886 resultados para Finite-time stochastic stability
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With the increasing popularity of wireless network and its application, mobile ad-hoc networks (MANETS) emerged recently. MANET topology is highly dynamic in nature and nodes are highly mobile so that the rate of link failure is more in MANET. There is no central control over the nodes and the control is distributed among nodes and they can act as either router or source. MANTEs have been considered as isolated stand-alone network. Node can add or remove at any time and it is not infrastructure dependent. So at any time at any where the network can setup and a trouble free communication is possible. Due to more chances of link failures, collisions and transmission errors in MANET, the maintenance of network became costly. As per the study more frequent link failures became an important aspect of diminishing the performance of the network and also it is not predictable. The main objective of this paper is to study the route instability in AODV protocol and suggest a solution for improvement. This paper proposes a new approach to reduce the route failure by storing the alternate route in the intermediate nodes. In this algorithm intermediate nodes are also involved in the route discovery process. This reduces the route establishment overhead as well as the time to find the reroute when a link failure occurs.
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The study was carried out to understand the effect of silver-silica nanocomposite (Ag-SiO2NC) on the cell wall integrity, metabolism and genetic stability of Pseudomonas aeruginosa, a multiple drugresistant bacterium. Bacterial sensitivity towards antibiotics and Ag-SiO2NC was studied using standard disc diffusion and death rate assay, respectively. The effect of Ag-SiO2NC on cell wall integrity was monitored using SDS assay and fatty acid profile analysis while the effect on metabolism and genetic stability was assayed microscopically, using CTC viability staining and comet assay, respectively. P. aeruginosa was found to be resistant to β-lactamase, glycopeptidase, sulfonamide, quinolones, nitrofurantoin and macrolides classes of antibiotics. Complete mortality of the bacterium was achieved with 80 μgml-1 concentration of Ag-SiO2NC. The cell wall integrity reduced with increasing time and reached a plateau of 70 % in 110 min. Changes were also noticed in the proportion of fatty acids after the treatment. Inside the cytoplasm, a complete inhibition of electron transport system was achieved with 100 μgml-1 Ag-SiO2NC, followed by DNA breakage. The study thus demonstrates that Ag-SiO2NC invades the cytoplasm of the multiple drug-resistant P. aeruginosa by impinging upon the cell wall integrity and kills the cells by interfering with electron transport chain and the genetic stability
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In this thesis, certain continuous time inventory problems with positive service time under local purchase guided by N/T-policy are analysed. In most of the cases analysed, we arrive at stochastic decomposition of system states, that is, the joint distribution of the system states is obtained as the product of marginal distributions of the components. The thesis is divided into ve chapters
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The classical methods of analysing time series by Box-Jenkins approach assume that the observed series uctuates around changing levels with constant variance. That is, the time series is assumed to be of homoscedastic nature. However, the nancial time series exhibits the presence of heteroscedasticity in the sense that, it possesses non-constant conditional variance given the past observations. So, the analysis of nancial time series, requires the modelling of such variances, which may depend on some time dependent factors or its own past values. This lead to introduction of several classes of models to study the behaviour of nancial time series. See Taylor (1986), Tsay (2005), Rachev et al. (2007). The class of models, used to describe the evolution of conditional variances is referred to as stochastic volatility modelsThe stochastic models available to analyse the conditional variances, are based on either normal or log-normal distributions. One of the objectives of the present study is to explore the possibility of employing some non-Gaussian distributions to model the volatility sequences and then study the behaviour of the resulting return series. This lead us to work on the related problem of statistical inference, which is the main contribution of the thesis
