Algorithms and Data Structures for Multi-Adaptive Time-Stepping

Multi-adaptive Galerkin methods are extensions of the standard continuous and discontinuous Galerkin methods for the numerical solution of initial value problems for ordinary or partial differential equations. In particular, the multi-adaptive methods allow individual and adaptive time steps to be used for different components or in different regions of space. We present algorithms for efficient multi-adaptive time-stepping, including the recursive construction of time slabs and adaptive time step selection. We also present data structures for efficient storage and interpolation of the multi-adaptive solution. The efficiency of the proposed algorithms and data structures is demonstrated for a series of benchmark problems.Comment: ACM Transactions on Mathematical Software 35(3), 24 pages (2008

Radially resolved simulations of collapsing pebble clouds in protoplanetary discs

We study the collapse of pebble clouds with a statistical model to find the internal structure of comet-sized planetesimals. Pebble-pebble collisions occur during the collapse and the outcome of these collisions affect the resulting structure of the planetesimal. We expand our previous models by allowing the individual pebble sub-clouds to contract at different rates and by including the effect of gas drag on the contraction speed and in energy dissipation. Our results yield comets that are porous pebble-piles with particle sizes varying with depth. In the surface layers there is a mixture of primordial pebbles and pebble fragments. The interior, on the other hand, consists only of primordial pebbles with a narrower size distribution, yielding higher porosity there. Our results imply that the gas in the protoplanetary disc plays an important role in determining the radial distribution of pebble sizes and porosity inside planetesimals.Comment: 10 pages, 6 figures, accepted for publication in MNRAS special issue 'Comets: A new vision after Rosetta and Philae

Henri Temianka Correspondence; (jansson)

This collection contains material pertaining to the life, career, and activities of Henri Temianka, violin virtuoso, conductor, music teacher, and author. Materials include correspondence, concert programs and flyers, music scores, photographs, and books.https://digitalcommons.chapman.edu/temianka_correspondence/3791/thumbnail.jp

Henri Temianka Correspondence; (jansson)

This collection contains material pertaining to the life, career, and activities of Henri Temianka, violin virtuoso, conductor, music teacher, and author. Materials include correspondence, concert programs and flyers, music scores, photographs, and books.https://digitalcommons.chapman.edu/temianka_correspondence/3790/thumbnail.jp

Forecast-based Monetary Policy in Sweden 1992-1998: A View from Within

The use of explicit inflation targets has meant that monetary policy has become more transparent and also easier to evaluate. The analysis in this paper is based on forecasts by Sveriges Riksbank (the central bank of Sweden) on real output and inflation. Our purpose is to separate the effects on the interest-rate instrument from (i) discretionary changes in the rule for monetary policy, and (ii) judgements in forecasting. We first feed the Riksbank´s forecasts into two different simple rules for interest-rate policy. The differences between the interest rates implied by these benchmark rules and the actual policy rate are interpreted as measures of policy shocks. Second, we compare the Riksbank´s forecasts with alternative forecasts. Using a benchmark rule for the setting of the policy rate, we can use the differences between the forecasts to define measures of the effects of the Riksbank´s judgements on its interest-rate policy

Identifying the Effects of Monetary Policy Shocks in an Open Economy

This paper presents estimates of the effects of monetary policy shocks on the Swedish economy. A theoretical model of an open economy is used to identify a structural VAR model. The empirical results from the identified VAR model are compared with two less structural approaches for identification of monetary policy shocks. The first assumes that shocks can be measured as deviations from a forward looking interest rate rule, estimated using Sveriges Riksbank's (Swedish central bank) own forecasts. The second approach focuses on the effects of narrative monetary policy shocks as given by devaluations of the Swedish currency. We find that plausible theoretical restrictions often result in price puzzles. Although conventional results obtain with certain theoretical restrictions imposed on the VAR, another way to achieve this is by using external information about large policy shocks. Thus, we find that the effects of some devaluations are consistent with the conventional wisdom about the effects of monetary policy shock

Ultrasonic benchmarking with UTdefect

UTDefect is a program for simulation of ultrasonic testing with emphasis on applications within the nuclear power industry. The entire testing process, including the ultrasonic transmitter, the receiver, and scattering from various types of defects of simple shape, is modelled. The basic idea behind UTDefect is to use solutions to the elastodynamic wave equation that are esentially exact. For the 2009 benchmark problems the results obtained from UTDefect are in most cases in fairly good agreement with the experimental data from CEA. © 2010 American Institute of Physics

U.S. Humanitarian Demining Research and Development Program (HD R&D)

The anti-tank mine threat on access roads in eastern Angola is the greatest impediment to infrastructural rehabilitation, economic recovery and social development in that area. The authors discuss the method and equipment used by DanChurchAid to verify and clear roads in Moxico and Lunda Sul provinces

How Useful are Simple Rules for Monetary Policy? The Swedish Experience

Monetary policy is often analysed in terms of simple rules. Such rules may be useful for many purposes, even when they do not describe the actual monetary policy strategy exactly. This paper compares monetary policy in Sweden during the inflation-targeting regime 19932002 with the policies implied by certain simple instrument rules. Calibrated rules that are commonly used in theoretical analyses do not provide good approximations of Sveriges Riksbanks (the central bank of Sweden) policy, whereas rules with reaction coefficients that have been estimated using the banks own (realtime forecasts do capture policy behaviour quite well. There are different forecastbased rules including different arguments and forecast horizons that describe monetary policy about equally well. A close reading of various policy documents, e.g., Inflation Reports, minutes from the banks Executive Board meetings, and speeches, shows that large deviations from the simple rules are associated with factors that are usually neglected in theoretical models of monetary policy. Examples of such factors are concerns for credibility and uncertainties about various economic relationships