Numerical investigation on a simulation model of floating zone convection

A simulation model with adiabatic condition at the upper rod and constant temperature at the lower rod is studied numerically in this paper. The temperature distribution in a simulation model is closer to the one in the half part of a floating full zone in comparison with the one in a usual floating half zone model with constant temperature at both rods, because the temperature distribution of a floating full zone is symmetric for the middle plane in a microgravity environment. The results of the simulation model show that the temperature profiles and the how patterns are different from those of the usual floating half zone model. Another type of half zone model, with a special non-uniform temperature distribution at the upper rod and constant temperature at the lower rod, has been suggested by recent experiments. The temperature boundary condition of the upper rod has a maximum value in the center and a lower value near the free surface. This modified simulation model is also simulated numerically in the present paper. Copyright (C)1996 Elsevier Science Ltd.

New Keynesian Model Features that Can Reproduce Lead, Lag and Persistence Patterns

This paper uses a new method for describing dynamic comovement and persistence in economic time series which builds on the contemporaneous forecast error method developed in den Haan (2000). This data description method is then used to address issues in New Keynesian model performance in two ways. First, well known data patterns, such as output and inflation leads and lags and inflation persistence, are decomposed into forecast horizon components to give a more complete description of the data patterns. These results show that the well known lead and lag patterns between output and inflation arise mostly in the medium term forecasts horizons. Second, the data summary method is used to investigate a rich New Keynesian model with many modeling features to see which of these features can reproduce lead, lag and persistence patterns seen in the data. Many studies have suggested that a backward looking component in the Phillips curve is needed to match the data, but our simulations show this is not necessary. We show that a simple general equilibrium model with persistent IS curve shocks and persistent supply shocks can reproduce the lead, lag and persistence patterns seen in the data.

Term Structure and the Estimated Monetary Policy Rule in the Eurozone

Published as an article in: Spanish Economic Review, 2008, vol. 10, issue 4, pages 251-277.

Optimal Minimum Wage in a Competitive Economy: an Alternative Modelling Approach

This paper analyzes whether a minimum wage can be an optimal redistribution policy when distorting taxes and lump-sum transfers are also available in a competitive economy. We build a static general equilibrium model with a Ramsey planner making decisions on taxes, transfers, and minimum wage levels. Workers are assumed to differ only in their productivity. We find that optimal redistribution may imply the use of a minimum wage. The key factor driving our results is the reaction of the demand for low skilled labor to the minimum wage law. Hence, an optimal minimum wage appears to be most likely when low skilled households are scarce, the complementarity between the two types of workers is large or the difference in productivity is small. The main contribution of the paper is a modelling approach that allows us to adopt analysis and solution techniques widely used in recent public finance research. Moreover, this modelling strategy is flexible enough to allow for potential extensions to include dynamics into the model.

A factor model of seasonality in stock returns

Published as an article in: The Quarterly Review of Economics and Finance, 2004, vol. 44, issue 2, pages 224-236.

PICES-GLOBEC International Program on Climate Change and Carrying Capacity

EXECUTIVE SUMMARY WORKSHOP OVERVIEW Introduction Goals and objectives of the workshop Organizing committee, participants, sponsors and venue Workshop activity NEMURO.FISH COUPLED WITH A POPULATION DYNAMICS MODEL (SAURY) Introduction One cohort case with no reproduction Two (overlapping) cohort scenario with no reproduction Two-cohort case with no reproduction and body size-dependent mortality Two-cohort case with reproduction and KL-dependent mortality Conclusions and future perspectives LAGRANGIAN MODEL OF NEMURO.FISH Tasks and members Description of model and preliminary results Future tasks COUPLING NEMURO TO HERRING BIOENERGETICS Overview Details of the NEMURO_Herring model Example simulation of NEMURO_Herring Future plans REFERENCES APPENDICES Workshop participants Workshop schedule Lagrangian model (FORTRAN program) (55 page document)

PICES-GLOBEC International Program on Climate Change and Carrying Capacity: Report of 2001 BASS/MODEL, MONITOR and REX Workshops, and the 2002 MODEL/REX Workshop

