928 resultados para Price dynamics model with memory


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Details are given of the development and application of a 2D depth-integrated, conformal boundary-fitted, curvilinear model for predicting the depth-mean velocity field and the spatial concentration distribution in estuarine and coastal waters. A numerical method for conformal mesh generation, based on a boundary integral equation formulation, has been developed. By this method a general polygonal region with curved edges can be mapped onto a regular polygonal region with the same number of horizontal and vertical straight edges and a multiply connected region can be mapped onto a regular region with the same connectivity. A stretching transformation on the conformally generated mesh has also been used to provide greater detail where it is needed close to the coast, with larger mesh sizes further offshore, thereby minimizing the computing effort whilst maximizing accuracy. The curvilinear hydrodynamic and solute model has been developed based on a robust rectilinear model. The hydrodynamic equations are approximated using the ADI finite difference scheme with a staggered grid and the solute transport equation is approximated using a modified QUICK scheme. Three numerical examples have been chosen to test the curvilinear model, with an emphasis placed on complex practical applications

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We have optimised the atmospheric radiation algorithm of the FAMOUS climate model on several hardware platforms. The optimisation involved translating the Fortran code to C and restructuring the algorithm around the computation of a single air column. Instead of the existing MPI-based domain decomposition, we used a task queue and a thread pool to schedule the computation of individual columns on the available processors. Finally, four air columns are packed together in a single data structure and computed simultaneously using Single Instruction Multiple Data operations. The modified algorithm runs more than 50 times faster on the CELL’s Synergistic Processing Elements than on its main PowerPC processing element. On Intel-compatible processors, the new radiation code runs 4 times faster. On the tested graphics processor, using OpenCL, we find a speed-up of more than 2.5 times as compared to the original code on the main CPU. Because the radiation code takes more than 60% of the total CPU time, FAMOUS executes more than twice as fast. Our version of the algorithm returns bit-wise identical results, which demonstrates the robustness of our approach. We estimate that this project required around two and a half man-years of work.

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A novel analytical model for mixed-phase, unblocked and unseeded orographic precipitation with embedded convection is developed and evaluated. The model takes an idealised background flow and terrain geometry, and calculates the area-averaged precipitation rate and other microphysical quantities. The results provide insight into key physical processes, including cloud condensation, vapour deposition, evaporation, sublimation, as well as precipitation formation and sedimentation (fallout). To account for embedded convection in nominally stratiform clouds, diagnostics for purely convective and purely stratiform clouds are calculated independently and combined using weighting functions based on relevant dynamical and microphysical time scales. An in-depth description of the model is presented, as well as a quantitative assessment of its performance against idealised, convection-permitting numerical simulations with a sophisticated microphysics parameterisation. The model is found to accurately reproduce the simulation diagnostics over most of the parameter space considered.

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Some recent winters in Western Europe have been characterized by the occurrence of multiple extratropical cyclones following a similar path. The occurrence of such cyclone clusters leads to large socio-economic impacts due to damaging winds, storm surges, and floods. Recent studies have statistically characterized the clustering of extratropical cyclones over the North Atlantic and Europe and hypothesized potential physical mechanisms responsible for their formation. Here we analyze 4 months characterized by multiple cyclones over Western Europe (February 1990, January 1993, December 1999, and January 2007). The evolution of the eddy driven jet stream, Rossby wave-breaking, and upstream/downstream cyclone development are investigated to infer the role of the large-scale flow and to determine if clustered cyclones are related to each other. Results suggest that optimal conditions for the occurrence of cyclone clusters are provided by a recurrent extension of an intensified eddy driven jet toward Western Europe lasting at least 1 week. Multiple Rossby wave-breaking occurrences on both the poleward and equatorward flanks of the jet contribute to the development of these anomalous large-scale conditions. The analysis of the daily weather charts reveals that upstream cyclone development (secondary cyclogenesis, where new cyclones are generated on the trailing fronts of mature cyclones) is strongly related to cyclone clustering, with multiple cyclones developing on a single jet streak. The present analysis permits a deeper understanding of the physical reasons leading to the occurrence of cyclone families over the North Atlantic, enabling a better estimation of the associated cumulative risk over Europe.

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In this paper, we analyze the drivers of the housing markets in Panama City. To the best of our knowledge, no formal academic analysis has been documented on the Panamanian housing market. In this paper, we outline key unique characteristics of the market and provide a brief review of broader economic indicators and housing market literature. Using a unique dataset comprising property-level information over 2007–2014, we employ a hedonic modeling framework to analyze the impacts of certain amenities and drivers that may affect housing values. The results indicate several unique features of the Panamanian housing market.

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This paper investigates the behavior of residential property and examines the linkages between house price dynamics and bank herding behavior. The analysis presents evidence that irrational behaviour may have played a significant role in several countries, including; United Kingdom, Spain, Denmark, Sweden and Ireland. In addition, we also provide evidence indicative of herding behaviour in the European residential mortgage loan market. Granger Causality tests indicate that non-fundamentally justified prices dynamics contributed to herding by lenders and that this behaviour was a response by the banks as a group to common information on residential property assets. In contrast, in Germany, Portugal and Austria, residential property prices were largely explained by fundamentals. Furthermore, these countries show no evidence of either irrational price bubbles or herd behaviour in the mortgage market. Granger Causality tests indicate that both variables are independent.

