A Direct Numerov Sixth-order Numerical Scheme to Accurately Solve the Unidimensional Poisson Equation with Dirichlet Boundary Conditions

In this article, we present an analytical direct method, based on a Numerov three-point scheme, which is sixth order accurate and has a linear execution time on the grid dimension, to solve the discrete one-dimensional Poisson equation with Dirichlet boundary conditions. Our results should improve numerical codes used mainly in self-consistent calculations in solid state physics.

A DISCRETIZATION SCHEME FOR AN ONE-DIMENSIONAL REACTION-DIFFUSION EQUATION WITH DELAY AND ITS DYNAMICS

The goal of this paper is to present an approximation scheme for a reaction-diffusion equation with finite delay, which has been used as a model to study the evolution of a population with density distribution u, in such a way that the resulting finite dimensional ordinary differential system contains the same asymptotic dynamics as the reaction-diffusion equation.

Rational expectations and the service of public debt: a recursive approach

This paper uses dynamic programming to study the time consistency of optimal macroeconomic policy in economies with recurring public deficits. To this end, a general equilibrium recursive model introduced in Chang (1998) is extended to include govemment bonds and production. The original mode! presents a Sidrauski economy with money and transfers only, implying that the need for govemment fmancing through the inflation tax is minimal. The extended model introduces govemment expenditures and a deficit-financing scheme, analyzing the SargentWallace (1981) problem: recurring deficits may lead the govemment to default on part of its public debt through inflation. The methodology allows for the computation of the set of alI sustainable stabilization plans even when the govemment cannot pre-commit to an optimal inflation path. This is done through value function iterations, which can be done on a computeI. The parameters of the extended model are calibrated with Brazilian data, using as case study three Brazilian stabilization attempts: the Cruzado (1986), Collor (1990) and the Real (1994) plans. The calibration of the parameters of the extended model is straightforward, but its numerical solution proves unfeasible due to a dimensionality problem in the algorithm arising from limitations of available computer technology. However, a numerical solution using the original algorithm and some calibrated parameters is obtained. Results indicate that in the absence of govemment bonds or production only the Real Plan is sustainable in the long run. The numerical solution of the extended algorithm is left for future research.

Dynamic hedging with stocastic differential utility

In this paper we study the dynamic hedging problem using three different utility specifications: stochastic differential utility, terminal wealth utility, and we propose a particular utility transformation connecting both previous approaches. In all cases, we assume Markovian prices. Stochastic differential utility, SDU, impacts the pure hedging demand ambiguously, but decreases the pure speculative demand, because risk aversion increases. We also show that consumption decision is, in some sense, independent of hedging decision. With terminal wealth utility, we derive a general and compact hedging formula, which nests as special all cases studied in Duffie and Jackson (1990). We then show how to obtain their formulas. With the third approach we find a compact formula for hedging, which makes the second-type utility framework a particular case, and show that the pure hedging demand is not impacted by this specification. In addition, with CRRA- and CARA-type utilities, the risk aversion increases and, consequently the pure speculative demand decreases. If futures price are martingales, then the transformation plays no role in determining the hedging allocation. We also derive the relevant Bellman equation for each case, using semigroup techniques.

Differential cross sections for target excitation and positronium formation in positron-helium scattering

Positronium formation and target excitation in positron-helium scattering have been investigated using the close-coupling approximation with realistic wave functions for the positronium and helium atoms. The following eight states have been used in the close-coupling scheme: He(1s1s), He(1s2(1)s), He(1s2(1)p), He(1s3(1)s), He(1s3(1)p), Ps(1s), Ps(2s), and Ps(2p), where Ps stands for the positronium atom. Calculations are reported of differential cross sections for elastic scatering,, inelastic target excitation to He(1s2(1)s) and He(1s2(1)p) slates, and rearrangement transition to Ps(1s), Ps(2s), and Ps(2p) states for incident positron energies between 40 and 200 eV. The coincidence parameters for the transition to the He(1s2(1)p) state of helium are also reported and briefly discussed. [S1050-2947(98)05101-4].

Differential cross sections for elastic and inelastic positronium-hydrogen-atom scattering

A time reversal symmetric regularized electron exchange model was used to elastic scattering, target elastic Ps excitations and target inelastic excitation of hydrogen in a five state coupled model. A singlet Ps-H-S-wave resonance at 4.01 eV of width 0.15 eV and a P-wave resonance at 5.08 eV of width 0.004 eV were obtained using this model. The effect on the convergence of the coupled-channel scheme due to the inclusion of the excited Ps and H states was also analyzed.

