916 resultados para Options (Finance) -- Mathematical models


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This work deals with a model to interpret pH measurements of solutions of weak rodlike polyacids, in the absence of added salts or titrating base. The polyacid is modeled as a series of point charges discretely distributod in a straight line with a distance of closest approach for the protons and an average distance between dissociable monomers, projected in the polymer chain axis. Aside from these two geometrical parameters, the dissociation constant for the isolated monomer that describes the proton dissociated monomer interaction forms the basis of the model. The assumption of cylindrical symmetry and the adoption of the cell model lead to a form written in terms of elementary functions for the mean electrostatic potential. Values of pH (related to the proton concentration in a region beyond the influence of the polyacid) as a function of polymer concentration are displayed graphically for some values of the geometrical parameters and of the dissociation, constant. Theoretical predictions of pH values as a function of polymeric concentration are compared with measured values for poly-L-glutamic and polygalacturonic acids, and a good agreement is found. Theoretical values for the dissociation degree in terms of polymeric concentration are shown for the two experimentally investigated systems. These values are in a range appreciably smaller than what is usually studied as a result of titration.

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Nonlocal interactions are an intrinsically quantum phenomenon. In this work we point out that, in the context of heavy ions, such interactions can be studied through the refractive elastic scattering of these systems at intermediate energies. We show that most of the observed energy dependence of the local equivalent bare potential arises from the exchange nonlocality. The nonlocality parameter extracted from the data was found to be very close to the one obtained from folding models. The effective mass of the colliding, heavy-ion, system was found to be close to the nucleon effective mass in nuclear matter.

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Classical shell-and-tube heat exchangers are usually equipped with segmental baffles. These baffles serve two basic functions: (a) they provide tube supports, thereby preventing or reducing mechanical problems, such as sagging or vibration; (b) they direct the fluid flow over the tubes so as to introduce a cross-flow component, thereby increasing the heat transfer. Segmented baffles have several sources of performance loss, some due to various leakage flows and others caused by stagnation zones. A new concept of longitudinal flow heat exchanger - based on placing twisted tapes along the tube bundle subchannels - was developed to mitigate drawbacks of other types of tubular heat exchangers. In this paper, a numerical model has been implemented in order to simulate the thermal-hydraulic feature of tubular heat exchangers equipped either with segmental baffles or with subchannel twisted tapes. The tube bundle has been described by means of an equivalent porous medium type model, allowing a macroscopic description of the shell-side flow. The basic equations - continuity, momentum and energy - have been solved by using the finite volume method. Typical numerical results have been compared with experimental data, reaching a very good agreement. A comparative analysis of different types of heat exchangers has been carried out, revealing the satisfactory thermal-hydraulic efficiency level of the twisted tapes heat exchangers.

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This work presents an algorithm for the security control of electric power systems using control actions like generation reallocation, determined by sensitivity analysis (linearized model) and optimization by neural networks. The model is developed taking into account the dynamic network aspects. The preventive control methodology is developed by means of sensitivity analysis of the security margin related with the mechanical power of the system synchronous machines. The reallocation power in each machine is determined using neural networks. The neural network used in this work is of Hopfield type. These networks are dedicated electric circuits which simulate the constraint set and the objective function of an optimization problem. The advantage of using these networks is the higher speed in getting the solutions when compared to conventional optimization algorithms due to the great convergence rate of the process and the facility of the method parallelization. Then, the objectives are: formulate and investigate these networks implementations in determining. The generation reallocation in digital computers. Aiming to illustrate the proposed methodology an application considering a multi-machine system is presented.

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Orthorhombic modification of europium doped lanthanum trimetaphosphate has been prepared. The compound was obtained by precipitation of rare earth chloride solution with trimetaphosphoric acid. The characterizations were made using X-ray diffractometry, chemical analysis and infrared spectroscopy. Excitation and emission spectra were recorded at liquid nitrogen and room temperatures. Assignments of the 5D0→7FJ (J=0, 1, 2, 3, 4, 5) transitions were made and an unusual high 5D0→7F4 transition intensity with six split lines has been observed. Structural distortion of the crystal lattice may be caused by the Eu3+ ion inclusion. The simple overlap model was applied for the calculation of the total splitting of the 5D0→7F1 transition, the 5D0→7F0/5D 0→7F2 transition intensity ratio and the Ωλ (λ=2.4) intensity parameters. Theoretical predictions showed to be in good accordance with the experimental data. © 1988 Elsevier Science S.A.

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The purpose of this work is to study the preparation and spectroscopic behavior of the europium diphenylphosphinate complex -Eu(DPP)3. Elemental and thermogravimetric analysis, powder X-ray diffractometry, and infrared spectroscopy were applied to characterize the formula of the final product and the sixfold coordination of the Eu3+ ion. Excitation and emission spectra have been recorded at liquid nitrogen and room temperatures. The 5D0→7F2 transition intensity decreases when T decreases in comparison to the 5D0→7F1 transition intensity. Molecular mechanic calculations were developed in order to obtain the spatial coordinates of the Eu3+ and ligand ions. The simple overlap model was used to calculate the total splitting of the 5D0→7F1 transition, 5D0→7F0/5D 0→7F2 ntensity ratio and the intensity parameters, Ωλ (λ=2 and 4). Good agreements between theoretical predictions and experimental results have been obtained with g=2/3 as the effective charge and α=0.8×10-24 cm3 as the isotropic polarizability of the oxygen. © 1998 Elsevier Science S.A.