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Field observations of new particle formation and the subsequent particle growth are typically only possible at a fixed measurement location, and hence do not follow the temporal evolution of an air parcel in a Lagrangian sense. Standard analysis for determining formation and growth rates requires that the time-dependent formation rate and growth rate of the particles are spatially invariant; air parcel advection means that the observed temporal evolution of the particle size distribution at a fixed measurement location may not represent the true evolution if there are spatial variations in the formation and growth rates. Here we present a zero-dimensional aerosol box model coupled with one-dimensional atmospheric flow to describe the impact of advection on the evolution of simulated new particle formation events. Wind speed, particle formation rates and growth rates are input parameters that can vary as a function of time and location, using wind speed to connect location to time. The output simulates measurements at a fixed location; formation and growth rates of the particle mode can then be calculated from the simulated observations at a stationary point for different scenarios and be compared with the ‘true’ input parameters. Hence, we can investigate how spatial variations in the formation and growth rates of new particles would appear in observations of particle number size distributions at a fixed measurement site. We show that the particle size distribution and growth rate at a fixed location is dependent on the formation and growth parameters upwind, even if local conditions do not vary. We also show that different input parameters used may result in very similar simulated measurements. Erroneous interpretation of observations in terms of particle formation and growth rates, and the time span and areal extent of new particle formation, is possible if the spatial effects are not accounted for.

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This study investigated the effects of transporting animals from the experimental room to the animal facility in between experimental sessions, a procedure routinely employed in experimental research, on long-term social recognition memory. By using the intruder-resident paradigm, independent groups of Wistar rats exposed to a 2-h encounter with an adult intruder were transported from the experimental room to the animal facility either 0.5 or 6h after the encounter. The following day, residents were exposed to a second encounter with either the same or a different (unfamiliar) intruder. Resident`s social and non-social behaviors were carefully scored and subjected to Principal Component Analysis, thus allowing to parcel out variance and relatedness among these behaviors. Resident rats transported 6h after the first encounter exhibited reduced amount of social investigation towards familiar intruders, but an increase of social investigation when exposed to a different intruder as compared to the first encounter. These effects revealed a consistent long-lasting (24h) social recognition memory in rats. In contrast, resident rats transported 0.5 h after the first encounter did not exhibit social recognition memory. These results indicate that this common, little-noted, laboratory procedure disturbs long-term social recognition memory. (C) 2011 Elsevier B.V. All rights reserved.

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In this paper we have discussed inference aspects of the skew-normal nonlinear regression models following both, a classical and Bayesian approach, extending the usual normal nonlinear regression models. The univariate skew-normal distribution that will be used in this work was introduced by Sahu et al. (Can J Stat 29:129-150, 2003), which is attractive because estimation of the skewness parameter does not present the same degree of difficulty as in the case with Azzalini (Scand J Stat 12:171-178, 1985) one and, moreover, it allows easy implementation of the EM-algorithm. As illustration of the proposed methodology, we consider a data set previously analyzed in the literature under normality.

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We analyze by numerical simulations and mean-field approximations an asymmetric version of the stochastic sandpile model with height restriction in one dimension. Each site can have at most two particles. Single particles are inactive and do not move. Two particles occupying the same site are active and may hop to neighboring sites following an asymmetric rule. Jumps to the right or to the left occur with distinct probabilities. In the active state, there will be a net current of particles to the right or to the left. We have found that the critical behavior related to the transition from the active to the absorbing state is distinct from the symmetrical case, making the asymmetry a relevant field.

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We consider the raise and peel model of a one-dimensional fluctuating interface in the presence of an attractive wall. The model can also describe a pair annihilation process in disordered unquenched media with a source at one end of the system. For the stationary states, several density profiles are studied using Monte Carlo simulations. We point out a deep connection between some profiles seen in the presence of the wall and in its absence. Our results are discussed in the context of conformal invariance ( c = 0 theory). We discover some unexpected values for the critical exponents, which are obtained using combinatorial methods. We have solved known ( Pascal`s hexagon) and new (split-hexagon) bilinear recurrence relations. The solutions of these equations are interesting in their own right since they give information on certain classes of alternating sign matrices.

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We construct static soliton solutions with non-zero Hopf topological charges to a theory which is the extended Skyrme-Faddeev model with a further quartic term in derivatives. We use an axially symmetric ansatz based on toroidal coordinates, and solve the resulting two coupled nonlinear partial differential equations in two variables by a successive over-relaxation method. We construct numerical solutions with the Hopf charge up to 4. The solutions present an interesting behavior under the changes of a special combination of the coupling constants of the quartic terms.

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This paper deals with asymptotic results on a multivariate ultrastructural errors-in-variables regression model with equation errors Sufficient conditions for attaining consistent estimators for model parameters are presented Asymptotic distributions for the line regression estimators are derived Applications to the elliptical class of distributions with two error assumptions are presented The model generalizes previous results aimed at univariate scenarios (C) 2010 Elsevier Inc All rights reserved