Predictability and model selection in the context of ARCH models

Most of the methods used in the ARCH literature for selecting the appropriate model are based on evaluating the ability of the models to describe the data. An alternative model selection approach is examined based on the evaluation of the predictability of the models in terms of standardized prediction errors. Copyright © 2005 John Wiley & Sons, Ltd.     

Inhomogeneous Voter Models in One Dimension

We establish conditions for survival and extinction of types of one-dimensional voter models, and show that increasing the flip rates at a finite number of sites typically does not affect survival, unless the flipping mechanism is altered. We provide an example of a modified voter model that does not survive but can be made to survive simply by altering the flip mechanism at one site. We also show that a rather general class of such models have clustering behavior.     

Assessment of two‐equation turbulence modelling for high Reynolds number hydrofoil flows

This paper presents an evaluation of the capability of turbulence models available in the commercial CFD code FLUENT 6.0 for their application to hydrofoil turbulent boundary layer separation flow at high Reynolds numbers. Four widely applied two‐equation RANS turbulence models were assessed through comparison with experimental data at Reynolds numbers of 8.284×106 and 1.657×107. They were the standard k–εmodel, the realizable k–εmodel, the standard k–ωmodel and the shear‐stress‐transport (SST) k–ωmodel. It has found that the realizable k–εturbulence model used with enhanced wall functions and near‐wall modelling techniques, consistently provides superior performance in predicting the flow characteristics around the hydrofoil. Copyright © 2004 John Wiley & Sons, Ltd.     

Statistical thermodynamics evaluation of polymer–polymer miscibility

The Simha and Somcynsky (S–S) statistical thermodynamics theory was used to compute the solubility parameters as a function of temperature and pressure [δ = δ(T, P)], for a series of polymer melts. The characteristic scaling parameters required for this task, P*, T*, and V*, were extracted from the pressure–temperature–volume (PVT) data. To determine the potential polymer–polymer miscibility, the dependence of δ versus T (at ambient pressure) was computed for 17 polymers. Close proximity of the δ versus T curves for four miscible polymer pairs: PPE/PS, PS/PVME, and PC/PMMA signaled the usefulness of this approach. It is noteworthy, that the tabulated solubility parameters (derived from the solution data under ambient conditions) propounded the immiscibility of the PVC/PVAc pair. The computed values of δ also suggested miscibility for polymer pairs of unknown miscibility, namely PPE/PVC, PPE/PVAc, and PET/PSF. In recognizing the limitations of the solubility parameter approach (the omission of several thermodynamic contributions), these preliminary results are auspicious because they indicate a new route for estimating the miscibility of any polymeric material at a given temperature and pressure. © 2004 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 42: 2909–2915, 2004     

RSOS Models and Jantzen–Seitz Representations of Hecke Algebras at Roots of Unity

A special family of partitions occurs in two apparently unrelated contexts: the evaluation of one-dimensional configuration sums of certain RSOS models, and the modular representation theory of symmetric groups or their Hecke algebras H_m. We provide an explanation of this coincidence by showing how the irreducible H_m-modules which remain irreducible under restriction to H_{m_1} (Jantzen–Seitz modules) can be determined from the decomposition of a tensor product of representations sl_n.     

Three-dimensional integrable models and associated tangle invariants

In this paper we show that the Boltzmann weights of the three-dimensional Baxter-Bazhanov model give representations of the braid group if some suitable spectral limits are taken. In the trigonometric case we classify all possible spectral limits which produce braid group representations. Furthermore, we prove that for some of them we get cyclotomic invariants of links and for others we obtain tangle invariants generalizing the cyclotomic ones.     

多级制造系统的最优化模型及其应用

多级制造系统是现代制造业的主要加工方式，系统的每一级的加工速度和加工周期是系统设计的主要决策变量，正确确定这两个变量是系统得到优化的主要目标。本文导出了系统优化的基本模型，它包括系统各级的生产时间、等待时间、生产速度、生产成本以及系统的循环时间、总成本、产品利润和利润率等，并给出了一个应用实例。     

Differentiability of the Value Function of Nonclassical Optimal Growth Models

We consider an optimal growth (multi-sector) model with nonconvex technology. Using the Clarke results on generalized gradients, we prove that the value function has left and right derivatives with respect to the initial capital stock, without requiring supermodularity assumptions.     

Computation of confined coflow jets with three turbulence models

A numerical study of confined jets in a cylindrical duct is carried out to examine the performance of two recently proposed turbulence models: an RNG-based K-? model and a realizable Reynolds stress algebraic equation model. The former is of the same form as the standard K-? model but has different model coefficients. The latter uses an explicit quadratic stress-strain relationship to model the turbulent stresses and is capable of ensuring the positivity of each turbulent normal stress. The flow considered involves recirculation with unfixed separation and reatachment points and severe adverse pressure gradients, thereby providing a valuable test of the predictive capability of the models for complex flows. Calculations are performed with a finite volume procedure. Numerical credibility of the solutions is ensured by using second-order-accurate differencing schemes and sufficiently fine grids. Calculations with the standard K-? model are also made for comparison. Detailed comparisons with experiments show that the realizable Reynolds stress algebraic equation model consistently works better than does the standard K-? model in capturing the essential flow features, while the RNG-based K-? model does not seem to give improvements over the standard K-? model under the flow conditions considered.     

Universality in some classical Coulomb systems of restricted dimension

Coulomb systems in which the particles interact through thed-dimensional Coulomb potential but are confined in a flat manifold of dimensiond–1 are considered. The actual Coulomb potential acting is defined by particular boundary conditions involving a characteristic macroscopic distanceW in the direction perpendicular to the manifold: either it is periodic of periodW in that direction, or it vanishes on one ideal conductor wall parallel to the manifold at a distanceW from it, or it vanishes on two parallel walls at a distanceW from each other with the manifold equidistant from them. Under the assumptions that classical equilibrium statistical mechanics is applicable and that the system has the macroscopic properties of a conductor, it is shown that the suitably smoothed charge correlation function is universal, and that the free energy and the grand potential have universal dependences onW (universal means independent of the microscopic detail). The casesd=2 are discussed in detail, and the generic results are checked on an exactly solvable model. The cased=3 of a plane parallel to an ideal conductor is also explicitly worked out.Laboratoire associé au Centre National de la Recherche Scientifique-URA D0063.