19 resultados para stock order flow model


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We study the behavior of the random-bond Ising model at zero temperature by numerical simulations for a variable amount of disorder. The model is an example of systems exhibiting a fluctuationless first-order phase transition similar to some field-induced phase transitions in ferromagnetic systems and the martensitic phase transition appearing in a number of metallic alloys. We focus on the study of the hysteresis cycles appearing when the external field is swept from positive to negative values. By using a finite-size scaling hypothesis, we analyze the disorder-induced phase transition between the phase exhibiting a discontinuity in the hysteresis cycle and the phase with the continuous hysteresis cycle. Critical exponents characterizing the transition are obtained. We also analyze the size and duration distributions of the magnetization jumps (avalanches).

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In October 1998, Hurricane Mitch triggered numerous landslides (mainly debris flows) in Honduras and Nicaragua, resulting in a high death toll and in considerable damage to property. The potential application of relatively simple and affordable spatial prediction models for landslide hazard mapping in developing countries was studied. Our attention was focused on a region in NW Nicaragua, one of the most severely hit places during the Mitch event. A landslide map was obtained at 1:10 000 scale in a Geographic Information System (GIS) environment from the interpretation of aerial photographs and detailed field work. In this map the terrain failure zones were distinguished from the areas within the reach of the mobilized materials. A Digital Elevation Model (DEM) with 20 m×20 m of pixel size was also employed in the study area. A comparative analysis of the terrain failures caused by Hurricane Mitch and a selection of 4 terrain factors extracted from the DEM which, contributed to the terrain instability, was carried out. Land propensity to failure was determined with the aid of a bivariate analysis and GIS tools in a terrain failure susceptibility map. In order to estimate the areas that could be affected by the path or deposition of the mobilized materials, we considered the fact that under intense rainfall events debris flows tend to travel long distances following the maximum slope and merging with the drainage network. Using the TauDEM extension for ArcGIS software we generated automatically flow lines following the maximum slope in the DEM starting from the areas prone to failure in the terrain failure susceptibility map. The areas crossed by the flow lines from each terrain failure susceptibility class correspond to the runout susceptibility classes represented in a runout susceptibility map. The study of terrain failure and runout susceptibility enabled us to obtain a spatial prediction for landslides, which could contribute to landslide risk mitigation.

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The bio-economic model "Heures" is a first attempt to develop a simulation procedure to understand the Northwestern Mediterranean fisheries, to evaluate management strategies and to analyze the feasibility of implementing an adaptative management. The model is built on the interaction among three boxes simulating the dynamics of each of the basic actors of a fishery: the stock, the market and the fishermen. A fourth actor, the manager, imposes or modifies the rules, or, in terms of the model, modifies some particular parameters. Thus, the model allows us to simulate and evaluate the mid-term biologic and economic effects of particular management measures. The bio-economic nature of the model is given by the interaction among the three boxes, by the market simulation and, particularly, by the fishermen behaviour. This last element confers to the model its Mediterranean"selfregulated" character. The fishermen allocate their investments to maximize fishing mortality but, having a legal effort limit, they invest in maintenance and technology in order to increase the catchability, which, as a consequence. will be function of the invested capital.

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The use of two-dimensional spectral analysis applied to terrain heights in order to determine characteristic terrain spatial scales and its subsequent use for the objective definition of an adequate grid size required to resolve terrain forcing are presented in this paper. In order to illustrate the influence of grid size, atmospheric flow in a complex terrain area of the Spanish east coast is simulated by the Regional Atmospheric Modeling System (RAMS) mesoscale numerical model using different horizontal grid resolutions. In this area, a grid size of 2 km is required to account for 95% of terrain variance. Comparison among results of the different simulations shows that, although the main wind behavior does not change dramatically, some small-scale features appear when using a resolution of 2 km or finer. Horizontal flow pattern differences are significant both in the nighttime, when terrain forcing is more relevant, and in the daytime, when thermal forcing is dominant. Vertical structures also are investigated, and results show that vertical advection is influenced highly by the horizontal grid size during the daytime period. The turbulent kinetic energy and potential temperature vertical cross sections show substantial differences in the structure of the planetary boundary layer for each model configuration