965 resultados para Time-dependent pricing
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Many recent inverse scattering techniques have been designed for single frequency scattered fields in the frequency domain. In practice, however, the data is collected in the time domain. Frequency domain inverse scattering algorithms obviously apply to time-harmonic scattering, or nearly time-harmonic scattering, through application of the Fourier transform. Fourier transform techniques can also be applied to non-time-harmonic scattering from pulses. Our goal here is twofold: first, to establish conditions on the time-dependent waves that provide a correspondence between time domain and frequency domain inverse scattering via Fourier transforms without recourse to the conventional limiting amplitude principle; secondly, we apply the analysis in the first part of this work toward the extension of a particular scattering technique, namely the point source method, to scattering from the requisite pulses. Numerical examples illustrate the method and suggest that reconstructions from admissible pulses deliver superior reconstructions compared to straight averaging of multi-frequency data. Copyright (C) 2006 John Wiley & Sons, Ltd.
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The plethora, and mass take up, of digital communication tech- nologies has resulted in a wealth of interest in social network data collection and analysis in recent years. Within many such networks the interactions are transient: thus those networks evolve over time. In this paper we introduce a class of models for such networks using evolving graphs with memory dependent edges, which may appear and disappear according to their recent history. We consider time discrete and time continuous variants of the model. We consider the long term asymptotic behaviour as a function of parameters controlling the memory dependence. In particular we show that such networks may continue evolving forever, or else may quench and become static (containing immortal and/or extinct edges). This depends on the ex- istence or otherwise of certain infinite products and series involving age dependent model parameters. To test these ideas we show how model parameters may be calibrated based on limited samples of time dependent data, and we apply these concepts to three real networks: summary data on mobile phone use from a developing region; online social-business network data from China; and disaggregated mobile phone communications data from a reality mining experiment in the US. In each case we show that there is evidence for memory dependent dynamics, such as that embodied within the class of models proposed here.
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The task of this paper is to develop a Time-Domain Probe Method for the reconstruction of impenetrable scatterers. The basic idea of the method is to use pulses in the time domain and the time-dependent response of the scatterer to reconstruct its location and shape. The method is based on the basic causality principle of timedependent scattering. The method is independent of the boundary condition and is applicable for limited aperture scattering data. In particular, we discuss the reconstruction of the shape of a rough surface in three dimensions from time-domain measurements of the scattered field. In practise, measurement data is collected where the incident field is given by a pulse. We formulate the time-domain fieeld reconstruction problem equivalently via frequency-domain integral equations or via a retarded boundary integral equation based on results of Bamberger, Ha-Duong, Lubich. In contrast to pure frequency domain methods here we use a time-domain characterization of the unknown shape for its reconstruction. Our paper will describe the Time-Domain Probe Method and relate it to previous frequency-domain approaches on sampling and probe methods by Colton, Kirsch, Ikehata, Potthast, Luke, Sylvester et al. The approach significantly extends recent work of Chandler-Wilde and Lines (2005) and Luke and Potthast (2006) on the timedomain point source method. We provide a complete convergence analysis for the method for the rough surface scattering case and provide numerical simulations and examples.
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A dynamic size-structured model is developed for phytoplankton and nutrients in the oceanic mixed layer and applied to extract phytoplankton biomass at discrete size fractions from remotely sensed, ocean-colour data. General relationships between cell size and biophysical processes (such as sinking, grazing, and primary production) of phytoplankton were included in the model through a bottom–up approach. Time-dependent, mixed-layer depth was used as a forcing variable, and a sequential data-assimilation scheme was implemented to derive model trajectories. From a given time-series, the method produces estimates of size-structured biomass at every observation, so estimates seasonal succession of individual phytoplankton size, derived here from remote sensing for the first time. From these estimates, normalized phytoplankton biomass size spectra over a period of 9 years were calculated for one location in the North Atlantic. Further analysis demonstrated that strong relationships exist between the seasonal trends of the estimated size spectra and the mixed-layer depth, nutrient biomass, and total chlorophyll. The results contain useful information on the time-dependent biomass flux in the pelagic ecosystem.
