Percolation and cluster Monte Carlo dynamics for spin models

A general scheme for devising efficient cluster dynamics proposed in a previous paper [Phys. Rev. Lett. 72, 1541 (1994)] is extensively discussed. In particular, the strong connection among equilibrium properties of clusters and dynamic properties as the correlation time for magnetization is emphasized. The general scheme is applied to a number of frustrated spin models and the results discussed.

Self-dynamic structure factor of dense liquids: Theory and simulation

The self-intermediate dynamic structure factor Fs(k,t) of liquid lithium near the melting temperature is calculated by molecular dynamics. The results are compared with the predictions of several theoretical approaches, paying special attention to the Lovesey model and the Wahnstrm and Sjgren mode-coupling theory. To this end the results for the Fs(k,t) second memory function predicted by both models are compared with the ones calculated from the simulations.

Development of Asphalt Dynamic Modulus Master Curve Using Falling Weight Deflectometer Measurements, TR-659

The asphalt concrete (AC) dynamic modulus (|E*|) is a key design parameter in mechanistic-based pavement design methodologies such as the American Association of State Highway and Transportation Officials (AASHTO) MEPDG/Pavement-ME Design. The objective of this feasibility study was to develop frameworks for predicting the AC |E*| master curve from falling weight deflectometer (FWD) deflection-time history data collected by the Iowa Department of Transportation (Iowa DOT). A neural networks (NN) methodology was developed based on a synthetically generated viscoelastic forward solutions database to predict AC relaxation modulus (E(t)) master curve coefficients from FWD deflection-time history data. According to the theory of viscoelasticity, if AC relaxation modulus, E(t), is known, |E*| can be calculated (and vice versa) through numerical inter-conversion procedures. Several case studies focusing on full-depth AC pavements were conducted to isolate potential backcalculation issues that are only related to the modulus master curve of the AC layer. For the proof-of-concept demonstration, a comprehensive full-depth AC analysis was carried out through 10,000 batch simulations using a viscoelastic forward analysis program. Anomalies were detected in the comprehensive raw synthetic database and were eliminated through imposition of certain constraints involving the sigmoid master curve coefficients. The surrogate forward modeling results showed that NNs are able to predict deflection-time histories from E(t) master curve coefficients and other layer properties very well. The NN inverse modeling results demonstrated the potential of NNs to backcalculate the E(t) master curve coefficients from single-drop FWD deflection-time history data, although the current prediction accuracies are not sufficient to recommend these models for practical implementation. Considering the complex nature of the problem investigated with many uncertainties involved, including the possible presence of dynamics during FWD testing (related to the presence and depth of stiff layer, inertial and wave propagation effects, etc.), the limitations of current FWD technology (integration errors, truncation issues, etc.), and the need for a rapid and simplified approach for routine implementation, future research recommendations have been provided making a strong case for an expanded research study.

The effects of monetary policy on stock market bubbles: Some evidence

We estimate the response of stock prices to exogenous monetary policy shocks usinga vector-autoregressive model with time-varying parameters. Our evidence points toprotracted episodes in which, after a a short-run decline, stock prices increase persistently in response to an exogenous tightening of monetary policy. That responseis clearly at odds with the "conventional" view on the effects of monetary policy onbubbles, as well as with the predictions of bubbleless models. We also argue that it isunlikely that such evidence be accounted for by an endogenous response of the equitypremium to the monetary policy shocks.

quantiNemo: an individual-based program to simulate quantitative traits with explicit genetic architecture in a dynamic metapopulation.

quantiNemo is an individual-based, genetically explicit stochastic simulation program. It was developed to investigate the effects of selection, mutation, recombination and drift on quantitative traits with varying architectures in structured populations connected by migration and located in a heterogeneous habitat. quantiNemo is highly flexible at various levels: population, selection, trait(s) architecture, genetic map for QTL and/or markers, environment, demography, mating system, etc. quantiNemo is coded in C++ using an object-oriented approach and runs on any computer platform. Availability: Executables for several platforms, user's manual, and source code are freely available under the GNU General Public License at http://www2.unil.ch/popgen/softwares/quantinemo.

