Micro-macro Model Research Articles

Multi-Scale Economic Dynamics: The Micro-Macro Wealth Dynamics and the Two-Level Imbalances of the Euro Crisis

In this paper, we introduce a system of ordinary differential equations (ODE) to model the micro-macro wealth dynamics of interactions between international enterprise competitiveness and the macroeconomic growth as an open system. The novelty of the approach is to postulate predator-prey interplay between domestic and non-domestic companies and link this interplay to GDP growth to construct a micro-macro wealth dynamic model. By analyzing the market share data of the retail industry of 13 largest Eurozone nations as a system, our model suggests that the predator-prey relation exists and non-domestic companies have a negative contribution to GDP growth. Such dynamics reveals two levels of imbalances: company competitiveness and national economic growth.

A-21 揮発性有機化合物の放散・吸脱着等のモデリングとその数値予測に関する研究(その11) : ミクロ-マクロモデルによる壁面物質フラックスを境界条件とした室内濃度分布解析

A-21 揮発性有機化合物の放散・吸脱着等のモデリングとその数値予測に関する研究(その11) : ミクロ-マクロモデルによる壁面物質フラックスを境界条件とした室内濃度分布解析

Evaluation of the Bearing Strength of Single-Shear Bolted Joint Composite Laminate Structures and Research on the Test Fixture

Abstract In this study, the test on the bearing strength of the single-shear bolted joint composite laminate structure was firstly conducted. Then a macro-micro multi-scale numerical model was developed and implemented using the general-purpose finite element code ABAQUS. In this numerical model, the complex contact interactions such as the contact at the bolt/hole and the contact at the specimen/fixture were both considered. In addition, the progressive damage and the material property degradation were also included in the numerical model. The numerical simulation results agree well with the experimental results. Based on the numerical model, the effect of the test fixture on the testing results was evaluated further. It is shown that the incomplete contact between the test fixture and the specimen and the lack of the lateral constraint on the specimen will affect the measured bearing strength of the single-shear bolted joint composite laminate structure. In addition, the lower support stiffness of the test fixture will also affect the measured stiffness of the bolted joint composite laminate structure. According to the numerical evaluation results, the test fixture was improved. Finally, the bearing strength of the single-shear bolted joint composite laminate structure was tested again using the improved test fixture. It was shown that the new testing results are improved comparing with the initial testing results.

Linear pantographic sheets: Asymptotic micro-macro models identification

In this paper, we consider linear pantographic sheets which in their natural configuration are con- stituted by two orthogonal arrays of straight fibers interconnected by internal pivots. We introduce a continuous model by means of a micro-macro identification procedure based on the asymptotic homogenization method of discrete media. The rescaling of the mechanical properties and of the deformation measures is calibrated in order to complies with the specific kinematics imposed by the quasi-inextensibility of the fibers together with the large pantographic deformability. The ob- tained high order continuum model shows interesting and exotic features, related to its extreme anisotropy but also to the sub-coercivity of its deformation energy. Some first numerical simula- tions are presented, showing that the model can account for experimental uncommon phenomena occuring in pantographic sheets. The paper focuses on the precise analysis and the understanding of the effective behaviour based on a well-calibration of the extension and bending phenomena arising at the local scale. In an upcoming work the analysis will be extended to oblique arrays, to some analytical solutions to proposed equations and to some further applications.

Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households

We develop an integrated micro-macro model framework that is based on household survey data for a subset of the EU countries that the Household Finance and Consumption Survey (HFCS) contains. We use the model for the purpose of assessing the efficacy of borrower-based macroprudential instruments, namely loan-to-value (LTV) ratio and debt service to income (DSTI) ratio caps, and illustrate its outcome for four European countries. The simulation results from the model can be attached to bank balance sheets and their risk parameters to derive the impact of the policy measures on their capital position. The model framework also allows quantifying the macroeconomic feedback effects that would result from the policy-induced reduction of demand for mortgage loans. An assessment as to the comparative efficacy of LTV- versus DSTI-based policy suggests that DSTI caps may be more effective in containing household risk.

Would a Euro's Depreciation Improve the French Economy?