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Salient pole brushless alternators coupled to IC engines are extensively used as stand-by power supply units for meeting in- dustrial power demands. Design of such generators demands high power to weight ratio, high e ciency and low cost per KVA out- put. Moreover, the performance characteristics of such machines like voltage regulation and short circuit ratio (SCR) are critical when these machines are put into parallel operation and alterna- tors for critical applications like defence and aerospace demand very low harmonic content in the output voltage. While designing such alternators, accurate prediction of machine characteristics, including total harmonic distortion (THD) is essential to mini- mize development cost and time. Total harmonic distortion in the output voltage of alternators should be as low as possible especially when powering very sophis- ticated and critical applications. The output voltage waveform of a practical AC generator is replica of the space distribution of the ux density in the air gap and several factors such as shape of the rotor pole face, core saturation, slotting and style of coil disposition make the realization of a sinusoidal air gap ux wave impossible. These ux harmonics introduce undesirable e ects on the alternator performance like high neutral current due to triplen harmonics, voltage distortion, noise, vibration, excessive heating and also extra losses resulting in poor e ciency, which in turn necessitate de-rating of the machine especially when connected to non-linear loads. As an important control unit of brushless alternator, the excitation system and its dynamic performance has a direct impact on alternator's stability and reliability. The thesis explores design and implementation of an excitation i system utilizing third harmonic ux in the air gap of brushless al- ternators, using an additional auxiliary winding, wound for 1=3rd pole pitch, embedded into the stator slots and electrically iso- lated from the main winding. In the third harmonic excitation system, the combined e ect of two auxiliary windings, one with 2=3rd pitch and another third harmonic winding with 1=3rd pitch, are used to ensure good voltage regulation without an electronic automatic voltage regulator (AVR) and also reduces the total harmonic content in the output voltage, cost e ectively. The design of the third harmonic winding by analytic methods demands accurate calculation of third harmonic ux density in the air gap of the machine. However, precise estimation of the amplitude of third harmonic ux in the air gap of a machine by conventional design procedures is di cult due to complex geome- try of the machine and non-linear characteristics of the magnetic materials. As such, prediction of the eld parameters by conven- tional design methods is unreliable and hence virtual prototyping of the machine is done to enable accurate design of the third har- monic excitation system. In the design and development cycle of electrical machines, it is recognized that the use of analytical and experimental methods followed by expensive and in exible prototyping is time consum- ing and no longer cost e ective. Due to advancements in com- putational capabilities over recent years, nite element method (FEM) based virtual prototyping has become an attractive al- ternative to well established semi-analytical and empirical design methods as well as to the still popular trial and error approach followed by the costly and time consuming prototyping. Hence, by virtually prototyping the alternator using FEM, the important performance characteristics of the machine are predicted. Design of third harmonic excitation system is done with the help of results obtained from virtual prototype of the machine. Third harmonic excitation (THE) system is implemented in a 45 KVA ii experimental machine and experiments are conducted to validate the simulation results. Simulation and experimental results show that by utilizing third harmonic ux in the air gap of the ma- chine for excitation purposes during loaded conditions, triplen harmonic content in the output phase voltage is signi cantly re- duced. The prototype machine with third harmonic excitation system designed and developed based on FEM analysis proved to be economical due to its simplicity and has the added advan- tage of reduced harmonics in the output phase voltage.
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Der Vielelektronen Aspekt wird in einteilchenartigen Formulierungen berücksichtigt, entweder in Hartree-Fock Näherung oder unter dem Einschluß der Elektron-Elektron Korrelationen durch die Dichtefunktional Theorie. Da die Physik elektronischer Systeme (Atome, Moleküle, Cluster, Kondensierte Materie, Plasmen) relativistisch ist, habe ich von Anfang an die relativistische 4 Spinor Dirac Theorie eingesetzt, in jüngster Zeit aber, und das wird der hauptfortschritt in den relativistischen Beschreibung durch meine Promotionsarbeit werden, eine ebenfalls voll relativistische, auf dem sogenannten Minimax Prinzip beruhende 2-Spinor Theorie umgesetzt. Im folgenden ist eine kurze Beschreibung meiner Dissertation: Ein wesentlicher Effizienzgewinn in der relativistischen 4-Spinor Dirac Rechnungen konnte durch neuartige singuläre Koordinatentransformationen erreicht werden, so daß sich auch noch für das superschwere Th2 179+ hächste Lösungsgenauigkeiten mit moderatem Computer Aufwand ergaben, und zu zwei weiteren interessanten Veröffentlichungen führten (Publikationsliste). Trotz der damit bereits ermöglichten sehr viel effizienteren relativistischen Berechnung von Molekülen und Clustern blieben diese Rechnungen Größenordnungen aufwendiger als entsprechende nicht-relativistische. Diese behandeln das tatsächliche (relativitische) Verhalten elektronischer Systeme nur näherungsweise richtig, um so besser jedoch, je leichter die beteiligten Atome sind (kleine Kernladungszahl Z). Deshalb habe ich nach einem neuen Formalismus gesucht, der dem möglichst gut