@article{aminrostamkolaee_scroggs_borghei_safdari-vaighani_mohammadi_pourkazemi_2017, title={Valuation of a hypothetical mining project under commodity price and exchange rate uncertainties by using numerical methods}, volume={52}, ISSN={["1873-7641"]}, DOI={10.1016/j.resourpol.2017.04.004}, abstractNote={One of the goals presented here is the use of a radial basis function (RBF) method to approximate the numerical values of a gold mining project. RBFs have many attractive features compared to implicit finite differences method (FDM) and explicit FDM. They are mesh-free, computationally more efficient in high dimensions, and very accurate. In other words, the model is more comprehensive, and results are more accurate compared to the previous works. This paper compares accuracy of the RBF method with that of the implicit method (FDM) in this case study. The results indicate that convergence order of the RBF is higher than that of the implicit method. Also, this paper compares the results of the RBF method with those of implicit method for various scenarios. The most important goal presented here is combining exchange rate uncertainty together with commodity price (spot price) uncertainty. In fact, this paper tries to address this question: how can we model the exchange rate volatility and the correlation coefficient between returns of commodity price and exchange rate in assessing a gold mining project. Considering the disadvantages of the Discounted Cash Flow (DCF) method which does not use uncertainties, the approach presented here makes use of real options valuation for a gold mine project valuation. This paper uses an explicit method (FDM) for these calculations. The results indicate increasing volatilities for either or both commodity price or exchange rate results in decreasing the maximum project value. Also, the correlation coefficients between returns of commodity price and exchange rate in different years are negative and statistically significant. The final result indicates that with an increase in the correlation coefficient, the volatility of gold price in terms of Canadian dollar decreases and therefore the maximum project value increases too. In summary, the exchange rate volatility and the correlation coefficient between returns of commodity price and exchange rate have a significant impact on mining project values.}, journal={RESOURCES POLICY}, author={Aminrostamkolaee, Behnam and Scroggs, Jeffrey S. and Borghei, Matin Sadat and Safdari-Vaighani, Ali and Mohammadi, Teymour and Pourkazemi, Mohammad Hossein}, year={2017}, month={Jun}, pages={296–307} } @article{semazzi_scroggs_pouliot_mckee-burrows_norman_poojary_tsai_2005, title={On the accuracy of semi-Lagrangian numerical simulation of internal gravity wave motion in the atmosphere}, volume={83}, ISSN={["2186-9057"]}, DOI={10.2151/jmsj.83.851}, abstractNote={We have investigated the accuracy ofthe semi-implicit semi-Lagrangian (SISL) method in simulating internal gravity wave (IGW) motion. We have focused on the relative accuracy of the hydrostatic, and nonhydrostatic IGW solutions. The analysis is based on a linearized model and a Global Circulation Model-Dynamic Core (GCM-DC) with a stretched grid.The nonhydrostatic version of the GCM-DC model produces the familiar IGW train disturbance anchored to an isolated hypothetical mountain. The wave has a distinct tilt away from the vertical direction, which is consistent with classical theory. For the hydrostatic version of the model, the axis of the resulting IGW train rests nearly perpendicular to the mountain top, thus again consistent with classical theory. Increasing the time step from 10 s; Courant number (Cn) = 0.5; to 60 s (Cn = 3.0), results in stable solutions for both the hydrostatic and nonhydrostatic versions of the model. The nonhydrostatic solution is in close agreement with the control run however, the hydrostatic solution exhibits large phase truncation errors.The solutions for the one-dimensional linearized SISL model confirm the GCM-DC results that the nonhydrostatic IGW train is less damped and shifted by the SISL scheme than the corresponding hydrostatic IGW motion. The linear solutions indicate very high accuracy of the physical mode of the solution, but it rapidly deteriorates when Cn exceeds unity. As Δt → 0 the amplitude of the computational mode tends to zero and its frequency to infinity. However, as Δt → ∞, the frequency of the computational SISL mode asymptotically approaches the value of the frequency of the corresponding SISL physical mode. Furthermore, the amplitude of the SISL computational mode is directly proportional to the size of the time step. Therefore, at large time steps, the amplification of the computational mode could offset some of the numerical damping of the physical mode by the SISL scheme.