141 resultados para Black-Scholes Equation
Resumo:
We derive and study a C(0) interior penalty method for a sixth-order elliptic equation on polygonal domains. The method uses the cubic Lagrange finite-element space, which is simple to implement and is readily available in commercial software. After introducing some notation and preliminary results, we provide a detailed derivation of the method. We then prove the well-posedness of the method as well as derive quasi-optimal error estimates in the energy norm. The proof is based on replacing Galerkin orthogonality with a posteriori analysis techniques. Using this approach, we are able to obtain a Cea-like lemma with minimal regularity assumptions on the solution. Numerical experiments are presented that support the theoretical findings.
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In this article, we study the exact controllability of an abstract model described by the controlled generalized Hammerstein type integral equation $$ x(t) = int_0^t h(t,s)u(s)ds+ int_0^t k(t,s,x)f(s,x(s))ds, quad 0 leq t leq T less than infty, $$ where, the state $x(t)$ lies in a Hilbert space $H$ and control $u(t)$ lies another Hilbert space $V$ for each time $t in I=[0,T]$, $T$ greater than 0. We establish the controllability result under suitable assumptions on $h, k$ and $f$ using the monotone operator theory.
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In this paper, we address a closed-form analytical solution of the Joule-heating equation for metallic single-walled carbon nanotubes (SWCNTs). Temperature-dependent thermal conductivity kappa has been considered on the basis of second-order three-phonon Umklapp, mass difference, and boundary scattering phenomena. It is found that kappa, in case of pure SWCNT, leads to a low rising in the temperature profile along the via length. However, in an impure SWCNT, kappa reduces due to the presence of mass difference scattering, which significantly elevates the temperature. With an increase in impurity, there is a significant shift of the hot spot location toward the higher temperature end point contact. Our analytical model, as presented in this study, agrees well with the numerical solution and can be treated as a method for obtaining an accurate analysis of the temperature profile along the CNT-based interconnects.
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A system of transport equations have been obtained for plasma of electrons and having a background of positive ions in the presence of an electric and magnetic field. The starting kinetic equation is the well-known Landau kinetic equation. The distribution function of the kinetic equation has been expanded in powers of generalized Hermite polynomials and following Grad, a consistent set of transport equations have been obtained. The expressions for viscosity and heat conductivity have been deduced from the transport equation.
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We investigate the variation of the gas and the radiation pressure in accretion disks during the infall of matter to the black hole and its effect to the flow. While the flow far away from the black hole might be non-relativistic, in the vicinity of the black hole it is expected to be relativistic behaving more like radiation. Therefore, the ratio of gas pressure to total pressure (beta) and the underlying polytropic index (gamma) should not be constant throughout the flow. We obtain that accretion flows exhibit significant variation of beta and then gamma, which affects solutions described in the standard literature based on constant beta. Certain solutions for a particular set of initial parameters with a constant beta do not exist when the variation of beta is incorporated appropriately. We model the viscous sub-Keplerian accretion disk with a nonzero component of advection and pressure gradient around black holes by preserving the conservations of mass, momentum, energy, supplemented by the evolution of beta. By solving the set of five coupled differential equations, we obtain the thermo-hydrodynamical properties of the flow. We show that during infall, beta of the flow could vary up to similar to 300%, while gamma up to similar to 20%. This might have a significant impact to the disk solutions in explaining observed data, e.g. super-luminal jets from disks, luminosity, and then extracting fundamental properties from them. Hence any conclusion based on constant gamma and beta should be taken with caution and corrected. (C) 2011 Elsevier B.V. All rights reserved.
