42 results
Search Results
2. Risk Assessment and Experimental Light-Balloon Deployment of a Stratospheric Vertical VLF Transmitter.
- Author
-
Miś, Tomasz Aleksander and Modelski, Józef
- Subjects
RISK assessment ,ANTENNAS (Electronics) ,NUMERICAL analysis ,RADIO frequency ,BEHAVIORAL assessment ,RADIO transmitters & transmission ,TRANSMITTERS (Communication) - Abstract
This paper discusses the risks associated with an aerostat-supported stratospheric (unanchored) balloon mission equipped with a long vertical antenna and a very low frequency radio transmitter. The risks have been grouped into four main types and applicable mitigation methods have been presented to provide a sufficient level of safety and reliability to such a balloon mission. An experimental mission consistent with this analysis, based on the described theoretical VLF propagation approach, has been prepared and launched, and is operating at 14.2 kHz with a vertical antenna of a total length of 400 m and a total payload of max. 4 kg. The maximum altitude reached 29,164 m. The experiment's signal has been registered in numerous locations in Europe; the results are compared with numerical analysis employing a hypothesis of an apparent transmitting frequency decrease with the rise of the transmitter's altitude. The numerical analysis explains the behavior of the experimental signal and remains generally consistent with the hypothesis. [ABSTRACT FROM AUTHOR]
- Published
- 2023
- Full Text
- View/download PDF
3. Numerical Analysis of Thermal and Moisture Bridges in Insulation Filled Masonry Walls and Corner Joints.
- Author
-
Nagy, Balázs and Stocker, György
- Subjects
THERMAL insulation ,WALLS ,NUMERICAL analysis ,MASONRY ,HYGROTHERMOELASTICITY ,THERMAL analysis ,MOISTURE ,CONSTRUCTION laws - Abstract
In recent years, thermal insulation filled masonry blocks have become widespread in Central-Europe. These blocks can satisfy thermal performance requirements without the need of additional insulation. However, these requirements in the building regulations only consider thermal, but neglect moisture aspects. This paper presents a comparative analysis of steady-state numerical conjugated heat- and moisture transport FEM simulations of masonry walls. The hygrothermal material properties of the insulation filled masonry blocks were measured in laboratory. In the paper, besides a wall section, a wall corner joint is presented, both modeled in 2D from complex building elements, such as insulation filled blocks, and were tested using different fillers (aerogel, expanded perlite, expanded polystyrene, mineral wool and PUR foam), respectively. Monthly variation of the fillers' thermal conductivity, thermal and moisture transmittance and effective water vapor diffusion resistance of the walls, as well as linear thermal and moisture transmittance of the wall corner joints were examined in details. A comparison between detailed and simplified modeling were also carried out. The evaluation of the results shows that there are noticeable differences in trends between thermal and moisture transmittances, latter show significantly greater variation and depends mainly on the hygrothermal behavior of the filler. Based on effective water vapor resistance factors, we showed that assuming the same vapor transmission properties for all type of filled masonry blocks is a mistake. [ABSTRACT FROM AUTHOR]
- Published
- 2019
- Full Text
- View/download PDF
4. EFFICIENT HEDGING OF EUROPEAN OPTIONS WITH ROBUST CONVEX LOSS FUNCTIONALS: A DUAL-REPRESENTATION FORMULA.
- Author
-
Hernández-Hernández, Daniel and Trevino-Aguilar, Erick
- Subjects
OPTIONS (Finance) ,CONVEX functions ,BUSINESS losses ,NUMERICAL analysis ,PROBABILITY theory ,MATHEMATICAL optimization ,STOCHASTIC processes ,DUALITY theory (Mathematics) - Abstract
Motivated by numerical representations of robust utility functionals, due to Maccheroni et al., we study the problem of partially hedging a European option H when a hedging strategy is selected through a robust convex loss functional involving a penalization term and a class of absolutely continuous probability measures . We present three results. An optimization problem is defined in a space of stochastic integrals with value function . Extending the method of Föllmer and Leukerte, it is shown how to construct an optimal strategy. The optimization problem as criterion to select a hedge, is of a 'minimax' type. In the second, and main result of this paper, a dual-representation formula for this value is presented, which is of a 'maxmax' type. This leads us to a dual optimization problem. In the third result of this paper, we apply some key arguments in the robust convex-duality theory developed by Schied to construct optimal solutions to the dual problem, if the loss functional has an associated convex risk measure which is continuous from below, and if the European option H is essentially bounded. [ABSTRACT FROM AUTHOR]
- Published
- 2011
- Full Text
- View/download PDF
5. On the use of the extreme dependency score to investigate the performance of an NWP model for rare events.
- Author
-
Anna Ghelli and Cristina Primo
- Subjects
WEATHER forecasting ,NUMERICAL analysis ,PROBABILITY theory ,GEOPHYSICAL prediction - Abstract
The extreme dependency score EDS has been recently proposed as a nonvanishing measure of skill to verify predictions of rare events. An idealized example is employed to investigate the properties of the EDS when the probability of the event happening is small, as is the case for rare events. The paper warns about the nondependency of EDS on the false alarms and the correct rejections when the sample size is fixed, which encourages hedging. Thus, the EDS should not be the sole score used to assess a models performance on forecasting rare events. The dependency of the EDS on the event probability base rate is also analysed. It is shown that the EDS can be written as a function of the base rate and the hit rate, and that only in a very particular condition the score is independent of the event probability. Therefore, when comparing forecasts skills in terms of the EDS, special attention has to be paid to separate the variations in skill from the variations of the probability that the event happens over time.The score is used to assess the performance of the ECMWF deterministic precipitation forecast over Europe for different forecast ranges and precipitation thresholds. Verification of precipitation forecasts in terms of EDS, combined with an assessment of the false alarm rate, shows a clear improvement of the ECMWF deterministic forecast for precipitation of rare events i.e. large rainfall amounts. Copyright © 2009 Royal Meteorological Society [ABSTRACT FROM AUTHOR]
- Published
- 2009
- Full Text
- View/download PDF
6. Current Directions in Development of Modern Wood-framed Houses.
- Author
-
Malesza, Jarosław and Miedziałowski, Czesław
- Subjects
WOODEN-frame buildings ,STRUCTURAL panels ,FINITE element method ,THREE-dimensional printing - Abstract
Realization of the wood-framed buildings in Europe and in the Nord America are discussed in the introduction to presented paper. Current directions in realizations of single family, multifamily and the other purpose the wood-framed buildings are outlined in paper. Paper describes formation of structural building elements industrially constructed and then dispatched to site. Next part of the paper presents analytical models applied in analysis of internal forces in structure. Numerical model is based on the assumptions of the finite element method. Paper contains exampled application of numerical model in 3D analysis of modular element built-in as the lower segment of multistorey and multifamily building. Summary and conclusions are ending the paper. [ABSTRACT FROM AUTHOR]
- Published
- 2017
- Full Text
- View/download PDF
7. CONTACTO MULTIMERCADO Y RESULTADOS EN LAS TELECOMUNICACIONES MÓVILES EN EUROPA.
- Author
-
FUENTELSAZ, LUCIO, GÓMEZ, JAIME, and MAÍCAS, JUAN P.
