66 resultados para stochastic local volatility model leverage surface Dupire formula for local volatility Gyöngy theorem nonlinear partial integro-differential Kolmogorov equation finite difference method
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The vacancy solution theory of adsorption is re-formulated here through the mass-action law, and placed in a convenient framework permitting the development of thermodynamic ally consistent isotherms. It is shown that both the multisite Langmuir model and the classical vacancy solution theory expression are special cases of the more general approach when the Flory-Huggins activity coefficient model is used, with the former being the thermodynamically consistent result. The improved vacancy solution theory approach is further extended here to heterogeneous adsorbents by considering the pore-width dependent potential along with a pore size distribution. However, application of the model to numerous hydrocarbons as well as other adsorptives on microporous activated carbons shows that the multisite model has difficulty in the presence of a pore size distribution, because pores of different sizes can have different numbers of adsorbed layers and therefore different site occupancies. On the other hand, use of the classical vacancy solution theory expression for the local isotherm leads to good simultaneous fit of the data, while yielding a site diameter of about 0.257 nm, consistent with that expected for the potential well in aromatic rings on carbon pore surfaces. It is argued that the classical approach is successful because the Flory-Huggins term effectively represents adsorbate interactions in disguise. When used together with the ideal adsorbed solution theory the heterogeneous vacancy solution theory successfully predicts binary adsorption equilibria, and is found to perform better than the multisite Langmuir as well as the heterogeneous Langmuir model. (C) 2001 Elsevier Science Ltd. All rights reserved.
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Adsorption of one nondissociating and four dissociating aromatic compounds onto three untreated activated carbons from dilute aqueous solutions were investigated. All adsorption experiments were preformed in pH-controlled solutions. The experimental isotherms were analyzed using the homogeneous Langmuir model. The surface chemical properties of the activated carbons were characterized using a combination of water adsorption, X-ray photoemission spectroscopy, and mass titration. These data give rise to a new insight into the adsorption mechanism of aromatic solutes, in their molecular and ionic forms, onto untreated activated carbons. It was found that, for the hydrophilic activated carbons, the dominant adsorption forces were observed to be dipolar interactions when the solutes were in their molecular form whereas dispersive forces, such as pi-pi interactions, were most likely dominant in the case of the basic hydrophobic carbons. However, when the solutes were in their ionic form adsorption occurs in all cases through dispersive forces.
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The moisture content of the coarse coking coal product from the centrifuges of preparation plants was investigated to evaluate the contribution of three types of water: that held internally in pores, that in fillets at points of contacts between the particles, and the moisture covering the surface. A standardised laboratory centrifuge test was used to measure the total non-centrifugable moisture (NCM) content and also the quantity held in internal pores, called NCMi. The fillet moisture NCMf was estimated by means of a formulation which relies on experimentally measured holdup volumes, supplemented by a physical model. The surface moisture NCMs could then be derived by difference. The NCMf, which depends on the body force, the particle size and the surface tension and contact angle of the liquid, ranges from effectively zero for large particles to 10% for fines. The surface moisture NCMs is of the order of 0.5% for high rank coals and increases to 4.5% for lower rank coals. (C) 2002 Elsevier Science Ltd. All rights reserved.
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In most magnetic resonance imaging (MRI) systems, pulsed magnetic gradient fields induce eddy currents in the conducting structures of the superconducting magnet. The eddy currents induced in structures within the cryostat are particularly problematic as they are characterized by long time constants by virtue of the low resistivity of the conductors. This paper presents a three-dimensional (3-D) finite-difference time-domain (FDTD) scheme in cylindrical coordinates for eddy-current calculation in conductors. This model is intended to be part of a complete FDTD model of an MRI system including all RF and low-frequency field generating units and electrical models of the patient. The singularity apparent in the governing equations is removed by using a series expansion method and the conductor-air boundary condition is handled using a variant of the surface impedance concept. The numerical difficulty due to the asymmetry of Maxwell equations for low-frequency eddy-current problems is circumvented by taking advantage of the known penetration behavior of the eddy-current fields. A perfectly matched layer absorbing boundary condition in 3-D cylindrical coordinates is also incorporated. The numerical method has been verified against analytical solutions for simple cases. Finally, the algorithm is illustrated by modeling a pulsed field gradient coil system within an MRI magnet system. The results demonstrate that the proposed FDTD scheme can be used to calculate large-scale eddy-current problems in materials with high conductivity at low frequencies.