Dynamic Modelling of Material Flows and Sustainable Resource Use: Case Studies in Regional Metabolism and Space Life Support Systems

Sustainable resource use is one of the most important environmental issues of our times. It is closely related to discussions on the 'peaking' of various natural resources serving as energy sources, agricultural nutrients, or metals indispensable in high-technology applications. Although the peaking theory remains controversial, it is commonly recognized that a more sustainable use of resources would alleviate negative environmental impacts related to resource use. In this thesis, sustainable resource use is analysed from a practical standpoint, through several different case studies. Four of these case studies relate to resource metabolism in the Canton of Geneva in Switzerland: the aim was to model the evolution of chosen resource stocks and flows in the coming decades. The studied resources were copper (a bulk metal), phosphorus (a vital agricultural nutrient), and wood (a renewable resource). In addition, the case of lithium (a critical metal) was analysed briefly in a qualitative manner and in an electric mobility perspective. In addition to the Geneva case studies, this thesis includes a case study on the sustainability of space life support systems. Space life support systems are systems whose aim is to provide the crew of a spacecraft with the necessary metabolic consumables over the course of a mission. Sustainability was again analysed from a resource use perspective. In this case study, the functioning of two different types of life support systems, ARES and BIORAT, were evaluated and compared; these systems represent, respectively, physico-chemical and biological life support systems. Space life support systems could in fact be used as a kind of 'laboratory of sustainability' given that they represent closed and relatively simple systems compared to complex and open terrestrial systems such as the Canton of Geneva. The chosen analysis method used in the Geneva case studies was dynamic material flow analysis: dynamic material flow models were constructed for the resources copper, phosphorus, and wood. Besides a baseline scenario, various alternative scenarios (notably involving increased recycling) were also examined. In the case of space life support systems, the methodology of material flow analysis was also employed, but as the data available on the dynamic behaviour of the systems was insufficient, only static simulations could be performed. The results of the case studies in the Canton of Geneva show the following: were resource use to follow population growth, resource consumption would be multiplied by nearly 1.2 by 2030 and by 1.5 by 2080. A complete transition to electric mobility would be expected to only slightly (+5%) increase the copper consumption per capita while the lithium demand in cars would increase 350 fold. For example, phosphorus imports could be decreased by recycling sewage sludge or human urine; however, the health and environmental impacts of these options have yet to be studied. Increasing the wood production in the Canton would not significantly decrease the dependence on wood imports as the Canton's production represents only 5% of total consumption. In the comparison of space life support systems ARES and BIORAT, BIORAT outperforms ARES in resource use but not in energy use. However, as the systems are dimensioned very differently, it remains questionable whether they can be compared outright. In conclusion, the use of dynamic material flow analysis can provide useful information for policy makers and strategic decision-making; however, uncertainty in reference data greatly influences the precision of the results. Space life support systems constitute an extreme case of resource-using systems; nevertheless, it is not clear how their example could be of immediate use to terrestrial systems.

Three mathematical models for bucking-to-order

Abstract

The Dynamic Analysis of a Human Skeleton Using the Flexile Multibody Simulation Approach

The human motion study, which relies on mathematical and computational models ingeneral, and multibody dynamic biomechanical models in particular, has become asubject of many recent researches. The human body model can be applied to different physical exercises and many important results such as muscle forces, which are difficult to be measured through practical experiments, can be obtained easily. In the work, human skeletal lower limb model consisting of three bodies in build using the flexible multibody dynamics simulation approach. The floating frame of reference formulation is used to account for the flexibility in the bones of the human lower limb model. The main reason of considering the flexibility inthe human bones is to measure the strains in the bone result from different physical exercises. It has been perceived the bone under strain will become stronger in order to cope with the exercise. On the other hand, the bone strength is considered and important factors in reducing the bone fractures. The simulation approach and model developed in this work are used to measure the bone strain results from applying raising the sole of the foot exercise. The simulation results are compared to the results available in literature. The comparison shows goof agreement. This study sheds the light on the importance of using the flexible multibody dynamic simulation approach to build human biomechanical models, which can be used in developing some exercises to achieve the optimalbone strength.