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Ethylene gas is burnt and the carbon soot particles are thermophoretically collected using a home-built equipment where the fuel air injection and intervention into the 7.5-cm long flame are controlled using three small pneumatic cylinders and computer-driven controllers. The physical and mechanical properties and tribological performance of the collected soot are compared with those of carbon black and diesel soot. The crystalline structures of the nanometric particles generated in the flame, as revealed by high-resolution transmission electron studies, are shown to vary from the flame root to the exhaust. As the particle journeys upwards the flame, through a purely amorphous coagulated phase at the burner nozzle, it leads to a well-defined crystalline phase shell in the mid-flame zone and to a disordered phase consisting of randomly distributed short-range crystalline order at the exhaust. In the mid-flame region, a large shell of radial-columnar order surrounds a dense amorphous core. The hardness and wear resistance as well as friction coefficient of the soot extracted from this zone are low. The mechanical properties characteristics of this zone may be attributed to microcrystalline slip. Moving towards the exhaust, the slip is inhibited and there is an increase in hardness and friction compared to those in the mid-flame zone. This study of the comparison of flame soot to carbon black and diesel soot is further extended to suggest a rationale based on additional physico-chemical study using micro-Raman spectroscopy.
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This article is concerned with subsurface material identification for the 2-D Helmholtz equation. The algorithm is iterative in nature. It assumes an initial guess for the unknown function and obtains corrections to the guessed value. It linearizes the otherwise nonlinear problem around the background field. The background field is the field variable generated using the guessed value of the unknown function at each iteration. Numerical results indicate that the algorithm can recover a close estimate of the unknown function based on the measurements collected at the boundary.
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Black carbon aerosols absorb solar radiation and decrease planetary albedo, and thus can contribute to climate warming. In this paper, the dependence of equilibrium climate response on the altitude of black carbon is explored using an atmospheric general circulation model coupled to a mixed layer ocean model. The simulations model aerosol direct and semi-direct effects, but not indirect effects. Aerosol concentrations are prescribed and not interactive. It is shown that climate response of black carbon is highly dependent on the altitude of the aerosol. As the altitude of black carbon increases, surface temperatures decrease; black carbon near the surface causes surface warming, whereas black carbon near the tropopause and in the stratosphere causes surface cooling. This cooling occurs despite increasing planetary absorption of sunlight (i.e. decreasing planetary albedo). We find that the trend in surface air temperature response versus the altitude of black carbon is consistent with our calculations of radiative forcing after the troposphere, stratosphere, and land surface have undergone rapid adjustment, calculated as ``regressed'' radiative forcing. The variation in climate response from black carbon at different altitudes occurs largely from different fast climate responses; temperature dependent feedbacks are not statistically distinguishable. Impacts of black carbon at various altitudes on the hydrological cycle are also discussed; black carbon in the lowest atmospheric layer increases precipitation despite reductions in solar radiation reaching the surface, whereas black carbon at higher altitudes decreases precipitation.
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The overall rate equation for a reaction sequence consisting of a pre-equilibrium and rate-determining steps should not be derived on the basis of the concentration of the intermediate product (X). This is apparently indicated by transition state theory (as the path followed to reach the highest energy transition state is irrelevant), but also proved by a straight-forward mathematical approach. The thesis is further supported by the equations of concurrent reactions as applied to the partitioning of X between the two competing routes (reversal of the pre-equilibrium and formation of product). The rate equation may only be derived rigorously on the basis of the law of mass action. It is proposed that the reactants acquire the overall activation energy prior to the pre-equilibrium, thus forming X in a high-energy state en route to the rate-determining transition state. (It is argued that conventional energy profile diagrams are misleading and need to be reinterpreted.) Also, these arguments invalidate the Michaelis-Menten equation of enzyme kinetics, and necessitate a fundamental revision of our present understanding of enzyme catalysis. (The observed ``saturation kinetics'' possibly arises from weak binding of a second molecule of substrate at the active site; analogous conclusions apply to reactions at surfaces).
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We solve the wave equations of arbitrary integer spin fields in the BTZ black hole background and obtain exact expressions for their quasinormal modes. We show that these quasinormal modes precisely agree with the location of the poles of the corresponding two point function in the dual conformal field theory as predicted by the AdS/CFT correspondence. We then use these quasinormal modes to construct the one-loop determinant of the higher spin field in the thermal BTZ background. This is shown to agree with that obtained from the corresponding heat kernel constructed recently by group theoretic methods.
