991 resultados para Canonical momenta


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Includes bibliographical references.

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Mode of access: Internet.

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This paper presents a detailed analysis of adsorption of supercritical fluids on nonporous graphitized thermal carbon black. Two methods are employed in the analysis. One is the molecular layer structure theory (MLST), proposed recently by our group, and the other is the grand canonical Monte Carlo (GCMC) simulation. They were applied to describe the adsorption of argon, krypton, methane, ethylene, and sulfur hexafluoride on graphitized thermal carbon black. It was found that the MLST describes all the experimental data at various temperatures well. Results from GCMC simulations describe well the data at low pressure but show some deviations at higher pressures for all the adsorbates tested. The question of negative surface excess is also discussed in this paper.

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Proposed by M. Stutzer (1996), canonical valuation is a new method for valuing derivative securities under the risk-neutral framework. It is non-parametric, simple to apply, and, unlike many alternative approaches, does not require any option data. Although canonical valuation has great potential, its applicability in realistic scenarios has not yet been widely tested. This article documents the ability of canonical valuation to price derivatives in a number of settings. In a constant-volatility world, canonical estimates of option prices struggle to match a Black-Scholes estimate based on historical volatility. However, in a more realistic stochastic-volatility setting, canonical valuation outperforms the Black-Scholes model. As the volatility generating process becomes further removed from the constant-volatility world, the relative performance edge of canonical valuation is more evident. In general, the results are encouraging that canonical valuation is a useful technique for valuing derivatives. (C) 2005 Wiley Periodicals, Inc.

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Functional-structural plant models that include detailed mechanistic representation of underlying physiological processes can be expensive to construct and the resulting models can also be extremely complicated. On the other hand, purely empirical models are not able to simulate plant adaptability and response to different conditions. In this paper, we present an intermediate approach to modelling plant function that can simulate plant response without requiring detailed knowledge of underlying physiology. Plant function is modelled using a 'canonical' modelling approach, which uses compartment models with flux functions of a standard mathematical form, while plant structure is modelled using L-systems. Two modelling examples are used to demonstrate that canonical modelling can be used in conjunction with L-systems to create functional-structural plant models where function is represented either in an accurate and descriptive way, or in a more mechanistic and explanatory way. We conclude that canonical modelling provides a useful, flexible and relatively simple approach to modelling plant function at an intermediate level of abstraction.