Table of Contents [pdf, 0.22 Mb] Executive Summary [pdf, 0.31 Mb] Report of the 2001 BASS/MODEL Workshop [pdf, 0.65 Mb] To review ecosystem models for the subarctic gyres Report of the 2001 MONITOR Workshop [pdf, 0.7 Mb] To review ecosystem models for the subarctic gyres Workshop presentations: Sonia D. Batten PICES Continuous Plankton Recorder pilot project Phillip R. Mundy GEM (Exxon Valdez Oil Spill Trustee Council`s "Gulf Ecosystem Monitoring" initiative) and U.S. GOOS plans in the North Pacific Ron McLaren and Brian O`Donnell A proposal for a North Pacific Action group of the international Data Buoy Cooperation Panel Gilberto Gaxiola-Castrol and Sila Najera-Martinez The Mexican oceanographic North Pacific program: IMECOCAL Sydney Levitus Building global ocean profile and plankton databases for scientific research Report of the 2001 REX Workshop [pdf, 1.73 Mb] On temporal variations in size-at-age for fish species in coastal areas around the Pacific Rim Workshop presentations: Brian J. Pyper, Randall M. Peterman, Michael F. Lapointe and Carl J. Walters [pdf, 0.33 Mb] Spatial patterns of covariation in size-at-age of British Columbia and Alaska sockeye salmon stocks and effects of abundance and ocean temperature R. Bruce MacFarlane, Steven Ralston, Chantell Royer and Elizabeth C. Norton [pdf, 0.4 Mb] Influences of the 1997-1998 El Niño and 1999 La Niña on juvenile Chinook salmon in the Gulf of the Farallones Olga S. Temnykh and Sergey L. Marchenko [pdf, 0.5 Mb] Variability of the pink salmon sizes in relation with abundance of Okhotsk Sea stocks Ludmila A. Chernoivanova, Alexander N. Vdoven and D.V. Antonenko [pdf, 0.3 Mb] The characteristic growth rate of herring in Peter the Great Bay (Japan/East Sea) Nikolay I. Naumenko [pdf, 0.5 Mb] Temporal variations in size-at-age of the western Bering Sea herring Evelyn D. Brown [pdf, 0.45 Mb] Effects of climate on Pacific herring, Clupea pallasii, in the northern Gulf of Alaska and Prince William Sound, Alaska Jake Schweigert, Fritz Funk, Ken Oda and Tom Moore [pdf, 0.6 Mb] Herring size-at-age variation in the North Pacific Ron W. Tanasichuk [pdf, 0.3 Mb] Implications of variation in euphausiid productivity for the growth, production and resilience of Pacific herring (Clupea pallasi) from the southwest coast of Vancouver Island Chikako Watanabe, Ahihiko Yatsu and Yoshiro Watanabe [pdf, 0.3 Mb] Changes in growth with fluctuation of chub mackerel abundance in the Pacific waters off central Japan from 1970 to 1997 Yoshiro Watanabe, Yoshiaki Hiyama, Chikako Watanabe and Shiro Takayana [pdf, 0.35 Mb] Inter-decadal fluctuations in length-at-age of Hokkaido-Sakhalin herring and Japanese sardine in the Sea of Japan Pavel A. Balykin and Alexander V. Buslov [pdf, 0.4 Mb] Long-term variability in length of walley pollock in the western Bering Sea and east Kamchtka Alexander A. Bonk [pdf, 0.4 Mb] Effect of population abundance increase on herring distribution in the western Bering Sea Sergey N. Tarasyuk [pdf, 0.4 Mb] Survival of yellowfin sole (Limanda aspera Pallas) in the northern part of the Tatar Strait (Sea of Japan) during the second half of the 20th century Report of the 2002 MODEL/REX Workshop [pdf, 1.2 Mb] To develop a marine ecosystem model of the North Pacific Ocean including pelagic fishes Summary and Overview [pdf, 0.4 Mb] Workshop presentations: Bernard A. Megrey, Kenny Rose, Francisco E. Werner, Robert A. Klumb and Douglas E. Hay [pdf, 0.47 Mb] A generalized fish bioenergetics/biomass model with an application to Pacific herring Robert A. Klumb [pdf, 0.34 Mb] Review of Clupeid biology with emphasis on energetics Douglas E. Hay [pdf, 0.47 Mb] Reflections of factors affecting size-at-age and strong year classes of herring in the North Pacific Shin-ichi Ito, Yutaka Kurita, Yoshioki Oozeki, Satoshi Suyama, Hiroya Sugisaki and Yongjin Tian [pdf, 0.34 Mb] Review for Pacific saury (Cololabis saira) study under the VENFISH project lexander V. Leonov and Gennady A. Kantakov [pdf, 0.34 Mb] Formalization of interactions between chemical and biological compartments in the mathematical model describing the transformation of nitrogen, phosphorus, silicon and carbon compounds Herring group report and model results [pdf, 0.34 Mb] Saury group report and model results [pdf, 0.46 Mb] Model experiments and hypotheses Recommendations [pdf, 0.4 Mb] Achievements and future steps Acknowledgements [pdf, 0.29 Mb] References [pdf, 0.32 Mb] Appendix 1. List of Participants [pdf, 0.32 Mb] Appendices 2-5. FORTRAN codes [pdf, 0.4 Mb] (Document pdf contains 182 pages)

