Discrete and continuous models for dry masonry columns

The dynamic response of dry masonry columns can be approximated with finite-difference equations. Continuum models follow by replacing the difference quotients of the discrete model by corresponding differential expressions. The mathematically simplest of these models is a one-dimensional Cosserat theory. Within the presented homogenization context, the Cosserat theory is obtained by making ad hoc assumptions regarding the relative importance of certain terms in the differential expansions. The quality of approximation of the various theories is tested by comparison of the dispersion relations for bending waves with the dispersion relation of the discrete theory. All theories coincide with differences of less than 1% for wave-length-block-height (L/h) ratios bigger than 2 pi. The theory based on systematic differential approximation remains accurate up to L/h = 3 and then diverges rapidly. The Cosserat model becomes increasingly inaccurate for L/h < 2 pi. However, in contrast to the systematic approximation, the wave speed remains finite. In conclusion, considering its relative simplicity, the Cosserat model appears to be the natural starting point for the development of continuum models for blocky structures.

Constructing good deals in discrete time arbitrage-free dynamic pricing models

Recent literature has proved that many classical pricing models (Black and Scholes, Heston, etc.) and risk measures (V aR, CV aR, etc.) may lead to “pathological meaningless situations”, since traders can build sequences of portfolios whose risk leveltends to −infinity and whose expected return tends to +infinity, i.e., (risk = −infinity, return = +infinity). Such a sequence of strategies may be called “good deal”. This paper focuses on the risk measures V aR and CV aR and analyzes this caveat in a discrete time complete pricing model. Under quite general conditions the explicit expression of a good deal is given, and its sensitivity with respect to some possible measurement errors is provided too. We point out that a critical property is the absence of short sales. In such a case we first construct a “shadow riskless asset” (SRA) without short sales and then the good deal is given by borrowing more and more money so as to invest in the SRA. It is also shown that the SRA is interested by itself, even if there are short selling restrictions.

Discrete time Non-homogeneous Semi-Markov Processes applied to Models for Disability Insurance

In this paper, we present a stochastic model for disability insurance contracts. The model is based on a discrete time non-homogeneous semi-Markov process (DTNHSMP) to which the backward recurrence time process is introduced. This permits a more exhaustive study of disability evolution and a more efficient approach to the duration problem. The use of semi-Markov reward processes facilitates the possibility of deriving equations of the prospective and retrospective mathematical reserves. The model is applied to a sample of contracts drawn at random from a mutual insurance company.

Simple models for multi-attribute choice with many alternatives: When it does and does not pay to face tradeoffs with binary attributes

Working Paper no longer available. Please contact the author.

Consumer choice in competitive location models: Formulations and heuristics

A new direction of research in Competitive Location theory incorporatestheories of Consumer Choice Behavior in its models. Following thisdirection, this paper studies the importance of consumer behavior withrespect to distance or transportation costs in the optimality oflocations obtained by traditional Competitive Location models. To dothis, it considers different ways of defining a key parameter in thebasic Maximum Capture model (MAXCAP). This parameter will reflectvarious ways of taking into account distance based on several ConsumerChoice Behavior theories. The optimal locations and the deviation indemand captured when the optimal locations of the other models are usedinstead of the true ones, are computed for each model. A metaheuristicbased on GRASP and Tabu search procedure is presented to solve all themodels. Computational experience and an application to 55-node networkare also presented.

Some concepts and models usefulninthe analysis of discrete life time data

This thesis entitled Reliability Modelling and Analysis in Discrete time Some Concepts and Models Useful in the Analysis of discrete life time data.The present study consists of five chapters. In Chapter II we take up the derivation of some general results useful in reliability modelling that involves two component mixtures. Expression for the failure rate, mean residual life and second moment of residual life of the mixture distributions in terms of the corresponding quantities in the component distributions are investigated. Some applications of these results are also pointed out. The role of the geometric,Waring and negative hypergeometric distributions as models of life lengths in the discrete time domain has been discussed already. While describing various reliability characteristics, it was found that they can be often considered as a class. The applicability of these models in single populations naturally extends to the case of populations composed of sub-populations making mixtures of these distributions worth investigating. Accordingly the general properties, various reliability characteristics and characterizations of these models are discussed in chapter III. Inference of parameters in mixture distribution is usually a difficult problem because the mass function of the mixture is a linear function of the component masses that makes manipulation of the likelihood equations, leastsquare function etc and the resulting computations.very difficult. We show that one of our characterizations help in inferring the parameters of the geometric mixture without involving computational hazards. As mentioned in the review of results in the previous sections, partial moments were not studied extensively in literature especially in the case of discrete distributions. Chapters IV and V deal with descending and ascending partial factorial moments. Apart from studying their properties, we prove characterizations of distributions by functional forms of partial moments and establish recurrence relations between successive moments for some well known families. It is further demonstrated that partial moments are equally efficient and convenient compared to many of the conventional tools to resolve practical problems in reliability modelling and analysis. The study concludes by indicating some new problems that surfaced during the course of the present investigation which could be the subject for a future work in this area.