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Improvements in seasonal climate forecasts have potential economic implications for international agriculture. A stochastic, dynamic simulation model of the international wheat economy is developed to estimate the potential effects of seasonal climate forecasts for various countries' wheat production, exports and world trade. Previous studies have generally ignored the stochastic and dynamic aspects of the effects associated with the use of climate forecasts. This study shows the importance of these aspects. In particular with free trade, the use of seasonal forecasts results in increased producer surplus across all exporting countries. In fact, producers appear to capture a large share of the economic surplus created by using the forecasts. Further, the stochastic dimensions suggest that while the expected long-run benefits of seasonal forecasts are positive, considerable year-to-year variation in the distribution of benefits between producers and consumers should be expected. The possibility exists for an economic measure to increase or decrease over a 20-year horizon, depending on the particular sequence of years.
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Adsorption of argon and nitrogen at their respective boiling points in cylindrical pores of MCM-41 type silica-like adsorbents is studied by means of a non-local density functional theory (NLDFT), which is modified to deal with amorphous solids. By matching the theoretical results of the pore filling pressure versus pore diameter against the experimental data, we arrive at a conclusion that the adsorption branch (rather than desorption) corresponds to the true thermodynamic equilibrium. If this is accepted, we derive the optimal values for the solid–fluid molecular parameters for the system amorphous silica–Ar and amorphous silica–N2, and at the same time we could derive reliably the specific surface area of non-porous and mesoporous silica-like adsorbents, without a recourse to the BET method. This method is then logically extended to describe the local adsorption isotherms of argon and nitrogen in silica-like pores, which are then used as the bases (kernel) to determine the pore size distribution. We test this with a number of adsorption isotherms on the MCM-41 samples, and the results are quite realistic and in excellent agreement with the XRD results, justifying the approach adopted in this paper.
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This paper describes a biventricular model, which couples the electrical and mechanical properties of the heart, and computer simulations of ventricular wall motion and deformation by means of a biventricular model. In the constructed electromechanical model, the mechanical analysis was based on composite material theory and the finite-element method; the propagation of electrical excitation was simulated using an electrical heart model, and the resulting active forces were used to calculate ventricular wall motion. Regional deformation and Lagrangian strain tensors were calculated during the systole phase. Displacements, minimum principal strains and torsion angle were used to describe the motion of the two ventricles. The simulations showed that during the period of systole, (1) the right ventricular free wall moves towards the septum, and at the same time, the base and middle of the free wall move towards the apex, which reduces the volume of the right ventricle; the minimum principle strain (E3) is largest at the apex, then at the middle of the free wall and its direction is in the approximate direction of the epicardial muscle fibres; (2) the base and middle of the left ventricular free wall move towards the apex and the apex remains almost static; the torsion angle is largest at the apex; the minimum principle strain E3 is largest at the apex and its direction on the surface of the middle wall of the left ventricle is roughly in the fibre orientation. These results are in good accordance with results obtained from MR tagging images reported in the literature. This study suggests that such an electromechanical biventricular model has the potential to be used to assess the mechanical function of the two ventricles, and also could improve the accuracy ECG simulation when it is used in heart torso model-based body surface potential simulation studies.