Rechnung trägt und trotzdem die Physik richtig relativistisch beschreibt. Dies gelingt durch ein 2-Spinor basierendes Minimax Prinzip: Systeme mit leichten Atomen sind voll relativistisch nunmehr nahezu ähnlich effizient beschrieben wie nicht-relativistisch, was natürlich große Hoffnungen für genaue (d.h. relativistische) Berechnungen weckt. Es ergab sich eine erste grundlegende Veröffentlichung (Publikationsliste). Die Genauigkeit in stark relativistischen Systemen wie Th2 179+ ist ähnlich oder leicht besser als in 4-Spinor Dirac-Formulierung. Die Vorteile der neuen Formulierung gehen aber entscheidend weiter: A. Die neue Minimax Formulierung der Dirac-Gl. ist frei von spuriosen Zuständen und hat keine positronischen Kontaminationen. B. Der Aufwand ist weit reduziert, da nur ein 1/3 der Matrix Elemente gegenüber 4-Spinor noch zu berechnen ist, und alle Matrixdimensionen Faktor 2 kleiner sind. C. Numerisch verhält sich die neue Formulierung ähnlilch gut wie die nichtrelativistische Schrödinger Gleichung (Obwohl es eine exakte Formulierung und keine Näherung der Dirac-Gl. ist), und hat damit bessere Konvergenzeigenschaften als 4-Spinor. Insbesondere die Fehlerwichtung (singulärer und glatter Anteil) ist in 2-Spinor anders, und diese zeigt die guten Extrapolationseigenschaften wie bei der nichtrelativistischen Schrödinger Gleichung. Die Ausweitung des Anwendungsbereichs von (relativistischen) 2-Spinor ist bereits in FEM Dirac-Fock-Slater, mit zwei Beispielen CO und N2, erfolgreich gemacht. Weitere Erweiterungen sind nahezu möglich. Siehe Minmax LCAO Nährung.
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Soil organic matter (SOM) vitally impacts all soil functions and plays a key role in the global carbon (C) cycle. More than 70% of the terrestric C stocks that participate in the active C cycle are stored in the soil. Therefore, quantitative knowledge of the rates of C incorporation into SOM fractions of different residence time is crucial to understand and predict the sequestration and stabilization of soil organic carbon (SOC). Consequently, there is a need of fractionation procedures that are capable of isolating functionally SOM fractions, i.e. fractions that are defined by their stability. The literature generally refers to three main mechanisms of SOM stabilization: protection of SOM from decomposition by (i) its structural composition, i.e. recalcitrance, (ii) spatial inaccessibility and/or (iii) interaction with soil minerals and metal ions. One of the difficulties in developing fractionation procedures for the isolation of functional SOM fractions is the marked heterogeneity of the soil environment with its various stabilization mechanisms – often several mechanisms operating simultaneously – in soils and soil horizons of different texture and mineralogy. The overall objective of the present thesis was to evaluate present fractionation techniques and to get a better understanding of the factors of SOM sequestration and stabilization. The first part of this study is attended to the structural composition of SOM. Using 13C cross-polarization magic-angle spinning (CPMAS) nuclear magnetic resonance (NMR) spectroscopy, (i) the effect of land use on SOM composition was investigated and (ii) examined whether SOM composition contributes to the different stability of SOM in density and aggregate fractions. The second part of the present work deals with the mineral-associated SOM fraction. The aim was (iii) to evaluate the suitability of chemical fractionation procedures used in the literature for the isolation of stable SOM pools (stepwise hydrolysis, treatments using oxidizing agents like Na2S2O8, H2O2, and NaOCl as well as demineralization of the residue obtained by the NaOCl treatment using HF (NaOCl+HF)) by pool sizes, 13C and 14C data. Further, (iv) the isolated SOM fractions were compared to the inert organic matter (IOM) pool obtained for the investigated soils using the Rothamsted Carbon Model and isotope data in order to see whether the tested chemical fractionation methods produce SOM fractions capable to represent this pool. Besides chemical fractionation, (v) the suitability of thermal oxidation at different temperatures for obtaining stable SOC pools was evaluated. Finally, (vi) the short-term aggregate dynamics and the factors that impact macroaggregate formation and C stabilization were investigated by means of an incubation study using treatments with and without application of 15N labeled maize straw of different degradability (leaves and coarse roots). All treatments were conducted with and without the addition of fungicide. Two study sites with different soil properties and land managements were chosen for these investigations. The first one, located at Rotthalmünster, is a Stagnic Luvisol (silty loam) under different land use regimes. The Ah horizons of a spruce forest and continuous grassland and the Ap and E horizons of two plots with arable crops (continuous maize and wheat cropping) were examined. The soil of the second study site, located at Halle, is a Haplic Phaeozem (loamy sand) where the Ap horizons of two plots with arable crops (continuous maize and rye cropping) were investigated. Both study sites had a C3-/C4-vegetational change on the maize plot for the purpose of tracing the incorporation of the younger, maize-derived C into different