Dynamic Simulations of Rotors during Drop on Retainer Bearings

The active magnetic bearings have recently been intensively developed because of noncontact support having several advantages compared to conventional bearings. Due to improved materials, strategies of control, and electrical components, the performance and reliability of the active magnetic bearings are improving. However, additional bearings, retainer bearings, still have a vital role in the applications of the active magnetic bearings. The most crucial moment when the retainer bearings are needed is when the rotor drops from the active magnetic bearings on the retainer bearings due to component or power failure. Without appropriate knowledge of the retainer bearings, there is a chance that an active magnetic bearing supported rotor system will be fatal in a drop-down situation. This study introduces a detailed simulation model of a rotor system in order to describe a rotor drop-down situation on the retainer bearings. The introduced simulation model couples a finite element model with component mode synthesis and detailed bearing models. In this study, electrical components and electromechanical forces are not in the focus. The research looks at the theoretical background of the finite element method with component mode synthesis that can be used in the dynamic analysis of flexible rotors. The retainer bearings are described by using two ball bearing models, which include damping and stiffness properties, oil film, inertia of rolling elements and friction between races and rolling elements. Thefirst bearing model assumes that the cage of the bearing is ideal and that the cage holds the balls in their predefined positions precisely. The second bearing model is an extension of the first model and describes the behavior of the cageless bearing. In the bearing model, each ball is described by using two degrees of freedom. The models introduced in this study are verified with a corresponding actual structure. By using verified bearing models, the effects of the parameters of the rotor system onits dynamics during emergency stops are examined. As shown in this study, the misalignment of the retainer bearings has a significant influence on the behavior of the rotor system in a drop-down situation. In this study, a stability map of the rotor system as a function of rotational speed of the rotor and the misalignment of the retainer bearings is presented. In addition, the effects of parameters of the simulation procedure and the rotor system on the dynamics of system are studied.

MANAGING STRATEGIC CHANGE:New Business Models Applying Wireless Technology as a Source of Competitive Edge

The diffusion of mobile telephony began in 1971 in Finland, when the first car phones, called ARP1 were taken to use. Technologies changed from ARP to NMT and later to GSM. The main application of the technology, however, was voice transfer. The birth of the Internet created an open public data network and easy access to other types of computer-based services over networks. Telephones had been used as modems, but the development of the cellular technologies enabled automatic access from mobile phones to Internet. Also other wireless technologies, for instance Wireless LANs, were also introduced. Telephony had developed from analog to digital in fixed networks and allowed easy integration of fixed and mobile networks. This development opened a completely new functionality to computers and mobile phones. It also initiated the merger of the information technology (IT) and telecommunication (TC) industries. Despite the arising opportunity for firms' new competition the applications based on the new functionality were rare. Furthermore, technology development combined with innovation can be disruptive to industries. This research focuses on the new technology's impact on competition in the ICT industry through understanding the strategic needs and alternative futures of the industry's customers. The change speed inthe ICT industry is high and therefore it was valuable to integrate the DynamicCapability view of the firm in this research. Dynamic capabilities are an application of the Resource-Based View (RBV) of the firm. As is stated in the literature, strategic positioning complements RBV. This theoretical framework leads theresearch to focus on three areas: customer strategic innovation and business model development, external future analysis, and process development combining these two. The theoretical contribution of the research is in the development of methodology integrating theories of the RBV, dynamic capabilities and strategic positioning. The research approach has been constructive due to the actual managerial problems initiating the study. The requirement for iterative and innovative progress in the research supported the chosen research approach. The study applies known methods in product development, for instance, innovation process in theGroup Decision Support Systems (GDSS) laboratory and Quality Function Deployment (QFD), and combines them with known strategy analysis tools like industry analysis and scenario method. As the main result, the thesis presents the strategic innovation process, where new business concepts are used to describe the alternative resource configurations and scenarios as alternative competitive environments, which can be a new way for firms to achieve competitive advantage in high-velocity markets. In addition to the strategic innovation process as a result, thestudy has also resulted in approximately 250 new innovations for the participating firms, reduced technology uncertainty and helped strategic infrastructural decisions in the firms, and produced a knowledge-bank including data from 43 ICT and 19 paper industry firms between the years 1999 - 2004. The methods presentedin this research are also applicable to other industries.

