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Generalized Version (generalized + version)

Distribution by Scientific Domains

Mathematics and Statistics	50%
Business, Economics, Finance and Accounting	16%

Selected Abstracts

Migration velocity analysis for tilted transversely isotropic media

GEOPHYSICAL PROSPECTING, Issue 1 2009
Laxmidhar Behera
ABSTRACT Tilted transversely isotropic formations cause serious imaging distortions in active tectonic areas (e.g., fold-and-thrust belts) and in subsalt exploration. Here, we introduce a methodology for P-wave prestack depth imaging in tilted transversely isotropic media that properly accounts for the tilt of the symmetry axis as well as for spatial velocity variations. For purposes of migration velocity analysis, the model is divided into blocks with constant values of the anisotropy parameters , and , and linearly varying symmetry-direction velocity VP0 controlled by the vertical (kz) and lateral (kx) gradients. Since determination of tilt from P-wave data is generally unstable, the symmetry axis is kept orthogonal to the reflectors in all trial velocity models. It is also assumed that the velocity VP0 is either known at the top of each block or remains continuous in the vertical direction. The velocity analysis algorithm estimates the velocity gradients kz and kx and the anisotropy parameters , and , in the layer-stripping mode using a generalized version of the method introduced by Sarkar and Tsvankin for factorized transverse isotropy with a vertical symmetry axis. Synthetic tests for several models typical in exploration (a syncline, uptilted shale layers near a salt dome and a bending shale layer) confirm that if the symmetry-axis direction is fixed and VP0 is known, the parameters kz, kx, , and , can be resolved from reflection data. It should be emphasized that estimation of , in tilted transversely isotropic media requires using nonhyperbolic moveout for long offsets reaching at least twice the reflector depth. We also demonstrate that application of processing algorithms designed for a vertical symmetry axis to data from tilted transversely isotropic media may lead to significant misfocusing of reflectors and errors in parameter estimation, even when the tilt is moderate (30°). The ability of our velocity analysis algorithm to separate the anisotropy parameters from the velocity gradients can be also used in lithology discrimination and geologic interpretation of seismic data in complex areas. [source]

A destructuration theory and its application to SANICLAY model

INTERNATIONAL JOURNAL FOR NUMERICAL AND ANALYTICAL METHODS IN GEOMECHANICS, Issue 10 2010
Mahdi Taiebat
Abstract Many natural clays have an undisturbed shear strength in excess of the remoulded strength. Destructuration modeling provides a means to account for such sensitivity in a constitutive model. This paper extends the SANICLAY model to include destructuration. Two distinct types of destructuration are considered: isotropic and frictional. The former is a concept already presented in relation to other models and in essence constitutes a mechanism of isotropic softening of the yield surface with destructuration. The latter refers to the reduction of the critical stress ratio reflecting the effect of destructuration on the friction angle, and is believed to be a novel proposition. Both the types depend on a measure of destructuration rate expressed in terms of combined plastic volumetric and deviatoric strain rates. The SANICLAY model itself is generalized from its previous form by additional dependence of the yield surface on the third isotropic stress invariant. Such a generalization allows to obtain as particular cases simplified model versions of lower complexity including one with a single surface and associative flow rule, by simply setting accordingly parameters of the generalized version. A detailed calibration procedure of the relatively few model constants is presented, and the performance of three versions of the model, in descending order of complexity, is validated by comparison of simulations to various data for oedometric consolidation followed by triaxial undrained compression and extension tests on two structured clays. Copyright © 2009 John Wiley & Sons, Ltd. [source]

International Pricing in a Generalized Model of Ideal Variety

JOURNAL OF MONEY, CREDIT AND BANKING, Issue 2009
DAVID HUMMELS
Lancaster ideal variety; price to market We examine international markups and pricing in a generalized version of an "ideal variety" model. In this model, entry causes crowding in variety space, so that the marginal utility of new varieties falls as market size grows. Crowding is partially offset by income effects, as richer consumers will pay more for varieties closer matched to their ideal types. We show theoretically and confirm empirically that declining marginal utility of new varieties results in: a higher own-price elasticity of demand (and lower prices) in large countries and a lower own-price elasticity of demand (and higher prices) in rich countries. The model is also useful for generating facts from the literature regarding cross-country differences in the rate of variety expansion. [source]

