188 resultados para Black-Scholes Equation


Relevância:

20.00% 20.00%

Publicador:

Resumo:

Research on violence against women has been among the most scrutinized areas in social science. From the beginning, efforts to empirically document the prevalence, incidence, and characteristics of violence against women have been hotly debated (DeKeseredy, 2011; Dragiewicz & DeKeseredy, forthcoming; Minaker & Snider, 2006). Objections that violence against women was rare have given way to acknowledgement that it is more common than once thought. Research on the outcomes of woman abuse has documented the serious ramifications of this type of violence for individual victims and the broader community. However, violence against women was not simply “discovered” by scholars in the 1960s, leading to a progressive growth of the literature. Knowledge production around violence against women has been fiercely contested, and feminist insights in particular have always been met with backlash(Gotell, 2007; Minkaer & Snider, 2006; Randall, 1989; Sinclair, 2003)...

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We consider the space fractional advection–dispersion equation, which is obtained from the classical advection–diffusion equation by replacing the spatial derivatives with a generalised derivative of fractional order. We derive a finite volume method that utilises fractionally-shifted Grünwald formulae for the discretisation of the fractional derivative, to numerically solve the equation on a finite domain with homogeneous Dirichlet boundary conditions. We prove that the method is stable and convergent when coupled with an implicit timestepping strategy. Results of numerical experiments are presented that support the theoretical analysis.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

My quantitative study asks how Chinese Australians’ “Chineseness” and their various resources influence their Chinese language proficiency, using online survey and snowball sampling. ‘Operationalization’ is a challenging process which ensures that the survey design talks back to the informing theory and forwards to the analysis model. It requires the attention to two core methodological concerns, namely ‘validity’ and ‘reliability’. Construction of a high-quality questionnaire is critical to the achievement of valid and reliable operationalization. A series of strategies were chosen to ensure the quality of the questions, and thus the eventual data. These strategies enable the use of structural equation modelling to examine how well the data fits the theoretical framework, which was constructed in light of Bourdieu’s theory of habitus, capital and field.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Power system restoration after a large area outage involves many factors, and the procedure is usually very complicated. A decision-making support system could then be developed so as to find the optimal black-start strategy. In order to evaluate candidate black-start strategies, some indices, usually both qualitative and quantitative, are employed. However, it may not be possible to directly synthesize these indices, and different extents of interactions may exist among these indices. In the existing black-start decision-making methods, qualitative and quantitative indices cannot be well synthesized, and the interactions among different indices are not taken into account. The vague set, an extended version of the well-developed fuzzy set, could be employed to deal with decision-making problems with interacting attributes. Given this background, the vague set is first employed in this work to represent the indices for facilitating the comparisons among them. Then, a concept of the vague-valued fuzzy measure is presented, and on that basis a mathematical model for black-start decision-making developed. Compared with the existing methods, the proposed method could deal with the interactions among indices and more reasonably represent the fuzzy information. Finally, an actual power system is served for demonstrating the basic features of the developed model and method.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Intercalated Archean komatiites and dacites sit above a thick footwall dacite unit in the host rock succession at the Black Swan Nickel Mine, north of Kalgoorlie in the Yilgarn Craton, Western Australia. Both lithofacies occur in units that vary in scale from laterally extensive at the scale of the mine lease to localized, thin, irregular bodies, from > 100 m thick to only centimetres thick. Some dacites are only slightly altered and deformed, and are interpreted to post-date major deformation and alteration (late porphyries). However, the majority of the dacites display evidence of deformation, especially at contacts, and metamorphism, varying from silicification and chlorite alteration at contacts to pervasive low grade regional metamorphic alteration represented by common assemblages of chlorite, sericite and albite. Texturally, the dacites vary from entirely massive and coherent to partially brecciated to totally brecciated. Strangely, some dacites are coherent at the margins and brecciated internally. Breccia textures vary from cryptically defined, to blocky, closely packed, in situ jig-saw fit textures with secondary minerals in fractures between clasts, to more apparent matrix rich textures with round clast forms, giving apparent conglomerate textures. Some clast zones have multi-coloured clasts, giving the impression of varied provenance. Strangely however, all these textural variants have gradational relationships with each other, and no bedding or depositional structures are present. This indicates that all textures have an in situ origin. The komatiites are generally altered and pervasively carbonate veined. Preservation of original textures is patchy and local, but includes coarse adcumulate, mesocumulate, orthocumulate, crescumulate-harrisite and occasionally spinifex textures. Where original contacts between komatiites and dacites are preserved intact (i.e. not sheared or overprinted by alteration), the komatiites have chilled margins, whereas the dacites do not. The margins of the dacites are commonly silicified, and inclusions of dacite occur in komatiite, even at the top contacts of komatiite units, but komatiite clasts do not occur in the dacites. The komatiites therefore were emplaced as sills into the dacites, and the intercalated relationships are interpreted as intrusive. The brecciation and alteration in the dacites are interpreted as being largely due to hydraulic fracturing and alteration induced by contact metamorphic effects and hydrothermal alteration deriving from the intrusion of komatiites into the felsic pile. The absence of autobreccia and hyaloclastite textures in the dacites suggest that they were emplaced as an earlier intrusive (sill?) complex at a high level in the crust.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

