28 resultados para stochastic local volatility model leverage surface Dupire formula for local volatility Gyöngy theorem nonlinear partial integro-differential Kolmogorov equation finite difference method

em University of Queensland eSpace - Australia


Relevância:

100.00% 100.00%

Publicador:

Resumo:

The precise evaluation of electromagnetic field (EMF) distributions inside biological samples is becoming an increasingly important design requirement for high field MRI systems. In evaluating the induced fields caused by magnetic field gradients and RF transmitter coils, a multilayered dielectric spherical head model is proposed to provide a better understanding of electromagnetic interactions when compared to a traditional homogeneous head phantom. This paper presents Debye potential (DP) and Dyadic Green's function (DGF)-based solutions of the EMFs inside a head-sized, stratified sphere with similar radial conductivity and permittivity profiles as a human head. The DP approach is formulated for the symmetric case in which the source is a circular loop carrying a harmonic-formed current over a wide frequency range. The DGF method is developed for generic cases in which the source may be any kind of RF coil whose current distribution can be evaluated using the method of moments. The calculated EMFs can then be used to deduce MRI imaging parameters. The proposed methods, while not representing the full complexity of a head model, offer advantages in rapid prototyping as the computation times are much lower than a full finite difference time domain calculation using a complex head model. Test examples demonstrate the capability of the proposed models/methods. It is anticipated that this model will be of particular value for high field MRI applications, especially the rapid evaluation of RF resonator (surface and volume coils) and high performance gradient set designs.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

A finite difference method for simulating voltammograms of electrochemically driven enzyme catalysis is presented. The method enables any enzyme mechanism to be simulated. The finite difference equations can be represented as a matrix equation containing a nonlinear sparse matrix. This equation has been solved using the software package Mathematica. Our focus is on the use of cyclic voltammetry since this is the most commonly employed electrochemical method used to elucidate mechanisms. The use of cyclic voltammetry to obtain data from systems obeying Michaelis-Menten kinetics is discussed, and we then verify our observations on the Michaelis-Menten system using the finite difference simulation. Finally, we demonstrate how the method can be used to obtain mechanistic information on a real redox enzyme system, the complex bacterial molybdoenzyme xanthine dehydrogenase.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

We present Ehrenfest relations for the high temperature stochastic Gross-Pitaevskii equation description of a trapped Bose gas, including the effect of growth noise and the energy cutoff. A condition for neglecting the cutoff terms in the Ehrenfest relations is found which is more stringent than the usual validity condition of the truncated Wigner or classical field method-that all modes are highly occupied. The condition requires a small overlap of the nonlinear interaction term with the lowest energy single particle state of the noncondensate band, and gives a means to constrain dynamical artefacts arising from the energy cutoff in numerical simulations. We apply the formalism to two simple test problems: (i) simulation of the Kohn mode oscillation for a trapped Bose gas at zero temperature, and (ii) computing the equilibrium properties of a finite temperature Bose gas within the classical field method. The examples indicate ways to control the effects of the cutoff, and that there is an optimal choice of plane wave basis for a given cutoff energy. This basis gives the best reproduction of the single particle spectrum, the condensate fraction and the position and momentum densities.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

The numerical solution of the time dependent wave equation in an unbounded domain generally leads to a truncation of this domain, which requires the introduction of an artificial boundary with associated boundary conditions. Such nonreflecting conditions ensure the equivalence between the solution of the original problem in the unbounded region and the solution inside the artificial boundary. We consider the acoustic wave equation and derive exact transparent boundary conditions that are local in time and can be directly used in explicit methods. These conditions annihilate wave harmonics up to a given order on a spherical artificial boundary, and we show how to combine the derived boundary condition with a finite difference method. The analysis is complemented by a numerical example in two spatial dimensions that illustrates the usefulness and accuracy of transparent boundary conditions.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

In this paper, we study the effect of solid surface mediation on the intermolecular potential energy of nitrogen, and its impact on the adsorption of nitrogen on a graphitized carbon black surface and in carbon slit-shaped pores. This effect arises from the lower effective interaction potential energy between two particles close to the surface compared to the potential energy of the same two particles when they are far away from the surface. A simple equation is proposed to calculate the reduction factor and this is used in the Grand Canonical Monte Carlo (GCMC) simulation of nitrogen adsorption on graphitized thermal carbon black. With this modification, the GCMC simulation results agree extremely well with the experimental data over a wide range of pressure; the simulation results with the original potential energy (i.e. no surface mediation) give rise to a shoulder in the neighbourhood of monolayer coverage and a significant over-prediction of the second and higher layer coverages. The influence of this surface mediation on the dependence of the pore-filling pressure on the pore width is also studied. It is shown that such surface mediation has a significant effect on the pore-filling pressure. This implies that the use of the local isotherms obtained from the potential model without surface mediation could give rise to a serious error in the determination of the pore-size distribution.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

A stochastic metapopulation model accounting for habitat dynamics is presented. This is the stochastic SIS logistic model with the novel aspect that it incorporates varying carrying capacity. We present results of Kurtz and Barbour, that provide deterministic and diffusion approximations for a wide class of stochastic models, in a form that most easily allows their direct application to population models. These results are used to show that a suitably scaled version of the metapopulation model converges, uniformly in probability over finite time intervals, to a deterministic model previously studied in the ecological literature. Additionally, they allow us to establish a bivariate normal approximation to the quasi-stationary distribution of the process. This allows us to consider the effects of habitat dynamics on metapopulation modelling through a comparison with the stochastic SIS logistic model and provides an effective means for modelling metapopulations inhabiting dynamic landscapes.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

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.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

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.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

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.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

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.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

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.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

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.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

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.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

There is a wealth of literature documenting a directional change of body size in heavily harvested populations. Most of this work concentrates on aquatic systems, but terrestrial populations are equally at risk. This paper explores the capacity of harvest refuges to counteract potential effects of size-selective harvesting on the allele frequency,of populations. We constructed a stochastic, individual-based model parameterized with data on red kangaroos. Because we do not know which part of individual growth would change in the course of natural selection, we explored the effects of two alternative models of individual growth in which alleles affect either the growth rate or the maximum size. The model results show that size-selective harvesting can result in significantly smaller kangaroos for a given age when the entire population is subject to harvesting. In contrast, in scenarios that include dispersal from harvest refuges, the initial allele frequency remains virtually unchanged.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

The paper investigates the effects of trade liberalisation on the technical efficiency of the Bangladesh manufacturing sector by estimating a combined stochastic frontier-inefficiency model using panel data for the period 197894 for 25 three-digit level industries. The results show that the overall technical efficiency of the manufacturing sector as well as the technical efficiencies of the majority of the individual industries has increased over time. The findings also clearly suggest that trade liberalisation, proxied by export orientation and capital deepening, has had significant impact on the reduction of the overall technical inefficiency. Similarly, the scale of operation and the proportion of non-production labour in total employment appear as important determinants of technical inefficiency. The evidence also indicates that both export-promoting and import-substituting industries have experienced rises in technical efficiencies over time. Besides, the results are suggestive of neutral technical change, although (at the 5 per cent level of significance) the empirical results indicate that there was no technical change in the manufacturing industries. Finally, the joint test based on the likelihood ratio (LR) test rejects the Cobb-Douglas production technology as description of the database given the specification of the translog production technology.