1,721,027 research outputs found
Modelling annular micromixers
No full textMagnetohydrodynamic mixing of two fluids in an annular microchannel is modelled as a two-dimensional laminar convection-diffusion problem and examined using asymptotic analysis and numerical simulation. The time T required for mixing of a plug of solute depends on the Peclet number Pe and on the geometry of the annulus. Three scaling regimes are identified: purely diffusive, Taylor-dispersive, and convection-dominated; each has a characteristic power-law dependence of T upon Pe. Consequences of these results for optimal micromixer design are discussed
Structuring laminar flows using annular magnetohydrodynamic actuation
No full textLaminar flow behaviour is typically observed when transporting fluids in micron-scale channels. Here, cross channel mass transport occurs only by molecular diffusion and mixing adjacent fluid streams becomes problematic. A parabolic velocity profile is also observed with pressure-driven laminar flow in a conduit. This property can be exploited by circulating fluid in an annulus such that two initially separated liquids are forced to pass through each other resulting in massive increases in the interfacial area to promote conditions for mass transfer. Miniature machined and micromachined prototypes with an integrated magnetohydrodynamic (MHD) micropump for fluid circulation were fabricated and tested. Annular MHD micromixing was characterised using fluorescein, bromophenol blue and hydrogen ion solutes for a range of velocities and modelled to include both diffusive and convective components. Furthermore, a lateral partitioning mechanism was identified and examined
Going Beyond Counting First Authors in Author Co-citation Analysis
Get PDFThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Dynamics of behaviour and information diffusion on complex networks: analytical and empirical perspectives
No full textNetworks are ubiquitous in the world around us. Any system of interacting
objects can be conveniently represented as a network, allowing
for mathematical interrogation of its properties. These systems range
from news and social networks (such as Twitter, Facebook, Google+
or school interaction networks) to physical systems (such as gene interactions
networks, gas or electric networks).
In this thesis, we investigate the effect of connectivity patterns of individuals
in social networks on the spreading of behaviour and information
from, analytical and empirical perspectives. The connectivity
patterns that society are organised into mediate the individuals’ behaviour
and in turn the behaviour of the network as a whole. For
example, the adoption of a behaviour and the spreading of information
is shaped by these same connectivity patterns. Providing a rigorous
mathematical understanding of such diffusion process is of key
importance for a broad range of domains from the social sciences,
epidemiology to commercial interests.
We present an analytically tractable model for the spreading of the
adoption of behaviours on clustered clique-type networks. We successfully
address the shortfalls of previous models, account for clustering,
and provide an analytical validation of experimental results for the
diffusion of behaviour on clustered networks. Second, we presented industry
work modelling subscriber retention for a telecommunications
company, where we provide a detailed understanding of subscriber
behaviour and successfully predict non-renewal of subscriptions.
We examined the relationship between community structure, user sentiment
and ideological disposition on Twitter surrounding the Irish
Marriage Referendum in 2015. We propose a novel approach to finding
users of differing ideological dispositions. Lastly, we leverage the
ideological communities to create a novel framework that enables us
to examine how information (in the form of retweets) diffused between
the differing ideological groups involved in the debate about
the referendum
Percolation and its relations to other processes in networks
No full textMany of the systems we observe in nature, in societies, or in infrastructures are in the
form of a network of interacting units. This underlying network structure shapes the
behavior of such systems and is an indispensable factor in maintaining their correct
function. Likewise, the processes that operate on these systems are largely influenced
by their network structure. In this thesis, we investigate the theoretical approaches for
investigation of the properties of percolation processes on networks.
Percolation processes investigate the alteration of network connectivity. Two such
processes that constitute the main focus of this thesis are bond and site percolation,
which are simple models for the robustness of a network to random failures of (or
intentional attacks to) its constituting units. They also have been used to provide better
insight on some other more complicated processes such as spread of epidemic diseases
or stability of genetic networks, because some important features of these processes
can be mapped to percolation properties.
In this thesis, we first consider the so-called Aij theories developed for percolation
and several other processes that operate on networks. We investigate the e ect of
the presence of high density of short loops (a property observed in many real-world
networks) on the accuracy of Aij theories and show its impact on the performance of
these theories. We then show that another phenomenon, the emergence of coexisting
percolating clusters, can also cause significant inaccuracy in the Aij theory for bond
percolation on certain synthetic and real-world networks. Moreover, we introduce a
new theoretical approach that takes into account this phenomenon and improves upon
the state-of-the-art Aij theory. Then, we develop a theoretical framework for calculation
of percolation cluster sizes and discuss its potential applications in studying the
properties of neuronal avalanches
Pricing models for collateralized debt obligations
No full textOne of the most controversial and innovative finnancial products in recent years has been collateralised debt obligations (CDOs). Much of the blame for the current credit crisis is being attributed to the mathematical
models and quantitative methods associated with these credit derivatives.
In recent years, there has been rapidly growing research on credit derivatives
and correlated defaults and in this thesis we examine the possible replacement of current copula based approaches with intuitive contagion models for percolation on nite networks. We propose that modelling the probability of default in a correlated portfolio is similar to modelling the
probability of default of contagion spreading in a network.
In the rst part of our thesis we review current models from the literature
that have been suggested to price CDOs. From the literature review we noted that the critical input in the pricing of a CDO is an estimate of the default dependence (default correlation) between the underlying names
in a portfolio. Dependency modelling with copula functions, introduced by Li (2000), has become a market standard in the pricing of CDOs. We compute the default distribution for both the Gaussian and student t4
copulas by implementing both a Monte Carlo and theoretical approach.
We then compare these copulas ability to t market data.
In the second part of our thesis we begin by introducing some of the earliest network models proposed by Paul Erd}os and Alfr ed R enyi. We show how similar to component sizes on a network being related to contagion
on a network, it is possible then to compute the probability of default for a portfolio of names using network percolation. We present the nite and in nite network models used to model the default dependency between
names in a portfolio and thus extend the in nite network model to compute the probability of default for a CDO portfolio. We nally compare the percolation model, Gaussian and Student t4 copulas to market
data and from our results determine that the percolation model provides a better t to market data than the Gaussian and Student t4 copulas
Variations on the Author
Get PDF“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Appropriate Similarity Measures for Author Cocitation Analysis
Get PDFWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
On the valuation of cashflow CSOs without Monte Carlo simulation.
No full textThe most common method of pricing a cashflow
collateralized debt obligation (cashflow
CDO) is to use Monte Carlo integration. However, Monte Carlo integration is computationally intensive and often faster methods of pricing are required. Gallagher et
al. (2009) proposed a semi-analytic approximation that allows fast pricing of cashflow CDOs.This thesis has two goals: (i) A self contained description of the mathematical background necessary for practical implementations of cash
ow CDO pricing and (ii) a critical examination of the semi-analytic cashflow
CDO pricing method proposed by
Gallagher et al. (2009). We examine one of the main arguments in their paper surrounding
the modality of the underlying probability distribution and suggest an alternative
explanation for the accuracy of their method. With this new understanding, we describe the conditions under which the approximation will be most accurate.SFI grant 06/IN.1/I36
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