In recent years considerable attention has been paid to the numerical solution of stochastic ordinary differential equations (SODEs), as SODEs are often more appropriate than their deterministic counterparts in many modelling situations. However, unlike the deterministic case numerical methods for SODEs are considerably less sophisticated due to the difficulty in representing the (possibly large number of) random variable approximations to the stochastic integrals. Although Burrage and Burrage [High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations, Applied Numerical Mathematics 22 (1996) 81-101] were able to construct strong local order 1.5 stochastic Runge-Kutta methods for certain cases, it is known that all extant stochastic Runge-Kutta methods suffer an order reduction down to strong order 0.5 if there is non-commutativity between the functions associated with the multiple Wiener processes. This order reduction down to that of the Euler-Maruyama method imposes severe difficulties in obtaining meaningful solutions in a reasonable time frame and this paper attempts to circumvent these difficulties by some new techniques. An additional difficulty in solving SODEs arises even in the Linear case since it is not possible to write the solution analytically in terms of matrix exponentials unless there is a commutativity property between the functions associated with the multiple Wiener processes. Thus in this present paper first the work of Magnus [On the exponential solution of differential equations for a linear operator, Communications on Pure and Applied Mathematics 7 (1954) 649-673] (applied to deterministic non-commutative Linear problems) will be applied to non-commutative linear SODEs and methods of strong order 1.5 for arbitrary, linear, non-commutative SODE systems will be constructed - hence giving an accurate approximation to the general linear problem. Secondly, for general nonlinear non-commutative systems with an arbitrary number (d) of Wiener processes it is shown that strong local order I Runge-Kutta methods with d + 1 stages can be constructed by evaluated a set of Lie brackets as well as the standard function evaluations. A method is then constructed which can be efficiently implemented in a parallel environment for this arbitrary number of Wiener processes. Finally some numerical results are presented which illustrate the efficacy of these approaches. (C) 1999 Elsevier Science B.V. All rights reserved.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

In many modeling situations in which parameter values can only be estimated or are subject to noise, the appropriate mathematical representation is a stochastic ordinary differential equation (SODE). However, unlike the deterministic case in which there are suites of sophisticated numerical methods, numerical methods for SODEs are much less sophisticated. Until a recent paper by K. Burrage and P.M. Burrage (1996), the highest strong order of a stochastic Runge-Kutta method was one. But K. Burrage and P.M. Burrage (1996) showed that by including additional random variable terms representing approximations to the higher order Stratonovich (or Ito) integrals, higher order methods could be constructed. However, this analysis applied only to the one Wiener process case. In this paper, it will be shown that in the multiple Wiener process case all known stochastic Runge-Kutta methods can suffer a severe order reduction if there is non-commutativity between the functions associated with the Wiener processes. Importantly, however, it is also suggested how this order can be repaired if certain commutator operators are included in the Runge-Kutta formulation. (C) 1998 Elsevier Science B.V. and IMACS. All rights reserved.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The method of lines is a standard method for advancing the solution of partial differential equations (PDEs) in time. In one sense, the method applies equally well to space-fractional PDEs as it does to integer-order PDEs. However, there is a significant challenge when solving space-fractional PDEs in this way, owing to the non-local nature of the fractional derivatives. Each equation in the resulting semi-discrete system involves contributions from every spatial node in the domain. This has important consequences for the efficiency of the numerical solver, especially when the system is large. First, the Jacobian matrix of the system is dense, and hence methods that avoid the need to form and factorise this matrix are preferred. Second, since the cost of evaluating the discrete equations is high, it is essential to minimise the number of evaluations required to advance the solution in time. In this paper, we show how an effective preconditioner is essential for improving the efficiency of the method of lines for solving a quite general two-sided, nonlinear space-fractional diffusion equation. A key contribution is to show, how to construct suitable banded approximations to the system Jacobian for preconditioning purposes that permit high orders and large stepsizes to be used in the temporal integration, without requiring dense matrices to be formed. The results of numerical experiments are presented that demonstrate the effectiveness of this approach.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Circulating 25-hydroxyvitamin D (25(OH)D), a marker for vitamin D status, is associated with bone health and possibly cancers and other diseases; yet, the determinants of 25(OH)D status, particularly ultraviolet radiation (UVR) exposure, are poorly understood. Determinants of 25(OH)D were analyzed in a subcohort of 1,500 participants of the US Radiologic Technologists (USRT) Study that included whites (n 842), blacks (n 646), and people of other races/ethnicities (n 12). Participants were recruited monthly (20082009) across age, sex, race, and ambient UVR level groups. Questionnaires addressing UVR and other exposures were generally completed within 9 days of blood collection. The relation between potential determinants and 25(OH)D levels was examined through regression analysis in a random two-thirds sample and validated in the remaining one third. In the regression model for the full study population, age, race, body mass index, some seasons, hours outdoors being physically active, and vitamin D supplement use were associated with 25(OH)D levels. In whites, generally, the same factors were explanatory. In blacks, only age and vitamin D supplement use predicted 25(OH)D concentrations. In the full population, determinants accounted for 25 of circulating 25(OH)D variability, with similar correlations for subgroups. Despite detailed data on UVR and other factors near the time of blood collection, the ability to explain 25(OH)D was modest.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

