The role of pinning and instability in a class of non-equilibrium growth models

We study the dynamics of a growing crystalline facet where the growth mechanism is controlled by the geometry of the local curvature. A continuum model, in (2+1) dimensions, is developed in analogy with the Kardar-Parisi-Zhang (KPZ) model is considered for the purpose. Following standard coarse graining procedures, it is shown that in the large time, long distance limit, the continuum model predicts a curvature independent KPZ phase, thereby suppressing all explicit effects of curvature and local pinning in the system, in the "perturbative" limit. A direct numerical integration of this growth equation, in 1+1 dimensions, supports this observation below a critical parametric range, above which generic instabilities, in the form of isolated pillared structures lead to deviations from standard scaling behaviour. Possibilities of controlling this instability by introducing statistically "irrelevant" (in the sense of renormalisation groups) higher ordered nonlinearities have also been discussed.

Wind power forecasts using Gaussian processes and numerical weather prediction

Since wind at the earth's surface has an intrinsically complex and stochastic nature, accurate wind power forecasts are necessary for the safe and economic use of wind energy. In this paper, we investigated a combination of numeric and probabilistic models: a Gaussian process (GP) combined with a numerical weather prediction (NWP) model was applied to wind-power forecasting up to one day ahead. First, the wind-speed data from NWP was corrected by a GP, then, as there is always a defined limit on power generated in a wind turbine due to the turbine controlling strategy, wind power forecasts were realized by modeling the relationship between the corrected wind speed and power output using a censored GP. To validate the proposed approach, three real-world datasets were used for model training and testing. The empirical results were compared with several classical wind forecast models, and based on the mean absolute error (MAE), the proposed model provides around 9% to 14% improvement in forecasting accuracy compared to an artificial neural network (ANN) model, and nearly 17% improvement on a third dataset which is from a newly-built wind farm for which there is a limited amount of training data. © 2013 IEEE.

Timed Transition Automata as Numerical Planning Domain

A general technique for transforming a timed finite state automaton into an equivalent automated planning domain based on a numerical parameter model is introduced. Timed transition automata have many applications in control systems and agents models; they are used to describe sequential processes, where actions are labelling by automaton transitions subject to temporal constraints. The language of timed words accepted by a timed automaton, the possible sequences of system or agent behaviour, can be described in term of an appropriate planning domain encapsulating the timed actions patterns and constraints. The time words recognition problem is then posed as a planning problem where the goal is to reach a final state by a sequence of actions, which corresponds to the timed symbols labeling the automaton transitions. The transformation is proved to be correct and complete and it is space/time linear on the automaton size. Experimental results shows that the performance of the planning domain obtained by transformation is scalable for real world applications. A major advantage of the planning based approach, beside of the solving the parsing problem, is to represent in a single automated reasoning framework problems of plan recognitions, plan synthesis and plan optimisation.

Structuring of Ranked Models

Prognostic procedures can be based on ranked linear models. Ranked regression type models are designed on the basis of feature vectors combined with set of relations defined on selected pairs of these vectors. Feature vectors are composed of numerical results of measurements on particular objects or events. Ranked relations defined on selected pairs of feature vectors represent additional knowledge and can reflect experts' opinion about considered objects. Ranked models have the form of linear transformations of feature vectors on a line which preserve a given set of relations in the best manner possible. Ranked models can be designed through the minimization of a special type of convex and piecewise linear (CPL) criterion functions. Some sets of ranked relations cannot be well represented by one ranked model. Decomposition of global model into a family of local ranked models could improve representation. A procedures of ranked models decomposition is described in this paper.

Discrete Models of Time-Fractional Diffusion in a Potential Well

Mathematics Subject Classification: 26A33, 45K05, 60J60, 60G50, 65N06, 80-99.

Numerical Analysis of Chemical Reactions by Monte Carlo Simulation

Добри Данков, Владимир Русинов, Мария Велинова, Жасмина Петрова - Изследвана е химическа реакция чрез два начина за моделиране на вероятността за химическа реакция използвайки Direct Simulation Monte Carlo метод. Изследван е порядъка на разликите при температурите и концентрациите чрез тези начини. Когато активността на химическата реакция намалява, намаляват и разликите между концентрациите и температурите получени по двата начина. Ключови думи: Механика на флуидите, Кинетична теория, Разреден газ, DSMC

Multi-threaded parallel numerical modelling of femtosecond pulse propagation in laser machining