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Objectives: In this paper, we present a unified electrodynamic heart model that permits simulations of the body surface potentials generated by the heart in motion. The inclusion of motion in the heart model significantly improves the accuracy of the simulated body surface potentials and therefore also the 12-lead ECG. Methods: The key step is to construct an electromechanical heart model. The cardiac excitation propagation is simulated by an electrical heart model, and the resulting cardiac active forces are used to calculate the ventricular wall motion based on a mechanical model. The source-field point relative position changes during heart systole and diastole. These can be obtained, and then used to calculate body surface ECG based on the electrical heart-torso model. Results: An electromechanical biventricular heart model is constructed and a standard 12-lead ECG is simulated. Compared with a simulated ECG based on the static electrical heart model, the simulated ECG based on the dynamic heart model is more accordant with a clinically recorded ECG, especially for the ST segment and T wave of a V1-V6 lead ECG. For slight-degree myocardial ischemia ECG simulation, the ST segment and T wave changes can be observed from the simulated ECG based on a dynamic heart model, while the ST segment and T wave of simulated ECG based on a static heart model is almost unchanged when compared with a normal ECG. Conclusions: This study confirms the importance of the mechanical factor in the ECG simulation. The dynamic heart model could provide more accurate ECG simulation, especially for myocardial ischemia or infarction simulation, since the main ECG changes occur at the ST segment and T wave, which correspond with cardiac systole and diastole phases.
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A stochastic model for solute transport in aquifers is studied based on the concepts of stochastic velocity and stochastic diffusivity. By applying finite difference techniques to the spatial variables of the stochastic governing equation, a system of stiff stochastic ordinary differential equations is obtained. Both the semi-implicit Euler method and the balanced implicit method are used for solving this stochastic system. Based on the Karhunen-Loeve expansion, stochastic processes in time and space are calculated by means of a spatial correlation matrix. Four types of spatial correlation matrices are presented based on the hydraulic properties of physical parameters. Simulations with two types of correlation matrices are presented.
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Silicic volcanic eruptions are typically accompanied by repetitive Long-Period (LP) seismicity that originates from a small region of the upper conduit. These signals have the capability to advance eruption prediction, since they commonly precede a change in the eruption vigour. Shear bands forming along the conduit wall, where the shear stresses are highest, have been linked to providing the seismic trigger. However, existing computational models are unable to generate shear bands at the depths where the LP signals originate using simple magma strength models. Presented here is a model in which the magma strength is determined from a constitutive relationship dependent upon crystallinity and pressure. This results in a depth-dependent magma strength, analogous to planetary lithospheres. Hence, in shallow highly-crystalline regions a macroscopically discontinuous brittle type of deformation will prevail, whilst in deeper crystal-poor regions there will be a macroscopically continuous plastic deformation mechanism. This will result in a depth where the brittle-ductile transition occurs, and here shear bands disconnected from the free-surface may develop. We utilize the Finite Element Method and use axi-symmetric coordinates to model magma flow as a viscoplastic material, simulating quasi-static shear bands along the walls of a volcanic conduit. Model results constrained to the Soufrière Hills Volcano, Montserrat, show the generation of two types of shear bands: upper-conduit shear bands that form between the free-surface to a few 100 metres below it and discrete shear bands that form at the depths where LP seismicity is measured to occur corresponding to the brittle-ductile transition and the plastic shear region. It is beyond the limitation of the model to simulate a seismic event, although the modelled viscosity within the discrete shear bands suggests a failure and healing cycle time that supports the observed LP seismicity repeat times. However, due to the paucity of data and large parameter space available these results can only be considered to be qualitative rather than quantitative at this stage.
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Nine classes of integrable boundary conditions for the eight-state supersymmetric model of strongly correlated fermions are presented. The boundary systems are solved by using the coordinate Bethe ansatz method and the Bethe ansatz equations for all nine cases are given.