Simultaneous optical signal-to-noise ratio and differential group delay monitoring based on degree of polarization measurements in optical communications systems

We present a simultaneous optical signal-to-noise ratio (OSNR) and differential group delay (DGD) monitoring method based on degree of polarization (DOP) measurements in optical communications systems. For the first time in the literature (to our best knowledge), the proposed scheme is demonstrated to be able to independently and simultaneously extract OSNR and DGD values from the DOP measurements. This is possible because the OSNR is related to maximum DOP, while DGD is related to the ratio between the maximum and minimum values of DOP. We experimentally measured OSNR and DGD in the ranges from 10 to 30 dB and 0 to 90 ps for a 10 Gb/s non-return-to-zero signal. A theoretical analysis of DOP accuracy needed to measure low values of DGD and high OSNRs is carried out, showing that current polarimeter technology is capable of yielding an OSNR measurement within 1 dB accuracy, for OSNR values up to 34 dB, while DGD error is limited to 1.5% for DGD values above 10 ps. For the first time to our knowledge, the technique was demonstrated to accurately measure first-order polarization mode dispersion (PMD) in the presence of a high value of second-order PMD (as high as 2071 ps(2)). (C) 2012 Optical Society of America

Development and simulation of DSP filters for transformer differential protection / by Oskar Reynisson.

Transformer protection is one of the most challenging applications within the power system protective relay field. Transformers with a capacity rating exceeding 10 MVA are usually protected using differential current relays. Transformers are an aging and vulnerable bottleneck in the present power grid; therefore, quick fault detection and corresponding transformer de-energization is the key element in minimizing transformer damage. Present differential current relays are based on digital signal processing (DSP). They combine DSP phasor estimation and protective-logic-based decision making. The limitations of existing DSP-based differential current relays must be identified to determine the best protection options for sensitive and quick fault detection. The development, implementation, and evaluation of a DSP differential current relay is detailed. The overall goal is to make fault detection faster without compromising secure and safe transformer operation. A detailed background on the DSP differential current relay is provided. Then different DSP phasor estimation filters are implemented and evaluated based on their ability to extract desired frequency components from the measured current signal quickly and accurately. The main focus of the phasor estimation evaluation is to identify the difference between using non-recursive and recursive filtering methods. Then the protective logic of the DSP differential current relay is implemented and required settings made in accordance with transformer application. Finally, the DSP differential current relay will be evaluated using available transformer models within the ATP simulation environment. Recursive filtering methods were found to have significant advantage over non-recursive filtering methods when evaluated individually and when applied in the DSP differential relay. Recursive filtering methods can be up to 50% faster than non-recursive methods, but can cause false trip due to overshoot if the only objective is speed. The relay sensitivity is however independent of filtering method and depends on the settings of the relay’s differential characteristics (pickup threshold and percent slope).

Fully Adaptive Newton--Galerkin Methods for Semilinear Elliptic Partial Differential Equations

In this paper we develop an adaptive procedure for the numerical solution of general, semilinear elliptic problems with possible singular perturbations. Our approach combines both prediction-type adaptive Newton methods and a linear adaptive finite element discretization (based on a robust a posteriori error analysis), thereby leading to a fully adaptive Newton–Galerkin scheme. Numerical experiments underline the robustness and reliability of the proposed approach for various examples

Rethinking special and differential treatment in the WTO

Special and differential treatment (S&D) allows differentiated treatment for developing countries within the WTO system by justifying a deviation from the most-favoured-nation obligation. Since it was incorporated into the GATT (the predecessor of the WTO) in the 1960s, S&D has played a significant role in promoting the integration of developing countries into the multilateral trading system. However, S&D is undergoing complicated and entangled discussion at the current multilateral trade negotiations, the Doha Development Agenda. There are a number of reasons to make opposing arguments in developed and developing countries, among which this paper focuses on two elements: diversification of developing countries and instability of preferential schemes. In order to overcome these problems and in order to make S&D more effective and operational, this paper considers the following alternative approaches: differentiation among developing countries applying the common but differentiated responsibility (CBDR) principle by analogy and codification of a preferential scheme as a multilateral agreement in the manner of North-South RTAs with flexibility.