Femtosecond laser microfabrication has emerged over the last decade as a 3D flexible technology in photonics. Numerical simulations provide an important insight into spatial and temporal beam and pulse shaping during the course of extremely intricate nonlinear propagation (see e.g. [1,2]). Electromagnetics of such propagation is typically described in the form of the generalized Non-Linear Schrdinger Equation (NLSE) coupled with Drude model for plasma [3]. In this paper we consider a multi-threaded parallel numerical solution for a specific model which describes femtosecond laser pulse propagation in transparent media [4, 5]. However our approach can be extended to similar models. The numerical code is implemented in NVIDIA Graphics Processing Unit (GPU) which provides an effitient hardware platform for multi-threded computing. We compare the performance of the described below parallel code implementated for GPU using CUDA programming interface [3] with a serial CPU version used in our previous papers [4,5]. © 2011 IEEE.

Analysis of purchasing activity with discounted cash flow inventory models = Beszerzési tevékenység elemzése diszkontált pénzáramlású készletmodellel

A klasszikus tételnagyság probléma két fontosabb készletezési költséget ragad meg: rendelési és készlettartási költségek. Ebben a dolgozatban a vállalatok készpénz áramlásának a beszerzési tevékenységre gyakorolt hatását vizsgáljuk. Ebben az elemzésben a készpénzáramlási egyenlőséget használjuk, amely nagyban emlékeztet a készletegyenletekre. Eljárásunkban a beszerzési és rendelési folyamatot diszkontálva vizsgáljuk. A költségfüggvény lineáris készpénztartási, a pénzkiadás haszonlehetőség és lineáris kamatköltségből áll. Bemutatjuk a vizsgált modell optimális megoldását. Az optimális megoldást egy számpéldával illusztráljuk. = The classical economic order quantity model has two types of costs: ordering and inventory holding costs. In this paper we try to investigate the effect of purchasing activity on cash flow of a firm. In the examinations we use a cash flow identity similar to that of in inventory modeling. In our approach we analyze the purchasing and ordering process with discounted costs. The cost function of the model consists of linear cash holding, linear opportunity cost of spending cash, and linear interest costs. We show the optimal solution of the proposed model. The optimal solutions will be presented by numerical examples.

Derivatív pénzügyi termékek árdinamikája és az új típusú kamatlábmodellek (Interest rate models and the price processes of financial derivatives)

Ennek a cikknek az a célja, hogy áttekintést adjon annak a folyamatnak néhány főbb állomásáról, amit Black, Scholes és Merton opcióárazásról írt cikkei indítottak el a 70-es évek elején, és ami egyszerre forradalmasította a fejlett nyugati pénzügyi piacokat és a pénzügyi elméletet. / === / This review article compares the development of financial theory within and outside Hungary in the last three decades starting with the Black-Scholes revolution. Problems like the term structure of interest rate volatilities which is in the focus of many research internationally has not received the proper attention among the Hungarian economists. The article gives an overview of no-arbitrage pricing, the partial differential equation approach and the related numerical techniques, like the lattice methods in pricing financial derivatives. The relevant concepts of the martingal approach are overviewed. There is a special focus on the HJM framework of the interest rate development. The idea that the volatility and the correlation can be traded is a new horizon to the Hungarian capital market.

Engineering Analysis in Imprecise Geometric Models

Engineering analysis in geometric models has been the main if not the only credible/reasonable tool used by engineers and scientists to resolve physical boundaries problems. New high speed computers have facilitated the accuracy and validation of the expected results. In practice, an engineering analysis is composed of two parts; the design of the model and the analysis of the geometry with the boundary conditions and constraints imposed on it. Numerical methods are used to resolve a large number of physical boundary problems independent of the model geometry. The time expended due to the computational process are related to the imposed boundary conditions and the well conformed geometry. Any geometric model that contains gaps or open lines is considered an imperfect geometry model and major commercial solver packages are incapable of handling such inputs. Others packages apply different kinds of methods to resolve this problems like patching or zippering; but the final resolved geometry may be different from the original geometry, and the changes may be unacceptable. The study proposed in this dissertation is based on a new technique to process models with geometrical imperfection without the necessity to repair or change the original geometry. An algorithm is presented that is able to analyze the imperfect geometric model with the imposed boundary conditions using a meshfree method and a distance field approximation to the boundaries. Experiments are proposed to analyze the convergence of the algorithm in imperfect models geometries and will be compared with the same models but with perfect geometries. Plotting results will be presented for further analysis and conclusions of the algorithm convergence