Spanning the flow regimes: Generic fluidized-bed reactor model

AICHE JOURNAL, Issue 7 2003
I. A. Abba
Probabilistic averaging is used to model fluidized-bed reactors across the three fluidlization flow regimes most commonly encountered in industry (bubbling, turbulent, and fast fluidization), extending earlier work, which introduced this approach to bridge the bubbling and turbulent regimes of fluidization. In extending this concept to the fast fluidization regime, the probabilities of being in each of the three regimes are represented as probability density functions derived from regime boundary transition data. The three regime-specific models,a generalized version of a two-phase bubbling bed model at low gas velocities, a dispersed flow model for turbulent beds at intermediate velocities, and a generalized version of a core-annulus model at higher velocities,are employed, leading to improved predictions compared with any of the individual models, while avoiding discontinuities at the regime boundaries. Predictions from the new integrated model are in good agreement with available ozone decomposition data over the full range of applicability covered elsewhere. [source]

Multiple Constraints and Hicksian Complementarity: A Generalization and an Application to Portfolio Choice

METROECONOMICA, Issue 1 2003
Christian E. WeberArticle first published online: 19 MAR 200
Ian Steedman (Consumption Takes Time: Implications for Economic Theory, Routledge, London, 2001) has shown, among other things, that when a household chooses amounts of time to allocate to competing consumption activities subject to both a money income constraint and a time constraint, at least two consumption activities must have at least one compensated complement each. This paper generalizes Steedman's result in several directions and uses the generalized version to study compensated complementarity among state,dependent consumption levels and asset purchases in a model of portfolio choice under uncertainty. [source]

The facility location problem with general cost functions

NETWORKS: AN INTERNATIONAL JOURNAL, Issue 1 2003
M. T. Hajiaghayi
Abstract In this paper, we introduce a generalized version of the facility location problem in which the facility cost is a function of the number of clients assigned to the facility. We focus on the case of concave facility cost functions. We observe that this problem can be reduced to the uncapacitated facility location problem. We analyze a natural greedy algorithm for this problem and show that its approximation factor is at most 1.861. We also consider several generalizations and variants of this problem. © 2003 Wiley Periodicals, Inc. [source]

Asymptotics in Knuth's parking problem for caravans,

RANDOM STRUCTURES AND ALGORITHMS, Issue 1 2006
Jean Bertoin
Abstract We consider a generalized version of Knuth's parking problem, in which caravans consisting of a random number of cars arrive at random on the unit circle. Then each car turns clockwise until it finds a free space to park. Extending a recent work by Chassaing and Louchard Random Struct Algor 21(1) (2002), 76,119, we relate the asymptotics for the sizes of blocks formed by occupied spots with the dynamics of the additive coalescent. According to the behavior of the caravans' size tail distribution, several qualitatively different versions of the eternal additive coalescent are involved. © 2005 Wiley Periodicals, Inc. Random Struct. Alg., 2006 [source]