Dynamic analysis of belt-drives using the absolute nodal coordinate formulation

Belt-drive systems have been and still are the most commonly used power transmission form in various applications of different scale and use. The peculiar features of the dynamics of the belt-drives include highly nonlinear deformation,large rigid body motion, a dynamical contact through a dry friction interface between the belt and pulleys with sticking and slipping zones, cyclic tension of the belt during the operation and creeping of the belt against the pulleys. The life of the belt-drive is critically related on these features, and therefore, amodel which can be used to study the correlations between the initial values and the responses of the belt-drives is a valuable source of information for the development process of the belt-drives. Traditionally, the finite element models of the belt-drives consist of a large number of elements thatmay lead to computational inefficiency. In this research, the beneficial features of the absolute nodal coordinate formulation are utilized in the modeling of the belt-drives in order to fulfill the following requirements for the successful and efficient analysis of the belt-drive systems: the exact modeling of the rigid body inertia during an arbitrary rigid body motion, the consideration of theeffect of the shear deformation, the exact description of the highly nonlinear deformations and a simple and realistic description of the contact. The use of distributed contact forces and high order beam and plate elements based on the absolute nodal coordinate formulation are applied to the modeling of the belt-drives in two- and three-dimensional cases. According to the numerical results, a realistic behavior of the belt-drives can be obtained with a significantly smaller number of elements and degrees of freedom in comparison to the previously published finite element models of belt-drives. The results of theexamples demonstrate the functionality and suitability of the absolute nodal coordinate formulation for the computationally efficient and realistic modeling ofbelt-drives. This study also introduces an approach to avoid the problems related to the use of the continuum mechanics approach in the definition of elastic forces on the absolute nodal coordinate formulation. This approach is applied to a new computationally efficient two-dimensional shear deformable beam element based on the absolute nodal coordinate formulation. The proposed beam element uses a linear displacement field neglecting higher-order terms and a reduced number of nodal coordinates, which leads to fewer degrees of freedom in a finite element.

Dynamic model of the left ventricle for use in simulation of myocardial perfusion SPECT and gated SPECT

Simulation is a useful tool in cardiac SPECT to assess quantification algorithms. However, simple equation-based models are limited in their ability to simulate realistic heart motion and perfusion. We present a numerical dynamic model of the left ventricle, which allows us to simulate normal and anomalous cardiac cycles, as well as perfusion defects. Bicubic splines were fitted to a number of control points to represent endocardial and epicardial surfaces of the left ventricle. A transformation from each point on the surface to a template of activity was made to represent the myocardial perfusion. Geometry-based and patient-based simulations were performed to illustrate this model. Geometry-based simulations modeled ~1! a normal patient, ~2! a well-perfused patient with abnormal regional function, ~3! an ischaemic patient with abnormal regional function, and ~4! a patient study including tracer kinetics. Patient-based simulation consisted of a left ventricle including a realistic shape and motion obtained from a magnetic resonance study. We conclude that this model has the potential to study the influence of several physical parameters and the left ventricle contraction in myocardial perfusion SPECT and gated-SPECT studies.

Dynamic drag modeling of submerged aquatic vegetation canopy flows

Vegetation has a profound effect on flow and sediment transport processes in natural rivers, by increasing both skin friction and form drag. The increase in drag introduces a drag discontinuity between the in-canopy flow and the flow above, which leads to the development of an inflection point in the velocity profile, resembling a free shear layer. Therefore, drag acts as the primary driver for the entire canopy system. Most current numerical hydraulic models which incorporate vegetation rely either on simple, static plant forms, or canopy-scaled drag terms. However, it is suggested that these are insufficient as vegetation canopies represent complex, dynamic, porous blockages within the flow, which are subject to spatially and temporally dynamic drag forces. Here we present a dynamic drag methodology within a CFD framework. Preliminary results for a benchmark cylinder case highlight the accuracy of the method, and suggest its applicability to more complex cases.