SOM fractions and the calculation of apparent C turnover times of these. The Halle site is located near a train station and industrial areas, which caused a contamination with high amounts of fossil C. The investigation of aggregate and density fractions by 13C CPMAS NMR spectroscopy revealed that density fractionation isolated SOM fractions of different composition. The consumption of a considerable part (10–20%) of the easily available O-alkyl-C and the selective preservation of the more recalcitrant alkyl-C when passing from litter to the different particulate organic matter (POM) fractions suggest that density fractionation was able to isolate SOM fractions with different degrees of decomposition. The spectra of the aggregate fractions resembled those of the mineral-associated SOM fraction obtained by density fractionation and no considerable differences were observed between aggregate size classes. Comparison of plant litter, density and aggregate size fractions from soil under different land use showed that the type of land use markedly influenced the composition of SOM. While SOM of the acid forest soil was characterized by a large content (> 50%) of POM, which contained high amounts of spruce-litter derived alkyl-C, the organic matter in the biologically more active grassland and arable soils was dominated by mineral-associated SOM (> 95%). This SOM fraction comprised greater proportions of aryl- and carbonyl-C and is considered to contain a higher amount of microbially-derived organic substances. Land use can alter both, structure and stability of SOM fractions. All applied chemical treatments induced considerable SOC losses (> 70–95% of mineral-associated SOM) in the investigated soils. The proportion of residual C after chemical fractionation was largest in the arable Ap and E horizons and increased with decreasing C content in the initial SOC after stepwise hydrolysis as well as after the oxidative treatments with H2O2 and Na2S2O8. This can be expected for a functional stable pool of SOM, because it is assumed that the more easily available part of SOC is consumed first if C inputs decrease. All chemical treatments led to a preferential loss of the younger, maize-derived SOC, but this was most pronounced after the treatments with Na2S2O8 and H2O2. After all chemical fractionations, the mean 14C ages of SOC were higher than in the mineral-associated SOM fraction for both study sites and increased in the order: NaOCl < NaOCl+HF ≤ stepwise hydrolysis << H2O2 ≈ Na2S2O8. The results suggest that all treatments were capable of isolating a more stable SOM fraction, but the treatments with H2O2 and Na2S2O8 were the most efficient ones. However, none of the chemical fractionation methods was able to fit the IOM pool calculated using the Rothamsted Carbon Model and isotope data. In the evaluation of thermal oxidation for obtaining stable C fractions, SOC losses increased with temperature from 24–48% (200°C) to 100% (500°C). In the Halle maize Ap horizon, losses of the young, maize-derived C were considerably higher than losses of the older C3-derived C, leading to an increase in the apparent C turnover time from 220 years in mineral-associated SOC to 1158 years after thermal oxidation at 300°C. Most likely, the preferential loss of maize-derived C in the Halle soil was caused by the presence of the high amounts of fossil C mentioned above, which make up a relatively large thermally stable C3-C pool in this soil. This agrees with lower overall SOC losses for the Halle Ap horizon compared to the Rotthalmünster Ap horizon. In the Rotthalmünster soil only slightly more maize-derived than C3-derived SOC was removed by thermal oxidation. Apparent C turnover times increased slightly from 58 years in mineral-associated SOC to 77 years after thermal oxidation at 300°C in the Rotthalmünster Ap and from 151 to 247 years in the Rotthalmünster E horizon. This led to the conclusion that thermal oxidation of SOM was not capable of isolating SOM fractions of considerably higher stability. The incubation experiment showed that macroaggregates develop rapidly after the addition of easily available plant residues. Within the first four weeks of incubation, the maximum aggregation was reached in all treatments without addition of fungicide. The formation of water-stable macroaggregates was related to the size of the microbial biomass pool and its activity. Furthermore, fungi were found to be crucial for the development of soil macroaggregates as the formation of water-stable macroaggregates was significantly delayed in the fungicide treated soils. The C concentration in the obtained aggregate fractions decreased with decreasing aggregate size class, which is in line with the aggregate hierarchy postulated by several authors for soils with SOM as the major binding agent. Macroaggregation involved incorporation of large amounts maize-derived organic matter, but macroaggregates did not play the most important role in the stabilization of maize-derived SOM, because of their relatively low amount (less than 10% of the soil mass). Furthermore, the maize-derived organic matter was quickly incorporated into all aggregate size classes. The microaggregate fraction stored the largest quantities of maize-derived C and N – up to 70% of the residual maize-C and -N were stored in this fraction.