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Recently it has been shown that the wave equations of bosonic higher spin fields in the BTZ background can be solved exactly. In this work we extend this analysis to fermionic higher spin fields. We solve the wave equations for arbitrary half-integer spin fields in the BTZ black hole background and obtain exact expressions for their quasinormal modes. These quasinormal modes are shown to agree precisely with the poles of the corresponding two point function in the dual conformal field theory as predicted by the AdS/CFT correspondence. We also obtain an expression for the 1-loop determinant for the Euclidean non-rotating BTZ black hole in terms of the quasinormal modes which agrees with that obtained by integrating the heat kernel found by group theoretic methods.
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The heat of adsorption of methane, ethane, carbon dioxide, R-507a and R-134a on several specimens of microporous activated carbons is derived from experimental adsorption data fitted to the Dubinin-Astakhov equation. These adsorption results are compared with literature data obtained from calorimetric measurements and from the pressure-temperature relation during isosteric heating/cooling. Because the adsorbed phase volume plays an important role, its dependence on temperature and pressure needs to be correctly assessed. In addition, for super-critical gas adsorption, the evaluation of the pseudo-saturation pressure also needs a judicious treatment. Based on the evaluation of carbon dioxide adsorption, it can be seen that sub-critical and super-critical adsorption show different temperature dependences of the isosteric heat of adsorption. The temperature and loading dependence of this property needs to be taken into account while designing practical systems. Some practical implications of these findings are enumerated.
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We examine the thermodynamic properties of recently constructed black hole solutions in SL(3, R) x SL(3, R) Chern-Simons theory in the presence of a chemical potential for spin-3 charge, which acts as an irrelevant deformation of the dual CFT with W-3 X W-3 symmetry. The smoothness or holonomy conditions admit four branches of solutions describing a flow between two AdS(3) backgrounds corresponding to two different CFTs. The dominant branch at low temperatures, connected to the BTZ black hole, merges smoothly with a thermodynamically unstable branch and disappears at higher temperatures. We confirm that the UV region of the flow satisfies the Ward identities of a CFT with W-3((2)) x W-3((2)) symmetry deformed by a spin-3/2 current. This allows to identify the precise map between UV and HI thermodynamic variables. We find that the high temperature regime is dominated by a black hole branch whose thermodynamics can only be consistently inferred with reference to this W-3((2)) x W-3((2)) CFT.
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In this article, we investigate the performance of a volume integral equation code on BlueGene/L system. Volume integral equation (VIE) is solved for homogeneous and inhomogeneous dielectric objects for radar cross section (RCS) calculation in a highly parallel environment. Pulse basis functions and point matching technique is used to convert the volume integral equation into a set of simultaneous linear equations and is solved using parallel numerical library ScaLAPACK on IBM's distributed-memory supercomputer BlueGene/L by different number of processors to compare the speed-up and test the scalability of the code.
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Parabolized stability equation (PSE) models are being deve loped to predict the evolu-tion of low-frequency, large-scale wavepacket structures and their radiated sound in high-speed turbulent round jets. Linear PSE wavepacket models were previously shown to be in reasonably good agreement with the amplitude envelope and phase measured using a microphone array placed just outside the jet shear layer. 1,2 Here we show they also in very good agreement with hot-wire measurements at the jet center line in the potential core,for a different set of experiments. 3 When used as a model source for acoustic analogy, the predicted far field noise radiation is in reasonably good agreement with microphone measurements for aft angles where contributions from large -scale structures dominate the acoustic field. Nonlinear PSE is then employed in order to determine the relative impor-tance of the mode interactions on the wavepackets. A series of nonlinear computations with randomized initial conditions are use in order to obtain bounds for the evolution of the modes in the natural turbulent jet flow. It was found that n onlinearity has a very limited impact on the evolution of the wavepackets for St≥0. 3. Finally, the nonlinear mechanism for the generation of a low-frequency mode as the difference-frequency mode 4,5 of two forced frequencies is investigated in the scope of the high Reynolds number jets considered in this paper.