}, number={5}, journal={JOURNAL OF THE METEOROLOGICAL SOCIETY OF JAPAN}, author={Semazzi, FHM and Scroggs, JS and Pouliot, GA and McKee-Burrows, AL and Norman, M and Poojary, V and Tsai, YM}, year={2005}, month={Oct}, pages={851–869} } @article{nair_scroggs_semazzi_2003, title={A forward-trajectory global semi-Lagrangian transport scheme}, volume={190}, ISSN={["1090-2716"]}, DOI={10.1016/S0021-9991(03)00274-2}, abstractNote={A forward-trajectory semi-Lagrangian scheme for advection on the surface of the sphere is proposed. The advection scheme utilizes the forward (downstream) trajectory originating at Eulerian grid points and cascade interpolation, a sequence of 1D interpolations, to transfer data from the downstream Lagrangian points to the Eulerian points. A new and more accurate algorithm determines pole values. The resulting forward-trajectory semi-Lagrangian scheme can easily incorporate high-order trajectory integration methods. This avoids the standard iterative process in a typical backward-trajectory scheme. Two third-order accurate schemes and a second-order accurate scheme are presented. A mass-conservative version of the forward-trajectory semi-Lagrangian scheme is also derived within the cascade interpolation framework. Mass from a Lagrangian cell is transferred to the corresponding Eulerian cell with two 1D remappings through an intermediate cell system. Mass in the polar region is redistributed by way of an efficient local approximation. The resulting scheme is globally conservative, but restricted to meridional Courant number, Cθ⩽1.}, number={1}, journal={JOURNAL OF COMPUTATIONAL PHYSICS}, author={Nair, RD and Scroggs, JS and Semazzi, FHM}, year={2003}, month={Sep}, pages={275–294} } @article{nair_scroggs_semazzi_2002, title={Efficient conservative global transport schemes for climate and atmospheric chemistry models}, volume={130}, ISSN={["0027-0644"]}, DOI={10.1175/1520-0493(2002)130<2059:ECGTSF>2.0.CO;2}, abstractNote={A computationally efficient mass-conservative transport scheme over the sphere is proposed and tested. The scheme combines a conservative finite-volume method with an efficient semi-Lagrangian scheme based on the dimension splitting ‘‘cascade’’ method. In the regions near the poles where the conservative cascade procedure breaks down, a globally conservative, but locally approximate scheme is used. This procedure is currently restricted to polar meridional Courant numbers less than one. The resulting conservative cascade scheme is evaluated using a solid-body rotation test and deformational flow test, and found to be both accurate and efficient. Compared to the traditional semi-Lagrangian scheme employing a bicubic-Lagrange interpolator, the proposed scheme is considerably more accurate and almost twice as fast while conserving mass exactly.}, number={8}, journal={MONTHLY WEATHER REVIEW}, author={Nair, RD and Scroggs, JS and Semazzi, FHM}, year={2002}, month={Aug}, pages={2059–2073} } @article{callaway_abranches_scroggs_allen_thompson_2002, title={High-throughput transgene copy number estimation by competitive PCR}, volume={20}, ISSN={["0735-9640"]}, DOI={10.1007/BF02782462}, number={3}, journal={PLANT MOLECULAR BIOLOGY REPORTER}, author={Callaway, AS and Abranches, R and Scroggs, J and Allen, GC and Thompson, WF}, year={2002}, month={Sep}, pages={265–277} } @article{bachmann_banks_hopfner_kepler_lesure_mccall_scroggs_1999, title={Optimal design of a high pressure organometallic chemical vapor deposition reactor}, volume={29}, ISSN={["0895-7177"]}, DOI={10.1016/S0895-7177(99)00071-0}, abstractNote={A team composed of material scientists, physicists, and applied mathematicians have used computer simulations as a fundamental design tool in developing a new prototype High Pressure Organometallic Chemical Vapor Deposition (HPOMCVD) reactor for use in thin film crystal growth. Early design of the HPOMCVD reactor dramatically evolved long before any physical reactor was built. This effort offers a strong endorsement of such multidisciplinary, computationally based modeling teams in the design of new products in areas of emerging technologies where heretofore extensive and costly experimental design was the central paradigm.