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Cyclic voltammetry and ultraviolet−visible/infrared (UV−vis/IR) spectroelectrochemistry were used to study the cathodic electrochemical behavior of the osmium complexes mer-[OsIII(CO) (bpy)Cl3] (bpy = 2,2′-bipyridine) and trans(Cl)-[OsII(CO) (PrCN)(bpy)Cl2] at variable temperature in different solvents (tetrahydrofuran (THF), butyronitrile (PrCN), acetonitrile (MeCN)) and electrolytes (Bu4NPF6, Bu4NCl). The precursors can be reduced to mer-[OsII(CO) (bpy•−)Cl3]2− and trans(Cl)-[OsII(CO)(PrCN) (bpy•−)Cl2]−, respectively, which react rapidly at room temperature, losing the chloride ligands and forming Os(0) species. mer-[OsIII(CO) (bpy)Cl3] is reduced in THF to give ultimately an Os−Os-bonded polymer, probably [Os0(CO) (THF)-(bpy)]n, whereas in PrCN the well-soluble, probably mononuclear [Os0(CO) (PrCN)(bpy)], species is formed. The same products were observed for the 2 electron reduction of trans(Cl)-[OsII(CO)(PrCN) (bpy)Cl2] in both solvents. In MeCN, similar to THF, the[Os0(CO) (MeCN)(bpy)]n polymer is produced. It is noteworthy that the bpy ligand in mononuclear [Os0(CO) (PrCN)(bpy)] is reduced to the corresponding radical anion at a significantly less negative potential than it is in polymeric [Os0(CO) (THF)(bpy)]n: ΔE1/2 = 0.67 V. Major differences also exist in the IR spectra of the Os(0) species: the polymer shows a broad ν(CO) band at much smaller wavenumbers compared to the soluble Os(0) monomer that exhibits a characteristic ν(Pr-CN) band below 2200 cm−1 in addition to the intense and narrow ν(CO) absorption band. For the first time, in this work the M0-bpy(M = Ru, Os) mono- and dicarbonyl species soluble in PrCN have been formulated as a mononuclear complex. Density functional theory (DFT) and time-dependent-DFT calculations confirm the Os(0) oxidation state and suggest that [Os0(CO)(PrCN)(bpy)] is a square planar moiety. The reversible bpy-based reduction of [Os0(CO) (PrCN)(bpy)] triggers catalytic reduction of CO2 to CO and HCOO−.
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This paper presents a numerical model for predicting the evolution of the pattern of ionospheric convection in response to general time-dependent magnetic reconnection at the dayside magnetopause and in the cross-tail current sheet of the geomagnetic tail. The model quantifies the concepts of ionospheric flow excitation by Cowley and Lockwood (1992), assuming a uniform spatial distribution of ionospheric conductivity. The model is demonstrated using an example in which travelling reconnection pulses commence near noon and then move across the dayside magnetopause towards both dawn and dusk. Two such pulses, 8 min apart, are used and each causes the reconnection to be active for 1 min at every MLT that they pass over. This example demonstrates how the convection response to a given change in the interplanetary magnetic field (via the reconnection rate) depends on the previous reconnection history. The causes of this effect are explained. The inherent assumptions and the potential applications of the model are discussed.
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The paper discusses how variations in the pattern of convective plasma flows should beincluded in self-consistent time-dependent models of the coupled ionosphere-thermosphere system. The author shows how these variations depend upon the mechanism by which the solar wind flow excites the convection. The modelling of these effects is not just of relevance to the polar ionosphere. This is because the influence of convection is not confined to high latitudes: the resultant heating and composition changes in the thermosphere are communicated to lower latitudes by the winds which are also greatly modified by the plasma convection. These thermospheric changes alter the global distribution of plasma by modulatingthe rates of the chemical reactions which areresponsible for the loss of plasma. Hence the modelling of these high-latitude processes is of relevanceto the design and operation of HF communication, radar and navigation systems worldwide.
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We have previously shown that melatonin influences the development of alpha 8 nicotinic acetylcholine receptor (nAChR) by measurement of the acetylcholine-induced increase in the extracellular acidification rate (ECAR) in chick retinal cell cultures. Cellular differentiation that takes place between DIV (days in vitro) 4 and DIV 5 yields cells expressing alpha 8 nAChR and results in a significant increase in the ECAR acetylcholine-induced. Blocking melatonin receptors with luzindole for 48 h suppresses the development of functional alpha 8 nAChR. Here we investigated the time window for the effect of melatonin on retinal cell development in culture, and whether this effect was dependent on an increase in the expression of alpha 8 nAChR. First, we confirmed that luzindole was inhibiting the effects of endogenous melatonin, since it increases 2-[(125)I] iodomelatonin (23 pM) binding sites density in a time-dependent manner. Then we observed that acute (15, 60 min, or 12 h) luzindole treatment did not impair acetylcholine-induced increase in the ECAR mediated by activation of alpha 8 nAChR at DIV 5, while chronic treatment (from DIV 3 or DIV 4 till DIV 5, or DIV 3.5 till DIV 4.5) led to a time-dependent reduction of the increase in the acetylcholine-induced ECAR. The binding parameters for [(125)I]-alpha-bungarotoxin (10 nM) sites in membrane were unaffected by melatonin suppression that started at DIV 3. Thus, melatonin surges in the time window that occurs at the final stages of chick retinal cell differentiation in culture is essential for development of the cells expressing alpha 8 nAChR subtype in full functional form. (C) 2010 ISDN. Published by Elsevier Ltd. All rights reserved.