- Subjects
MOBILE communication systems ,TELECOMMUNICATION ,PROFITABILITY ,COMMUNICATIONS industries ,NUMERICAL analysis ,ECONOMIC competition - Abstract
Copyright of Revista de Economía Aplicada is the property of Revista de Economia and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)
- Published
- 2014
8. Maximum Technical Interest Rates in Life Insurance in Europe and the United States: An Overview and Comparison.
- Author
-
Eling, Martin and Holder, Stefan
- Subjects
INTEREST rates ,LIFE insurance ,COMPARATIVE studies ,GOVERNMENT securities ,NUMERICAL analysis - Abstract
We compare the regulatory environment for the maximum technical interest rate of life insurance contracts in four European countries and the United States. In Germany, Austria and Switzerland, the maximum rate is driven by a long-term rolling average of government bond yields and is adjusted by the regulator. In the U.S., corporate bond yields are used and the regulator is not directly involved in setting the maximum rate. The regime implemented in the United Kingdom is unique: instead of a rules-based 'one-size-fits-all' approach, the maximum rate is determined by a company-specific principle-based method. We provide a comparative analysis of the different systems and conduct a numerical analysis to investigate how the maximum rate will develop under predefined interest rate scenarios. The discussion is highly relevant in light of Solvency II, a regime that may fundamentally change regulation of the maximum technical interest rate. [ABSTRACT FROM AUTHOR]
- Published
- 2013
- Full Text
- View/download PDF
9. A highly parallel Black–Scholes solver based on adaptive sparse grids.
- Author
-
Heinecke, Alexander, Schraufstetter, Stefanie, and Bungartz, Hans-Joachim
- Subjects
NUMERICAL analysis ,OPTIONS (Finance) ,COMPUTER architecture ,COMPUTER storage devices ,FINITE element method - Abstract
In this paper, we present a highly efficient approach for numerically solving the Black–Scholes equation in order to price European and American basket options. Therefore, hardware features of contemporary high performance computer architectures such as non-uniform memory access and hardware-threading are exploited by a hybrid parallelization using MPI and OpenMP which is able to drastically reduce the computing time. In this way, we achieve very good speed-ups and are able to price baskets with up to six underlyings. Our approach is based on a sparse grid discretization with finite elements and makes use of a sophisticated adaption. The resulting linear system is solved by a conjugate gradient method that uses a parallel operator for applying the system matrix implicitly. Since we exploit all levels of the operator's parallelism, we are able to benefit from the compute power of more than 100 cores. Several numerical examples as well as an analysis of the performance for different computer architectures are provided. [ABSTRACT FROM PUBLISHER]
- Published
- 2012
- Full Text
- View/download PDF
10. A summer climate regime over Europe modulated by the North Atlantic Oscillation.
- Author
-
Wang, G., Dolman, A. J., and Alessandri, A.
- Subjects
SUMMER ,NORTH Atlantic oscillation ,HEAT waves (Meteorology) ,METEOROLOGICAL precipitation ,WINTER ,ATMOSPHERIC circulation ,NUMERICAL analysis - Abstract
Recent summer heat waves in Europe were found to be preceded by precipitation deficits in winter. Numerical studies suggest that these phenomena are dynamically linked by land-atmosphere interactions. However, there exists as yet no complete observational evidence that connects summer climate variability to winter precipitation and the relevant circulation patterns. In this paper, we investigate the functional responses of summer mean and maximum temperature (June-August, T
mean and Tmax ) as well as soil moisture proxied by the self-calibrating Palmer drought severity index (scPDSI) to preceding winter precipitation (January-March, PJFM ) for the period 1901-2005. All the analyzed summer fields show distinctive responses to PJFM over the Mediterranean. We estimate that 10~15% of the interannual variability of Tmax and Tmean over the Mediterranean is statistically forced by PJFM . For the scPDSI this amounts to 10~25%. Further analysis shows that these responses are highly correlated to the North Atlantic Oscillation (NAO) regime over the Mediterranean. We suggest that NAO modulates European summer temperature by controlling winter precipitation that initializes the moisture states that subsequently interact with temperature. This picture of relations between European summer climate and NAO as well as winter precipitation suggests potential for improved seasonal prediction of summer climate for particular extreme events. [ABSTRACT FROM AUTHOR]- Published
- 2011
- Full Text
- View/download PDF
11. HEDGING STRATEGIES AND MINIMAL VARIANCE PORTFOLIOS FOR EUROPEAN AND EXOTIC OPTIONS IN A LÉVY MARKET.
- Author
-
Yip, Wing Yan, Stephens, David, and Olhede, Sofia
- Subjects
HEDGING (Finance) ,VARIANCES ,INVESTMENTS ,STOCK exchanges ,OPTIONS (Finance) ,ALGORITHMS ,NUMERICAL analysis - Abstract
This paper presents hedging strategies for European and exotic options in a Lévy market. By applying Taylor's theorem, dynamic hedging portfolios are constructed under different market assumptions, such as the existence of power jump assets or moment swaps. In the case of European options or baskets of European options, static hedging is implemented. It is shown that perfect hedging can be achieved. Delta and gamma hedging strategies are extended to higher moment hedging by investing in other traded derivatives depending on the same underlying asset. This development is of practical importance as such other derivatives might be readily available. Moment swaps or power jump assets are not typically liquidly traded. It is shown how minimal variance portfolios can be used to hedge the higher order terms in a Taylor expansion of the pricing function, investing only in a risk-free bank account, the underlying asset, and potentially variance swaps. The numerical algorithms and performance of the hedging strategies are presented, showing the practical utility of the derived results. [ABSTRACT FROM AUTHOR]
- Published
- 2010
- Full Text
- View/download PDF
12. Impact of an Innovative Quiet Regional Aircraft on the Air Transportation System.
- Author
-
Henke, Rolf, Lammering, Tim, and Anton, Eckhard
- Subjects
- *
COMMERCIAL aeronautics , *AIR travel , *AIRPLANES , *AIR travelers , *SIMULATION methods & models , *NUMERICAL analysis , *AIRPORTS - Abstract
In this paper, requirements for a new aircraft designed for the regional market are presented. The design is mainly driven to fulfill the needs of the next-generation air transportation system. Today, Europe's major hubs have already reached the limit of their capacity. To facilitate the predicted growth rate of air transportation, smaller regional airports have to be integrated into the current airport network. To analyze the impact on the air transportation system, a numerical model is presented that allocates potential passengers from their place of origin to their most likely airport of choice. This passenger allocation model is used to predict future airport's growth rates and possible capacity shortages for given airport scenarios and helps to investigate the influence of the integration of new airports and a new aircraft concept into the current air transportation system. The simulation presented in this paper is based on the German airport network, but it can be easily adapted to any other national or international scenario. Requirements for an aircraft serving such smaller regional airports are directly derived from this simulation. [ABSTRACT FROM AUTHOR]
- Published
- 2010
- Full Text
- View/download PDF
13. Impact damage and repair of composite structures.
- Author
-
Falzon, B. G.
