against increased aeration costs. In this evaluation, effluent quality is integrated as well.

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This article proposes a more accurate approach to dopant extraction using combined inverse modeling and forward simulation of scanning capacitance microscopy (SCM) measurements on p-n junctions. The approach takes into account the essential physics of minority carrier response to the SCM probe tip in the presence of lateral electric fields due to a p-n junction. The effects of oxide fixed charge and interface state densities in the grown oxide layer on the p-n junction samples were considered in the proposed method. The extracted metallurgical and electrical junctions were compared to the apparent electrical junction obtained from SCM measurements. (C) 2002 American Institute of Physics.

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Study Design. Two abdominal muscle patterns were tested in the same group of individuals, and their effects were compared in relation to sacroiliac joint laxity. One pattern was contraction of the transversus abdominis, Independently of the other abdominals; the other was a bracing action that used all the lateral abdominal muscles. Objectives. To demonstrate the biomechanical effect of the exercise for the transversus abdominis known to be effective in low back pain. Summary of Background Data. Drawing in the abdominal wall is a specific exercise for the transversus abdominis muscle (in cocontraction with the multifidus), which is used in the treatment of back pain. Clinical effectiveness has been demonstrated to be a reduction of 3-year recurrence from 75% to 35%. To the authors' best knowledge, there is not yet in vivo proof of the biomechanical effect of this specific exercise. This study of a biomechanical model on the mechanics of the sacroiliac joint, however, predicted a significant effect of transversus abdominis muscle force. Methods. Thirteen healthy individuals who could perform the test patterns were included. Sacroiliac joint laxity values were recorded with study participants in the prone position during the two abdominal muscle patterns. The values were recorded by means of Doppler Imaging of vibrations. Simultaneous electromyographic recordings and ultrasound imaging were used to verify the two muscle patterns. Results. The range of sacroiliac joint laxity values observed in this study was comparable with levels found in earlier studies of healthy individuals. These values decreased significantly in all individuals during both muscle patterns (P < 0.001). The independent transversus abdominis contraction decreased sacroiliac joint laxity (or rather increased sacroiliac joint stiffness) to a significantly greater degree than the general abdominal exercise pat-tern (P < 0.0260). Conclusions. Contraction of the transversus abdominis significantly decreases the laxity of the sacroiliac joint. This decrease in laxity is larger than that caused by a bracing action using all the lateral abdominal muscles. These findings are in line with the authors' biomechanical model predictions and support the use of independent transversus abdominis contractions for the treatment of low back pain.

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The performance of the Oxford University Gun Tunnel has been estimated using a quasi-one-dimensional simulation of the facility gas dynamics. The modelling of the actual facility area variations so as to adequately simulate both shock reflection and flow discharge processes has been considered in some detail. Test gas stagnation pressure and temperature histories are compared with measurements at two different operating conditions - one with nitrogen and the other with carbon dioxide as the test gas. It is demonstrated that both the simulated pressures and temperatures are typically within 3% of the experimental measurements.

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What interactions are sufficient to simulate arbitrary quantum dynamics in a composite quantum system? We provide an efficient algorithm to simulate any desired two-body Hamiltonian evolution using any fixed two-body entangling n-qubit Hamiltonian and local unitary operations. It follows that universal quantum computation can be performed using any entangling interaction and local unitary operations.

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What interactions are sufficient to simulate arbitrary quantum dynamics in a composite quantum system? Dodd [Phys. Rev. A 65, 040301(R) (2002)] provided a partial solution to this problem in the form of an efficient algorithm to simulate any desired two-body Hamiltonian evolution using any fixed two-body entangling N-qubit Hamiltonian, and local unitaries. We extend this result to the case where the component systems are qudits, that is, have D dimensions. As a consequence we explain how universal quantum computation can be performed with any fixed two-body entangling N-qudit Hamiltonian, and local unitaries.