Stability of numerical schemes on staggered grids

This paper considers the stability of explicit, implicit and Crank-Nicolson schemes for the one-dimensional heat equation on a staggered grid. Furthemore, we consider the cases when both explicit and implicit approximations of the boundary conditions arc employed. Why we choose to do this is clearly motivated and arises front solving fluid flow equations with free surfaces when the Reynolds number can be very small. in at least parts of the spatial domain. A comprehensive stability analysis is supplied: a novel result is the precise stability restriction on the Crank-Nicolson method when the boundary conditions are approximated explicitly, that is, at t =n delta t rather than t = (n + 1)delta t. The two-dimensional Navier-Stokes equations were then solved by a marker and cell approach for two simple problems that had analytic solutions. It was found that the stability results provided in this paper were qualitatively very similar. thereby providing insight as to why a Crank-Nicolson approximation of the momentum equations is only conditionally, stable. Copyright (C) 2008 John Wiley & Sons, Ltd.

Inflation and debt indexation : the equivalence of two alternative schemes for the case of periodic payments

The presence of inflation has induced the financial institutions to implement procedures devised to protect the real values of theirs loans. Two of such procedurcs, the floaaing rale scheme and the monetary correction mechanism, tend to lead to very different streams of payments. However, whenever the floating rate scheme follows the rule of Strict adhercnce to lhe Fisher equation, lhe two procedures are financially equivalent.

Collateral avoids Ponzi schemes in incomplete markets

Without introducing neither debt constraints nor transversality conditions to avoid the possibility of Ponzi schemes, we show existence of equilibrium in an incomplete markets economy with a collateral structure.

On Ponzi schemes in infinite horizon collateralized economies with default penalties

Araujo, Páscoa and Torres-Martínez (2002) showed that, without imposing any debt constraint, Ponzi schemes are ruled out in infinite horizon economies with limited commitment when collateral is the only mechanism that partially secures loans. Páscoa and Seghir (2009) presented two examples in which they argued that Ponzi schemes may reappear if, additionally to the seizure of the collateral, there are sufficiently harsh default penalties assessed (directly in terms of utility) against the defaulters. Moreover, they claimed that if default penalties are moderate then Ponzi schemes are ruled out and existence of a competitive equilibrium is restored. This paper questions the validity of the claims made in Páscoa and Seghir (2009). First, we show that it is not true that harsh default penalties lead to Ponzi schemes in the examples they have proposed. A competitive equilibrium with no trade can be supported due to unduly pessimistic expectations on asset deliveries. We subsequently refine the equilibrium concept in the spirit of Dubey, Geanakoplos and Shubik (2005) in order to rule out spurious inactivity on asset markets due to irrational expectations. Our second contribution is to provide a specific example of an economy with moderate default penalties in which Ponzi schemes reappear when overpessimistic beliefs on asset deliveries are ruled out. Our finding shows that, contrary to what is claimed by Páscoa and Seghir (2009), moderate default penalties do not always prevent agents to run a Ponzi scheme.

On the construction of explicit exponential based schemes for Stiff SDEs

Trabalho apresentado Numerical Solution of Differential and Differential-Algebraic Equations (NUMDIFF-14), Halle, 7-11 Sep 2015

Search schemes for random optimization algorithms that preserve the asymptotic distribution

Markovian algorithms for estimating the global maximum or minimum of real valued functions defined on some domain Omega subset of R-d are presented. Conditions on the search schemes that preserve the asymptotic distribution are derived. Global and local search schemes satisfying these conditions are analysed and shown to yield sharper confidence intervals when compared to the i.i.d. case.

The Poisson-exponential regression model under different latent activation schemes

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Performance Comparisons of EWMA Control Chart Schemes

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Antibiotic treatment schemes for very severe community-acquired pneumonia in children: a randomized clinical study

Objective. To compare clinical response to initial empiric treatment with oxacillin plus ceftriaxone and amoxicillin plus clavulanic acid in hospitalized children diagnosed with very severe community-acquired pneumonia (CAP).Methods. A prospective randomized clinical study was conducted among children 2 months to 5 years old with a diagnosis of very severe CAP in the pediatric ward of São Paulo State University Hospital in Botucatu, São Paulo, Brazil, from April 2007 to May 2008. Patients were randomly divided into two groups by type of treatment: an oxacillin/ceftriaxone group (OCG, n = 48) and an amoxicillin/clavulanic acid group (ACG, n = 56). Analyzed outcomes were: time to clinical improvement (fever and tachypnea), time on oxygen therapy, length of stay in hospital, need to widen antimicrobial spectrum, and complications (including pleural effusion).Results. The two groups did not differ statistically for age, sex, symptom duration before admission, or previous antibiotic treatment. Time to improve tachypnea was less among ACG patients than OCG patients (4.8 +/- 2.2 versus 5.8 +/- 2.4 days respectively; P = 0.028), as was length of hospital stay (11.0 +/- 6.2 versus 14.4 +/- 4.5 days respectively; P = 0.002). There were no statistically significant differences between the two groups for fever improvement time, time on oxygen therapy, need to widen antimicrobial spectrum, or frequency of pleural effusion.Conclusions. Both treatment plans are effective in treating very severe CAP in 2-monthto 5-year-old hospitalized children. The only analyzed outcome that favored amoxicillin/clavulanic acid treatment was time required to improve tachypnea.