- Subjects
COMPOSITE materials ,SERVICE life ,NUMERICAL analysis ,AEROSPACE industries ,SCIENTIFIC knowledge - Abstract
This paper gives an overview of the work carried out in a GARTEUR (Group for Aeronautical Research and Technology in Europe) program, under the chairmanship of the author, to develop and validate analytical and numerical methods to characterise real impact damage in composite structures, particularly those designed to sustain load in a postbuckled state, and to study the durability of bonded repairs. GARTEUR is an inter-governmental agreement between the seven European countries with the largest direct employment in the Aerospace industry, to mobilise scientific and technical knowledge between the member countries. A number of Action Groups have been launched, since GARTEUR's inception in the early 1970s, to address specific technical issues of interest to the participating members. The research presented in this paper was performed under Action Group 28 with partners from ONERA, EADS-CCR (France), DLR, AIRBUS-Deutschland, EADS-M (Germany), CIRA (Italy), INTA (Spain), SICOMP, Saab, (Sweden), NLR (The Netherlands), QinetiQ, BAE Systems, Imperial College London and the University of Sheffield (United Kingdom). The Action Group tasks were divided into four Work Elements (WEs): WEI-Prediction and characterisation of impact damage, WE2-Postbuckling with delamination, WE3-Repair and WE4-Fatigue. This paper outlines the main developments and achievements within each Work Element. [ABSTRACT FROM AUTHOR]
- Published
- 2009
- Full Text
- View/download PDF
14. Pricing options under stochastic volatility: a power series approach.
- Author
-
Antonelli, Fabio and Scarlatti, Sergio
- Subjects
NUMERICAL analysis ,EQUATIONS ,STOCHASTIC analysis ,MARKET volatility ,MATHEMATICAL statistics ,APPROXIMATION theory ,PROBABILITY theory ,OPTIONS (Finance) - Abstract
In this paper we present a new approach for solving the pricing equations (PDEs) of European call options for very general stochastic volatility models, including the Stein and Stein, the Hull and White, and the Heston models as particular cases. The main idea is to express the price in terms of a power series of the correlation parameter between the processes driving the dynamics of the price and of the volatility. The expansion is done around correlation zero and each term is identified via a probabilistic expression. It is shown that the power series converges with positive radius under some regularity conditions. Besides, we propose (as in Alós in Finance Stoch. 10:353–365, ) a further approximation to make the terms of the series easily computable and we estimate the error we commit. Finally we apply our methodology to some well-known financial models. [ABSTRACT FROM AUTHOR]
- Published
- 2009
- Full Text
- View/download PDF
15. 44-year wave hindcast for the North East Atlantic European coast
- Author
-
Pilar, P., Soares, C. Guedes, and Carretero, J.C.
- Subjects
- *
OCEAN waves , *COASTS , *MATHEMATICAL models , *GRIDS (Cartography) , *STORMS , *NUMERICAL analysis - Abstract
Abstract: This paper describes a 44-year (from 1958 to 2001) wave hindcast conducted for the North Atlantic, using a fine grid in the North East Atlantic coastal areas of Europe. The wind fields were obtained by a local area model that was applied in the areas adjacent to the European coasts, which was forced by the results of the NCEP reanalysis. While the NCEP results have a spatial distribution of 2° and a time step of 6 h the wind fields produced by the local area model have a spatial resolution of 0.5° and a time step of 1 h, which is important for accurate descriptions of the conditions in coastal areas and in rapidly changing storms. A version of the WAM model that allowed two-way nesting was adopted and calculations were made with nested grids allowing a fine resolution in the coastal areas of Europe. This paper includes the description of the set-up of the wave model and the validation performed vs. in-situ measurements so as to allow assessments of the quality of the data produced in this study. [Copyright &y& Elsevier]
- Published
- 2008
- Full Text
- View/download PDF
16. Buckling of layered wood columns
- Author
-
Čas, Bojan, Saje, Miran, and Planinc, Igor
- Subjects
- *
FINITE element method , *COMPOSITE construction , *DUCTILITY , *CONSTRUCTION laws , *MECHANICAL buckling , *NUMERICAL analysis - Abstract
Slip between layers, material properties of layers and geometric non-linearities largely dictate both the bearing capacity and the ductility of a composite beam. That is why the accuracy of their modelling in the numerical analysis of the composite beams is of utmost importance. In the present paper we present a new strain-based finite element model which considers these issues in a highly effective manner. Each layer of the beam is modelled by geometrically exact Reissner’s beam model. The layers are assumed to stay in the contact during deformation but the relative tangential displacement (slip) is possible. The non-linear load–slip law of the interface is considered. The formulation is found to be accurate, reliable and computationally time-effective. The further objective of the paper is an analysis of the buckling force of axially compressed layered wood columns, being simply supported, fixed–pinned or continuous. We compare the present numerical results with the analytical values of [Girhammar UA, Gopu VKA. Composite beam-columns with interlayer slip–exact analysis, J Struct Engng ASCE 1993;199(4):1265–82] and with the values, recommended by the European code for timber structures [Eurocode 5, Design of timber structures, Part 1-1: General rules and rules for buildings, 1993; ENV 1995-1-1]. The comparisons indicate that the European code for timber structures provides very conservative estimates for the buckling load. [Copyright &y& Elsevier]
- Published
- 2007
- Full Text
- View/download PDF
17. Dynamic Spatial Auction Market Models with General Cost Mappings.
- Author
-
Allevi, Elisabetta, Gnudi, Adriana, Konnov, Igor, and Oggioni, Giorgia
- Subjects
ELECTRIC power production ,ENERGY economics ,MARKETS ,ECONOMIC competition ,NUMERICAL analysis - Abstract
The deregulation of electricity markets in Europe has deeply changed the organization of this sector. Vertically integrated generating companies have been unbundled to create competition and to increase the competitiveness of electricity markets. Directive 96/92/EC was issued by the European Commission to liberalize electricity markets and to pave the way for the creation of the Internal Electricity Market. In particular, this Directive aimed at promoting the competition in the activities of electricity generation and wholesale through the creation of a 'marketplace' and the maximization of transparency and efficiency. Competition in European day-ahead electricity markets has been established through auction markets where electricity producers and consumers offer/bid prices and volumes. This paper suggests a dynamic equilibrium model for a system of auction markets linked by transmission lines and subject to energy balance and transmission constraints, such as those characterizing restructured electricity markets. This model is treated as a system of variational inequalities with arbitrary monotone mappings. An inexact splitting type method is proposed to find its solution. Numerical experiments are conducted on the Italian day-ahead electricity market. [ABSTRACT FROM AUTHOR]
- Published
- 2017
- Full Text
- View/download PDF
18. An Efficient Meshfree Method for Option Pricing Problems.
- Author
-
Patidar, Kailash C. and Sidahmed, Abdelmgid O. M.
- Subjects
MESHFREE methods ,NUMERICAL analysis ,OPTIONS (Finance) ,PRICING - Abstract
We develop efficient mesh free methods to solve European and American option pricing problems. Using radial basis functions, these methods leads to systems of difference equations which are solved by using a [phonetic_theta]-method. Numerical results describing the payoff functions and option values are also presents. [ABSTRACT FROM AUTHOR]
- Published
- 2010
- Full Text
- View/download PDF
19. De Aurora Boreali (1737) -- Contemporary insight to the young Bošković's treatise.
- Author
-
Vujnović, Vladis and Lisac, Inga
- Subjects
- *
AURORAS , *FLUIDS , *GEOPHYSICS , *NUMERICAL analysis , *MATHEMATICAL models - Abstract
An analysis of Bošković's early paper concerned with the polar light (aurora borealis) gives an insight into the validity of the mathematical method which the young Bošković applied to significant geophysical phenomena in order to comprehend their nature. Based on the given data, we have examined numerical results about the height of atmosphere and the heights of the auroras which were observed over Europe in 1726 and in 1737. In his text there is not a single mathematical formula. Following his instructions we have derived a formula which may be used to determine the distance of an aurora by observing it from one station. For the assumed aurora model, his method is applicable. We find that described ideas on the physical cause of aurora, conceived in a fluid coming from the sun, have elements of modern knowledge. [ABSTRACT FROM AUTHOR]
- Published
- 2013
20. Seismic retrofitting methods for the jack arch masonry slabs
- Author
-
Maheri, Mahmoud R., Pourfallah, S., and Azarm, R.
