Solutions of large-scale electromagnetics problems involving dielectric objects with the parallel multilevel fast multipole algorithm

Fast and accurate solutions of large-scale electromagnetics problems involving homogeneous dielectric objects are considered. Problems are formulated with the electric and magnetic current combined-field integral equation and discretized with the Rao-Wilton-Glisson functions. Solutions are performed iteratively by using the multi-level fast multipole algorithm (MLFMA). For the solution of large-scale problems discretized with millions of unknowns, MLFMA is parallelized on distributed-memory architectures using a rigorous technique, namely, the hierarchical partitioning strategy. Efficiency and accuracy of the developed implementation are demonstrated on very large problems involving as many as 100 million unknowns

The efficient market hypothesis revisited: Some evidence from the Istanbul Stock Exchange

This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.This thesis seeks to address three important issues relating to the efficient functioning of the Istanbul Stock Exchange. In particular the thesis seeks to answer the following questions 1. What makes markets informationally efficient or inefficient? 2. Has increased stock market volatility had an impact on the equity risk premium and the cost of equity capital to firms? and 3. How is it possible to reconcile the view that markets are weak form efficient and technical analysis is a pervasive activity in such markets? Unlike previous studies, this thesis seeks to examine the issue of efficiency when institutional features specific to the market under investigation are taken into account. Specifically, the thesis adopts a testing methodology which enables us to recognize possible non-linear behaviour, thin trading and institutional changes in testing market efficiency. The results from this investigation show that informationally efficient markets are brought about by improving liquidity, ensuring that investors have access to high quality and reliable information and minimising the institutional restrictions on trading. In addition, the results suggest that emerging markets may initially be characterised as inefficient but over time, with the right regulatory framework, will develop into efficient and effective markets. The second important issue to be examined in this thesis concerns the impact of regulatory changes on market volatility and the cost of equity capital to firms. It is not sufficient to simply examine whether volatility has increased following a fmancial market innovation such as changes in regulation. Rather, it is necessary to investigate why volatility has changed, if it has changed, and the impact of such a change on the equity risk premium and the cost of equity capital to firms. Only then can inferences be drawn about the desirability or otherwise of innovations which bring about increases in volatility. Surprisingly, these issues have not been addressed in the literature. The evidence presented here suggests that the innovations which have taken place in the ISE have increased volatility, but also improved the pricing efficiency of the market and reduced the cost of equity capital to firms. Finally, the thesis tries to identify the conditions under which weak-form efficiency is consistent with technical analysis. It is shown that this paradox can be explained if adjustments to information are not immediate, such that market statistics, in particular statistics on trading volume contain information not impounded in current prices. In this context technical analysis on volume can be viewed as part of the process by which traders learn about fundamentals. Therefore, the thesis investigates the issue whether studying the joint dynamics of stock prices and trading volume can be used to predict weakly efficient stock prices. In summary, the findings of this thesis will be of interest to international investors, stock market regulators, firms raising funds from stock markets and participants in emerging capital markets in general. The implication of the results presented here is that informational efficient emerging markets are brought about by improving liquidity, ensuring that investors have access to high quality and reliable information and minimising the institutional restrictions on trading. In addition, the evolution in the regulatory framework of, and knowledge and awareness of investors in, emerging markets may mean that they will initially be characterised by inefficiency, but over time will develop into informational efficient and effectively functioning markets which allocate resources efficiently. In addition, the results of this thesis have important implications, for emerging markets in general, in identifying the regulatory framework that will achieve efficient pricing and a reduction in the cost of equity capital to firms operating in the economy.Marmara Universit

The social organisation of watching television :a conversation analytic investigation of assessments in TV audience interaction

PhD ThesisWatching television has long been a central part of the daily lives of many people, families and groups all around the world. For example, recent statistics indicate that the average time spent on TV watching in the US is 2.8 hours per day. In the national context of this study – Turkey – the figure is as high as 4.1 hours per day. Most TV watching takes place in households where people watch TV together with their family or friends. Even though it occupies a considerable amount of time in people’s lives, how people watch TV together as a social activity still remains underresearched. This study examines the social practices performed by an audience (a group of Turkish females) while they are watching a reality TV show (marriage show) together, by examining (1) how they organize their talk during TV watching, and (2) what social and cultural practices are achieved through this activity. The study employs the methodologies of conversation analysis (CA) and membership categorization analysis (MCA) to the examination of video-recordings of people watching a reality TV show. Analysis of the recordings reveal that one of the most common social actions performed by this specific audience group is making ‘assessments’, relevant to what is being watched. As such, the main focus of analysis is placed on how assessments are produced and sequentially positioned, in addition to explicating the social and cultural functions of doing assessments during social TV watching. A fine-detailed analysis of the production and the organisation of assessments during TV watching contributes to our understanding of the organisation of ‘continuing states of incipient talk’ (CSIT) which has been given little consideration in previous literature. By examining the issues relevant to sequential positioning and response relevance in assessment sequences during TV watching, this study provides insights into the organisation of CSIT while at the same time emphasizing the importance of the activity type that people are engaged in while examining organisation of talk. This study also has significant implications for adopting micro-analytic research in media audience studies. By examining the actual video-recordings of TV watching, this study demonstrates (1) how people constitute themselves as a social group who has a shared understanding of the world, and (2) how cultural norms and expectations are co-constructed and perpetuated through social TV watching.Turkish Ministry of Educatio

