969 resultados para Nonlinear PDE, option pricing, compact finite difference discretization, convergence, incomplete markets, inverse problem, SQP


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We present a growth analysis model that combines large amounts of environmental data with limited amounts of biological data and apply it to Corbicula japonica. The model uses the maximum-likelihood method with the Akaike information criterion, which provides an objective criterion for model selection. An adequate distribution for describing a single cohort is selected from available probability density functions, which are expressed by location and scale parameters. Daily relative increase rates of the location parameter are expressed by a multivariate logistic function with environmental factors for each day and categorical variables indicating animal ages as independent variables. Daily relative increase rates of the scale parameter are expressed by an equation describing the relationship with the daily relative increase rate of the location parameter. Corbicula japonica grows to a modal shell length of 0.7 mm during the first year in Lake Abashiri. Compared with the attain-able maximum size of about 30 mm, the growth of juveniles is extremely slow because their growth is less susceptible to environmental factors until the second winter. The extremely slow growth in Lake Abashiri could be a geographical genetic variation within C. japonica.

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In Immersed Boundary Methods (IBM) the effect of complex geometries is introduced through the forces added in the Navier-Stokes solver at the grid points in the vicinity of the immersed boundaries. Most of the methods in the literature have been used with Cartesian grids. Moreover many of the methods developed in the literature do not satisfy some basic conservation properties (the conservation of torque, for instance) on non-uniform meshes. In this paper we will follow the RKPM method originated by Liu et al. [1] to build locally regularized functions that verify a number of integral conditions. These local approximants will be used both for interpolating the velocity field and for spreading the singular force field in the framework of a pressure correction scheme for the incompressible Navier-Stokes equations. We will also demonstrate the robustness and effectiveness of the scheme through various examples. Copyright © 2010 by ASME.

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Modes in a microsquare resonator slab with strong vertical waveguide consisting of air/semiconductor/air are analyzed by three-dimensional (3-D) finite-difference time-domain simulation, and compared with that of two-dimensional (2-D) simulation under effective index approximation. Mode frequencies and field distributions inside the resonator obtained by the 3-D simulation are in good agreement with those of the 2-D approximation. However, field distributions at the boundary of the resonator obtained by 3-D simulation are different from that of the 2-D simulation, especially the vertical field distribution near the boundary is great different from that of the slab waveguide, which is used in the effective index approximation. Furthermore the quality factors obtained by 3-D simulation are much larger. than that by 2-D simulation for the square resonator slab with the strong vertical waveguide.

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An add-drop filter based on a perfect square resonator can realize a maximum of only 25% power dropping because the confined modes are standing-wave modes. By means of mode coupling between two modes with inverse symmetry properties, a traveling-wave-like filtering response is obtained in a two-dimensional single square cavity filter with cut or circular corners by finite-difference time-domain simulation. The optimized deformation parameters for an add-drop filter can be accurately predicted as the overlapping point of the two coupling modes in an isolated deformed square cavity. More than 80% power dropping can be obtained in a deformed square cavity filter with a side length of 3.01 mu m. The free spectral region is decided by the mode spacing between modes, with the sum of the mode indices differing by 1. (c) 2007 Optical Society of America.

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Mode characteristics of a strongly confined square cavity suspended in air via a pedestal on the substrate are investigated by a three-dimensional finite-difference time-domain technique. The mode wavelengths and mode quality factors (Q factors) are calculated as the functions of the size of the pedestal and the slope angle 0 of the sidewalls of the square slab, respectively For the square slab with side length of 2 mu m, thickness of 0.2 mu m, and refractive index of 3.4, on a square pedestal with refractive index of 3.17, the Q factor of the whispering-gallery (WG)-like mode transverse-electric TE(3.5)o first increases with the side length b of the square pedestal and then quickly decreases as b > 0.4 mu m, but the Q factor of the WG-like mode TE(4.6)o drops down quickly as b > 0.2 mu m, owing to their different symmetries. The results indicate that the pedestal can also result in mode selection in the WG-like modes. In addition, the numerical results show that the Q factors decrease 50% as the slope angle of the sidewalls varies from 90 degrees to 80 degrees. The mode characteristics of WG-like modes in the square cavity with a rectangular pedestal are also discussed. The results show that the nonsquare pedestal largely degrades the WG-like modes. (c) 2006 Optical Society of America

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The mode characteristics of a three-dimensional (3D) microdisk with a vertical refractive index distribution of n(2)/3.4/n(2) are investigated by the S-matrix method and 3D finite-difference time-domain (FDTD) technique. For the microdisk with a thickness of 0.2 mu m. and a radius of 1 mu m, the mode wavelengths and quality factors for the HE7,1 mode obtained by 3D FDTD simulation and the S-matrix method are in good agreement as n(2) increases from 1.0 to 2.6. But the Q factor obtained by the 3D FDTD rapidly decreases from 1.12 X 10(4) to 379 as n2 increases from 2.65 to 2.8 owing to the vertical radiation losses, which cannot be predicted by the proposed S-matrix method. The comparisons also show that quality factors obtained from the analytical solution of two-dimensional microdisks under the effective index approximation are five to seven times smaller than those of the 3D FDTD as n(2) = 1 and R = 1 mu m. (c) 2006 Optical Society of America.