Deep drawing simulation of Tailored Blanks

Tailored blanks are increasingly used in the automotive industry. A tailored blank consists of different metal parts, which are joined by a welding process. These metal parts usually have different material properties. Hence, the main advantage of using a tailored blank is to provide the right material properties at specific parts of the blank. The movement of the weld during forming is extremely important. Unwanted weld displacement can cause damage to both the product and the tool. This depends mainly on the original weld position and the process parameters. However experimental determination of the optimum weld position is quite expensive. Therefore a numerical tool has been developed for simulations of tailored blank forming. The Finite Element Code Dieka is used for the deep drawing simulations of some geometrically simple products. The results have been validated by comparing them with experimental data and show a satisfactory correlation

Properties of generalized univariate hypergeometric functions

Based on Spiridonov's analysis of elliptic generalizations of the Gauss hypergeometric function, we develop a common framework for 7-parameter families of generalized elliptic, hyperbolic and trigonometric univariate hypergeometric functions. In each case we derive the symmetries of the generalized hypergeometric function under the Weyl group of type E_7 (elliptic, hyperbolic) and of type E_6 (trigonometric) using the appropriate versions of the Nassrallah-Rahman beta integral, and we derive contiguous relations using fundamental addition formulas for theta and sine functions. The top level degenerations of the hyperbolic and trigonometric hypergeometric functions are identified with Ruijsenaars' relativistic hypergeometric function and the Askey-Wilson function, respectively. We show that the degeneration process yields various new and known identities for hyperbolic and trigonometric special functions. We also describe an intimate connection between the hyperbolic and trigonometric theory, which yields an expression of the hyperbolic hypergeometric function as an explicit bilinear sum in trigonometric hypergeometric functions.Comment: 46 page

The pricing behaviour of firms in the euro area : new survey evidence

This study investigates the pricing behaviour of firms in the euro area on the basis of surveys conducted by nine Eurosystem national central banks. Overall, more than 11,000 firms participated in the survey. The results are very robust across countries. Firms operate in monopolistically competitive markets, where prices are mostly set following mark-up rules and where price discrimination is a common practice. Our evidence suggests that both time- and state-dependent pricing strategies are applied by firms in the euro area: around one-third of the companies follow mainly time-dependent pricing rules while two-thirds use pricing rules with some element of state-dependence. Although the majority of firms take into account a wide range of information, including past and expected economic developments, about one-third adopts a purely backward-looking behaviour. The pattern of results lends support to the recent wave of estimations of hybrid versions of the New Keynesian Phillips Curve. Price stickiness arises both at the stage when firms review their prices and again when they actually change prices. The most relevant factors underlying price rigidity are customer relationships - as expressed in the theories about explicit and implicit contracts - and thus, are mainly found at the price changing (second) stage of the price adjustment process. Finally, we provide evidence that firms adjust prices asymmetrically in response to shocks, depending on the direction of the adjustment and the source of the shock: while cost shocks have a greater impact when prices have to be raised than when they have to be reduced, reductions in demand are more likely to induce a price change than increases in demand.price setting, nominal rigidity, real rigidity, inflation persistence, survey data.

The Pricing Behaviour of Firms in the Euro Area: New Survey Evidence

This study investigates the pricing behaviour of firms in the euro area on the basis of surveys conducted by nine Eurosystem national central banks. Overall, more than 11,000 firms participated in the survey. The results are very robust across countries. Firms operate in monopolistically competitive markets, where prices are mostly set following mark-up rules and where price discrimination is a common practice. Our evidence suggests that both time- and state-dependent pricing strategies are applied by firms in the euro area: around one-third of the companies follow mainly time-dependent pricing rules while two-thirds use pricing rules with some element of state-dependence. Although the majority of firms take into account a wide range of information, including past and expected economic developments, about one-third adopts a purely backward-looking behaviour. The pattern of results lends support to the recent wave of estimations of hybrid versions of the New Keynesian Phillips Curve. Price stickiness arises both at the stage when firms review their prices and again when they actually change prices. The most relevant factors underlying price rigidity are customer relationships – as expressed in the theories about explicit and implicit contracts – and thus, are mainly found at the price changing (second) stage of the price adjustment process. Finally, we provide evidence that firms adjust prices asymmetrically in response to shocks, depending on the direction of the adjustment and the source of the shock: while cost shocks have a greater impact when prices have to be raised than when they have to be reduced, reductions in demand are more likely to induce a price change than increases in demand.

Parameters in collective decision making models: estimation and sensitivity

Simulation models for collective decision making are based on theoretical and empirical insight in the decision making process, but still contain a number of parameters of which the values are determined ad hoc. For the dynamic access model, some of such parameters are discussed, and it is proposed to extend the utility functions with a random term of which the variance also is an unknown parameter. These parameters can be estimated by fitting model predictions to data, where the predictions can refer to decision outcomes but also to network structure generated as a part of the decision making process. Given the stochastic nature of the model, this parameter estimation can be carried out with the Robbins Monro process. Such fitting is not completely straightforward: statistics must be chosen on which to base the parameter estimation, it is not certain a priori that there will be a solution to the estimating equation and that the Robbins Monro process will converge. The method is illustrated with data from the financial restructuring of a large company.Les modèles de simulation des processus de formation de décisions collectives sont fondés sur des aperçus théoriques et empiriques du processus de décision mais contiennent des paramètres dont les valeurs sont déterminées ad hoc. Certains de ces paramètres, du modèle d'accès dynamique sont discutés et il est proposé de compléter la fonction d'utilité par un terme aléatoire dont la variance serait un paramètre inconnu. Ces paramètres peuvent être estimés en confrontant aux données les prévisions du modèle qui peuvent être des décisions mais aussi des structures relationnelles générées comme un élément du processus de prise de décision. Etant donné la nature stochastique du modèle, l'estimation de ces paramètres peut être obtenue par l'algorithme de Robins Monro. Cet ajustement n'est pas absolument direct. Il faut choisir les statistiques sur lesquelles se fonde l'estimation des paramètres. Il n'est pas certain a priori que l'équation d'estimation admette une solution et que l'algorithme de Robins Monro converge. La méthode est illustrée par des données concernant la restructuration financière d'une grande société

Coideal Quantum Affine Algebra and Boundary Scattering of the Deformed Hubbard Chain

We consider boundary scattering for a semi-infinite one-dimensional deformed Hubbard chain with boundary conditions of the same type as for the Y=0 giant graviton in the AdS/CFT correspondence. We show that the recently constructed quantum affine algebra of the deformed Hubbard chain has a coideal subalgebra which is consistent with the reflection (boundary Yang-Baxter) equation. We derive the corresponding reflection matrix and furthermore show that the aforementioned algebra in the rational limit specializes to the (generalized) twisted Yangian of the Y=0 giant graviton.Comment: 21 page. v2: minor correction