Fuzzy Set Theory Approach as the Basis of Analysis of Financial Flows in the Economical Security System

The problems of formalization of the process of matching different management subjects’ functioning characteristics obtained on the financial flows analysis basis is considered. Formal generalizations for gaining economical security system knowledge bases elements are presented. One of feedback directions establishment between knowledge base of the system of economical security and financial flows database analysis is substantiated.

Adaptive Routing and Multi-Agent Control for Information Flows in IP-Networks

The principles of adaptive routing and multi-agent control for information flows in IP-networks.

Algorithms for Data Flows

* The research was supported by INTAS 00-397 and 00-626 Projects.

Scaling and Multiscaling Exponents in Networks and Flows

The main focus of this paper is on mathematical theory and methods which have a direct bearing on problems involving multiscale phenomena. Modern technology is refining measurement and data collection to spatio-temporal scales on which observed geophysical phenomena are displayed as intrinsically highly variable and intermittant heirarchical structures,e.g. rainfall, turbulence, etc. The heirarchical structure is reflected in the occurence of a natural separation of scales which collectively manifest at some basic unit scale. Thus proper data analysis and inference require a mathematical framework which couples the variability over multiple decades of scale in which basic theoretical benchmarks can be identified and calculated. This continues the main theme of the research in this area of applied probability over the past twenty years.

Spectra of Ruelle Transfer Operators for Contact Flows

In this survey article we discuss some recent results concerning strong spectral estimates for Ruelle transfer operators for contact flows on basic sets similar to these of Dolgopyat obtained in the case of Anosov flows with C1 stable and unstable foliations. Some applications of Dolgopyat's results and the more recent ones are also described.

A nettó jelenérték maximalizálása erőforrás-korlátos projektekben - egy új harmóniakereső metaheurisztika (A harmony search metaheuristic for the resourceconstrained project scheduling problem with discounted cash flows)

Ebben a tanulmányban a szerző egy új harmóniakereső metaheurisztikát mutat be, amely a minimális időtartamú erőforrás-korlátos ütemezések halmazán a projekt nettó jelenértékét maximalizálja. Az optimális ütemezés elméletileg két egész értékű (nulla-egy típusú) programozási feladat megoldását jelenti, ahol az első lépésben meghatározzuk a minimális időtartamú erőforrás-korlátos ütemezések időtartamát, majd a második lépésben az optimális időtartamot feltételként kezelve megoldjuk a nettó jelenérték maximalizálási problémát minimális időtartamú erőforrás-korlátos ütemezések halmazán. A probléma NP-hard jellege miatt az egzakt megoldás elfogadható idő alatt csak kisméretű projektek esetében képzelhető el. A bemutatandó metaheurisztika a Csébfalvi (2007) által a minimális időtartamú erőforrás-korlátos ütemezések időtartamának meghatározására és a tevékenységek ennek megfelelő ütemezésére kifejlesztett harmóniakereső metaheurisztika továbbfejlesztése, amely az erőforrás-felhasználási konfliktusokat elsőbbségi kapcsolatok beépítésével oldja fel. Az ajánlott metaheurisztika hatékonyságának és életképességének szemléltetésére számítási eredményeket adunk a jól ismert és népszerű PSPLIB tesztkönyvtár J30 részhalmazán futtatva. Az egzakt megoldás generálásához egy korszerű MILP-szoftvert (CPLEX) alkalmaztunk. _______________ This paper presents a harmony search metaheuristic for the resource-constrained project scheduling problem with discounted cash flows. In the proposed approach, a resource-constrained project is characterized by its „best” schedule, where best means a makespan minimal resource constrained schedule for which the net present value (NPV) measure is maximal. Theoretically the optimal schedule searching process is formulated as a twophase mixed integer linear programming (MILP) problem, which can be solved for small-scale projects in reasonable time. The applied metaheuristic is based on the "conflict repairing" version of the "Sounds of Silence" harmony search metaheuristic developed by Csébfalvi (2007) for the resource-constrained project scheduling problem (RCPSP). In order to illustrate the essence and viability of the proposed harmony search metaheuristic, we present computational results for a J30 subset from the well-known and popular PSPLIB. To generate the exact solutions a state-of-the-art MILP solver (CPLEX) was used.