Contamination of the Accuracy of the Combined-Field Integral Equation with the Discretization Error of the Magnetic-Field Integral Equation

Cataloged from PDF version of article.We investigate the accuracy of the combined-field integral equation (CFIE) discretized with the Rao-Wilton-Glisson (RWG) basis functions for the solution of scattering and radiation problems involving three-dimensional conducting objects. Such a low-order discretization with the RWG functions renders the two components of CFIE, i.e., the electric-field integral equation (EFIE) and the magnetic-field integral equation (MFIE), incompatible, mainly because of the excessive discretization error of MFIE. Solutions obtained with CFIE are contaminated with the MFIE inaccuracy, and CFIE is also incompatible with EFIE and MFIE. We show that, in an iterative solution, the minimization of the residual error for CFIE involves a breakpoint, where a further reduction of the residual error does not improve the solution in terms of compatibility with EFIE, which provides a more accurate reference solution. This breakpoint corresponds to the last useful iteration, where the accuracy of CFIE is saturated and a further reduction of the residual error is practically unnecessary

Singularity of the magnetic-field integral equation and its extraction

Cataloged from PDF version of article.In the solution of the magnetic-field integral equation (MFIE) by the method of moments (MOM) on planar triangulations, singularities arise both in the inner integrals on the basis functions and also in the outer integrals on the testing functions. A singularity-extraction method is introduced for the efficient and accurate computation of the outer integrals, similar to the way inner-integral singularities are handled. In addition, various formulations of the MFIE and the electric-field integral equation are compared, along with their associated restrictions

Efficient Solution of the Electric-Field Integral Equation Using the Iterative LSQR Algorithm

Cataloged from PDF version of article.In this letter, we consider iterative solutions of the three-dimensional electromagnetic scattering problems formulated by surface integral equations. We show that solutions of the electric-field integral equation (EFIE) can be improved by employing an iterative least-squares QR (LSQR) algorithm. Compared to many other Krylov subspace methods, LSQR provides faster convergence and it becomes an alternative choice to the time-efficient no-restart generalized minimal residual (GMRES) algorithm that requires large amounts of memory. Improvements obtained with the LSQR algorithm become significant for the solution of large-scale problems involving open surfaces that must be formulated using EFIE, which leads to matrix equations that are usually difficult to solve iteratively, even when the matrix-vector multiplications are accelerated via the multilevel fast multipole algorithm

Accurate Solutions of Extremely Large Integral-Equation Problems in Computational Electromagnetics

Cataloged from PDF version of article.Accurate simulations of real-life electromagnetics problems with integral equations require the solution of dense matrix equations involving millions of unknowns. Solutions of these extremely large problems cannot be achieved easily, even when using the most powerful computers with state-of-the-art technology. However, with the multilevel fast multipole algorithm (MLFMA) and parallel MLFMA, we have been able to obtain full-wave solutions of scattering problems discretized with hundreds of millions of unknowns. Some of the complicated real-life problems (such as scattering from a realistic aircraft) involve geometries that are larger than 1000 wavelengths. Accurate solutions of such problems can be used as benchmarking data for many purposes and even as reference data for high-frequency techniques. Solutions of extremely large canonical benchmark problems involving sphere and National Aeronautics and Space Administration (NASA) Almond geometries are presented, in addition to the solution of complicated objects, such as the Flamme. The parallel implementation is also extended to solve very large dielectric problems, such as dielectric lenses and photonic crystals. © 1963-2012 IEEE

Comparison of integral-equation formulations for the fast and accurate solution of scattering problems involving dielectric objects with the multilevel fast multipole algorithm

Cataloged from PDF version of article.We consider fast and accurate solutions of scattering problems involving increasingly large dielectric objects formulated by surface integral equations. We compare various formulations when the objects are discretized with Rao-Wilton-Glisson functions, and the resulting matrix equations are solved iteratively by employing the multilevel fast multipole algorithm (MLFMA). For large problems, we show that a combined-field formulation, namely, the electric and magnetic current combined-field integral equation (JMCFIE), requires fewer iterations than other formulations within the context of MLFMA. In addition to its efficiency, JMCFIE is also more accurate than the normal formulations and becomes preferable, especially when the problems cannot be solved easily with the tangential formulations

A Hierarchical Partitioning Strategy for an Efficient Parallelization of the Multilevel Fast Multipole Algorithm

Cataloged from PDF version of article.We present a novel hierarchical partitioning strategy for the efficient parallelization of the multilevel fast multipole algorithm (MLFMA) on distributed-memory architectures to solve large-scale problems in electromagnetics. Unlike previous parallelization techniques, the tree structure of MLFMA is distributed among processors by partitioning both clusters and samples of fields at each level. Due to the improved load-balancing, the hierarchical strategy offers a higher parallelization efficiency than previous approaches, especially when the number of processors is large. We demonstrate the improved efficiency on scattering problems discretized with millions of unknowns. In addition, we present the effectiveness of our algorithm by solving very large scattering problems involving a conducting sphere of radius 210 wavelengths and a complicated real-life target with a maximum dimension of 880 wavelengths. Both of the objects are discretized with more than 200 million unknowns