In this paper, we consider a space fractional advection–dispersion equation. The equation is obtained from the standard advection–diffusion equation by replacing the first- and second-order space derivatives by the Riesz fractional derivatives of order β1 ∈ (0, 1) and β2 ∈ (1, 2], respectively. The fractional advection and dispersion terms are approximated by using two fractional centred difference schemes. A new weighted Riesz fractional finite-difference approximation scheme is proposed. When the weighting factor θ equals 12, a second-order accuracy scheme is obtained. The stability, consistency and convergence of the numerical approximation scheme are discussed. A numerical example is given to show that the numerical results are in good agreement with our theoretical analysis.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Transport processes within heterogeneous media may exhibit non-classical diffusion or dispersion; that is, not adequately described by the classical theory of Brownian motion and Fick's law. We consider a space fractional advection-dispersion equation based on a fractional Fick's law. The equation involves the Riemann-Liouville fractional derivative which arises from assuming that particles may make large jumps. Finite difference methods for solving this equation have been proposed by Meerschaert and Tadjeran. In the variable coefficient case, the product rule is first applied, and then the Riemann-Liouville fractional derivatives are discretised using standard and shifted Grunwald formulas, depending on the fractional order. In this work, we consider a finite volume method that deals directly with the equation in conservative form. Fractionally-shifted Grunwald formulas are used to discretise the fractional derivatives at control volume faces. We compare the two methods for several case studies from the literature, highlighting the convenience of the finite volume approach.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Fractional reaction–subdiffusion equations are widely used in recent years to simulate physical phenomena. In this paper, we consider a variable-order nonlinear reaction–subdiffusion equation. A numerical approximation method is proposed to solve the equation. Its convergence and stability are analyzed by Fourier analysis. By means of the technique for improving temporal accuracy, we also propose an improved numerical approximation. Finally, the effectiveness of the theoretical results is demonstrated by numerical examples.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Fractional partial differential equations have been applied to many problems in physics, finance, and engineering. Numerical methods and error estimates of these equations are currently a very active area of research. In this paper we consider a fractional diffusionwave equation with damping. We derive the analytical solution for the equation using the method of separation of variables. An implicit difference approximation is constructed. Stability and convergence are proved by the energy method. Finally, two numerical examples are presented to show the effectiveness of this approximation.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The space and time fractional Bloch–Torrey equation (ST-FBTE) has been used to study anomalous diffusion in the human brain. Numerical methods for solving ST-FBTE in three-dimensions are computationally demanding. In this paper, we propose a computationally effective fractional alternating direction method (FADM) to overcome this problem. We consider ST-FBTE on a finite domain where the time and space derivatives are replaced by the Caputo–Djrbashian and the sequential Riesz fractional derivatives, respectively. The stability and convergence properties of the FADM are discussed. Finally, some numerical results for ST-FBTE are given to confirm our theoretical findings.