Mathematical Model

We use an agent-based approach to model trading behaviour in high-frequency markets. This study focuses on the Foreign Exchange (FX) market. The initial part of this study is to observe the micro-behaviour of traders to define the stylized facts of their trading activities. This is performed using a high- frequency dataset of anonymised individual traders' historical transactions on an account

Effect of Porosity on the Capacity Fade of a Lithium-Ion Battery. [Journal of The Electrochemical Society 151, A1104 (2004)]. Godfrey Sikha, Branko N. Popov, Ralph E. White. Abstract. ... In this model these values are measured from a commercial Sony US 18650 cell. ...

The aim of this paper is to design the mathematical model of groundwater flow. Groundwater is not static, it flows in an aquifer and its flow can be described using partial differential equation and associated initial-boundary conditions. The work considered three dimensional steady state groundwater flows. Then the model of groundwater flow in discharging an aquifer at a well and the flow of water under a dam solved using the Laplace homotopy perturbation method, the paper focused on groundwater flow under a dam and in discharging an aquifer at a well. 
, , Dupuit assumptions, Partial differential equation, Laplace transform, Homotopy perturbation method.

This paper presents an obstacle detection and avoidance of mobile robot using stereo camera for indoor environment. Block matching algorithm is solved the correspondence problem occurred in comparing stereo images (left and right sensors of the camera). The algorithm uses Sum of Absolute Differences (SAD). Left image works as a reference block to the right image and the output is disparity mapping or depth maps with the left coordinate system. A pair of camera or stereo vision baseline is based on horizontal configuration. The block matching technique is briefly described with the performance of its output. The curve fitting tool would determine the range of each obstacle detected in disparity mapping. The programming activities are using Matlab software starting from capturing images until navigation of mobile robot.

A relationship between the leakage current and wind velocity, which is the first of its kind, has been proposed in this paper. This relationship has been derived based on Dimensional Analysis technique. The proposed relationship has been applied for prediction of leakage current in the 275 kV insulators of YTL (Yeoh Tiong Lay) Power Station, which situated at the coast of South China Sea, Terrengannu, Malaysia. The calculated results were compared with the measured leakage current data. There was an excellent concordance between the experimental results and those calculated from the mathematical model.

MODELLING STUDY FOR CHARACTERIZING AND PREDICTING URBAN AIR POLLUTION Gregorio Andria, Giuseppe Cavone, Anna ML Lanzolla, Alessandro Rubino Department of Electrics and Electronics (DEE) – Politecnico di Bari Viale del Turismo 8, 74100 Taranto ...

Snowflakes and silicate mushes are two examples of the terrestrial regimes that may be characterized as partially solidified systems. Change of phase in clouds and magma chambers as well as in the earth's mantle and core introduces a variety of phenomena to challenge both the mathematical modeler and the experimentalist intent upon understanding the nature of such processes. Paralleling the efforts of researchers in the natural sciences, metallurgists and materials scientists have extensively investigated solidification in alloy melts to discover the controlling mechanisms for undesirable behavior such as melt segregation, freckling (Figure 1), and crystal dislocation. Unfortunately, most of the studies, whether in the geosciences or in material sciences, have focused on highly specialized problems with little or no attempt at generalizing the results or methods to other physical systems. During May 12-16, 1986, at the Stanford University Conference Center at Fallen Leaf Lake, ...

Growth kinetics of Thiobacillus ferrooxidans in batch cultures, containing prills of elementary sulfur as the sole energy source, were studied by measuring the incorporation of radioactive phosphorus in free and adsorbed bacteria. The data obtained indicate an initial exponential growth of the attached bacteria until saturation of the susceptible surface was reached, followed by a linear release of free bacteria due to successive replication of a constant number of adsorbed bacteria. These adsorbed bacteria could continue replication provided the colonized prills were transferred to fresh medium each time the stationary phase was reached. The bacteria released from the prills were unable to multiply, and in the medium employed they lost viability with a half-life of 3.5 days. The spreading of the progeny on the surface was followed by staining the bacteria on the prills with crystal violet; this spreading was not uniform but seemed to proceed through distortions present in the surfa...

Imaging techniques for geophysic prospection of sea bottom are extremely demanding in terms of mathematical methods and computational resources (8). This is because the measurements are going deeper than before, thus making the structures identification a hard task, a nd the datasets to be com- puted huge. Besides, the current trend is to analyze the images in three dimensions (3D) (4), adding an extra difficulty to the process. Currently, the prospection process is h ighly automatized by computer programs, where these programs not only implement and solve the mathematical model, but also carry the burden of the datasets manipulation, particularly in pre and post proces sing. All of these demands (complex mathematical models to be solved and huge datasets to be manipulated) lead us to high per- formance computing (HPC) environments, which are mainly available by supercomputers composed by thousands of computational nodes, thus efficient parallelization of those c omputer programs is...

Lead-210 assay and dating are subject to several sources of error, including natural variation, the statistical nature of measuring radioactivity, and estimation of the supported fraction. These measurable errors are considered in calculating confidence intervals for 210Pb dates. Several sources of error, including the effect of blunders or misapplication of the mathematical model, are not included in the quantitative analysis.

Abstract: The patient submitted to artificial ventilation generally is connected to a high impedance flow source with controlled respiratory cycles to assure volume requirements or to a low impedance pressure source with spontaneous cycles to allow synchronization between his effort and system flow delivery. These two types of cycles represent the initial and final stages of artificial ventilation. The patient who needs a volume guarantee and at the same time presents unstable or insufficient inspiratory effort is difficult to manage with assisted cycles which are analogous to the controlled presence of a high impedance flow source. This paper presents a new approach where the respiratory cycles are obtained by the combination of flow and pressure sources using mathematical modeling. These cycles, named volume assisted pressure supported (VAPS) cycles, are compared with conventional assisted cycles showing a decrease in the patient work of breathing (WOB) during assisted ventilation. The theoretical results have been confirmed by clinical trials.

This paper describes the methodologies adopted and the results obtained in assessing the groundwater resources of Metro Manila and Metro Cebu. Also some early and recent studies on the aquifer systems in the two metropolis are presented to draw some comparisons on the assessment and data acquisition methods and identify some gaps involved and the improvements needed. Some of the indicators used in assessing groundwater potential and associated problems include storage coefficient, transmissivity, safe yield, and salt water intrusion. The complex and expensive nature of actual field monitoring and analysis has encouraged the use of mathematical models in this study. Specifically, models adopted by NHRC and JICA were used and their respective capabilities, data requirements and modeling results for water balance are described. Although the two models have specific inputs unique to each model and the NHRC model used secondary 9 year data (i.e. 1982-1990) while JICA used one-year actual...