Study of alternative schemes for the parameterization step of the continuation power flow method based on physical parameters, part I: Mathematical modeling

The conventional power flow method is considered to be inadequate to obtain the maximum loading point because of the singularity of Jacobian matrix. Continuation methods are efficient tools for solving this kind of problem since different parameterization schemes can be used to avoid such ill-conditioning problems. This paper presents the details of new schemes for the parameterization step of the continuation power flow method. The new parameterization options are based on physical parameters, namely, the total power losses (real and reactive), the power at the slack bus (real or reactive), the reactive power at generation buses, and transmission line power losses (real and reactive). The simulation results obtained with the new approach for the IEEE test systems (14, 30, 57, and 118 buses) are presented and discussed in the companion paper. The results show that the characteristics of the conventional method are not only preserved but also improved.

Study of alternative schemes for the parameterization step of the continuation power flow method based on physical parameters, part II: Performance evaluation

New parameterization schemes have been proposed by the authors in Part I of this paper. In this part these new options for the parameterization of power flow equations are tested, namely, the total power losses (real and reactive), the power at the slack bus (real or reactive), the reactive power at generation buses, and the transmission line power losses (real and reactive). These different parameterization schemes can be used to obtain the maximum loading point without ill-conditioning problems, once the singularity of Jacobian matrix is avoided. The results obtained with the new approach for the IEEE test systems (14, 30, 57, and 118 buses) show that the characteristics of the conventional method are not only preserved but also improved. In addition, it is shown that the proposed method and the conventional one can be switched during the tracing of PV curves to determine, with few iterations, all points of the PV curve. Several tests were also carried out to compare the performance of the proposed parameterization schemes for the continuation power flow method with the use of both the secant and tangent predictors.

On the construction of perfect codes from HEX signal constellations

Recently, minimum and non-minimum delay perfect codes were proposed for any channel of dimension n. Their construction appears in the literature as a subset of cyclic division algebras over Q(zeta(3)) only for the dimension n = 2(s)n(1), where s is an element of {0,1}, n(1) is odd and the signal constellations are isomorphic to Z[zeta(3)](n) In this work, we propose an innovative methodology to extend the construction of minimum and non-minimum delay perfect codes as a subset of cyclic division algebras over Q(zeta(3)), where the signal constellations are isomorphic to the hexagonal A(2)(n)-rotated lattice, for any channel of any dimension n such that gcd(n,3) = 1. (C) 2012 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

Limitations of trust management schemes in VANET and countermeasures

Vehicular networks ensure that the information received from any vehicle is promptly and correctly propagated to nearby vehicles, to prevent accidents. A crucial point is how to trust the information transmitted, when the neighboring vehicles are rapidly changing and moving in and out of range. Current trust management schemes for vehicular networks establish trust by voting on the decision received by several nodes, which might not be required for practical scenarios. It might just be enough to check the validity of incoming information. Due to the ephemeral nature of vehicular networks, reputation schemes for mobile ad hoc networks (MANETs) cannot be applied to vehicular ad hoc networks (VANET). We point out several limitations of trust management schemes for VANET. In particular, we identify the problem of information cascading and oversampling, which commonly arise in social networks. Oversampling is a situation in which a node observing two or more nodes, takes into consideration both their opinions equally without knowing that they might have influenced each other in decision making. We show that simple voting for decision making, leads to oversampling and gives incorrect results. We propose an algorithm to overcome this problem in VANET. This is the first paper which discusses the concept of cascading effect and oversampling effects to ad hoc networks. © 2011 IEEE.

Alternate treatments of jacobian singularities in polar coordinates within finite-difference schemes

Jacobian singularities of differential operators in curvilinear coordinates occur when the Jacobian determinant of the curvilinear-to-Cartesian mapping vanishes, thus leading to unbounded coefficients in partial differential equations. Within a finite-difference scheme, we treat the singularity at the pole of polar coordinates by setting up complementary equations. Such equations are obtained by either integral or smoothness conditions. They are assessed by application to analytically solvable steady-state heat-conduction problems.