Valuing equity-linked death benefits in jump diffusion models

The paper is motivated by the valuation problem of guaranteed minimum death benefits in various equity-linked products. At the time of death, a benefit payment is due. It may depend not only on the price of a stock or stock fund at that time, but also on prior prices. The problem is to calculate the expected discounted value of the benefit payment. Because the distribution of the time of death can be approximated by a combination of exponential distributions, it suffices to solve the problem for an exponentially distributed time of death. The stock price process is assumed to be the exponential of a Brownian motion plus an independent compound Poisson process whose upward and downward jumps are modeled by combinations (or mixtures) of exponential distributions. Results for exponential stopping of a Lévy process are used to derive a series of closed-form formulas for call, put, lookback, and barrier options, dynamic fund protection, and dynamic withdrawal benefit with guarantee. We also discuss how barrier options can be used to model lapses and surrenders.

Disc Filter External Models in an Integrated Simulation Environment

Työssä tutkittiin kiekkosuodattimeen liittyviä ulkoisia simulointimalleja integroidussa simulointiympäristössä. Työn tarkoituksena oli parantaa olemassa olevaa mekanistista kiekkosuodatinmallia. Malli laadittiin dynaamiseen paperiteollisuuden tarpeisiin tehtyyn simulaattoriin (APMS), jossa olevaan alkuperäiseen mekanistiseen malliin tehtiin ulkoinen lisämalli, joka käyttää hyväkseen kiekkosuodatinvalmistajan mittaustuloksia. Laitetiedon saatavuutta suodattimien käyttäjille parannettiin luomalla Internetissä sijaitsevalle palvelimelle kiekkosuodattimen laitetietomäärittelyt. Suodatinvalmistaja voi palvella asiakkaitaan viemällä laitetiedot palvelimelle ja yhdistämällä laitetiedon simulointimalliin. Tämä on mahdollista Internetin ylitse käytettävän integroidun simulointiympäristön avulla, jonka on tarkoitus kokonaisvaltaisesti yhdistää simulointi ja prosessisuunnittelu. Suunnittelijalle tarjotaan työkalut, joilla dynaaminen simulointi, tasesimulointi ja kaavioiden piirtäminen onnistuu prosessilaitetiedon ollessa saatavilla. Nämä työkalut on tarkoitus toteuttaa projektissa nimeltä Galleria, jossa luodaan prosessimalli- ja laitetietopalvelin Internetiin. Gallerian käyttöliittymän avulla prosessisuunnittelija voi käyttää erilaisia simulointiohjelmistoja ja niihin luotuja valmiita malleja, sekä saada käsiinsä ajan tasalla olevaa laitetietoa. Ulkoinen kiekkosuodatinmalli laskee suodosvirtaamat ja suodosten pitoisuudet likaiselle, kirkkaalle ja superkirkkaalle suodokselle. Mallin syöttöparametrit ovat kiekkojen pyörimisnopeus, sisään tulevan syötön pitoisuus, suotautuvuus (freeness) ja säätöparametri, jolla säädetään likaisen ja kirkkaan suodoksen keskinäinen suhde. Suotautuvuus kertoo mistä massasta on kyse. Mitä suurempi suotautuvuus on, sitä paremmin massa suodattuu ja sitä puhtaampia suodokset yleensä ovat. Mallin parametrit viritettiin regressioanalyysillä ja valmistajan palautetta apuna käyttäen. Käyttäjä voi valita haluaako hän käyttää ulkoista vai alkuperäistä mallia. Alkuperäinen malli täytyy ensin alustaa antamalla sille nominaaliset toimintapisteet virtaamille ja pitoisuuksille tietyllä pyörimisnopeudella. Ulkoisen mallin yhtälöitä voi käyttää alkuperäisen mallin alustamiseen, jos alkuperäinen malli toimii ulkoista paremmin. Ulkoista mallia voi käyttää myös ilman simulointiohjelmaa Galleria-palvelimelta käsin. Käyttäjälle avautuu näin mahdollisuus tarkastella kiekkosuodattimien parametreja ja nähdä suotautumistulokset oman työasemansa ääreltä mistä tahansa, kunhan Internetyhteys on olemassa. Työn tuloksena kiekkosuodattimien laitetiedon saatavuus käyttäjille parani ja alkuperäisen simulointimallin rajoituksia ja puutteita vähennettiin.