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A program is presented for the construction of relativistic symmetry-adapted molecular basis functions. It is applicable to 36 finite double point groups. The algorithm, based on the projection operator method, automatically generates linearly independent basis sets. Time reversal invariance is included in the program, leading to additional selection rules in the non-relativistic limit.
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Relativistic density functional theory is widely applied in molecular calculations with heavy atoms, where relativistic and correlation effects are on the same footing. Variational stability of the Dirac Hamiltonian is a very important field of research from the beginning of relativistic molecular calculations on, among efforts for accuracy, efficiency, and density functional formulation, etc. Approximations of one- or two-component methods and searching for suitable basis sets are two major means for good projection power against the negative continuum. The minimax two-component spinor linear combination of atomic orbitals (LCAO) is applied in the present work for both light and super-heavy one-electron systems, providing good approximations in the whole energy spectrum, being close to the benchmark minimax finite element method (FEM) values and without spurious and contaminated states, in contrast to the presence of these artifacts in the traditional four-component spinor LCAO. The variational stability assures that minimax LCAO is bounded from below. New balanced basis sets, kinetic and potential defect balanced (TVDB), following the minimax idea, are applied with the Dirac Hamiltonian. Its performance in the same super-heavy one-electron quasi-molecules shows also very good projection capability against variational collapse, as the minimax LCAO is taken as the best projection to compare with. The TVDB method has twice as many basis coefficients as four-component spinor LCAO, which becomes now linear and overcomes the disadvantage of great time-consumption in the minimax method. The calculation with both the TVDB method and the traditional LCAO method for the dimers with elements in group 11 of the periodic table investigates their difference. New bigger basis sets are constructed than in previous research, achieving high accuracy within the functionals involved. Their difference in total energy is much smaller than the basis incompleteness error, showing that the traditional four-spinor LCAO keeps enough projection power from the numerical atomic orbitals and is suitable in research on relativistic quantum chemistry. In scattering investigations for the same comparison purpose, the failure of the traditional LCAO method of providing a stable spectrum with increasing size of basis sets is contrasted to the TVDB method, which contains no spurious states already without pre-orthogonalization of basis sets. Keeping the same conditions including the accuracy of matrix elements shows that the variational instability prevails over the linear dependence of the basis sets. The success of the TVDB method manifests its capability not only in relativistic quantum chemistry but also for scattering and under the influence of strong external electronic and magnetic fields. The good accuracy in total energy with large basis sets and the good projection property encourage wider research on different molecules, with better functionals, and on small effects.