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Inflammatory diseases associated with pain are often difficult to treat in the clinic due to insufficient understanding of the nociceptive pathways involved. Recently, there has been considerable interest in the role of reactive oxygen species (ROS) in inflammatory disease, but little is known of the role of hydrogen peroxide (H(2)O(2)) in hyperalgesia. In the present study, intraplantar injection of H(2)O(2)-induced a significant dose- and time-dependent mechanical and thermal hyperalgesia in the mouse hind paw, with increased c-fos activity observed in the dorsal horn of the spinal cord. H(2)O(2) also induced significant nociceptive behavior Such as increased paw licking and decreased body liftings. H(2)O(2) levels were significantly raised in the carrageenan-induced hind paw inflammation model, showing that this ROS is produced endogenously in a model of inflammation. Moreover, superoxide dismutase and catalase significantly reduced carrageenan-induced mechanical and thermal hyperalgesia, providing evidence of a functionally significant endogenous role. Thermal, but not mechanical, hyperalgesia in response to H(2)O(2) (i.pl.) Was longer lasting in TRPV1 wild type mice compared to TRPV1 knockouts. It is unlikely that downstream lipid peroxidation was increased by H(2)O(2). In conclusion, we demonstrate a notable effect of H(2)O(2) in mediating inflammatory hyperalgesia, thus highlighting H(2)O(2) removal as a novel therapeutic target for anti-hyperalgesic drugs in the clinic. (C) 2008 International Association for the Study of Pain. Published by Elsevier B.V. All rights reserved.
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We revisit the non-dissipative time-dependent annular billiard and we consider the chaotic dynamics in two planes of conjugate variables in order to describe the behavior of the growth, or saturation, of the mean velocity of an ensemble of particles. We observed that the changes in the 4-d phase space occur without changing any parameter. They occur depending on where the initial conditions start. The emerging KAM islands interfere in the behavior of the particle dynamics especially in the Fermi acceleration mechanism. We show that Fermi acceleration can be suppressed, without dissipation, even considering the non-dissipative energy context. (C) 2011 Published by Elsevier Ltd.
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Bose systems, subject to the action of external random potentials, are considered. For describing the system properties, under the action of spatially random potentials of arbitrary strength, the stochastic mean-field approximation is employed. When the strength of disorder increases, the extended Bose-Einstein condensate fragments into spatially disconnected regions, forming a granular condensate. Increasing the strength of disorder even more transforms the granular condensate into the normal glass. The influence of time-dependent external potentials is also discussed. Fastly varying temporal potentials, to some extent, imitate the action of spatially random potentials. In particular, strong time-alternating potential can induce the appearance of a nonequilibrium granular condensate.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Recently, we constructed an energy-dependent point interaction (EDPI) in its most general form in one-dimensional quantum mechanics. In this paper, we show that stationary solutions of the Schrodinger equation with the EDPI form a complete set. Then any nonstationary solution of the time-dependent Schrodinger equation can be expressed as a linear combination of stationary solutions. This, however, does not necessarily mean that the EDPI is self-adjoint and the time-development of the nonstationary state is unitary. The EDPI is self-adjoint provided that the stationary solutions are all orthogonal to one another. We illustrate situations in which this orthogonality condition is not satisfied.
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We construct static and time dependent exact soliton solutions for a theory of scalar fields taking values on a wide class of two dimensional target spaces, and defined on the four dimensional space-time S-3 X R. The construction is based on an ansatz built out of special coordinates on S3. The requirement for finite energy introduce boundary conditions that determine an infinite discrete spectrum of frequencies for the oscillating solutions. For the case where the target space is the sphere S-2, we obtain static soliton solutions with nontrivial Hopf topological charges. In addition, such Hopfions can oscillate in time, preserving their topological Hopf charge, with any of the frequencies belonging to that infinite discrete spectrum. (C) 2005 American Institute of Physics.
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)