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We use theoretical and numerical methods to investigate the general pore-fluid flow patterns near geological lenses in hydrodynamic and hydrothermal systems respectively. Analytical solutions have been rigorously derived for the pore-fluid velocity, stream function and excess pore-fluid pressure near a circular lens in a hydrodynamic system. These analytical solutions provide not only a better understanding of the physics behind the problem, but also a valuable benchmark solution for validating any numerical method. Since a geological lens is surrounded by a medium of large extent in nature and the finite element method is efficient at modelling only media of finite size, the determination of the size of the computational domain of a finite element model, which is often overlooked by numerical analysts, is very important in order to ensure both the efficiency of the method and the accuracy of the numerical solution obtained. To highlight this issue, we use the derived analytical solutions to deduce a rigorous mathematical formula for designing the computational domain size of a finite element model. The proposed mathematical formula has indicated that, no matter how fine the mesh or how high the order of elements, the desired accuracy of a finite element solution for pore-fluid flow near a geological lens cannot be achieved unless the size of the finite element model is determined appropriately. Once the finite element computational model has been appropriately designed and validated in a hydrodynamic system, it is used to examine general pore-fluid flow patterns near geological lenses in hydrothermal systems. Some interesting conclusions on the behaviour of geological lenses in hydrodynamic and hydrothermal systems have been reached through the analytical and numerical analyses carried out in this paper.
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The tissue distribution kinetics of a highly bound solute, propranolol, was investigated in a heterogeneous organ, the isolated perfused limb, using the impulse-response technique and destructive sampling. The propranolol concentration in muscle, skin, and fat as well as in outflow perfusate was measured up to 30 min after injection. The resulting data were analysed assuming (1) vascular, muscle, skin and fat compartments as well mixed (compartmental model) and (2) using a distributed-in-space model which accounts for the noninstantaneous intravascular mixing and tissue distribution processes but consists only of a vascular and extravascular phase (two-phase model). The compartmental model adequately described propranolol concentration-time data in the three tissue compartments and the outflow concentration-time curve (except of the early mixing phase). In contrast, the two-phase model better described the outflow concentration-time curve but is limited in accounting only for the distribution kinetics in the dominant tissue, the muscle. The two-phase model well described the time course of propranolol concentration in muscle tissue, with parameter estimates similar to those obtained with the compartmental model. The results suggest, first that the uptake kinetics of propranolol into skin and fat cannot be analysed on the basis of outflow data alone and, second that the assumption of well-mixed compartments is a valid approximation from a practical point of view las, e.g., in physiological based pharmacokinetic modelling). The steady-state distribution volumes of skin and fat were only 16 and 4%, respectively, of that of muscle tissue (16.7 ml), with higher partition coefficient in fat (6.36) than in skin (2.64) and muscle (2.79. (C) 2000 Elsevier Science B.V. All rights reserved.
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In modern magnetic resonance imaging (MRI), patients are exposed to strong, rapidly switching magnetic gradient fields that, in extreme cases, may be able to elicit nerve stimulation. This paper presents theoretical investigations into the spatial distribution of induced current inside human tissues caused by pulsed z-gradient fields. A variety of gradient waveforms have been studied. The simulations are based on a new, high-definition, finite-difference time-domain method and a realistic inhomogeneous 10-mm resolution human body model with appropriate tissue parameters. it was found that the eddy current densities are affected not only by the pulse sequences but by many parameters such as the position of the body inside the gradient set, the local biological material properties and the geometry of the body. The discussion contains a comparison of these results with previous results found in the literature. This study and the new methods presented herein will help to further investigate the biological effects caused by the switched gradient fields in a MRI scan. (C) 2002 Wiley Periodicals, Inc.
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Most cellular solids are random materials, while practically all theoretical structure-property results are for periodic models. To be able to generate theoretical results for random models, the finite element method (FEM) was used to study the elastic properties of solids with a closed-cell cellular structure. We have computed the density (rho) and microstructure dependence of the Young's modulus (E) and Poisson's ratio (PR) for several different isotropic random models based on Voronoi tessellations and level-cut Gaussian random fields. The effect of partially open cells is also considered. The results, which are best described by a power law E infinity rho (n) (1<n<2), show the influence of randomness and isotropy on the properties of closed-cell cellular materials, and are found to be in good agreement with experimental data. (C) 2001 Acta Materialia Inc. Published by Elsevier Science Ltd. All rights reserved.