Technical Transactions iss. 17. Fundamental Sciences iss. 3-NP

Technical Transactions iss. 17. Fundamental Sciences iss. 3-NP

Type: Collection of magazine numbers
Release date

Collection items (16)


Characteristics of the context-driven meta-modeling paradigm (CDMM-P)

Zabawa, Piotr, Stanuszek, Marek
Article
2014
The paper introduces a novel Context-Driven Meta-Modeling Paradigm (CDMM-P) and discusses its properties. The CDMM-P changes the traditional division of responsibilities within the data layer in software systems. It facilitates the interchangeable usage of both objects representing data and objects representing relationships. The decomposition of specific responsibilities results in the weakening of internal data model dependencies. This in turn allows for run-time construction of the whole data model. The proposed paradigm facilitates exceptional flexibility in the implementation of the data layer in software systems. It may be applied to domain modeling in enterprise applications as well as to the modeling of any ontology, including the construction of modeling and meta-modeling languages. As such, CDMM-P underpins a broad domain of Context-Driven Meta-Modeling Technology (CDMM-T).

Parallelization of the Levenshtein distance algorithm

Niewiarowski, Artur, Stanuszek, Marek
Article
2014
This paper presents a method for the parallelization of the Levenshtein distance algorithm deployed on very large strings. The proposed approach was accomplished using .NET Framework 4.0 technology with a specific implementation of threads using the System. Threading.Task namespace library. The algorithms developed in this study were tested on a high performance machine using Xamarin Mono (for Linux RedHat/Fedora OS). The computational results demonstrate a high level of efficiency of the proposed parallelization procedure.

Multivariate function approximation using sparse grids and High Dimensional Model Representation – a comparison

Baran, Mateusz
Article
2014
In many areas of science and technology, there is a need for effective procedures for approximating multivariate functions. Sparse grids and cut-HDMR (High Dimensional Model Representation) are two alternative approaches to such multivariate approximations. It is therefore interesting to compare these two methods. Numerical experiments performed in this study indicate that the sparse grid approximation is more accurate than the cut-HDMR approximation that uses a comparable number of known values of the approximated function unless the approximated function can be expressed as a sum of high order polynomials of one or two variables.

Temperature dependence of proton localization for Skyrme nuclear interactions

Wójcik, Włodzimierz
Article
2014
In this paper, our earlier approach to proton localization in neutron star matter to finite temperatures is extended. The Skyrme forces were chosen to describe interactions in nuclear matter. The dependence of threshold density on temperatures for proton localization was obtained and these results were compared with those calculated earlier for the Friedman-Pandharipande-Ravenhall potential.

Temperature evolution of thermodynamic functions from symmetric to asymmetric nuclear matter

Wójcik, Włodzimierz
Article
2014
This paper investigates thermal properties of nuclear matter using the Friedman-PandharipandeRavenhall equation of state. Thermodynamic quantities such as internal energy, entropy and free energy are calculated both for symmetric and asymmetric nuclear matter for temperatures ranging up to 30 MeV. A change of free energy curvature indicates the liquid-gas phase transition in nuclear matter.

The structure of neutron stars with localized protons

Wójcik, Włodzimierz
Article
2014
Strongly asymmetric nuclear matter becomes unstable with respect to proton localization above a specific critical nuclear density. For equation of state of Akmal, Pandharipande and Ravenhall the Tolman-Oppenheimer-Volkoff equations were solved and the radius of the spherical shell of a neutron star within which proton localization takes place was found.

Optimal investment horizons for the main indices of the Warsaw Stock Exchange

Szmagliński, Adam, Czajkowski, Grzegorz
Article
2014
The investment horizon is the smallest time interval when an asset crosses a fixed value of the return level. For a given return level, the investment horizon distribution is created by putting the investment horizons into a histogram. We fit probability distribution function to the histogram. The maximum of the function is called the optimal investment horizon. We performed the analysis of some indices of the Warsaw Stock Exchange for WIG, WIG20, mWIG40 and shares of KGHM and MBK. For these assets, we found the coefficients of linear proportion between the optimal investment horizons and the logarithm of their return levels.

Relaxation currents in the non-morphotropic region of PZT-PFS ferroelectric ceramics

Osak, Andrzej
Article
2014
Studies on the dielectric relaxation currents in the non-morphotropic region of PZT-PFS are presented. Transient polarization and depolarization currents were measured at different poling fields (0.02–20 kV/cm) and different temperatures (77–473 K). The activation energies were calculated. The defect dipole complex (FeTiZr–VÖ) and reorientation cluster dipole models are proposed to explain the observed relaxation behaviour in PZT-PFS.

Monte Carlo simulations of the Ising model on a square lattice with random Gaussian interactions

Gębarowski, Robert
Article
2014
The paper shows Monte Carlo simulations of the Ising model on a square lattice with no external magnetic field. In particular, the uncertainty of the spin coupling interactions in the Ising model has been considered. The influence on the phase transition of the Gaussian noise in the spin coupling values has been demonstrated.

Simple chooser options with MAPLE

Milian, Anna
Article
2014
This paper discusses Monte Carlo simulations of the Black-Scholes model. It is introduced with the simple example of the pricing of ‘European call options on a no-dividend stock and the simulation results are compared with an analytical solution. Monte-Carlo methods are then used to price simple chooser options. Moreover, it is shown that the distribution of rate of the return from investment in simple chooser options is significantly dependent on the strike price. The presented simulation is performed using MAPLE.