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Multi-period portfolio selection with drawdown control
2018
Annals of Operations Research
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Then, a bottom-up strategy is applied. All bottom time series are modelled by corresponding control variables, e.g. ...
Existing works focus on point forecasts through the lens of linear models. We apply nonlinear models to investigate the impact of oil price on higher moments of the growth. ...
Monte Carlo results show that a forecasting procedure based on the OSDPC compares favourably with other forecasting methods based on dynamic factor models. ...
doi:10.1007/s10479-018-2947-3
fatcat:haworusnrfcqvlmkmbidfwb5wu
Grand Challenges in Protoplanetary Disc Modelling
2016
Publications Astronomical Society of Australia
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This paper reports on the discussions collectively concerned with the multi-physics modelling of protoplanetary discs, including the self-consistent calculation of gas and dust dynamics, radiative transfer ...
This paper is not intended to be a review, but rather to motivate and direct future research and collaboration across typically distinct fields based on community-driven input, to encourage further progress ...
We also particularly thank Phil Armitage for comments on the paper. ...
doi:10.1017/pasa.2016.45
fatcat:3ue3pudqtfbdvg7yrxacscvyu4
Plantwide Optimizing Control of a continuous bioethanol production process
2010
Journal of Process Control
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A mis padres por su amor y apoyo incondicional. A Huguis por ser mi inspiración y el sol de mi vida. ...
the Metropolis-Monte Carlo algorithm. ...
Two different PWOC approaches have been considered: A Single-Layer Direct Optimizing Control approach, denoted in the following as PWOC-one-layer, and a Multi-Layer without Coordination approach denoted ...
doi:10.1016/j.jprocont.2010.06.010
fatcat:abcw5volcve5bepqszg5n64xdu
Priorities for child safety in the European Union: Agenda for action
2002
Injury control and safety promotion
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This material was then summarized and further complemented by the Authors' work. The following chapters have been mainly written by the Authors, but are based on input provided by Contributors. ...
The Contributors produced the bulk of the material used during the different sessions of the Research Priority Workshop. ...
Another direction is seen in the development of Monte Carlo simulation based probabilistic models that can handle dynamic systems in a more appropriate manner. ...
doi:10.1076/icsp.9.1.1.3326
pmid:12462158
fatcat:wdobgthqmzb6demvdq2ye4vxai
Breaking Earth's shell into a global plate network
2020
Nature Communications
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A growing consensus suggests that multi-plate tectonics was preceded by cooling through a single-plate lithosphere, but models for how this lithosphere was first broken into plates have not converged on ...
Here we use 3D spherical shell models to demonstrate a self-organized fracture mechanism analogous to thermal expansion-driven lithospheric uplift, in which globe-spanning rifting occurs as a consequence ...
., thickness multiplied by modulus) should generally control fracture initiation and growth, we are able to validate our approach by comparing results of a thin shell (20 km) model with a high elastic ...
doi:10.1038/s41467-020-17480-2
pmid:32681054
fatcat:pw2qxk6xpjbntmjjk2zixbms2m
Nucleation, Growth, and Aggregation of Mineral Phases: Mechanisms and Kinetic Controls
[chapter]
2008
Kinetics of Water-Rock Interaction
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about molecular modeling approaches are outlined in Chap. 2. ...
These processes depend on a plethora of chemical and physical parameters that control and strongly affect the formation of new nuclei, the growth of a new crystal, or the aggregation behavior of clusters ...
LGB acknowledges financial support for this work from the UK Natural Environmental Research Council (grant no: NER/A/S/2002/00761, and NE/C004566/1) and The Leverhulme Trust grant (Ref. #F/00122/F). ...
doi:10.1007/978-0-387-73563-4_7
fatcat:efgrzou7hngrbktghsaalpwc5a
Finite element techniques and models for wood fracture mechanics
2004
Wood Science and Technology
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Numerical models for wood fracture and failure are commonly based on the finite element method. Most of these models originate from general theoretical considerations for other materials. ...
As for other materials, wood fracture and failure models always require some degree of experimental calibration, which can introduce ambiguity into numerical predictions because at present there is a high ...
Monte Carlo analysis procedures are used to produce a set of pseudo experimental data. ...
doi:10.1007/s00226-004-0255-3
fatcat:tgip7q3ckfepfcyqexmikjzsda
Recrystallization in hot vs cold deformed commercial aluminum: a microstructure path comparison
2003
Acta Materialia
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The influence of cold deformation on the precipitation sequence and its interaction with recrystallization was also investigated. The DSC ...