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Type and rate of fertilizers influence the level of soil organic carbon (Corg) and total nitrogen (Nt) markedly, but the effect on C and N partitioning into different pools is open to question. The objectives of the present work were to: (i) quantify the impact of fertilizer type and rate on labile, intermediate and passive C and N pools by using a combination of biological, chemical and mathematical methods; (ii) explain previously reported differences in the soil organic matter (SOM) levels between soils receiving farmyard manure with or without biodynamic preparations by using Corg time series and information on SOM partitioning; and (iii) quantify the long-term and short-term dynamics of SOM in density fractions and microbial biomass as affected by fertilizer type and rate and determine the incorporation of crop residues into labile SOM fractions. Samples were taken from a sandy Cambisol from the long-term fertilization trial in Darmstadt, Germany, founded in 1980. The nine treatments (four field replicates) were: straw incorporation plus application of mineral fertilizer (MSI) and application of rotted farmyard manure with (DYN) or without (FYM) addition of biodynamic preparations, each at high (140 – 150 kg N ha-1 year-1; MSIH, DYNH, FYMH), medium (100 kg N ha-1 year-1; MSIM, DYNM, FYMM) and low (50 – 60 kg N ha-1 year-1; MSIL, DYNL, FYML) rates. The main findings were: (i) The stocks of Corg (t ha-1) were affected by fertilizer type and rate and increased in the order MSIL (23.6), MSIM (23.7), MSIH (24.2) < FYML (25.3) < FYMM (28.1), FYMH (28.1). Stocks of Nt were affected in the same way (C/N ratio: 11). Storage of C and N in the modelled labile pools (turnover times: 462 and 153 days for C and N, respectively) were not influenced by the type of fertilizer (FYM and MSI) but depended significantly (p ≤ 0.05) on the application rate and ranged from 1.8 to 3.2 t C ha 1 (7 – 13% of Corg) and from 90 to 140 kg N ha-1 (4-5% of Nt). In the calculated intermediate pool (C/N ratio 7), stocks of C were markedly higher in FYM treatments (15-18 t ha-1) compared to MSI treatments (12-14 t ha-1). This showed that differences in SOM stocks in the sandy Cambisol induced by fertilizer rate may be short-lived in case of changing management, but differences induced by fertilizer type may persist for decades. (ii) Crop yields, estimated C inputs (1.5 t ha-1 year-1) with crop residue, microbial bio¬mass C (Cmic, 118 – 150 mg kg-1), microbial biomass N (17 – 20 mg kg-1) and labile C and N pools did not differ significantly between FYM and DYN treatments. However, labile C increased linearly with application rate (R2 = 0.53) from 7 to 11% of Corg. This also applied for labile N (3.5 to 4.9% of Nt). The higher contents of Corg in DYN treatments existed since 1982, when the first sampling was conducted for all individual treatments. Contents of Corg between DYN and FYM treatments con-verged slightly since then. Furthermore, at least 30% of the difference in Corg was located in the passive pool where a treatment effect could be excluded. Therefore, the reported differences in Corg contents existed most likely since the beginning of the experiment and, as a single factor of biodynamic agriculture, application of bio-dynamic preparations had no effect on SOM stocks. (iii) Stocks of SOM, light fraction organic C (LFOC, ρ ≤ 2.0 g cm-3), light fraction organic N and Cmic decreased in the order FYMH > FYML > MSIH, MSIL for all sampling dates in 2008 (March, May, September, December). However, statistical significance of treatment effects differed between the dates, probably due to dif-ferences in the spatial variation throughout the year. The high proportion of LFOC on total Corg stocks (45 – 55%) highlighted the importance of selective preservation of OM as a stabilization mechanism in this sandy Cambisol. The apparent turnover time of LFOC was between 21 and 32 years, which agreed very well with studies with substantially longer vegetation change compared to our study. Overall, both approaches; (I) the combination of incubation, chemical fractionation and simple modelling and (II) the density fractionation; provided complementary information on the partitioning of SOM into pools of different stability. The density fractionation showed that differences in Corg stocks between FYM and MSI treatments were mainly located in the light fraction, i.e. induced by higher recalcitrance of the organic input in the FYM treatments. Moreover, the use of the combination of biological, chemical and mathematical methods indicated that effects of fertilizer rate on total Corg and Nt stocks may be short-lived, but that the effect of fertilizer type may persist for longer time spans in the sandy Cambisol.