In this paper, we use a Micro-Macro mo del to evaluate the e ects of a euro's depreciation on the French economy, both at the macro and micro level. Our Micro-Macro model consists of a Microsimulation mo del that includes an arithmetical mo del for the French fiscal system and two behavioral mo dels used to simulate the eff ects on consumption b ehavior and lab or supply, and a multisectoral CGE model which simulates the macro economic e ects of a reform or a shock. The integration of the two mo dels is made using an iterative (or sequential) approach. We find that a 10% euro's depreciation stimulates the aggregate demand by increasing exports and reducing imports which increases production and reduces the unemployment rate in the economy. At the individual level, we nd that the macro economic shock reduces poverty and, to a lesser extent, income inequality. In particular, the decrease in the equilibrium wage, determined in the macro mo del, slightly reduces the available income for people who have already a job, while the reduction in the level of unemployment permits to some individuals to find a job, substantially increasing their income and, in many cases, bringing them out of poverty.

Simulation of Solidified Microstructure and Experimental Comparative Study of Twin-Roll Casting Aluminum Alloys

A coupled macro-micro mathematical model of twin-roll casting was established in the study. The continuous solidification process of Al-10Mg aluminum alloys in front of the nip point was numerically simulated by the cellular automaton method and the solidification microstructure, dendritic grain radius, and secondary dendrite arm spacing were obtained through simulation to predict the mechanical property of wedge strips. In order to verify the reliability of the simulation results, the metallographic examination and tensile tests were performed with the as-cast specimens. The results showed that the gain size, the distribution characteristics of various grain regions, dendrite arm spacing, and the yield strengths obtained from simulation were consistent with experimental results.

Macro-Micro Failure Mechanisms and Damage Modeling of a Bolted Rock Joint

The anchoring mechanism of a bolted joint subjected to a shear load was investigated using a bilinear constitutive model via the inner-embedded FISH language of particle flow code based on the discrete element method. The influences of the anchoring system on the macro-/micromechanical response were studied by varying the inclination angle of the bolt. The results indicate a clear relationship between the mechanical response of a bolted rock joint and the mechanical properties of the anchoring angle. By optimizing the anchorage angle, the peak strength can be increased by nearly 50% relative to that at an anchorage angle of 90°. The optimal anchorage angle ranges from 45° to 75°. The damage mechanism at the optimal anchorage angle joint is revealed from a macroscopic mechanical perspective. The concentration of the contact force between disks will appear in the joint and around the bolt, resulting in crack initiation. These cracks are mainly tensile cracks, which are consistent with the formation mechanism for compression-induced tensile cracks. Therefore, the macroscopic peak shear stress in the joint and the microscopic damage to the anchoring system should be considered when determining the optimal anchoring angle to reinforce a jointed rock mass.

Examination of inequalities in Hungary by microsimulation in consistency with macro data

Effective decision making uses various databases including both micro and macro level datasets. In many cases it is a big challenge to ensure the consistency of the two levels. Different types of problems can occur and several methods can be used to solve them. The paper concentrates on the input alignment of the households’ income for microsimulation, which means refers to improving the elements of a micro data survey (EU-SILC) by using macro data from administrative sources. We use a combined micro-macro model called ECONS-TAX for this improvement. We also produced model projections until 2015 which is important because the official EU-SILC micro database will only be available in Hungary in the summer of 2017. The paper presents our estimations about the dynamics of income elements and the changes in income inequalities. Results show that the aligned data provides a different level of income inequality, but does not affect the direction of change from year to year. However, when we analyzed policy change, the use of aligned data caused larger differences both in income levels and in their dynamics.

Macro-micro modeling and simulation for the morphological evolution of the solidification structures in the entire weld

The heat and mass transfer and the morphological evolution of the various weld solidification structures for the entire weld were simulated through the macro-micro modeling which combined the welding process and the solidification structures in the weld pool. The weld profiles were calculated for different welding conditions, and the effects of the welding parameters on the solidification conditions were analyzed along the trailing pool boundary. The formation mechanism of the axial columnar structure and the equiaxed grains in the weld were studied by the developed model. The results indicate that the temperature gradient G, solidification rate Rw, and the ratio G/Rw along the trailing pool boundary are related with the location in the weld and the welding parameters. If there does not exist heterogeneous nuclei in the weld pool, the axial columnar structure forms in the central region of the weld at low welding speeds owing to the anisotropic kinetics of the dendritic structure. When the heterogeneous nucleation occurs in the weld pool, the weld structure is directly determined by the competitive growth between the columnar and new nucleated grains. At low welding speeds, the preferential orientations of the survival grains get closer to the welding direction with the decrease of the distance to the weld centerline. With the increase of the welding speed and welding current, more grains form in the weld pool, and the new nucleated grains also become more competitive. The columnar grains from the fusion line are blocked by the equiaxed grains. The continuous equiaxed grain zone forms in the weld, and the columnar to equiaxed transition (CET) occurs.