Non-constant growth rates depending on local grain environments were also observed during Monte Carlo simulations for single phase grain growth in two and three dimensions. ...
The state transition function in Monte Carlo models is a reduction in the local free energy. ...
doi:10.1016/s1359-6454(03)00112-5
fatcat:gg45mclmkjbp3n7yvy5dinwmdu
Degradation Due to Neutron Embrittlement of Nuclear Vessel Steels: A Critical Review about the Current Experimental and Analytical Techniques to Characterise the Material, with Particular Emphasis on Alternative Methodologies
[chapter]
2011
Nuclear Power - Control, Reliability and Human Factors
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Then, as K I controls the stress-strain field in the fracture process zone (mode I), breaking will occur when K I reaches a determined critical value, which will be dependent on the material. ...
Techniques… 227 production is essentially based on molecular dynamics (Stoller et al., 1997) and Monte Carlo numerical simulations (Wirth & Odette, 1999) , combined with indirect experimental measurements ...
doi:10.5772/20244
fatcat:zelxy75buneznnpasegddvcjsu
Challenges in Ceramic Science: A Report from the Workshop on Emerging Research Areas in Ceramic Science
2012
Journal of The American Ceramic Society
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Finally, the ability to simulate ceramics, from electronic structure calculations, 11, 12 kinetic Monte Carlo simulations, 13 mesoscale simulations, 14 and finite element models 15 have kept pace ...
grain growth, as well as the crystallographic texture. ...
doi:10.1111/jace.12033
fatcat:db4tmfdrtvaodiad3owdjhmngq
Book Of Abstracts - 12Th Res Users'Conference
2018
Zenodo
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Book of abstracts of the 12th Users' Conference of the Spanish Supercomputing Network, which was held in Valencia on September 20th 2018. ...
However, the epitaxial growth of a material on top of a substrate is not trivial and presents different requirements. ...
DNS of thermal heat flux at high Reynolds numbers and low Prandtl numbers
5.
Atomistic modelling of materials for renewable energy applications
6. ...
doi:10.5281/zenodo.1325102
fatcat:3cctfoatjvei7lffoyhr3zhltu
Apatite thermochronology in modern geology
2009
Geological Society Special Publication
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Fission-track and (U-Th-Sm)/He thermochronology on apatites are radiometric dating methods that refer to thermal histories of rocks within the temperature range of 408-125 8C. ...
These programs differ in modelling approach (Monte Carlo and/or genetic algorithm), annealing models, input parameters and statistical tests to evaluate the level of fit between model results and observed ...
Most recent developments in modelling include a strategy for modelling sample thermal histories jointly ) and the use of Markov Chain Monte Carlo (MCMC) methods to address the problem of characterizing ...
doi:10.1144/sp324.1
fatcat:lcgaatlwsfccro7hjfka7ihln4
Update and review of control options for Campylobacter in broilers at primary production
2020
EFSA Journal
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Campylobacter flock prevalence, updating the modelling approach for interventions that reduce caecal concentrations and reviewing scientific literature. ...
The updated model resulted in lower estimates of impact than the model used in the previous opinion. ...
The distributions are obtained from Monte Carlo simulations with 250.000 iterations. ...
doi:10.2903/j.efsa.2020.6090
pmid:32874298
pmcid:PMC7448041
fatcat:pxv25yk7hvhb5elwg5mlxm7n5y
Grafting acoustic instruments and signal processing: Creative control and augmented expressivity
2013
Journal of the Acoustical Society of America
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The effect of two different rooms on acoustical and perceptual measures of mixed choir sound. Kathryn S. Hom ( ...
Sacred Harp singing, a common type of shape-note singing, is a centuries-old tradition of American community choral music. ...
A Monte Carlo approach to determining marine mammal exposure risk to long term marine piling operations. Paul A. ...
doi:10.1121/1.4830794
fatcat:2sexsmbypjcozjctnorzoiy7te
Multiscale modelling for fusion and fission materials: the M4F project
2021
Nuclear Materials and Energy
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This is a PDF file of an article that has undergone enhancements after acceptance, such as the addition of a cover page and metadata, and formatting for readability, but it is not yet the definitive version ...
Please note that, during the production process, errors may be discovered which could affect the content, and all legal disclaimers that apply to the journal pertain. ...
spin relaxations (typically 100-1000) after each atomic exchange (for equilibrium Monte Carlo) or vacancy jump (for kinetic Monte Carlo). ...
doi:10.1016/j.nme.2021.101051
fatcat:d3nwcbaeqjfmnoqzfnrpxhewrq
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