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We model the heterogeneously catalyzed oxidation of CO over a Pt surface. A phase diagram analysis is used to probe the several steady state regimes and their stability. We incorporate an experimentally observed 'slow' sub-oxide kinetic step, thereby generalizing a previously presented model. In agreement with experimental data, stable, oscillatory and quasi-chaotic regimes are obtained. Furthermore, the inclusion of the sub-oxide step yields a relaxation oscillation regime. © 1998 Elsevier Science B.V. All rights reserved.

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The solutions of a renormalized BCS equation are studied in three space dimensions in s, p and d waves for finite-range separable potentials in the weak to medium coupling region. In the weak-coupling limit, the present BCS model yields a small coherence length ξ and a large critical temperature, T c, appropriate for some high-T c materials. The BCS gap, T c, ξ and specific heat C s(T c) as a function of zero-temperature condensation energy are found to exhibit potential-independent universal scalings. The entropy, specific heat, spin susceptibility and penetration depth as a function of temperature exhibit universal scaling below T c in p and d waves.

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It is shown that the appearance of a fixed-point singularity in the kernel of the two-electron Cooper problem is responsible for the formation of the Cooper pair for an arbitrarily weak attractive interaction between two electrons. This singularity is absent in the problem of three and few superconducting electrons at zero temperature on the full Fermi sea. Consequently, such three- and few-electron systems on the full Fermi sea do not form Cooper-type bound states for an arbitrarily weak attractive pair interaction.

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The non-linear electrical properties of CoO-doped and Nb205-doped SnO2 ceramics were characterized. X-ray diffraction and scanning electron microscopy indicated that the system is single phase. The electrical conduction mechanism for low applied electrical field was associated with thermionic emission of the Schottky type. An atomic defect model based on the Schottky double-barrier formation was proposed to explain the origin of the potential barrier at the ceramic grain boundaries. These defects create depletion layers at grain boundaries, favouring electron tunnelling at high values of applied electrical field. © 1998 Chapman & Hall.

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Although conventional rotating machines have been largely used to drive underground transportation systems, linear induction motors are also being considered for future applications owing to their indisputable advantages. A mathematical model for the transient behavior analysis of linear induction motors, when operating with constant r.m.s. currents, is presented in this paper. Operating conditions, like phase short-circuit and input frequency variations and also some design characteristics, such as air-gap and secondary resistivity variations, can be considered by means of this modeling. The basis of the mathematical modeling is presented. Experimental results obtained in the laboratory are compared with the corresponding simulations and discussed in this paper.

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The behaviors of an arc-shaped stator induction machine (the sector-motor) and a disc-secondary linear induction motor are analyzed in this work for different values of the frequency. Variable frequency is produced by a voltage source controlled-current inverter which keeps constant the r.m.s. value of the phase current, also assuring a sinusoidal waveform. For the simulations of the machine developed thrust, an equivalent circuit is used. It is obtained through the application of the one-dimensional theory to the modeling. The circuit parameters take into account the end effects, always present is these kind of machines. The phase current waveforms are analyzed for their harmonic contents. Experimental measurements were carried out in laboratory and are presented with the simulations, for comparison.

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Water waves generated by a solid mass is a complex phenomenon discussed in this paper by numerical and experimental approaches. A model based on shallow water equations with shocks (Saint Venant) has developed. It can reproduce the amplitude and the energy of the wave quite well, but because it consistently generates a hydraulic jump, it is able to reproduce the profile, in the case of high relative thickness of slide, but in the case of small relative thickness it is unable to reproduce the amplitude of the wave. As the momentum conservation is not verified during the phase of wave creation, a second technique based on discharge transfer coefficient α, is introduced at the zone of impact. Numerical tests have been performed and validated this technique from the experimental results of the wave's height obtained in a flume.

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In this article, an implementation of structural health monitoring process automation based on vibration measurements is proposed. The work presents an alternative approach which intent is to exploit the capability of model updating techniques associated to neural networks to be used in a process of automation of fault detection. The updating procedure supplies a reliable model which permits to simulate any damage condition in order to establish direct correlation between faults and deviation in the response of the model. The ability of the neural networks to recognize, at known signature, changes in the actual data of a model in real time are explored to investigate changes of the actual operation conditions of the system. The learning of the network is performed using a compressed spectrum signal created for each specific type of fault. Different fault conditions for a frame structure are evaluated using simulated data as well as measured experimental data.

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This paper addresses the problem of model reduction for uncertain discrete-time systems with convex bounded (polytope type) uncertainty. A reduced order precisely known model is obtained in such a way that the H2 and/or the H∞ guaranteed norm of the error between the original (uncertain) system and the reduced one is minimized. The optimization problems are formulated in terms of coupled (non-convex) LMIs - Linear Matrix Inequalities, being solved through iterative algorithms. Examples illustrate the results.