Impact of trade liberalisation on labour market and poverty in Sri Lanka. An integrated macro-micro modelling approach

This paper revisits the long standing controversy of trade and poverty linkage using a macro-micro modelling approach based on general equilibrium and microsimulation analytical frameworks. Sri Lanka, the first country in South Asia which undertook trade reforms more than three decades ago, is taken as a case in point in this study. The paper analyses the effects of trade liberalisation on income distribution and poverty in the urban, rural and estate sectors in Sri Lanka using the first ever microsimulation model built for the country in combination with a multi-household computable general equilibrium (CGE) model. The results reveal that without any fiscal policy adjustments a 100% tariff cut would lead to an increase in economic growth and a reduction in poverty incidence both in the short run as well as in the long run. However, when the tariff cut combined with the fiscal policy adjustments to maintain the budget neutrality, poverty outcomes showed mixed results. In contrast, results show that trade liberalisation increases the income inequality in Sri Lanka.

The Macro-Micro Model, Trends vs. Noise, and SSA - I

The Macro Micro (MM) model contains different time scales and deals with risk as it occurs in the real world, especially trend risk. A new methodology - Singular Spectrum Analysis (SSA) – is introduced to identify historical trends, trend volatilities, and noise-reduced trend-trend correlations. Application is for a long-term PFE risk simulation, including realistic quasi-random Macro trends. Two Macro versions of the MM model are presented – a statistical trend model and a historic “time-slice” trend model.

A fractional micro-macro model for crowds of pedestrians based on fractional mean field games

Modeling a crowd of pedestrians has been considered in this paper from different aspects. Based on fractional microscopic model that may be much more close to reality, a fractional macroscopic model has been proposed using conservation law of mass. Then in order to characterize the competitive and cooperative interactions among pedestrians, fractional mean field games are utilized in the modeling problem when the number of pedestrians goes to infinity and fractional dynamic model composed of fractional backward and fractional forward equations are constructed in macro scale. Fractional micromacro model for crowds of pedestrians are obtained in the end. Simulation results are also included to illustrate the proposed fractional microscopic model and fractional macroscopic model, respectively.

Experimental Measurements and Multi-Scale Modeling of the Relative Gas Permeability of a Caprock

An experimental characterisation of a low permeability caprock is first reported. Two different methods are compared to measure the porosity: water imbibition and weighting versus gas (Argon) pycnometry. Water measured porosities appear to systematically underestimate gas measured porosities. A capillary pressure curve is derived from successive equilibrium of samples at imposed relative humidities. The relative gas permeability is thoroughly measured on the same samples. Gas porosity and effective gas permeability measurements have been carried out under different confining pressures. All measured relative gas permeabilities lie on a master curve and present a low critical water saturation beyond which the effective gas permeability nearly vanishes. In an attempt to model this last feature, the salient properties of the microstructure are extracted from electron microscopy images to propose a micro-macro model of the relative gas permeability. The multi-scale modeling is performed within the framework of random media or so-called continuum micromechanics, including localised flow effects within interfaces. The self-consistent homogenisation scheme allows retrieval of a critical water saturation, whose value is governed by the shape of the elementary particles of the material and the localisation of water within the pore space.

An incremental micro-macro model for porous geomaterials with double porosity and inclusion

This paper is devoted to micro-mechanical analysis of heterogeneous rock-like materials with two populations of pores as well as mineral inclusions. This work is an extension of the previous works devoted to materials with a single population of pores in (Shen et al., 2012, 2013a,b). A three-step homogenization procedure is developed. During the first step, the effective plastic yield function is determined in an analytical form for a porous medium constituted of Drucker-Prager solid matrix and microscopic pores. An analytical effective plastic yield function is then obtained by the second homogenization step for a porous materials containing a porous matrix and mesoscopic pores. During the last step, the macroscopic plastic behavior of heterogeneous materials is determined by considering effects of mineral grains and by using an incremental approach. In parallel, the effective elastic properties of heterogeneous materials are also estimated by the three-step homogenization procedure with a Mori-Tanaka scheme by considering effects of two populations of pores and inclusions. A non-associated plastic potential is also postulated. The proposed model is applied to two typical heterogeneous rock-like materials, claystone and mortar. Comparisons between numerical results and experimental data show that the micro-mechanical model is able to capture main features of a class of rock-like materials with complex micro-structures.