A rational fraction polynomials model to study vertical dynamic wheel-rail interaction

This paper presents a model designed to study vertical interactions between wheel and rail when the wheel moves over a rail welding. The model focuses on the spatial domain, and is drawn up in a simple fashion from track receptances. The paper obtains the receptances from a full track model in the frequency domain already developed by the authors, which includes deformation of the rail section and propagation of bending, elongation and torsional waves along an infinite track. Transformation between domains was secured by applying a modified rational fraction polynomials method. This obtains a track model with very few degrees of freedom, and thus with minimum time consumption for integration, with a good match to the original model over a sufficiently broad range of frequencies. Wheel-rail interaction is modelled on a non-linear Hertzian spring, and consideration is given to parametric excitation caused by the wheel moving over a sleeper, since this is a moving wheel model and not a moving irregularity model. The model is used to study the dynamic loads and displacements emerging at the wheel-rail contact passing over a welding defect at different speeds.

A note on bargaining power and managerial delegation in multimarket oligopolies

In a two-stage delegation game model with Nash bargaining between a manager and an owner, an equivalence result is found between this game and Fershtman and Judd's strategic delegation game (Fershtman and Judd, 1987). Interestingly, although both games are equivalent in terms of profits under certain conditions, managers obtain greater rewards in the bargaining game. This results in a redistribution of profits between owners and managers.

Analysis of volatility transmissions in integrated and interconnected markets: The case of the Iberian and French markets

This paper models the mean and volatility spillovers of prices within the integrated Iberian and the interconnected Spanish and French electricity markets. Using the constant (CCC) and dynamic conditional correlation (DCC) bivariate models with three different specifications of the univariate variance processes, we study the extent to which increasing interconnection and harmonization in regulation have favoured price convergence. The data consist of daily prices calculated as the arithmetic mean of the hourly prices over a span from July 1st 2007 until February 29th 2012. The DCC model in which the variances of the univariate processes are specified with a VARMA(1,1) fits the data best for the integrated MIBEL whereas a CCC model with a GARCH(1,1) specification for the univariate variance processes is selected to model the price series in Spain and France. Results show that there are significant mean and volatility spillovers in the MIBEL, indicating strong interdependence between the two markets, while there is a weaker evidence of integration between the Spanish and French markets. We provide new evidence that the EU target of achieving a single electricity market largely depends on increasing trade between countries and homogeneous rules of market functioning.

Experimental Studies on Model Scramjet in a Mach 6 High Enthalpy Free-Jet Wind Tunnel

A side-wall compression scramjet model with different combustor geometries has been tested in a propulsion tunnel that typically provides the testing flow with Mach number of 5.8, total temperature of 1800K, total pressure of 4.5MPa and mass flow rate of 4kg/s. This kerosene-fueled scramjet model consists of a side-wall compression inlet, a combustor and a thrust nozzle. A strut was used to increase the contraction ratio and to inject fuels, as well as a mixing enhancement device. Several wall cavities were also employed for flame-holding. In order to shorten the ignition delay time of the kerosene fuel, a little amount of hydrogen was used as a pilot flame. The pressure along the combustor has an evident raise after ignition occurred. Consequently thrust was observed during the fuel-on period. However, the thrust was still less than the drag of the scramjet model. For this reason, the drag variation produced by different strut and cavities was tested. Typical results showed that the cavities do not influence the drag so much, but the length of the strut does.

