983 resultados para modeling implied volatility


Relevância:

20.00% 20.00%

Publicador:

Resumo:

Reynolds averaged Navier-Stokes model performances in the stagnation and wake regions for turbulent flows with relatively large Lagrangian length scales (generally larger than the scale of geometrical features) approaching small cylinders (both square and circular) is explored. The effective cylinder (or wire) diameter based Reynolds number, ReW ≤ 2.5 × 103. The following turbulence models are considered: a mixing-length; standard Spalart and Allmaras (SA) and streamline curvature (and rotation) corrected SA (SARC); Secundov's νt-92; Secundov et al.'s two equation νt-L; Wolfshtein's k-l model; the Explicit Algebraic Stress Model (EASM) of Abid et al.; the cubic model of Craft et al.; various linear k-ε models including those with wall distance based damping functions; Menter SST, k-ω and Spalding's LVEL model. The use of differential equation distance functions (Poisson and Hamilton-Jacobi equation based) for palliative turbulence modeling purposes is explored. The performance of SA with these distance functions is also considered in the sharp convex geometry region of an airfoil trailing edge. For the cylinder, with ReW ≈ 2.5 × 103 the mixing length and k-l models give strong turbulence production in the wake region. However, in agreement with eddy viscosity estimates, the LVEL and Secundov νt-92 models show relatively little cylinder influence on turbulence. On the other hand, two equation models (as does the one equation SA) suggest the cylinder gives a strong turbulence deficit in the wake region. Also, for SA, an order or magnitude cylinder diameter decrease from ReW = 2500 to 250 surprisingly strengthens the cylinder's disruptive influence. Importantly, results for ReW ≪ 250 are virtually identical to those for ReW = 250 i.e. no matter how small the cylinder/wire its influence does not, as it should, vanish. Similar tests for the Launder-Sharma k-ε, Menter SST and k-ω show, in accordance with physical reality, the cylinder's influence diminishing albeit slowly with size. Results suggest distance functions palliate the SA model's erroneous trait and improve its predictive performance in wire wake regions. Also, results suggest that, along the stagnation line, such functions improve the SA, mixing length, k-l and LVEL results. For the airfoil, with SA, the larger Poisson distance function increases the wake region turbulence levels by just under 5%. © 2007 Elsevier Inc. All rights reserved.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Pulsed fluidization is of considerable interest in process engineering for improving fluidization quality. Quantitative understanding of the pulsed two-phase flow behaviors is very important for proper design and optimum operation of such contactors. The

Relevância:

20.00% 20.00%

Publicador:

Resumo:

A new model accounting for both turbulence and sea state effects has been proposed in this paper to describe momentum, heat and moisture exchanges through air-sea interface. While long wave components mainly change air flow profile, short wave components

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Wave-induced instability of untrenched pipeline on sandy seabed is a `wave-soil-pipeline' coupling dynamic problem. To explore the mechanism of the pipeline instability, the hydrodynamic loading with U-shaped oscillatory flow tunnel is adopted, which is quite different from the previous experiment system. Based on dimensional analysis, the critical conditions for pipeline instability are investigated by altering pipeline submerged weight, diameter, soil parameters, etc. Based on the experimental results, different linear relationships between Froude number (Fr) and non-dimensional pipeline weight (G) are obtained for two constraint conditions. Moreover, the effects of loading history on the pipeline stability are also studied. Unlike previous experiments, sand scouring during the process of pipe's losing stability is detected in the present experiments. In addition, the experiment results are compared with the previous experiments, based on Wake II model for the calculation of wave-induced forces upon pipeline. It shows that the results of two kinds of experiments are comparable, but the present experiments provide better physical insight of the wave-soil-pipeline coupling effects.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Single crystal gallium nitride (GaN) is an important technological material used primarily for the manufacture of blue light lasers. An important area of contemporary research is developing a viable growth technique. The ammonothermal technique is an important candidate among many others with promise of commercially viable growth rates and material quality. The GaN growth rates are a complicated function of dissolution kinetics, transport by thermal convection and crystallization kinetics. A complete modeling effort for the growth would involve modeling each of these phenomena and also the coupling between these. As a first step, the crystallization and dissolution kinetics were idealized and the growth rates as determined purely by transport were investigated. The growth rates thus obtained were termed ‘transport determined growth rates’ and in principle are the maximum growth rates that can be obtained for a given configuration of the system. Using this concept, a parametric study was conducted primarily on the geometric and the thermal boundary conditions of the system to optimize the ‘transport determined growth rate’ and determine conditions when transport might be a bottleneck.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Based on the fact that the concentration flowlines of overland flow depend on the surface landform of hillslope, a kinematic wave model was developed for simulating runoff generation and flow concentration caused by rainfall on hillslopes. The model-simulated results agree well with experimental observations. Applying the model to the practical case of Maoping slope, we obtained the characteristics of runoff generation and infiltration on the slope. Especially, the simulated results adequately reflected the confluent pattern of surface runoff, which offers a scientific foundation for designing the drainage engineering on the Maoping slope.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