- Subjects
- *
RETROFITTING , *CONCRETE slabs , *FLOORING , *ROOFING materials , *CONSTRUCTION materials , *REINFORCED concrete construction , *NUMERICAL analysis , *EFFECT of earthquakes on buildings - Abstract
Abstract: Jack arch masonry slab, developed in the post-industrial revolution Britain has been used extensively to floor and roof industrial and residential buildings in many parts of the world. It is still in use in parts of Europe, the Middle East and Indian subcontinent. Collapse of a large number of these composite slabs during past earthquakes, including those belonging to some buildings of historic importance, has pointed out the weakness of this type of flooring to seismic loading. It has also highlighted the need for developing appropriate retrofitting schemes. Two different retrofitting methods are currently in use. One method uses a thin reinforced concrete layer over the slab to provide integrity and the necessary strength. Another method utilizes transverse beams to form a steel grid with the main beams to achieve the same objectives. In this paper, out-of-plane pushover tests are first conducted on a number of full-scale ordinary and retrofitted jack arch slabs. Results of the tests are then used to compare the strength capacity and other seismic performance parameters of the slabs including; ductility and the behaviour factor. Numerical analyses are also carried out in support of the experimental investigation. It is concluded that the steel grid method of retrofitting, in addition to being easier and faster to perform and much less costly, addresses all the strength and performance requirements of the slab, whereas, the concrete layer method, though effective in increasing the strength, considerably increases the weight of the slab, which, in turn, may increase strength demand on other structural elements. The benefits of using the concrete layer in improving the seismic performance are also less than those of the steel grid method. [Copyright &y& Elsevier]
- Published
- 2012
- Full Text
- View/download PDF
21. Volcanic ash over Europe during the eruption of Eyjafjallajökull on Iceland, April–May 2010
- Author
-
Langmann, Baerbel, Folch, Arnau, Hensch, Martin, and Matthias, Volker
- Subjects
- *
VOLCANIC ash, tuff, etc. , *VOLCANIC eruptions , *AIR traffic , *CRISIS management , *ECOLOGICAL forecasting , *ATMOSPHERIC aerosol measurement , *REMOTE sensing , *NUMERICAL analysis - Abstract
Abstract: During the eruption of Eyjafjallajökull on Iceland in April/May 2010, air traffic over Europe was repeatedly interrupted because of volcanic ash in the atmosphere. This completely unusual situation in Europe leads to the demand of improved crisis management, e.g. European wide regulations of volcanic ash thresholds and improved ash dispersion forecasts. However, the quality of the forecast of fine volcanic ash concentrations in the atmosphere depends to a great extent on a realistic description of the erupted mass flux of fine ash particles, which is rather uncertain. Numerous aerosol measurements (ground based and satellite remote sensing, and in-situ measurements) all over Europe tracked the volcanic ash clouds during the eruption of Eyjafjallajökull offering the possibility for an interdisciplinary effort between volcanologists and aerosol researchers to analyse the release and dispersion of fine volcanic ash in order to better understand the needs for realistic volcanic ash forecasts. In this introductory paper, we provide a general introduction into magma fragmentation processes during explosive volcanic eruptions, describe the evolution of the eruption of Eyjafjallajökull, present the possibilities of ground based in-situ and remote measurements and numerical model studies of volcanic ash and summarise open questions and future directions. [Copyright &y& Elsevier]
- Published
- 2012
- Full Text
- View/download PDF
22. Bass model estimates for broadband diffusion in European countries.
- Author
-
Turk, Tomaž and Trkman, Peter
- Subjects
BROADBAND communication systems ,BROADBAND receivers ,KNOWLEDGE management ,NUMERICAL analysis ,RURAL geography ,HOUSEHOLD surveys ,DIFFUSION of innovations - Abstract
Abstract: The paper presents a broadband diffusion analysis for European OECD member countries. The Bass diffusion model is used to estimate the total number of potential adopters, the coefficient of innovation and the coefficient of imitation. The analysis shows that if the present trends continue broadband services will not reach the 100% penetration rate in the near future. Based on these findings, the question of a possible revitalization is discussed with a focus on those segments of the population which are slower to adopt broadband. A survey of households in rural areas provides preliminary investigation of reasons for continuing non-adoption, such as social habits and lack of both knowledge and interest. [Copyright &y& Elsevier]
- Published
- 2012
- Full Text
- View/download PDF
23. The tax treatment of company cars, commuting and optimal congestion taxes
- Author
-
De Borger, Bruno and Wuyts, Bart
- Subjects
- *
COMPANY automobiles , *COMMUTING , *CONGESTION pricing , *MATHEMATICAL models , *TRANSPORTATION tax , *SUBSIDIES , *NUMERICAL analysis , *TAXATION , *TAX laws - Abstract
Abstract: In Europe, the preferential tax treatment of company cars implies that many employees receive a company car as part of their compensation package. In this paper, we consider a model in which wages and the decision whether or not to provide a company car are the result of direct negotiation between employer and employee. Using this framework, we theoretically and numerically study first- and second-best optimal tax policies on labour and transport markets, focusing on the role of the tax treatment of company cars. We obtain the following results. First, higher labour taxes and a more favourable tax treatment of company cars raise the fraction employees that receives a company car; congestion and congestion tolls reduce it. Second, in countries that provide large implicit subsidies to company cars, eliminating the preferential tax treatment of company cars may be an imperfect but quite effective substitute for currently unavailable congestion tolls. The numerical illustration, calibrated using Belgian data, suggests that it yields about half the welfare gain attainable through optimal congestion taxes. Third, the favourable tax treatment of company cars justifies large public transport subsidies; the numerical results are consistent with zero public transport fares. Finally, we find that earlier models that ignored the preferential tax treatment of company cars may have substantially underestimated optimal congestion tolls in Europe. The numerical illustration suggests that about one third of the optimal congestion toll we obtain can be attributed to the current tax treatment of company cars. [Copyright &y& Elsevier]
- Published
- 2011
- Full Text
- View/download PDF
24. Thermal dynamic transfer properties of the opaque envelope: Analytical and numerical tools for the assessment of the response to summer outdoor conditions
- Author
-
Gasparella, Andrea, Pernigotto, Giovanni, Baratieri, Marco, and Baggio, Paolo
- Subjects
- *
THERMODYNAMICS , *HEAT transfer , *NUMERICAL analysis , *BOUNDARY value problems , *TEMPERATURE effect , *TRANSMISSOMETERS , *SUMMER - Abstract
Abstract: The reliable estimation of buildings energy needs for cooling is a crucial issue in the implementation of the EPB Directive 2010/31/EU (formerly 2002/91/EC), especially in central and southern Europe climates. On this purpose one of the main topics is to predict the behavior of the opaque envelope subjected to variable boundary conditions. The EN ISO 13786:2007 technical standard assumes sinusoidal boundary conditions and introduces dynamic thermal characteristics. The aim of this paper is to assess the deviation arising by the use of different approaches for the calculation of the dynamic thermal characteristics of an opaque envelope element under periodic non sinusoidal boundary conditions. The EN ISO 13786 procedure has been firstly applied by decomposing the external forcing temperature by means of the Fast Fourier Transform (FFT) analysis. A comparison with different approaches, such as Finite Difference Methods (FDM) and Transfer Function Methods (TFM), has been carried out. The predictions of the EN ISO 13786 with a sinusoidal forcing temperature (i.e., standard approach) have also been assessed, comparing the results to the ones obtained through the FFT analysis. Furthermore, corrections to the periodic thermal transmittance and to the time shift have been proposed, in order to improve the explicative worth of those parameters. [Copyright &y& Elsevier]
- Published
- 2011
- Full Text
- View/download PDF
25. Spatially explicit multimedia fate models for pollutants in Europe: State of the art and perspectives
- Author
-
Pistocchi, A., Sarigiannis, D.A., and Vizcaino, P.