Discrete Time Inventory Models with/without Positive Service Time

In everyday life different flows of customers to avail some service facility or other at some service station are experienced. In some of these situations, congestion of items arriving for service, because an item cannot be serviced Immediately on arrival, is unavoidable. A queuing system can be described as customers arriving for service, waiting for service if it is not immediate, and if having waited for service, leaving the system after being served. Examples Include shoppers waiting in front of checkout stands in a supermarket, Programs waiting to be processed by a digital computer, ships in the harbor Waiting to be unloaded, persons waiting at railway booking office etc. A queuing system is specified completely by the following characteristics: input or arrival pattern, service pattern, number of service channels, System capacity, queue discipline and number of service stages. The ultimate objective of solving queuing models is to determine the characteristics that measure the performance of the system

Some bivariate life time models in discrete time"

The term reliability of an equipment or device is often meant to indicate the probability that it carries out the functions expected of it adequately or without failure and within specified performance limits at a given age for a desired mission time when put to use under the designated application and operating environmental stress. A broad classification of the approaches employed in relation to reliability studies can be made as probabilistic and deterministic, where the main interest in the former is to device tools and methods to identify the random mechanism governing the failure process through a proper statistical frame work, while the latter addresses the question of finding the causes of failure and steps to reduce individual failures thereby enhancing reliability. In the probabilistic attitude to which the present study subscribes to, the concept of life distribution, a mathematical idealisation that describes the failure times, is fundamental and a basic question a reliability analyst has to settle is the form of the life distribution. It is for no other reason that a major share of the literature on the mathematical theory of reliability is focussed on methods of arriving at reasonable models of failure times and in showing the failure patterns that induce such models. The application of the methodology of life time distributions is not confined to the assesment of endurance of equipments and systems only, but ranges over a wide variety of scientific investigations where the word life time may not refer to the length of life in the literal sense, but can be concieved in its most general form as a non-negative random variable. Thus the tools developed in connection with modelling life time data have found applications in other areas of research such as actuarial science, engineering, biomedical sciences, economics, extreme value theory etc.

Stable reduced-order models for discrete-time systems

The Routh-stability method is employed to reduce the order of discrete-time system transfer functions. It is shown that the Routh approximant is well suited to reduce both the denominator and the numerator polynomials, although alternative methods, such as PadÃ�Â(c)-Markov approximation, are also used to fit the model numerator coefficients.

Using simulation models to investigate the cumulative effects of sowing rate, sowing date and cultivar choice on weed competition

With the increasing pressure on crop production from the evolution of herbicide resistance, farmers are increasingly adopting Integrated Weed Management (IWM) strategies to augment their weed control. These include measures to increase the competitiveness of the crop canopy such as increased sowing rate and the use of more competitive cultivars. While there are data on the relative impact of these non-chemical weed control methods assessed in isolation, there is uncertainty about their combined contribution, which may be hindering their adoption. In this article, the INTERCOM simulation model of crop / weed competition was used to examine the combined impact of crop density, sowing date and cultivar choice on the outcomes of competition between wheat (Triticum aestivum) and Alopecurus myosuroides. Alopecurus myosuroides is a problematic weed of cereal crops in North-Western Europe and the primary target for IWM in the UK because it has evolved resistance to a range of herbicides. The model was parameterised for two cultivars with contrasting competitive ability, and simulations run across 10 years at different crop densities and two sowing dates. The results suggest that sowing date, sowing density and cultivar choice largely work in a complementary fashion, allowing enhanced competitive ability against weeds when used in combination. However, the relative benefit of choosing a more competitive cultivar decreases at later sowing dates and higher crop densities. Modelling approaches could be further employed to examine the effectiveness of IWM, reducing the need for more expensive and cumbersome long-term in situ experimentation.

Continuum, Discrete, and Explicit Solvation Models for Describing the Low-Lying Absorption Spectrum of the Pterin Acid in Aqueous Environment

The absorption spectrum of the acid form of pterin in water was investigated theoretically. Different procedures using continuum, discrete, and explicit models were used to include the solvation effect on the absorption spectrum, characterized by two bands. The discrete and explicit models used Monte Carlo simulation to generate the liquid structure and time-dependent density functional theory (B3LYP/6-31G+(d)) to obtain the excitation energies. The discrete model failed to give the correct qualitative effect on the second absorption band. The continuum model, in turn, has given a correct qualitative picture and a semiquantitative description. The explicit use of 29 solvent molecules, forming a hydration shell of 6 angstrom, embedded in the electrostatic field of the remaining solvent molecules, gives absorption transitions at 3.67 and 4.59 eV in excellent agreement with the S(0)-S(1) and S(0)-S(2) absorption bands at of 3.66 and 4.59 eV, respectively, that characterize the experimental spectrum of pterin in water environment. (C) 2010 Wiley Periodicals, Inc. Int J Quantum Chem 110: 2371-2377, 2010

SPECIAL CHARACTERIZATIONS OF STANDARD DISCRETE MODELS

This article presents important properties of standard discrete distributions and its conjugate densities. The Bernoulli and Poisson processes are described as generators of such discrete models. A characterization of distributions by mixtures is also introduced. This article adopts a novel singular notation and representation. Singular representations are unusual in statistical texts. Nevertheless, the singular notation makes it simpler to extend and generalize theoretical results and greatly facilitates numerical and computational implementation.

Naturally light invisible axion in models with large local discrete symmetries

We show that by introducing appropriate local Z(N)(Ngreater than or equal to13) symmetries in electroweak models it is possible to implement an automatic Peccei-Quinn symmetry, at the same time keeping the axion protected against gravitational effects. Although we consider here only an extension of the standard model and a particular 3-3-1 model, the strategy can be used in any kind of electroweak model. An interesting feature of this 3-3-1 model is that if we add (i) right-handed neutrinos, (ii) the conservation of the total lepton number, and (iii) a Z(2) symmetry, the Z(13) and the chiral Peccei-Quinn U(1)P-Q symmetries are both accidental symmetries in the sense that they are not imposed on the Lagrangian but are just a consequence of the particle content of the model, its gauge invariance, renormalizability, and Lorentz invariance. In addition, this model has no domain wall problem.