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Inhalt dieser Arbeit ist ein Verfahren zur numerischen Lösung der zweidimensionalen Flachwassergleichung, welche das Fließverhalten von Gewässern, deren Oberflächenausdehnung wesentlich größer als deren Tiefe ist, modelliert. Diese Gleichung beschreibt die gravitationsbedingte zeitliche Änderung eines gegebenen Anfangszustandes bei Gewässern mit freier Oberfläche. Diese Klasse beinhaltet Probleme wie das Verhalten von Wellen an flachen Stränden oder die Bewegung einer Flutwelle in einem Fluss. Diese Beispiele zeigen deutlich die Notwendigkeit, den Einfluss von Topographie sowie die Behandlung von Nass/Trockenübergängen im Verfahren zu berücksichtigen. In der vorliegenden Dissertation wird ein, in Gebieten mit hinreichender Wasserhöhe, hochgenaues Finite-Volumen-Verfahren zur numerischen Bestimmung des zeitlichen Verlaufs der Lösung der zweidimensionalen Flachwassergleichung aus gegebenen Anfangs- und Randbedingungen auf einem unstrukturierten Gitter vorgestellt, welches in der Lage ist, den Einfluss topographischer Quellterme auf die Strömung zu berücksichtigen, sowie in sogenannten \glqq lake at rest\grqq-stationären Zuständen diesen Einfluss mit den numerischen Flüssen exakt auszubalancieren. Basis des Verfahrens ist ein Finite-Volumen-Ansatz erster Ordnung, welcher durch eine WENO Rekonstruktion unter Verwendung der Methode der kleinsten Quadrate und eine sogenannte Space Time Expansion erweitert wird mit dem Ziel, ein Verfahren beliebig hoher Ordnung zu erhalten. Die im Verfahren auftretenden Riemannprobleme werden mit dem Riemannlöser von Chinnayya, LeRoux und Seguin von 1999 gelöst, welcher die Einflüsse der Topographie auf den Strömungsverlauf mit berücksichtigt. Es wird in der Arbeit bewiesen, dass die Koeffizienten der durch das WENO-Verfahren berechneten Rekonstruktionspolynome die räumlichen Ableitungen der zu rekonstruierenden Funktion mit einem zur Verfahrensordnung passenden Genauigkeitsgrad approximieren. Ebenso wird bewiesen, dass die Koeffizienten des aus der Space Time Expansion resultierenden Polynoms die räumlichen und zeitlichen Ableitungen der Lösung des Anfangswertproblems approximieren. Darüber hinaus wird die wohlbalanciertheit des Verfahrens für beliebig hohe numerische Ordnung bewiesen. Für die Behandlung von Nass/Trockenübergangen wird eine Methode zur Ordnungsreduktion abhängig von Wasserhöhe und Zellgröße vorgeschlagen. Dies ist notwendig, um in der Rechnung negative Werte für die Wasserhöhe, welche als Folge von Oszillationen des Raum-Zeit-Polynoms auftreten können, zu vermeiden. Numerische Ergebnisse die die theoretische Verfahrensordnung bestätigen werden ebenso präsentiert wie Beispiele, welche die hervorragenden Eigenschaften des Gesamtverfahrens in der Berechnung herausfordernder Probleme demonstrieren.
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The traditional task of a central bank is to preserve price stability and, in doing so, not to impair the real economy more than necessary. To meet this challenge, it is of great relevance whether inflation is only driven by inflation expectations and the current output gap or whether it is, in addition, influenced by past inflation. In the former case, as described by the New Keynesian Phillips curve, the central bank can immediately and simultaneously achieve price stability and equilibrium output, the so-called ‘divine coincidence’ (Blanchard and Galí 2007). In the latter case, the achievement of price stability is costly in terms of output and will be pursued over several periods. Similarly, it is important to distinguish this latter case, which describes ‘intrinsic’ inflation persistence, from that of ‘extrinsic’ inflation persistence, where the sluggishness of inflation is not a ‘structural’ feature of the economy but merely ‘inherited’ from the sluggishness of the other driving forces, inflation expectations and output. ‘Extrinsic’ inflation persistence is usually considered to be the less challenging case, as policy-makers are supposed to fight against the persistence in the driving forces, especially to reduce the stickiness of inflation expectations by a credible monetary policy, in order to reestablish the ‘divine coincidence’. The scope of this dissertation is to contribute to the vast literature and ongoing discussion on inflation persistence: Chapter 1 describes the policy consequences of inflation persistence and summarizes the empirical and theoretical literature. Chapter 2 compares two models of staggered price setting, one with a fixed two-period duration and the other with a stochastic duration of prices. I show that in an economy with a timeless optimizing central bank the model with the two-period alternating price-setting (for most parameter values) leads to more persistent inflation than the model with stochastic price duration. This result amends earlier work by Kiley (2002) who found that the model with stochastic price duration generates more persistent inflation in response to an exogenous monetary shock. Chapter 3 extends the two-period alternating