Investigation of spatial patterns of ground-water exchange with lakes, using a three-dimensional numerical model

Hydrogeologic variables controlling groundwater exchange with inflow and flow-through lakes were simulated using a three-dimensional numerical model (MODFLOW) to investigate and quantify spatial patterns of lake bed seepage and hydraulic head distributions in the porous medium surrounding the lakes. Also, the total annual inflow and outflow were calculated as a percentage of lake volume for flow-through lake simulations. The general exponential decline of seepage rates with distance offshore was best demonstrated at lower anisotropy ratio (i.e., Kh/Kv = 1, 10), with increasing deviation from the exponential pattern as anisotropy was increased to 100 and 1000. 2-D vertical section models constructed for comparison with 3-D models showed that groundwater heads and seepages were higher in 3-D simulations. Addition of low conductivity lake sediments decreased seepage rates nearshore and increased seepage rates offshore in inflow lakes, and increased the area of groundwater inseepage on the beds of flow-through lakes. Introduction of heterogeneity into the medium decreased the water table and seepage ratesnearshore, and increased seepage rates offshore in inflow lakes. A laterally restricted aquifer located at the downgradient side of the flow-through lake increased the area of outseepage. Recharge rate, lake depth and lake bed slope had relatively little effect on the spatial patterns of seepage rates and groundwater exchange with lakes.

Numerical groundwater flow modeling in the Wakal River basin, India

Increasing dependence on groundwater in the Wakal River basin, India, jeopardizes water supply sustainability. A numerical groundwater model was developed to better understand the aquifer system and to evaluate its potential in terms of quantity and replenishment. Potential artificial recharge areas were delineated using landscape and hydrogeologic parameters, Geographic Information System (GIS), and remote sensing. Groundwater models are powerful tools for recharge estimation when transmissivity is known. Proper recharge must be applied to reproduce field-measured heads. The model showed that groundwater levels could decline significantly if there are two drought years in every four years that result in reduced recharge, and groundwater withdrawal is increased by 15%. The effect of such drought is currently uncertain however, because runoff from the basin is unknown. Remote sensing and GIS revealed areas with slopes less than 5%, forest cover, and Normalized Difference Vegetative Index greater than 0.5 that are suitable recharge sites.

Numerical study of the enlarged O(5) symmetry of the 3D antiferromagnetic RP^(2) spin model

We investigate by means of Monte Carlo simulation and finite-size scaling analysis the critical properties of the three dimensional O (5) non-linear σ model and of the antiferromagnetic RP^(2) model, both of them regularized on a lattice. High accuracy estimates are obtained for the critical exponents, universal dimensionless quantities and critical couplings. It is concluded that both models belong to the same universality class, provided that rather non-standard identifications are made for the momentum-space propagator of the RP^(2) model. We have also investigated the phase diagram of the RP^(2) model extended by a second-neighbor interaction. A rich phase diagram is found, where most of the phase transitions are of the first order.

Coupled symplectic maps as models for subdiffusive processes in disordered Hamiltonian lattices

Acknowledgements One of us (T. B.) acknowledges many interesting discussions on coupled maps with Professor C. Tsallis. We are also grateful to the anonymous referees for their constructive feedback that helped us improve the manuscript and to the HPCS Laboratory of the TEI of Western Greece for providing the computer facilities where all our simulations were performed. C. G. A. was partially supported by the “EPSRC EP/I032606/1” grant of the University of Aberdeen. This research has been co-financed by the European Union (European Social Fund - ESF) and Greek national funds through the Operational Program “Education and Lifelong Learning” of the National Strategic Reference Framework (NSRF) - Research Funding Program: THALES - Investing in knowledge society through the European Social Fund.

Coupled symplectic maps as models for subdiffusive processes in disordered Hamiltonian lattices

Acknowledgements One of us (T. B.) acknowledges many interesting discussions on coupled maps with Professor C. Tsallis. We are also grateful to the anonymous referees for their constructive feedback that helped us improve the manuscript and to the HPCS Laboratory of the TEI of Western Greece for providing the computer facilities where all our simulations were performed. C. G. A. was partially supported by the “EPSRC EP/I032606/1” grant of the University of Aberdeen. This research has been co-financed by the European Union (European Social Fund - ESF) and Greek national funds through the Operational Program “Education and Lifelong Learning” of the National Strategic Reference Framework (NSRF) - Research Funding Program: THALES - Investing in knowledge society through the European Social Fund.