}, number={8}, journal={MATHEMATICAL AND COMPUTER MODELLING}, author={Bachmann, KJ and Banks, HT and Hopfner, C and Kepler, GM and LeSure, S and McCall, SD and Scroggs, JS}, year={1999}, month={Apr}, pages={65–80} } @article{qian_semazzi_scroggs_1998, title={A global nonhydrostatic semi-Lagrangian atmospheric model with orography}, volume={126}, ISSN={["0027-0644"]}, DOI={10.1175/1520-0493(1998)126<0747:AGNSLA>2.0.CO;2}, abstractNote={A global nonhydrostatic semi-implicit semi-Lagrangian (SISL) atmospheric model with orography has been developed. The height-based terrain-following σz coordinate of Gal-Chen and Somerville is used to incorporate the orography. A 3D vector form of the SISL formulation is proposed. It is based on the complete Navier–Stokes equations. The model is stable for large time steps of up to 1 h at horizontal/vertical resolution of 2.8125°/1200 m. Isolated bell-shaped mountain profiles and real orography are employed to evaluate the model performance. The sensitivity of the model with orography to the order of accuracy of the uncentering scheme, the reference temperature (T), and size of the time step are similar to that of the model without orography described in Semazzi et al. The authors find that for successful execution of the model, it is important that the orographic height Zs, the reference state mass variable (qs), and T satisfy the hydrostatic balance relationship in the terrain-following σz coordinate system. This formulation effectively controls the generation of unphysical orographic induced computational noise usually encountered in connection with semi-Lagrangian models. The global model used here is based on the complete dynamical Navier–Stokes equations, however, it is run at coarse resolutions, for which nonhydrostatic effects are negligible. In the future, when the computing resources permit, the model will be a valuable vehicle for investigating the role of multiple-scale interaction, including the effects of nonhydrostatic dynamics.}, number={3}, journal={MONTHLY WEATHER REVIEW}, author={Qian, JH and Semazzi, FHM and Scroggs, JS}, year={1998}, month={Mar}, pages={747–771} } @article{kepler_hopfner_scroggs_bachmann_1998, title={Simulation of a vertical reactor for high pressure organometallic chemical vapor deposition}, volume={57}, ISSN={["0921-5107"]}, DOI={10.1016/s0921-5107(98)00256-6}, abstractNote={The suitability of a vertical cylindrical reactor with highly constrained radial flow from a central gas injection port past a set of heated substrate wafers that are embedded in the top channel wall has been evaluated in the context of organometallic chemical vapor deposition (OMCVD) at elevated pressure. Numerical simulations showed that, in addition to the limitation on the channel height necessary for preventing buoyancy driven recirculation, negotiating the ninety-degree bend at the inlet is problematic and also constrains the channel height below a critical value, at which the radial flow area after the inlet bend is equal to the cross-sectional area of the central gas injection port. Restricting the channel height poses the danger of heating of the channel wall opposite to the substrate wafers causing potential problems with deposition of decomposition products and competitive polycrystalline film growth at this location. These problems can be avoided by actively cooling the channel wall opposite to the substrate and by keeping the retention time of the source vapor molecules and fragments thereof in the wafer location below a critical value.}, number={1}, journal={MATERIALS SCIENCE AND ENGINEERING B-SOLID STATE MATERIALS FOR ADVANCED TECHNOLOGY}, author={Kepler, GM and Hopfner, C and Scroggs, JS and Bachmann, KJ}, year={1998}, month={Dec}, pages={9–17} }