- Subjects
- *
POLLUTANTS , *POLLUTION , *GEOGRAPHIC information systems , *SENSITIVITY analysis , *MATHEMATICAL models , *NUMERICAL analysis , *DATA analysis - Abstract
Abstract: A review by Hollander et al. (in preparation), discusses the relative potentials, advantages and shortcomings of spatial and non spatial models of chemical fate, highlighting that spatially explicit models may be needed for specific purposes. The present paper reviews the state of the art in spatially explicit chemical fate and transport modeling in Europe. We summarize the three main approaches currently adopted in spatially explicit modeling, namely (1) multiple box models, (2) numerical solutions of simultaneous advection–dispersion equations (ADE) in air, soil and water, and (3) the development of meta-models. As all three approaches experience limitations, we describe in further detail geographic information system (GIS)-based modeling as an alternative approach allowing a simple, yet spatially explicit description of chemical fate. We review the input data needed, and the options available for their retrieval at the European scale. We also discuss the importance of, and limitations in model evaluation. We observe that the high uncertainty in chemical emissions and physico-chemical behavior in the environment make realistic simulations difficult to obtain. Therefore we envisage a shift in model use from process simulation to hypothesis testing, in which explaining the discrepancies between observed and computed chemical concentrations in the environment takes importance over prediction per se. This shift may take advantage of using simple models in GIS with residual uses of complex models for detailed studies. It also calls for tighter joint interpretation of models and spatially distributed monitoring datasets, and more refined spatial representation of environmental drivers such as landscape and climate variables, and better emission estimates. In summary, we conclude that the problem is not “how to compute” (i.e. emphasis on numerical methods, spatial/temporal discretization, quantitative uncertainty and sensitivity analysis…) but “what to compute” (i.e. emphasis on spatial distribution of emissions, and the depiction of appropriate spatial patterns of environmental drivers). [Copyright &y& Elsevier]
- Published
- 2010
- Full Text
- View/download PDF
26. Multi-port vs. Hub-and-Spoke port calls by containerships
- Author
-
Imai, Akio, Shintani, Koichi, and Papadimitriou, Stratos
- Subjects
- *
HARBORS , *CONTAINER ships , *NUMERICAL analysis , *CONTAINERIZATION , *MATHEMATICAL programming , *TRADE routes , *SHIPPING companies , *MANAGEMENT - Abstract
Abstract: This paper addresses the design of container liner shipping networks taking into consideration container management issues including empty container repositioning. We examine two typical service networks with different ship sizes: multi-port calling by conventional ship size and hub-and-spoke by mega-ship. The entire solution process is performed in two phases: the service network design and container distribution. A wide variety of numerical experiments are conducted for the Asia–Europe and Asia–North America trade lanes. In most scenarios the multi-port calling is superior in terms of total cost, while the hub-and-spoke is more advantageous in the European trade for a costly shipping company. [Copyright &y& Elsevier]
- Published
- 2009
- Full Text
- View/download PDF
27. Parameterisation of clastic sediments including benthic structures
- Author
-
Bobertz, B., Harff, J., and Bohling, B.
- Subjects
- *
SEDIMENT transport , *BENTHOS , *SURFACE roughness , *NUMERICAL analysis , *MATHEMATICAL models , *STRAINS & stresses (Mechanics) - Abstract
Abstract: The sediment transport processes in the south-western Baltic Sea are predicted by means of a numerical model in the project DYNAS. There are two sediment parameters that influence the results of modelling remarkably: critical shear stress velocity and bottom roughness. This paper presents the way how to parameterise these factors and extrapolate them into the investigation area. The critical shear stress velocity is parameterised basing on grain size data, combining approximations after Hjulström [Hjulström, F., 1935: Studies in the morphological activity of rivers as illustrated by the river Fyris. Geological Institution of University of Uppsala: Bulletin (25): 221–528.], Shields [Shields, A., 1936: Anwendung der Ähnlichkeits-Mechanik und der Turbulenzforschung auf die Geschiebebewegung. Mitteilungen der Preussischen Versuchsanstalt für Wasserbau und Schiffahrt (26): 26 pp.] and Bohling [Bohling, B., 2003: Untersuchungen zur Mobilität natürlicher und anthropogener Sedimente in der Mecklenburger Bucht. unpublished doctoral thesis, Mathematisch-Naturwissenschaftliche Fakultät, Ernst-Moritz-Arndt-Universität Greifswald/Germany, 156 pp.]. The roughness length, in the case of absence of macro zoo-benthos and their structures, is parameterised basing on grain size too employing Soulsby [Soulsby, R.L., 1997: Dynamics of Marine Sands: a Manual for Practical Applications. London, Thomas Telford Publications. 249 pp.], Nielsen [Nielsen, P., 1983: Analytical determination of nearshore wave height variation due to refraction shoaling and friction. Coastal Engineering 7, 233–251.] and Yalin [Yalin, M.S., 1977: Mechanics of Sediment Transport. Pergamon Press, New York. 298 pp.]. No equivalent simple parameterisations for biologically caused bed roughness exist. Here, findings of Friedrichs [Friedrichs, M., 2004: Flow-induced effects of macro zoo-benthic structures on the near-bed sediment transport. Dissertation, Universität Rostock, 80 S.] and estimations by the DYNAS biologists group were combined in order to derive roughness lengths from abundance measurements of four previously selected key species which represent the originators of the dominating benthic structures at the sea floor in the south-western Baltic Sea. Critical shear stress velocity and bed roughness are known at few sample sites only. They were extrapolated into the larger investigation area using a proxy-target concept. The mean near bottom milieu (bathymetry, median grain size, salinity, oxygen) which was derived using results from numerical modelling serves as the proxy. Since the milieu parameters are measured at the sampling sites for which the target parameters have been determined, a combined hierarchical and supervised classification was employed to transfer the local knowledge into the unknown investigation area. [Copyright &y& Elsevier]
- Published
- 2009
- Full Text
- View/download PDF
28. Numerical analysis of a small European vehicle under rollover condition.
- Author
-
Mao, M., Chirwa, E. C., Chen, T., Latchford, J., and Wang, W.
- Subjects
AUTOMOBILES ,NUMERICAL analysis ,SIMULATION methods & models ,DYNAMICS - Abstract
Quasi-static and dynamic roof crush simulations have been carried out successfully on a small European car that was loaded at different pitch/roll angles. The results obtained were validated against the MIRA experimental dynamic roof crush outputs and against the Bolton experiments performed under FMVSS 216. Overall, the outcomes show that bonded windscreens contribute to nearly 30 per cent of the roof strength, thus confirming similar results obtained by a number of other researchers. Furthermore, these results show that roof strength is a function of roll and pitch angles which also greatly influence the overall intrusion rate. The new findings illustrate that, having a fixed loading pitch angle, the roof strength decreases when the roll angles are between 15 and 45°. If the pitch angle is increased, the same phenomenon of reduced strength is observed. However, this does not signify that the roof becomes weaker with increasing pitch angle, because there are limits within which this can occur, and hence the worst-case loading that yields the smallest strength is found at pitch 10° and roll 45°. Therefore, it is recommended in this paper that an update be made to the FMVSS 216, where a roll angle of 45° (not 25°) and a pitch angle of 10° (not 5°) be used as they constitute the worst-case loading condition. As a result, a more realistic test configuration with angles that replicate real-world accident data can be represented. [ABSTRACT FROM AUTHOR]
- Published
- 2005
- Full Text
- View/download PDF
29. Phytogeographic and syntaxonomic diversity of wall vegetation (Cymbalario-Parietarietea diffusae) in southeastern Europe.
