Bank-office Process Management in the Financial Services: a Simulation Approach Using a Model Generator

For the last ten years or so, developments in simulation software and methodology have been focused in two areas: (1) automating the model-building process; and (2) interfacing with other techniques and systems. That both academic and commercial research continues to be carried out in these areas is evidence of the continued popularity of the simulation technique. The most popular application areas where simulation modelling is used include manufacturing (engineering and process), warehousing and communications; not surprisingly, research and developments have therefore been concentrated in these areas. This paper describes the development of a simulation model generator for a different application area, that of clerical office processing of paper and documents for financial service companies. It outlines the reasons why there is a need for such a model generator and discusses the initial design requirements. The paper goes on to detail the developments and re-defined criteria required as the model generator brief changes as a result of practical applications.     

Optical Tunnelling from One-Dimensional Square-Well Potentials

The authors study a one-dimensional model for optical tunnellingwith a refractive index in the shape of a square well. The relevanceof the model and its limiting cases are discussed. The mainresult is the leading behaviour of the exponentially small imaginarypart of the eigenvalue which determines the radiation loss.The leading behaviour of the imaginary part is calculated usingBerry's formula which controls the asymptotic expansion of theAiry function Bi(z) to better-than-exponential accuracy.     

Expression of theSU(2) rotation matrices D( j ) in terms of normalized irreducible tensorial matrices

TheSU(2) rotation matricesD ^(j), specified in terms of axis and angle of rotation, are expressed as linear combination of normalized irreducible tensorial matricces (NITM) of rankl = 0 to 2j rotated to the polar angles of the axis. The rotated NITM are constructed from spherical harmonics of the same rank. Since this formulation requires no matrix products, it may be computationally more efficient than Euler angle formulas, particularly for largej. Rotated NITM and formulas for theD ^(j) withj = 1/2 andj = 1 are written out explicitly. A formula for the structure constants of the products of conformable NITM is also given in terms of 3-j and 6-j symbols.     

On the existence of <Emphasis Type="Bold">1, 3</Emphasis>P <Emphasis Type="Bold">o</Emphasis> resonances in H<Superscript>-</Superscript> between n = 2 and 3 H thresholds

We examine the influence of relativistic and QED effects on the existence of the ^1,3P ^o H^- resonances between n = 2 and 3 hydrogen thresholds, the relativistic and QED corrections and the coupling effects between the high singlet and triplet states are considered as first-order perturbations. We firstly obtain accurate non-relativistic resonant energies and widths of fifteen ¹P ^o resonances, and fifteen ³P ^o resonances. The fifteen ¹P ^o resonances are classified to be ₃ (2, 0) ^- _n ( 4 ? n ? 12) and ₃ (1, 1) ⁺ _n ( 3 ? n ? 8). The fifteen ³P ^o resonances are classified to be ₃ (2, 0) ⁺ _n ( 3 ? n ? 12) and ₃ (1, 1) ^- _n ( 4 ? n ? 8). We found there exist six Feshbach resonances for ₃ (2, 0) ^- _n (¹P ^o ) series, four Feshbach resonances for ₃ (1, 1) ⁺ _n (¹P ^o ) series, seven Feshbach resonances for ₃ (2, 0) ⁺ _n (³P ^o ) series, and three Feshbach resonances for ₃ (1, 1) ^- _n (¹P ^o ) series. Received 22 February 2002 Published online 24 September 2002     

On finite element approximation and stabilization methods for compressible viscous flows

This work is devoted to the numerical solution of the Navier–Stokes equations for compressible viscous fluids. Finite element approximations and stabilization techniques are addressed. We present methods to implement discontinuous approximations for the pressure and the density. An upwinding methodology is being investigated which combines the ideas behind the stream line Petrov–Galerkin method and the flux limiter methods aiming to introduce numerical diffusion only where it is necessary.     

Determination of total ammonium-nitrogen and free ammonia in a fermentation medium by sequential injection analysis

Summary Automated methods for the determination of ammonium and ammonia are reviewed, and techniques based on gas diffusion using a semi-permeable membrane were selected for the determination of both total ammonium-nitrogen and free ammonia in fermentation samples. A simple and robust instrument based on sequential injection analysis (SIA) consisting of a piston pump and two selector valves was used. Two different methods of ammonia detection, the Berthelot method and detection using pH-indicators, have been evaluated and compared. The indicator method showed higher reproducibility and the range of determination could easily be adjusted to match the concentrations of the samples. The range of determination could be adjusted from 0.05 mmol/l to 350 mmol/l, depending on choice of acceptor solution. This method has been evaluated with fermentation medium samples and tested on-line in a yeast fermentation process.Dedicated to Professor Dr. Wilhelm Fresenius on the occasion of his 80th birthday     

Aqueous solution and solid state interactions of lanthanide ions with a methacrylic ester polymer bearing pendant 15‐crown‐5 moieties

The interaction between trivalent lanthanide ions and poly(1,4,7,10,13‐pentaoxacyclopentadecan‐2‐yl‐methyl methacrylate), PCR5, in aqueous solution and in the solid state have been studied. In aqueous solution, evidence of a weak interaction between the lanthanides and PCR5 comes from the small red shift of the Ce(III) emission spectra and the slight broadening of the Gd(III) EPR spectra. From the Tb(III) lifetimes in the presence of H₂O and D₂O the loss of one or two water coordinated molecules is confirmed when Tb(III) is bound to PCR5. An association constant of the order of 200 M^?1 was obtained for a 1:1 (lanthanide:15‐crown‐5) complex from the shift of the polymer NMR signals induced by Tb(III). A similar association constant is obtained from the differences of the molar conductivity of Ce(III) solution at various concentrations in presence and absence of PCR5. When Tb(III) is adsorbed on PCR5 membranes, lifetime experiments in H₂O and D₂O confirm the loss of 5 or 6 water coordinated molecules indicating that in solid state the lanthanide(III)‐PCR5 interaction is stronger than in solution. The adsorption of Ce(III) in PCR5 membranes shows a Langmuir type isotherm, from which an equilibrium constant of 39 M^?1 has been calculated. SEM shows that the membrane morphology is not much affected by lanthanide adsorption. Support for lanthanide ion–crown interactions comes from ab initio calculations on 15‐crown‐5/La(III) complex. © 2007 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 45: 1788–1799, 2007