Nutrient dynamics of seasonal tanks in the dry zone of Sri Lanka in relation to their hydrological regimes

Village tanks are put to a wide range of uses by the rural communities that depend on them for their survival. As the primacy of irrigation has decreased under these tanks due to a variety of climatic and economic reasons there is a need to reevaluate their use for other productive functions. The research presented in this paper is part of a programme investigating the potential to improve the management of living aquatic resources in order to bring benefits to the most marginal groups identified in upper watershed areas. Based on an improved typology of seasonal tanks, the seasonal changes and dynamics of various water quality parameters indicative of nutrient status and fisheries carrying capacity are compared over a period of one year. Indicators of Net (Primary) Productivity (NP): Rates of Dissolved Oxygen (DO) change, Total Suspended Solids (TSS): Total Suspended Volatile solids (TVSS) ratios are the parameters of principle interest. Based on these results a comparative analysis is made on two classes of ‘seasonal’ and ‘semi-seasonal’ tanks. Results indicate a broad correlation in each of these parameters with seasonal trends in tank hydrology. Highest productivity levels are associated with periods of declining water storage, whilst the lowest levels are associated with the periods of maximum water storage shortly after the NW monsoon. This variation is primarily attributed to dilution effects associated with depth and storage area. During the yala period, encroachment of the surface layer by several species of aquatic macrophyte also has progressively negative impacts on productivity. The most seasonal tanks show wider extremes in seasonal nutrient dynamics, overall, with less favourable conditions than the ‘semi-seasonal’ tanks. Never the less all the tanks can be considered as being highly productive with NP levels comparable to fertilised pond systems for much of the year. This indicates that nutrient status is not likely to be amongst the most important constraints to enhancing fish production. Other potential management improvements based on these results are discussed. [PDF contains 19 pages]

Wage stickiness and unemployment fluctuations: an alternative approach

28 p.

Determination Of Interfacial Properties Between Metal Film And Ceramic Substrate With An Adhesive Layer

Peel test measurements and inverse analysis to determine the interfacial mechanical parameters for the metal film/ceramic system are performed, considering that there exist an epoxy interface layer between film and ceramic. In the present investigation, Al films with a series of thicknesses between 20 and 250 mu m and three peel angles of 90, 135 and 180 degrees are considered. A finite element model with the cohesive zone elements is used to simulate the peel test process. The finite element results are taken as the training data of a neural network in the inverse analysis. The interfacial cohesive energy and the separation strength can be determined based on the inverse analysis and peel experimental result. (C) 2008 Elsevier Ltd. All rights reserved.

Efficient learning of decomposable models with a bounded clique size

The learning of probability distributions from data is a ubiquitous problem in the fields of Statistics and Artificial Intelligence. During the last decades several learning algorithms have been proposed to learn probability distributions based on decomposable models due to their advantageous theoretical properties. Some of these algorithms can be used to search for a maximum likelihood decomposable model with a given maximum clique size, k, which controls the complexity of the model. Unfortunately, the problem of learning a maximum likelihood decomposable model given a maximum clique size is NP-hard for k > 2. In this work, we propose a family of algorithms which approximates this problem with a computational complexity of O(k · n^2 log n) in the worst case, where n is the number of implied random variables. The structures of the decomposable models that solve the maximum likelihood problem are called maximal k-order decomposable graphs. Our proposals, called fractal trees, construct a sequence of maximal i-order decomposable graphs, for i = 2, ..., k, in k − 1 steps. At each step, the algorithms follow a divide-and-conquer strategy based on the particular features of this type of structures. Additionally, we propose a prune-and-graft procedure which transforms a maximal k-order decomposable graph into another one, increasing its likelihood. We have implemented two particular fractal tree algorithms called parallel fractal tree and sequential fractal tree. These algorithms can be considered a natural extension of Chow and Liu’s algorithm, from k = 2 to arbitrary values of k. Both algorithms have been compared against other efficient approaches in artificial and real domains, and they have shown a competitive behavior to deal with the maximum likelihood problem. Due to their low computational complexity they are especially recommended to deal with high dimensional domains.