Origin of the Grande Ronde Formation flows, Columbia River flood basalt group

Lavas belonging to the Grande Ronde Formation (GRB) constitute about 63% of the Columbia River Basalt Group (CRBG), a flood basalt province in the NW United States. A puzzling feature is the lack of phenocrysts (< 5%) in these chemically evolved lavas. Based mainly on this observation it has been hypothesized that GRB lavas were nearly primary melts generated by large-scale melting of eclogite. Another recent hypothesis holds that GRB magmas were extremely hydrous and rose rapidly from the mantle such that the dissolved water kept the magmas close to their liquidi. I present new textural and chemical evidence to show that GRB lavas were neither primary nor hydrous melts but were derived from other melts via efficient fractional crystallization and mixing in shallow intrusive systems. Texture and chemical features further suggest that the melt mixing process may have been exothermic, which forced variable melting of some of the existing phenocrysts. ^ Finally, reported here are the results of efforts to simulate the higher pressure histories of GRB using COMAGMAT and MELTS softwares. The intent was to evaluate (1) whether such melts could be derived from primary melts formed by partial melting of a peridotite source as an alternative to the eclogite model, or if bulk melting of eclogite is required; and (2) at what pressure such primary melts could have been in equilibrium with the mantle. I carried out both forward and inverse modeling. The best fit forward model indicates that most primitive parent melts related to GRB could have been multiply saturated at ∼1.5--2.0 GPa. I interpret this result to indicate that the parental melts last equilibrated with a peridotitic mantle at 1.5--2.0 GPa and such partial melts rose to ∼0.2 GPa where they underwent efficient mixing and fractionation before erupting. These models suggest that the source rock was not eclogitic but a fertile spinel lherzolite, and that the melts had ∼0.5% water. ^

Characteristics of surface-water flows in the ridge and slough landscape of Everglades National Park: implications for particulate transport

Over the last one hundred years, compartmentalization and water management activities have reduced water flow to the ridge and slough landscape of the Everglades. As a result, the once corrugated landscape has become topographically and vegetationally uniform. The focus of this study was to quantify variation in surface flow in the ridge and slough landscape and to relate flow conditions to particulate transport and deposition. Over the 2002–2003 and 2003–2004 wet seasons, surface velocities and particulate accumulation were measured in upper Shark River Slough in Everglades National Park. Landscape characteristics such as elevation, plant density and biomass also were examined to determine their impact on flow characteristics and material transport. The results of this study demonstrate that the release of water during the wet season not only increases water levels, but also increased flow speeds and particulate transport and availability. Further, flow speeds were positively and significantly correlated with water level thereby enhancing particulate transport in sloughs relative to ridges especially during peak flow periods. Our results also indicate that the distribution of biomass in the water column, including floating plants and periphyton, affects velocity magnitude and shape of vertical profiles, especially in the sloughs where Utricularia spp. and periphyton mats are more abundant. Plot clearing experiments suggest that the presence of surface periphyton and Utricularia exert greater control over flow characteristics than the identity (i.e., sawgrass or spike rush) or density of emergent macrophytes, two parameters frequently incorporated into models describing flow through vegetated canopies. Based on these results, we suggest that future modeling efforts must take the presence of floating biomass, such as Utricularia, and presence of periphyton into consideration when describing particulate transport.

Benthic Exchange of C, N, and P Along the Estuarine Ecotone of Lower Taylor Slough, Florida (USA): Effect of Seasonal Flows and Phosphorus Availability

The southern Everglades and Florida Bay have experienced a nearly 50 % reduction in freshwater flow resulting in increased salinity and landward expansion of mangrove forest. Given the marine end-member is a natural source of P to this region, it is necessary to understand the interactions between inflows and P availability in controlling the exchange of materials across the mangrove ecotone. From 2007 to 2008, we used sediment core incubations to quantify fluxes of dissolved inorganic N and P and dissolved organic carbon (DOC) in three ecotone areas (dwarf mangrove, pond, and bay). Experiments were repeated seasonally over 2 years involving P-enriched surface water as a factor. We saw consistent uptake of soluble reactive P (SRP), DOC, and nitrate + nitrite (N+N) by the soils/sediments and release of ammonium (NH4 +) from soils/sediments to the water column across all sites and seasons. P enrichment had no discernible effect on DIN or DOC flux, suggesting that rapid P uptake may have been more geochemically mediated. However, uptake of added P occurred across all sites and seasons, reflecting high uptake capacity in this carbonate system and the potential of the mangrove ecotone to sequester P as it becomes more available.

Volume averaging of multiphase flows with hydrate formation in subsea pipelines

In oil and gas pipeline operations, the gas, oil, and water phases simultaneously move through pipe systems. The mixture cools as it flows through subsea pipelines, and forms a hydrate formation region, where the hydrate crystals start to grow and may eventually block the pipeline. The potential of pipe blockage due to hydrate formation is one of the most significant flow-assurance problems in deep-water subsea operations. Due to the catastrophic safety and economic implications of hydrate blockage, it is important to accurately predict the simultaneous flow of gas, water, and hydrate particles in flowlines. Currently, there are few or no studies that account for the simultaneous effects of hydrate growth and heat transfer on flow characteristics within pipelines. This thesis presents new and more accurate predictive models of multiphase flows in undersea pipelines to describe the simultaneous flow of gas, water, and hydrate particles through a pipeline. A growth rate model for the hydrate phase is presented and then used in the development of a new three-phase model. The conservation equations of mass, momentum, and energy are formulated to describe the physical phenomena of momentum and heat transfer between the fluid and the wall. The governing equations are solved based on an analytical-numerical approach using a Newton-Raphson method for the nonlinear equations. An algorithm was developed in Matlab software to solve the equations from the inlet to the outlet of the pipeline. The developed models are validated against a single-phase model with mixture properties, and the results of comparative studies show close agreement. The new model predicts the volume fraction and velocity of each phase, as well as the mixture pressure and temperature profiles along the length of the pipeline. The results from the hydrate growth model reveal the growth rate and location where the initial hydrates start to form. Finally, to assess the impact of certain parameters on the flow characteristics, parametric studies have been conducted. The results show the effect of a variation in the pipe diameter, mass flow rate, inlet pressure, and inlet temperature on the flow characteristics and hydrate growth rates.