- Author
-
Jasprica, Nenad, Škvorc, Željko, Pandža, Marija, Milović, Milenko, Purger, Dragica, Krstonošić, Daniel, Kovačić, Sanja, Sandev, Dubravka, Lasić, Anđelka, Caković, Danka, Stešević, Danijela, Anđić, Branko, and Stanišić-Vujačić, Milica
- Subjects
PHYTOGEOGRAPHY - Abstract
Walls represent globally distributed, locally extensive, artificial ecosystems. Wall vegetation is still poorly known in the Mediterranean and Temperate regions of southeastern Europe. The aim of this study is to classify and describe chasmophytic vegetation of walls, covering southeastern Europe from Slovenia to North Macedonia. From a total 463 phytosociological relevés, we identify and describe 12 distinct species – poor to moderately rich vegetation units using TWINSPAN evaluated by NMDS, and indicator values. The vegetation units are included within three alliances from two macroclimate regions: (1) vegetation of cool-temperate Europe of the Cymbalario-Asplenion alliance, and (2) Mediterranean vegetation of the Galio valantiae-Parietarion judaicae and Artemisio arborescentis-Capparidion spinosae alliances. The southernmost limit of the Cymbalario-Asplenion was determined in Central Bosnia. The presence of the Artemisio arborescentis-Capparidion spinosae in the eastern Adriatic is highlighted. [ABSTRACT FROM AUTHOR]
- Published
- 2021
- Full Text
- View/download PDF
30. Forecasting the Effects of the New SARS-CoV-2 Variant in Europe.
- Author
-
Area, Iván and Nieto, Juan J.
- Subjects
FORECASTING ,PUBLIC health ,SARS-CoV-2 ,NUMERICAL analysis - Abstract
Due to the emergence of a new SARS-CoV-2 variant, we use a previous model to simulate the behaviour of this new SARS-CoV-2 variant. The analysis and simulations are performed for Europe, in order to provide a global analysis of the pandemic. In this context, numerical results are obtained in the first 100 days of the pandemic assuming an infectivity of 70%, 56%, and 35%, respectively, higher for the new SAR-CoV-2 variant, as compared with the real data. [ABSTRACT FROM AUTHOR]
- Published
- 2021
- Full Text
- View/download PDF
31. Accurate Determination of Plastic Collapse Loads From Finite Element Analyses.
- Author
-
Doerich, C. and Rotter, J. M.
- Subjects
FINITE element method ,PRESSURE vessels ,DEFORMATIONS (Mechanics) ,NUMERICAL analysis ,ELASTIC solids ,ELASTICITY - Abstract
When computational modeling is used to evaluate the true strength of an imperfect elastic-plastic shell structure, the current European standard on shell structures requires that two reference strengths are always determined: the linear bifurcation load and the plastic limit (plastic collapse) load. These two loads are used in more than one way to characterize the strength of all imperfect elastic-plastic systems. Where parametric studies of a problem are being undertaken, it is particularly important that these two loads are accurately defined, since all other strengths will be related to them. For complex problems in shell structures, it is not possible to develop analytical solutions for the plastic collapse strength, and finite element analysis must be used. Unfortunately, because a collapse mechanism often requires the development of very extensive plasticity involving large local strains, and the collapse load is simply at the end of a slowly rising loaddeflection curve, it is sometimes difficult for the analyst to accurately determine this plastic collapse strength. This paper describes two methods, based on modifications of the Southwell plot, of obtaining very accurate evaluations of the plastic limit load, irrespective of whether a fairly complete plastic strain field has developed or not. These two methods allow plastic collapse limit loads to be reported with great precision. [ABSTRACT FROM AUTHOR]
- Published
- 2011
- Full Text
- View/download PDF
32. Improvement of stressed skin design procedure based on experimental and numerical simulations.
- Author
-
Lendvai, Anita and Joó, Attila László
- Subjects
- *
SKIN effect , *COMPUTER simulation , *DEAD loads (Mechanics) , *SKIN , *STEEL framing , *NUMERICAL analysis , *FLEXIBILITY (Mechanics) - Abstract
Lightweight roof and wall structural systems are widely used for cladding of steel portal frames. It is a well-known fact, that assembled systems of profiled sheeting and purlins show significant stiffness to in-plane loads, which action is referred to as stressed skin effect. This research aimed to investigate the influencing parameters of stressed skin effect in those nonstandard diaphragm constructions, in which seam fasteners are omitted. The focus of this paper is on the results of an experimental test programme, that investigated the stiffness of nonstandard, 3.00 × 3.00 m sized diaphragm configurations for in-plane static load. The experimental results are compared against analytical results derived from calculated shear flexibilities according to current ECCS formulae. Upon experimental test results, a verified and validated numerical model is developed, and the range of experimental tests is extended by numerical simulations. The conclusions of numerical analyses demonstrated, that the effect of purlin section height and thickness is not followed by current ECCS provisions. The intended purpose of the research is to develop the current ECCS stressed skin design formulae to incorporate nonstandard diaphragm constructions, which are commonly used in industrial practice in Europe. The innovative feature of formulae improvement is to comprise the effect of those parameters, which are influencing shear flexibility and are not addressed in the current ECCS design methodology. Upon experimental, analytical and numerical results a modification is presented to current formulae of shear flexibility, which gives a better approach in nonstandard cases. • Experimental panel test series was conducted in order to examine the stiffening effect of commonly installed diaphragm configurations. • The main objective of the research is to examine nonstandard diaphragm constructions, in which seam fasteners are omitted. • To date no international study was performed to examine the stiffening effect of nonstandard steel diaphragms. • Upon experimental results a FE model was developed and verified, and an extended parametric study was carried out. • Based on these results a proposal is made in order to amend current ECCS formulae to incorporate nonstandard diaphragms. [ABSTRACT FROM AUTHOR]
- Published
- 2020
- Full Text
- View/download PDF
33. Minimum energy strategies for the in-plane behaviour of masonry.
- Author
-
Gesualdo, Antonio, Calderoni, Bruno, Iannuzzo, Antonino, Fortunato, Antonio, and Monaco, Michela
- Subjects
MASONRY ,EFFECT of earthquakes on buildings ,CONSTRUCTION materials ,SHEARING force ,NUMERICAL analysis - Abstract
Unreinforced masonry is the most diffused construction material in the major part of historical centers in Europe. In a building subjected to earthquake forces the contribution of in-plane shear resistance of the masonry walls is a determinant factor for the stability of the whole structure. In particular, the masonry piers are the structural elements subjected to the combination of normal and shear forces. In general, ductile tools to model the in plane behaviour of masonry are always welcome in order to evaluate the capacity of walls subjected to vertical and horizontal actions. In this framework, two no-tension approaches to model the behaviour of masonry walls loaded with in-plane forces, involving a minimum energy procedure, are presented. Both the procedures allow the representation of the stress maps in the panel in case of monotonic increase of shear load. The results of the numerical analyses are compared and discussed. [ABSTRACT FROM AUTHOR]
- Published
- 2020
- Full Text
- View/download PDF
34. Modelling Landscape-Level Numerical Responses of Predators to Prey: The Case of Cats and Rabbits.
- Author
-
Cruz, Jennyffer, Glen, Alistair S., and Pech, Roger P.