Public environmental concern in China: Determinants and variations

How much are Chinese people and various citizen groups concerned about the environment relative to other major public problems? What are the key factors and to what extent do these factors shape individual Chinese environmental concern? Based on a micro-macro model and a county fixed model proposed in this study, we employ nationwide representative public opinion survey data and provincial statistics to examine the determinants and variations of public environmental concern in China. The data shows that environmental concern is not among the top-ranked issue concerns in China overall, but in the urban areas and in the east-coastal region environmental protection features as a rather important issue. Our regression analyses further demonstrate that the Chinese environmental concern is significantly affected by both micro-level socio-demographic variables and macro-level regional economic conditions and environmental risks. In the east-coastal region, such individuals as urbanites with high income are most environmentally concerned. There is a lack of concern over environmental issues among the public in the west region, where little association between individual sociodemographics and their environmental concern is detected. In the central-northeast region, education effect is evident in the rural area. Location contextual factors such as economic development and environmental risk account for most of the observed variations in public environment concern.

A micromechanical model for porous materials with a reinforced matrix

In this study a micromechanical model is proposed for ductile porous material whose matrix is reinforced by small inclusions. The solid phase is described by a pressure sensitive plastic model. Based on works of Maghous et al. [6], a macroscopic plastic criterion is firstly obtained by using a two-step homogenization procedure. The effect of porosity at the mesoscale and the influence of inclusions at the microscale are taken into account simultaneously by this criterion. With a non-associated plastic flow rule, the micro-macro model is applied to modeling of mechanical behavior of a cement paste. In particular, we have considered at the microscopic scale the formation of calcite grains by carbonation process in the solid matrix. The studied cement paste is then seen as a reinforced matrix–pore system. Comparisons between numerical results and experimental data show that the proposed model is able to capture the main features of the mechanical behavior of the studied material.

Assessing the Efficacy of Borrower-Based Macroprudential Policy Using an Integrated Micro-Macro Model for European Households

We develop an integrated micro-macro model framework that is based on household survey data for a subset of the EU countries that the Household Finance and Consumption Survey (HFCS) contains. The model can be used for conducting scenario and sensitivity analyses with regard to the factors that drive households' income and expenses as well as their asset values and hence the structure of their balance sheet. Moreover, we use it for the purpose of assessing the efficacy of borrower-based macroprudential instruments, namely loan-to-value (LTV) ratio and debt service to income (DSTI) ratio caps. The simulation results from the model can be attached to bank balance sheets and their risk parameters to derive the impact of the policy measures on their capital position. The model framework also allows quantifying the macroeconomic feedback effects that would result from the policy-induced reduction of demand for mortgage loans. The model allows answering the question as to which of the two measures -- LTV or DSTI caps -- are more effective, both with respect to their ability to reduce household loss rates as well as their impact on the economy.

A Macro-Micro Model under Mixed Traffic Flow Conditions

To simultaneously consider simulation accuracy and efficiency and to acknowledge the prevailing mixed traffics of cars and motorcycles on urban streets, this study proposes a mixed traffic macro-micro model which is able to convert upstream macroscopic traffic flow into downstream microscopic flow with consideration of lateral drifts and transverse crossings of motorcycles by determining the jam density and free flow speed according to car-motorcycle density ratio and lane-changing behaviors on multilane roadways. The proposed model is validated by a field case. The validation results show that the performance and applicability of the proposed model is promising. Additionally, the error rates of simulated motorcycle flows at different lanes are higher than those of simulated car flows. The error rates of traffic flows on inner lanes are lower than those on outer lanes because of the prohibition of motorcycles in traveling on the inner lane.

Predicting Mechanical and Thermal Behavior of Multiphase Composite Containing Phase Change Material (PCM) by Micromechanical Approaches

This work is devoted to the study of thermal and mechanical properties (stiffness and thermal conductivity tensors) of multiphase composite materials (mortar with PCMs). A micro-macro modeling is presented in order to predict these properties by using some classical homogenization schemes. The effective thermo-mechanical behavior is then analyzed by considering various PCM particle forms, concentrations, and orientations.