Renormalization group flows between non-unitary conformal models

Recentemente sono stati valutati come fisicamente consistenti diversi modelli non-hermitiani sia in meccanica quantistica che in teoria dei campi. La classe dei modelli pseudo-hermitiani, infatti, si adatta ad essere usata per la descrizione di sistemi fisici dal momento che, attraverso un opportuno operatore metrico, risulta possibile ristabilire una struttura hermitiana ed unitaria. I sistemi PT-simmetrici, poi, sono una categoria particolarmente studiata in letteratura. Gli esempi riportati sembrano suggerire che anche le cosiddette teorie conformi non-unitarie appartengano alla categoria dei modelli PT-simmetrici, e possano pertanto adattarsi alla descrizione di fenomeni fisici. In particolare, si tenta qui la costruzione di determinate lagrangiane Ginzburg-Landau per alcuni modelli minimali non-unitari, sulla base delle identificazioni esistenti per quanto riguarda i modelli minimali unitari. Infine, si suggerisce di estendere il dominio del noto teorema c alla classe delle teorie di campo PT-simmetriche, e si propongono alcune linee per una possibile dimostrazione dell'ipotizzato teorema c_{eff}.

Baseflow dynamics : multi-tracer surveys to assess variable groundwater contributions to montane streams under low flows

Peer reviewed

Seismic scattering and absorption mapping of debris flows, feeding paths, and tectonic units at Mount St. Helens volcano

Acknowledgments We thank Edoardo Del Pezzo, Ludovic Margerin, Haruo Sato, Mare Yamamoto, Tatsuhiko Saito, Malcolm Hole, and Seth Moran for the valuable suggestions regarding the methodology and interpretation. Greg Waite provided the P wave velocity model of MSH. An important revision of the methods was done after two blind reviews performed before submission. The suggestions of two anonymous reviewers greatly enhanced our ability of imaging structures, interpreting our results, and testing their reliability. The facilities of the IRIS Data Management System, and specifically the IRIS Data Management Center, were used for access to waveform and metadata required in this study, and provided by the Cascades Volcano Observatory – USGS. Interaction with geologists and geographers part of the Landscape Dynamics Theme of the Scottish Alliance for Geoscience, Environment and Society (SAGES) has been important for the interpretation of the results.

Patterns of carbon processing at the seafloor : The role of faunal and microbial communities in moderating carbon flows

Peer reviewed

International Capital Flows and Monetary Policy Spillovers

This dissertation examines the drivers and implications of international capital flows. The overarching motivation is the observation that countries not at the centre of global financial markets are subject to considerable spillovers from centre countries, notably from their monetary policy. I present new empirical evidence on the determinants of the observed patterns of international capital flows and monetary policy spillovers, and study their effect on both financial markets and the real economy. In Chapter 2 I provide evidence on the determinants of a puzzling negative correlation observed between productivity growth and net capital inflows to developing and emerging market economies (EMEs) since 1980. By disaggregating net capital inflows into their gross components, I show that this negative correlation is explained by capital outflows related to purchases of very liquid assets from the fastest growing countries. My results suggest a desire for international portfolio diversification in liquid assets by fast growing countries is driving much of the original puzzle. In the reminder of my dissertation I pivot to study the foreign characteristics that drive international capital flows and monetary policy spillovers, with a particular focus on the role of unconventional monetary policy in the United States (U.S.). In Chapter 3 I show that a significant portion of the heterogeneity in EMEs' asset price adjustment following the quantitative easing operations by the Federal Reserve (the Fed) during 2008-2014 can be explained by the degree of bilateral capital market frictions between these countries and the U.S. This is true even after accounting for capital controls, exchange rate regimes, and domestic monetary policies. Chapter 4, co-authored with Michal Ksawery Popiel, studies unconventional monetary policy in a small open economy, looking specifically at the case of Canada since the global financial crisis. We quantify the effect Canadian unconventional monetary policy shocks had on the real economy, while carefully controlling for and quantifying spillovers from U.S. unconventional monetary policy. Our results indicate that the Bank of Canada's unconventional monetary policy increased Canadian output significantly from 2009-2010, but that spillovers from the Fed's policy were even more important for increasing Canadian output after 2008.