price-setting model to the case of 3- and 4-period price durations. This results in a more complex Phillips curve with a negative impact of past inflation on current inflation. As simulations show, this multi-period Phillips curve generates a too low degree of autocorrelation and too early turnings points of inflation and is outperformed by a simple Hybrid Phillips curve. Chapter 4 starts from the critique of Driscoll and Holden (2003) on the relative real-wage model of Fuhrer and Moore (1995). While taking the critique seriously that Fuhrer and Moore’s model will collapse to a much simpler one without intrinsic inflation persistence if one takes their arguments literally, I extend the model by a term for inequality aversion. This model extension is not only in line with experimental evidence but results in a Hybrid Phillips curve with inflation persistence that is observably equivalent to that presented by Fuhrer and Moore (1995). In chapter 5, I present a model that especially allows to study the relationship between fairness attitudes and time preference (impatience). In the model, two individuals take decisions in two subsequent periods. In period 1, both individuals are endowed with resources and are able to donate a share of their resources to the other individual. In period 2, the two individuals might join in a common production after having bargained on the split of its output. The size of the production output depends on the relative share of resources at the end of period 1 as the human capital of the individuals, which is built by means of their resources, cannot fully be substituted one against each other. Therefore, it might be rational for a well-endowed individual in period 1 to act in a seemingly ‘fair’ manner and to donate own resources to its poorer counterpart. This decision also depends on the individuals’ impatience which is induced by the small but positive probability that production is not possible in period 2. As a general result, the individuals in the model economy are more likely to behave in a ‘fair’ manner, i.e., to donate resources to the other individual, the lower their own impatience and the higher the productivity of the other individual. As the (seemingly) ‘fair’ behavior is modelled as an endogenous outcome and as it is related to the aspect of time preference, the presented framework might help to further integrate behavioral economics and macroeconomics.
Resumo:
We analyze a finite horizon, single product, periodic review model in which pricing and production/inventory decisions are made simultaneously. Demands in different periods are random variables that are independent of each other and their distributions depend on the product price. Pricing and ordering decisions are made at the beginning of each period and all shortages are backlogged. Ordering cost includes both a fixed cost and a variable cost proportional to the amount ordered. The objective is to find an inventory policy and a pricing strategy maximizing expected profit over the finite horizon. We show that when the demand model is additive, the profit-to-go functions are k-concave and hence an (s,S,p) policy is optimal. In such a policy, the period inventory is managed based on the classical (s,S) policy and price is determined based on the inventory position at the beginning of each period. For more general demand functions, i.e., multiplicative plus additive functions, we demonstrate that the profit-to-go function is not necessarily k-concave and an (s,S,p) policy is not necessarily optimal. We introduce a new concept, the symmetric k-concave functions and apply it to provide a characterization of the optimal policy.
Resumo:
El objetivo de este documento es recopilar algunos resultados clasicos sobre existencia y unicidad ´ de soluciones de ecuaciones diferenciales estocasticas (EDEs) con condici ´ on final (en ingl ´ es´ Backward stochastic differential equations) con particular enfasis en el caso de coeficientes mon ´ otonos, y su cone- ´ xion con soluciones de viscosidad de sistemas de ecuaciones diferenciales parciales (EDPs) parab ´ olicas ´ y el´ıpticas semilineales de segundo orden.
Resumo:
In the finite field (FF) treatment of vibrational polarizabilities and hyperpolarizabilities, the field-free Eckart conditions must be enforced in order to prevent molecular reorientation during geometry optimization. These conditions are implemented for the first time. Our procedure facilities identification of field-induced internal coordinates that make the major contribution to the vibrational properties. Using only two of these coordinates, quantitative accuracy for nuclear relaxation polarizabilities and hyperpolarizabilities is achieved in π-conjugated systems. From these two coordinates a single most efficient natural conjugation coordinate (NCC) can be extracted. The limitations of this one coordinate approach are discussed. It is shown that the Eckart conditions can lead to an isotope effect that is comparable to the isotope effect on zero-point vibrational averaging, but with a different mass-dependence