Search results

Gives a bibliographical review of the finite element methods (FEMs) applied for the linear and nonlinear, static and dynamic analyses of basic structural elements from the theoretical as well as practical points of view. The range of applications of FEMs in this area is wide and cannot be presented in a single paper; therefore aims to give the reader an encyclopaedic view on the subject. The bibliography at the end of the paper contains 2,025 references to papers, conference proceedings and theses/dissertations dealing with the analysis of beams, columns, rods, bars, cables, discs, blades, shafts, membranes, plates and shells that were published in 1992‐1995.

This paper aims to model the coupled on-chip Copper (Cu) interconnects by using the multiresolution time-domain (MRTD) method.

The proposed model is a wavelet-based numerical method for analyzing signal integrity and propagation delay of coupled on-chip interconnects. Moreover, the dependency of crosstalk noise and delay on coupling parasitics (L12, C12) are analyzed.

The proposed MRTD method captures the behaviour of propagation delay and peak crosstalk noise on victim line against coupling parasitics, which is in close agreement with that of H simulation program with integrated circuit emphasis (HSPICE). The average error for the proposed model is less than 1 per cent with respect to HSPICE for the estimation of peak crosstalk noise voltage.

Simulations are performed using HSPICE and compared with those performed using the proposed MRTD method for global interconnect length with 130-nm technology, where the computations of the proposed model are carried out using Matlab.

The MRTD method with its unique features is tailored for modelling interconnects. To build further credence to this and its profound existence in the latest state-of-art works, simulations of crosstalk noise and propagation delay, for coupled Cu interconnect lines, using MRTD and finite-difference time-domain (FDTD) are executed. The results illustrated the dominance of MRTD method over FDTD in terms of accuracy.

This paper delves into the mechanism of the contingency framework for foreign entry mode decisions and identifies two essential tasks that jointly determine the outcome of the entry mode decision. It then recognizes a critical weakness in previous research pertaining to the comparison of entry modes along a key decision criterion, the degree of control. Existing studies generally treat equity involvement as the only source of entrant control, while largely ignoring non‐equity sources of control (i.e., bargaining power and trust). Non‐equity sources of control, when underutilized, amount to missed opportunities, increased resource commitments, and heightened risk exposures in foreign markets. Drawing from a pluralism perspective in transaction and relationship governance, the author presents a more integrative method for the ranking of entry modes along the degree of control. The central message is that companies entering foreign markets should make an earnest effort to identify trust and bargaining power situations and fully utilize their control potential in making entry mode decisions.

Presents a review on implementing finite element methods on supercomputers, workstations and PCs and gives main trends in hardware and software developments. An appendix included at the end of the paper presents a bibliography on the subjects retrospectively to 1985 and approximately 1,100 references are listed.

We show how to use a smoothed empirical likelihood approach to conduct efficient semiparametric inference in models characterized as conditional moment equalities when data are collected by variable probability sampling. Results from a simulation experiment suggest that the smoothed empirical likelihood based estimator can estimate the model parameters very well in small to moderately sized stratified samples.

An unconditionally positive definite finite difference scheme termed as UPFD has been derived to approximate a linear advection-diffusion-reaction equation which models exponential travelling waves and the coefficients of advection, diffusion and reactive terms have been chosen as one (Chen-Charpentier and Kojouharov, 2013). In this work, the author tests UPFD scheme under some other different regimes of advection, diffusion and reaction. The author considers the case when the coefficient of advection, diffusion and reaction are all equal to one and also cases under which advection or diffusion or reaction is more important. Some errors such as L₁ error, dispersion, dissipation errors and relative errors are tabulated. Moreover, the author compares some spectral properties of the method under different regimes. The author obtains the variation of the following quantities with respect to the phase angle: modulus of exact amplification factor, modulus of amplification factor of the scheme and relative phase error.

Difficulties can arise in stability analysis. It is important to have a full understanding of whether the conditions obtained for stability are sufficient, necessary or necessary and sufficient. The advection-diffusion-reaction is quite similar to the advection-diffusion equation, it has an extra reaction term and therefore obtaining stability of numerical methods discretizing advection-diffusion-reaction equation is not easy as is the case with numerical methods discretizing advection-diffusion equations. To avoid difficulty involved with obtaining region of stability, the author shall consider unconditionally stable finite difference schemes discretizing advection-diffusion-reaction equations.

The UPFD scheme is unconditionally stable but not unconditionally consistent. The scheme was tested on an advection-diffusion-reaction equation which models exponential travelling waves, and the author computed various errors such as L₁ error, dispersion and dissipation errors, relative errors under some different regimes of advection, diffusion and reaction. The scheme works best for very small values of k as k → 0 (for instance, k = 0.00025, 0.0005) and performs satisfactorily at other values of k such as 0.001 for two regimes; a = 1, D = 1, κ = 1 and a = 1, D = 1, κ = 5. When a = 5, D = 1, κ = 1, the scheme performs quite well at k = 0.00025 and satisfactorily at k = 0.0005 but is not efficient at larger values of k. For the diffusive case (a = 1, D = 5, κ = 1), the scheme does not perform well. In general, the author can conclude that the choice of k is very important, as it affects to a great extent the performance of the method.

The UPFD scheme is effective to solve advection-diffusion-reaction problems when advection or reactive regime is dominant and for the case, a = 1, D = 1, κ = 1, especially at low values of k. Moreover, the magnitude of the dispersion and dissipation errors using UPFD are of the same order for all the four regimes considered as seen from Tables 1 to 4. This indicates that if the author is to optimize the temporal step size at a given value of the spatial step size, the optimization function must consist of both the AFM and RPE. Some related work on optimization can be seen in Appadu (2013). Higher-order unconditionally stable schemes can be constructed for the regimes for which UPFD is not efficient enough for instance when advection and diffusion are dominant.

Statistical inference (estimation and testing) for the stochastic volatility (SV) model Taylor (1982, 1986) is challenging, especially likelihood-based methods which are difficult to apply due to the presence of latent variables. The existing methods are either computationally costly and/or inefficient. In this paper, we propose computationally simple estimators for the SV model, which are at the same time highly efficient. The proposed class of estimators uses a small number of moment equations derived from an ARMA representation associated with the SV model, along with the possibility of using “winsorization” to improve stability and efficiency. We call these ARMA-SV estimators. Closed-form expressions for ARMA-SV estimators are obtained, and no numerical optimization procedure or choice of initial parameter values is required. The asymptotic distributional theory of the proposed estimators is studied. Due to their computational simplicity, the ARMA-SV estimators allow one to make reliable – even exact – simulation-based inference, through the application of Monte Carlo (MC) test or bootstrap methods. We compare them in a simulation experiment with a wide array of alternative estimation methods, in terms of bias, root mean square error and computation time. In addition to confirming the enormous computational advantage of the proposed estimators, the results show that ARMA-SV estimators match (or exceed) alternative estimators in terms of precision, including the widely used Bayesian estimator. The proposed methods are applied to daily observations on the returns for three major stock prices (Coca-Cola, Walmart, Ford) and the S&P Composite Price Index (2000–2017). The results confirm the presence of stochastic volatility with strong persistence.