Detection and Tracking of Traffic Signs Using a Recursive Bayesian Decision Framework

In this paper we propose a new method for the automatic detection and tracking of road traffic signs using an on-board single camera. This method aims to increase the reliability of the detections such that it can boost the performance of any traffic sign recognition scheme. The proposed approach exploits a combination of different features, such as color, appearance, and tracking information. This information is introduced into a recursive Bayesian decision framework, in which prior probabilities are dynamically adapted to tracking results. This decision scheme obtains a number of candidate regions in the image, according to their HS (Hue-Saturation). Finally, a Kalman filter with an adaptive noise tuning provides the required time and spatial coherence to the estimates. Results have shown that the proposed method achieves high detection rates in challenging scenarios, including illumination changes, rapid motion and significant perspective distortion

A low-cost alternative scheme to detect a 100 Gbps PM-DQPSK signal

We propose and demonstrate a low-cost alternative scheme of direct-detection to detect a 100Gbps polarization-multiplexed differential quadrature phase-shift keying (PM-DQPSK) signal. The proposed scheme is based on a delay line and a polarization rotator; the phase-shift keying signal is first converted into a polarization shift keying signal. Then, this signal is converted into an intensity modulated signal by a polarization beam splitter. Finally, the intensity-modulated signal is detected by balanced photodetectors. In order to demonstrate that our proposed receiver is suitable for using as a PM-DQPSK demodulator, a set of simulations have been performed. In addition to testing the sensitivity, the performance under various impairments, including narrow optical filtering, polarization mode dispersion, chromatic dispersion and polarization sensitivity, is analyzed. The simulation results show that our performance receiver is as good as a conventional receiver based on four delay interferometers. Moreover, in comparison with the typical receiver, fewer components are used in our receiver. Hence, implementation is easier, and total cost is reduced. In addition, our receiver can be easily improved to a bit-rate tunable receiver.

Reciprocal subtraction differential RNA display: An efficient and rapid procedure for isolating differentially expressed gene sequences

A reciprocal subtraction differential RNA display (RSDD) approach has been developed that permits the rapid and efficient identification and cloning of both abundant and rare differentially expressed genes. RSDD comprises reciprocal subtraction of cDNA libraries followed by differential RNA display. The RSDD strategy was applied to analyze the gene expression alterations resulting during cancer progression as adenovirus-transformed rodent cells developed an aggressive transformed state, as documented by elevated anchorage-independence and enhanced in vivo oncogenesis in nude mice. This approach resulted in the identification and cloning of both known and a high proportion (>65%) of unknown sequences, including cDNAs displaying elevated expression as a function of progression (progression-elevated gene) and cDNAs displaying suppressed expression as a function of progression (progression-suppressed gene). Sixteen differentially expressed genes, including five unknown progression-elevated genes and six unknown progression-suppressed genes, have been characterized. The RSDD scheme should find wide application for the effective detection and isolation of differentially expressed genes.

Complexity and chirality indices for molecular informatics::differential geometry approach

Novel molecular complexity measures are designed based on the quantum molecular kinematics. The Hamiltonian matrix constructed in a quasi-topological approximation describes the temporal evolution of the modelled electronic system and determined the time derivatives for the dynamic quantities. This allows to define the average quantum kinematic characteristics closely related to the curvatures of the electron paths, particularly, the torsion reflecting the chirality of the dynamic system. A special attention has been given to the computational scheme for this chirality measure. The calculations on realistic molecular systems demonstrate reasonable behaviour of the proposed molecular complexity indices.

A Differential Game Described by a Hyperbolic System

An antagonistic differential game of hyperbolic type with a separable linear vector pay-off function is considered. The main result is the description of all ε-Slater saddle points consisting of program strategies, program ε-Slater maximins and minimaxes for each ε ∈ R^N > for this game. To this purpose, the considered differential game is reduced to find the optimal program strategies of two multicriterial problems of hyperbolic type. The application of approximation enables us to relate these problems to a problem of optimal program control, described by a system of ordinary differential equations, with a scalar pay-off function. It is found that the result of this problem is not changed, if the players use positional or program strategies. For the considered differential game, it is interesting that the ε-Slater saddle points are not equivalent and there exist two ε-Slater saddle points for which the values of all components of the vector pay-off function at one of them are greater than the respective components of the other ε-saddle point.