On testing for multivariate ARCH effects in vector time series models

THE CANADIAN JOURNAL OF STATISTICS, Issue 3 2003
Pierre Duchesne
Abstract Using a spectral approach, the authors propose tests to detect multivariate ARCH effects in the residuals from a multivariate regression model. The tests are based on a comparison, via a quadratic norm, between the uniform density and a kernel-based spectral density estimator of the squared residuals and cross products of residuals. The proposed tests are consistent under an arbitrary fixed alternative. The authors present a new application of the test due to Hosking (1980) which is seen to be a special case of their approach involving the truncated uniform kernel. However, they typically obtain more powerful procedures when using a different weighting. The authors consider especially the procedure of Robinson (1991) for choosing the smoothing parameter of the spectral density estimator. They also introduce a generalized version of the test for ARCH effects due to Ling & Li (1997). They investigate the finite-sample performance of their tests and compare them to existing tests including those of Ling & Li (1997) and the residual-based diagnostics of Tse (2002).Finally, they present a financial application. Adoptant une approche spectrale, les auteurs proposent des tests permettant de détecter des effets ARCH multivariés dans les résidus d'un modèle de régression multivarié. Leurs tests reposent sur une comparaison en norme quadratique de la densité spectrale uniforme et d'un estimateur à noyau de la densité spectrale des résidus carrés et des produits croisés des résidus. Ces tests sont convergents sous une contre-hypothèse fixe quelconque. Les auteurs présentent une nouvelle application du test de Hosking (1980) qui correspond dans leur approche au choix particulier d'un noyau uniforme tronqué. Cependant, l'emploi d'autres pondérations leur permet d'obtenir des test encore plus puissants. Les auteurs étudient notamment la procédure de Robinson (1991) pour le choix du paramètre de lissage de l'estimateur de la densité spectrale. Os proposent aussi une version généralisée du test pour effets ARCH de Ling & Li (1997). Ils examinent le comportement de leurs tests dans de petits échantillons par voie de simulation et les comparent aux tests de Ling & Li (1997) et aux diagnostiques de Tse (2002) fondés sur les résidus, us présentent en outre une application financière. [source]

Generalized MPLS-based distributed control architecture for automatically switched transport networks

BELL LABS TECHNICAL JOURNAL, Issue 1 2001
Yangguang Xu
Current circuit-switched transport networks, such as plesiochronous digital hierarchy (PDH) and synchronous optical network/synchronous digital hierarchy (SONET/SDH), have traditionally used centralized network management for connection control. To facilitate the value-added capabilities of today's networks,such as the rapid provisioning of services, dynamic setup of bandwidth requests, and fast mesh-based restoration,distributed connection control using signaling protocols has quickly gained industry momentum. Efforts have been initiated in various standards bodies to define the automatically switched transport network (ASTN). Although many architectural choices are now available, this paper describes a distributed control plane architecture that can be applied to various circuit-switching technologies and different network applications. This architecture adopts the concept of a generalized version of multiprotocol label switching (MPLS), which extends and modifies MPLS and other protocols on the Internet to make them applicable to various transport networks and also facilitates optical data networking. Four major functional components are incorporated in this architecture: element-level resource discovery, state information dissemination, path selection, and path control modules. Using these concepts, the transport network can be viewed as a virtual nonblocking, reconfigurable backplane of different network clients. This view represents a radical departure from the traditional data networking view of transport networks as providing fixed pipes and will have a dramatic impact on future network interworking and end-to-end traffic engineering (TE). [source]

Variable Selection for Marginal Longitudinal Generalized Linear Models

BIOMETRICS, Issue 2 2005
Eva Cantoni
Summary Variable selection is an essential part of any statistical analysis and yet has been somewhat neglected in the context of longitudinal data analysis. In this article, we propose a generalized version of Mallows's Cp (GCp) suitable for use with both parametric and nonparametric models. GCp provides an estimate of a measure of model's adequacy for prediction. We examine its performance with popular marginal longitudinal models (fitted using GEE) and contrast results with what is typically done in practice: variable selection based on Wald-type or score-type tests. An application to real data further demonstrates the merits of our approach while at the same time emphasizing some important robust features inherent to GCp. [source]

Fixation for distributed clustering processes

COMMUNICATIONS ON PURE & APPLIED MATHEMATICS, Issue 7 2010
M. R. Hilário
We study a discrete-time resource flow in \input amssym ${\Bbb Z}^d $ where wealthier vertices attract the resources of their less rich neighbors. For any translation-invariant probability distribution of initial resource quantities, we prove that the flow at each vertex terminates after finitely many steps. This answers (a generalized version of) a question posed by van den Berg and Meester in 1991. The proof uses the mass transport principle and extends to other graphs. © 2010 Wiley Periodicals, Inc. [source]

Mod 2 degree and a generalized No Retraction Theorem

MATHEMATISCHE NACHRICHTEN, Issue 5-6 2006
Ethan D. Bloch
Abstract We provide elementary proofs of generalized versions of the No Retraction Theorem and Sperner's Lemma, and a simple definition of mod 2 degree of certain maps. (© 2006 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim) [source]