928 resultados para Price dynamics model with memory


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We use Floquet theory to study the maximum value of the stroboscopic group velocity in a one-dimensional tight-binding model subjected to an on-site staggered potential varying sinusoidally in time. The results obtained by numerically diagonalizing the Floquet operator are analyzed using a variety of analytical schemes. In the low-frequency limit we use adiabatic theory, while in the high-frequency limit the Magnus expansion of the Floquet Hamiltonian turns out to be appropriate. When the magnitude of the staggered potential is much greater or much less than the hopping, we use degenerate Floquet perturbation theory; we find that dynamical localization occurs in the former case when the maximum group velocity vanishes. Finally, starting from an ``engineered'' initial state where the particles (taken to be hard-core bosons) are localized in one part of the chain, we demonstrate that the existence of a maximum stroboscopic group velocity manifests in a light-cone-like spreading of the particles in real space.

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Based on the internal variable theory, a viscoelastic constitutive model of a highly deformable continuous medium is proposed. A set of second rank tensorial internal state variables corresponding to Biot's strain is introduced, and a nonlinear evolution

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In this paper, a generalized JKR model is investigated, in which an elastic cylinder adhesively contacts with an elastic half space and the contact region is assumed to be perfect bonding. An external pulling force is acted on the cylinder in an arbitrary direction. The contact area changes during the pull-off process, which can be predicted using the dynamic Griffith energy balance criterion as the contact edge shifts. Full coupled solution with an oscillatory singularity is obtained and analyzed by numerical calculations. The effect of Dundurs' parameter on the pull-off process is analyzed, which shows that a nonoscillatory solution can approximate the general one under some conditions, i.e., larger pulling angle (pi/2 is the maximum value), smaller a/R or larger nondimensional parameter value of Delta gamma/E*R. Relations among the contact half width, the external pulling force and the pulling angle are used to determine the pull-off force and pull-off contact half width explicitly. All the results in the present paper as basic solutions are helpful and applicable for experimenters and engineers.

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Three-dimensional discrete element face-to-face contact model with fissure water pressure is established in this paper and the model is used to simulate three-stage process of landslide under fissure water pressure in the opencast mine, according to the actual state of landslide in Panluo iron mine where landslide happened in 1990 and was fathered in 1999. The calculation results show that fissure water pressure on the sliding surface is the main reason causing landslide and the local soft interlayer weakens the stability of slope. If the discrete element method adopts the same assumption as the limit equilibrium method, the results of two methods are in good agreement; while if the assumption is not adopted in the discrete element method, the critical phi numerically calculated is less than the one calculated by use of the limit equilibrium method for the same C. Thus, from an engineering point of view, the result from the discrete element model simulation is safer and has more widely application since the discrete element model takes into account the effect of rock mass structures.

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In this paper, a ground hydrologic model(GHM) is presented in which the vapor, heat and momentum exchanges between ground surface covers (including vegetation canopy) and atmosphere is described more realistically. The model is used to simulate three sets of field data and results from the numerical simulation agree with the field data well. GHM has been tested using input data generated by general circulation model (GCM) runs for both the North American regions and the Chinese regions, The results from GHM are quite different from those of GHMs in GCMs. It shows that a more active concerted effort on the land surface process study to provide a physically realistic GHM for predicting the exchange between land and atmosphere is important and necessary.

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This paper investigates optimal fiscal policy in a static multisector model. A Ramsey type planner chooses tax rates on each good type as well as spending levels on each good type subject to an exogenous total expenditure constraint and requirements that some minimum amount of spending be undertaken in each sector. It is shown that optimal policy does not equally spend in each sector but instead results in one of the minimum expenditure constraints binding.

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Wage stickiness is incorporated to a New-Keynesian model with variable capital to drive endogenous unemployment uctuations de ned as the log di¤erence between aggregate labor supply and aggregate labor demand. We estimated such model using Bayesian econometric techniques and quarterly U.S. data. The second-moment statistics of the unemployment rate in the model give a good t to those observed in U.S. data. Our results also show that wage-push shocks, demand shifts and monetary policy shocks are the three major determinants of unemployment fl uctuations. Compared to an estimated New-Keynesian model without unemployment (Smets and Wouters, 2007): wage stickiness is higher, labor supply elasticity is lower, the slope of the New-Keynesian Phillips curve is flatter, and the importance of technology innovations on output variability increases.

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Many modern stock assessment methods provide the machinery for determining the status of a stock in relation to certain reference points and for estimating how quickly a stock can be rebuilt. However, these methods typically require catch data, which are not always available. We introduce a model-based framework for estimating reference points, stock status, and recovery times in situations where catch data and other measures of absolute abundance are unavailable. The specif ic estimator developed is essentially an age-structured production model recast in terms relative to pre-exploitation levels. A Bayesian estimation scheme is adopted to allow the incorporation of pertinent auxiliary information such as might be obtained from meta-analyses of similar stocks or anecdotal observations. The approach is applied to the population of goliath grouper (Epinephelus itajara) off southern Florida, for which there are three indices of relative abundance but no reliable catch data. The results confirm anecdotal accounts of a marked decline in abundance during the 1980s followed by a substantial increase after the harvest of goliath grouper was banned in 1990. The ban appears to have reduced fishing pressure to between 10% and 50% of the levels observed during the 1980s. Nevertheless, the predicted fishing mortality rate under the ban appears to remain substantial, perhaps owing to illegal harvest and depth-related release mortality. As a result, the base model predicts that there is less than a 40% chance that the spawning biomass will recover to a level that would produce a 50% spawning potential ratio.