- Subjects
LANDSCAPES ,PREDATORY animals ,PREDATION ,ANIMAL models in research ,HABITATS ,NUMERICAL analysis - Abstract
Predator-prey systems can extend over large geographical areas but empirical modelling of predator-prey dynamics has been largely limited to localised scales. This is due partly to difficulties in estimating predator and prey abundances over large areas. Collection of data at suitably large scales has been a major problem in previous studies of European rabbits (Oryctolagus cuniculus) and their predators. This applies in Western Europe, where conserving rabbits and predators such as Iberian lynx (Lynx pardinus) is important, and in other parts of the world where rabbits are an invasive species supporting populations of introduced, and sometimes native, predators. In pastoral regions of New Zealand, rabbits are the primary prey of feral cats (Felis catus) that threaten native fauna. We estimate the seasonal numerical response of cats to fluctuations in rabbit numbers in grassland–shrubland habitat across the Otago and Mackenzie regions of the South Island of New Zealand. We use spotlight counts over 1645 km of transects to estimate rabbit and cat abundances with a novel modelling approach that accounts simultaneously for environmental stochasticity, density dependence and varying detection probability. Our model suggests that cat abundance is related consistently to rabbit abundance in spring and summer, possibly through increased rabbit numbers improving the fecundity and juvenile survival of cats. Maintaining rabbits at low abundance should therefore suppress cat numbers, relieving predation pressure on native prey. Our approach provided estimates of the abundance of cats and rabbits over a large geographical area. This was made possible by repeated sampling within each season, which allows estimation of detection probabilities. A similar approach could be applied to predator-prey systems elsewhere, and could be adapted to any method of direct observation in which there is no double-counting of individuals. Reliable estimates of numerical responses are essential for managing both invasive and threatened predators and prey. [ABSTRACT FROM AUTHOR]
- Published
- 2013
- Full Text
- View/download PDF
35. A FOUR-VARIABLE INDEX POLYNOMIAL INVARIANT OF LONG VIRTUAL KNOTS.
- Author
-
IM, YOUNG HO and LEE, SANG YOUL
- Subjects
POLYNOMIALS ,INVARIANTS (Mathematics) ,KNOT theory ,NUMERICAL analysis ,MATHEMATICAL analysis - Abstract
We introduce a four-variable index polynomial invariant of long virtual knots that is non-trivial for many long virtual knots, but is trivial for classical knots so that it is an extension of a one-variable index polynomial invariant introduced in [A polynomial invariant of long virtual knots, European J. Combin.30 (2009) 1289-1296]. We give various properties of this polynomial and examples. Also, we use this polynomial invariant for long virtual knots to distinguish virtual knots, and we obtain a polynomial invariant for long flat virtual knots which is very useful to determine whether long flat virtual knots are invertible or not. [ABSTRACT FROM AUTHOR]
- Published
- 2012
- Full Text
- View/download PDF
36. Modeling the dispersion of Ambrosia artemisiifolia L. pollen with the model system COSMO-ART.
- Author
-
Zink, Katrin, Vogel, Heike, Vogel, Bernhard, Magyar, Donát, and Kottmeier, Christoph
- Subjects
AMBROSIA artemisiifolia ,PUBLIC health ,DISPERSION (Chemistry) ,NUMERICAL analysis ,POLLINATION - Abstract
Common ragweed ( Ambrosia artemisiifolia L.) is a highly allergenic plant that is spreading throughout Europe. Ragweed pollen can be transported over large distances by the wind. Even low pollen concentrations of less than 10 pollen m can lead to health problems in sensitive persons. Therefore, forecasting the airborne concentrations of ragweed pollen is becoming more and more important for public health. The question remains whether distant pollen sources need to be considered in reliable forecasts. We used the extended numerical weather prediction system COSMO-ART to simulate the release and transport of ragweed pollen in central Europe. A pollen episode (September 12-16, 2006) in north-eastern Germany was modeled in order to find out where the pollen originated. For this purpose, several different source regions were taken into account and their individual impact on the daily mean pollen concentration and the performance of the forecast were studied with the means of a 2 × 2 contingency table and skill scores. It was found that the majority of the pollen originated in local areas, but up to 20% of the total pollen load came from distant sources in Hungary. It is concluded that long-distance transport should not be neglected when predicting pollen concentrations. [ABSTRACT FROM AUTHOR]
- Published
- 2012
- Full Text
- View/download PDF
37. Sensitivities of an adjoint, unstructured mesh, tidal model on the European Continental Shelf.
- Author
-
Maßmann, Silvia
- Subjects
CONTINENTAL shelf ,OCEANOGRAPHY ,TIDES ,MATHEMATICAL optimization ,PARAMETER estimation ,NUMERICAL analysis ,ALGORITHMS ,SIMULATION methods & models - Abstract
Unstructured mesh models can resolve the model domain with a variable and very fine mesh resolution. Nevertheless, tuning the model setup is still required (for example because of parametrized sub-grid processes). Adjoint models are commonly used to calculate sensitivities of ocean models and optimize their parameters so that better agreement is achieved between model simulations and observations. One major obstacle in developing an adjoint model is the need to update the reverse code after each modification of the forward code, which is not always straightforward. Automatic differentiation is a tool to generate the adjoint model code without user input. So far this method has mainly been used for structured mesh ocean models. We present here an unstructured mesh, adjoint, tidal model using this technique, and discuss the sensitivities of the misfit between simulated and observed elevations with respect to open boundary values, the bottom friction coefficient and the bottom topography. The forward model simulates tides on the European Continental Shelf and we show that the tidal model dynamics in the adjoint simulations can be used to define regions, where parameters or mesh has to be optimized. We analyze the dependence of the sensitivities on the wave type and mesh resolution to specify whether the model misfit originates from physical or numerical model deficiencies. In the sensitivity patterns, it is possible to identify islands not resolved in the mesh. We propose to refine the mesh prior to the parameter optimization. [ABSTRACT FROM AUTHOR]
- Published
- 2010
- Full Text
- View/download PDF
38. The influence of interpolation and station network density on the distributions and trends of climate variables in gridded daily data.
- Author
-
Hofstra, Nynke, New, Mark, and McSweeney, Carol
- Subjects
INTERPOLATION ,NUMERICAL analysis ,CLIMATOLOGY ,TRENDS - Abstract
We study the influence of station network density on the distributions and trends in indices of area-average daily precipitation and temperature in the E-OBS high resolution gridded dataset of daily climate over Europe, which was produced with the primary purpose of Regional Climate Model evaluation. Area averages can only be determined with reasonable accuracy from a sufficiently large number of stations within a grid-box. However, the station network on which E-OBS is based comprises only 2,316 stations, spread unevenly across approximately 18,000 0.22° grid-boxes. Consequently, grid-box data in E-OBS are derived through interpolation of stations up to 500 km distant, with the distance of stations that contribute significantly to any grid-box value increasing in areas with lower station density. Since more dispersed stations have less shared variance, the resultant interpolated values are likely to be over-smoothed, and extreme daily values even more so. We perform an experiment over five E-OBS grid boxes for precipitation and temperature that have a sufficiently dense local station network to enable a reasonable estimate of the area-average. We then create a series of randomly selected station sub-networks ranging in size from four to all stations within the E-OBS interpolation search radii. For each sub-network realisation, we estimate the grid-box average applying the same interpolation methodology as used for E-OBS, and then evaluate the effect of network density on the distribution of daily values, as well as trends in extremes indices. The results show that when fewer stations have been used for the interpolation, both precipitation and temperature are over-smoothed, leading to a strong tendency for interpolated daily values to be reduced relative to the 'true' area-average. The smoothing is greatest for higher percentiles, and therefore has a disproportionate effect on extremes and any derived extremes indices. For many regions of the E-OBS dataset, the station density is sufficiently low to expect this smoothing effect to be significant and this should be borne in mind by any users of the E-OBS dataset. [ABSTRACT FROM AUTHOR]
- Published
- 2010
- Full Text
- View/download PDF
39. Finite element modelling of atmosphere loading effects on strain, tilt and displacement at multi-sensor stations.
- Author
-
Gebauer, Andr, Steffen, Holger, Kroner, Corinna, and Jahr, Thomas
- Subjects
TIME series analysis ,MATHEMATICAL statistics ,EVENT history analysis ,DEFORMATIONS (Mechanics) ,NUMERICAL analysis - Abstract
Strain- and tiltmeter observations are composed of signals of different origin. Tides are a well-known phenomenon that can be extracted from the time series by tidal analysis. Depending on the location of the station, residuals, however, contain contributions of different magnitudes from ocean loading, changes in atmospheric or hydrological loading, anthropogenic induced signals and tectonics. Reductions of the residual variations are indispensable for extraction of, for example the pure tectonical signal. One of the challenges in view of the reductions is to understand transfer mechanisms between loading and local conditions, such as topography, cavity and geological features, which lead to additional or modified deformations. In this study, systematic numerical modelling using the Finite Element method with elastic rheology is carried out to estimate these effects. Barometric pressure changes are used as example for the load to determine the additional deformations. Strain- and tiltmeters are considered as instrumentation, having nominal resolutions of 0.2 nstrain and 1 nrad, respectively. The cavity and the topographic effect are systematically investigated with sophisticated models incorporating typical topographic features, such as a plain, a hill flank and a valley. Representative for stations worldwide, four observatories in Central Europe are modelled: the Geodetic Observatory Wettzell (Germany), the Sopron Observatory (Hungary), the Geodynamic Observatory Moxa and the Black Forest Observatory (BFO) (both Germany). The modelling shows that cavity and topographic effects occur in the same order of magnitude and that both effects interact leading to deformations partly intertwined in a complex way. This notwithstanding, the results explain observed deformation signals at the observatories. The systematic modelling helps to better understand the basic processes, from which criteria for the selection of future observation sites are inferred. [ABSTRACT FROM AUTHOR]
- Published
- 2010
- Full Text
- View/download PDF
40. Two thousand years of geomagnetic field direction over central Europe revealed by indirect measurements.
- Author
-
Márton, Péter
- Subjects
GEOMAGNETISM ,CURVES ,NUMERICAL analysis ,GEOPHYSICS - Abstract
Supplemented by 32 new directions, the Hungarian archaeomagnetic data set now consists of 217 archaeologically dated directions ranging in age from 300 BC to 1800 AD. From this data set, reference curves of secular variation of the geomagnetic field direction were computed using hierarchical modelling and curve estimation by moving average technique. Thanks to some of the new data, the gap in the earlier reference curves around 500 AD has now been filled up. For comparison's sake, directional records of comparable length from central Europe were also processed by the same curve building method. For this purpose, all dated directional data (declination and inclination with statistics) were drawn from the GEOMAGIA50 database for France, Germany, the Ukraine and Moldavia, Bulgaria and Italy and transferred via their virtual geomagnetic poles to a reference point of their respective countries. The resulting reference curves, including those for Hungary, show more or less similar temporal behaviour to the corresponding CALS7K.2 model curves (also available from the GEOMAGIA50 database), but significant deviations from the low-order CALS7K.2 predictions are also discernible owing to the likely presence of additional higher-order complications in the regional field. Therefore, the regional field and its secular variation are suggested to be approximated by the reference rather than the predicted curves. At any other location within the study area, the direction of the regional field can be obtained by spatial interpolation from the reference curves as illustrated by isogonic and isoclinic maps shown for selected times. Local time-series of interpolated directions for other central European countries lacking reference curves might serve as master curves for magnetic dating. [ABSTRACT FROM AUTHOR]
- Published
- 2010
- Full Text
- View/download PDF
41. A new scheme for static hedging of European derivatives under stochastic volatility models.
- Author
-
Takahashi, Akihiko and Yamazaki, Akira
- Subjects
HEDGING (Finance) ,MARKET volatility ,PRICING ,ASSOCIATION schemes (Combinatorics) ,MATHEMATICAL models ,NUMERICAL analysis ,FOURIER transforms ,MONTE Carlo method ,ECONOMICS - Abstract
This study proposes a new scheme for static hedging of European path-independent derivatives under stochastic volatility models. First, we show that pricing European path-independent derivatives under stochastic volatility models is transformed to pricing those under one-factor local volatility models. Next, applying an efficient static replication method for one-dimensional price processes developed by Takahashi and Yamazaki (2008), we present a static hedging scheme for European path-independent derivatives. Finally, a numerical example comparing our method with a dynamic hedging method under Heston's (1993) stochastic volatility model is used to demonstrate that our hedging scheme is effective in practice. © 2009 Wiley Periodicals, Inc. Jrl Fut Mark 29:397–413, 2009 [ABSTRACT FROM AUTHOR]
- Published
- 2009
- Full Text
- View/download PDF
42. Classification and phytogeographical differentiation of broad-leaved ravine forests in southeastern Europe.
- Author
-
Košir, Petral, Čarni, Andraž, and Di Pietro, Romeo
- Subjects
RAVINES ,PHYTOGEOGRAPHY ,ACCLIMATIZATION (Plants) ,VEGETATION surveys ,VEGETATION boundaries ,VEGETATION & climate ,VEGETATION dynamics - Abstract
Question: How do broad-leaved ravine forests in SE Europe differentiate phytogeographically? Do they differ from analogous European forests? What is their distribution pattern? Location: southeastern Europe, Apennine-Balkan province. Methods: The initial data set of 2189 relevés was stratified geographically and phytosociologically; 614 relevés remaining after stratification were classified with a TWINSPAN and cluster analysis, wich resulted in four clusters and eight subclusters. Average Pignatti indicator values for relevés of each subcluster were subjected to PCA to show ecological relationships among the clusters. The spectra of geoelements and sociological species groups of individual subclusters were calculated to show phytogeographical and sociological relationships between them. The diagnostic species combination was calculated by a fidelity measure (ϕ-coefficient) and presented in a synoptic table. Results: Broad-leaved ravine forests in southeastern Europe form a separate group within the European broad-leaved ravine forests. They are well differentiated by the species with a southeast European distribution, as well as by many other species that reflect their different ecological affinities. Conclusions: The phytosociological and phytogeographical relationships between the Apennines and the Balkan peninsula that have already been recognized for other vegetation types have been confirmed for broad-leaved ravine forests. According to the numerical analysis, two suballiances of broad-leaved ravine forests in southeastern Europe are proposed, both belonging to the alliance Tilio-Acerion: an amphi-Adriatic xerothermo- philous suballiance Ostryo-Tilienion plalyphylli suball. nova and a mesophilous suballiance Lamio orvalae-Acerenion suball. nova, the latter appearing only on the Balkan Peninsula. [ABSTRACT FROM AUTHOR]
- Published
- 2008
- Full Text
- View/download PDF
Discovery Service for Jio Institute Digital Library
For full access to our library's resources, please sign in.