英文摘要: Rosetting, or forming a cell aggregate between a single target nucleated cell and a number of red blood cells (RBCs), is a simple assay for cell adhesion-mediated by specific receptor-ligand interaction. For example, rosette formation between sheep RBC and human lymphocytes has been used to differentiate T cells from B cells. Rosetting assay is commonly used to determine the interaction of Fc gamma-receptors (Fc gamma R) expressed on inflammatory cells and IgG-coated on RBCs. Despite its wide use in measuring cell adhesion, the biophysical parameters of rosette formation have not been well characterized. Here we developed a probabilistic model to describe the distribution of rosette sizes, which is Poissonian. The average rosette size is predicted to be proportional to the apparent two-dimensional binding affinity of the interacting receptor-ligand pair and their site densities. The model has been supported by experiments of rosettes mediated by four molecular interactions: Fc gamma RIII interacting with IgG, T cell receptor and coreceptor CD8 interacting with antigen peptide presented by major histocompatibility molecule, P-selectin interacting with P-selectin glycoprotein ligand 1 (PSGL-1), and L-selectin interacting with PSGL-1. The latter two are structurally similar and are different from the former two. Fitting the model to data enabled us to evaluate the apparent effective two-dimensional binding affinity of the interacting molecular pairs: 7.19x10(-5) mu m(4) for Fc gamma RIII-IgG interaction, 4.66x10(-3) mu m(4) for P-selectin-PSGL-1 interaction, and 0.94x10(-3) mu m(4) for L-selectin-PSGL-1 interaction. These results elucidate the biophysical mechanism of rosette formation and enable it to become a semiquantitative assay that relates the rosette size to the effective affinity for receptor-ligand binding.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Modeling of fluid flows in crystal growth processes has become an important research area in theoretical and applied mechanics. Most crystal growth processes involve fluid flows, such as flows in the melt, solution or vapor. Theoretical modeling has played an important role in developing technologies used for growing semiconductor crystals for high performance electronic and optoelectronic devices. The application of devices requires large diameter crystals with a high degree of crystallographic perfection, low defect density and uniform dopant distribution. In this article, the flow models developed in modeling of the crystal growth processes such as Czochralski, ammonothermal and physical vapor transport methods are reviewed. In the Czochralski growth modeling, the flow models for thermocapillary flow, turbulent flow and MHD flow have been developed. In the ammonothermal growth modeling, the buoyancy and porous media flow models have been developed based on a single-domain and continuum approach for the composite fluid-porous layer systems. In the physical vapor transport growth modeling, the Stefan flow model has been proposed based on the flow-kinetics theory for the vapor growth. In addition, perspectives for future studies on crystal growth modeling are proposed. (c) 2008 National Natural Science Foundation of China and Chinese Academy of Sciences. Published by Elsevier Limited and Science in China Press. All rights reserved.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The experimental and theoretical studies are reported in this paper for the head-on collisions of a liquid droplet with another of the same fluid resting on a solid substrate. The droplet on the hydrophobic polydimethylsiloxane (PDMS) substrate remains in a shape of an approximately spherical segment and is isometric to an incoming droplet. The colliding process of the binary droplets was recorded with high-speed photography. Head-on collisions saw four different types of response in our experiments: complete rebound, coalescence, partial rebound With conglutination, and coalescence accompanied by conglutination. For a complete rebound, both droplets exhibited remarkable elasticity and the contact time of the two colliding droplets was found to be in the range of 10-20 ms. With both droplets approximately considered as elastic bodies, Hertz contact theory was introduced to estimate the contact time for the complete rebound case. The estimated result Was found to be on the same order of magnitude as the experimental data, which indicates that the present model is reasonable. (C) 2008 Elsevier Inc. All rights reserved.

Relevância:

20.00% 20.00%

Publicador:

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We present a model in this paper for predicting the inverse Hall-Petch phenomenon in nanocrystalline (NC) materials which are assumed to consist of two phases: grain phase of spherical or spheroidal shapes and grain boundary phase. The deformation of the grain phase has an elasto-viscoplastic behavior, which includes dislocation glide mechanism, Coble creep and Nabarro-Herring creep. However the deformation of grain boundary phase is assumed to be the mechanism of grain boundary diffusion. A Hill self-consistent method is used to describe the behavior of nanocrystalline pure copper subjected to uniaxial tension. Finally, the effects of grain size and its distribution, grain shape and strain rate on the yield strength and stress-strain curve of the pure copper are investigated. The obtained results are compared with relevant experimental data in the literature.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The application of large-eddy simulation (LES) to turbulent transport processes requires accurate prediction of the Lagrangian statistics of flow fields. However, in most existing SGS models, no explicit consideration is given to Lagrangian statistics. In this paper, we focus on the effects of SGS modeling on Lagrangian statistics in LES ranging from statistics determining single-particle dispersion to those of pair dispersion and multiparticle dispersion. Lagrangian statistics in homogeneous isotropic turbulence are extracted from direct numerical simulation (DNS) and the LES with a spectral eddy-viscosity model. For the case of longtime single-particle dispersion, it is shown that, compared to DNS, LES overpredicts the time scale of the Lagrangian velocity correlation but underpredicts the Lagrangian velocity fluctuation. These two effects tend to cancel one another leading to an accurate prediction of the longtime turbulent dispersion coefficient. Unlike the single-particle dispersion, LES tends to underestimate significantly the rate of relative dispersion of particle pairs and multiple-particles, when initial separation distances are less than the minimum resolved scale due to the lack of subgrid fluctuations. The overprediction of LES on the time scale of the Lagrangian velocity correlation is further confirmed by a theoretical analysis using a turbulence closure theory.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

In the present research, microstructure of a kind of limnetic shell (Hyriopsis cumingii) is observed and measured by using the scanning electron microscopy, and mechanical behavior experiments of the shell nacre are carried out by using bending and tensile tests. The dependence of mechanical properties of the shell nacre on its microstructure is analyzed by using a modified shear-lag model, and the overall stress-strain relation is obtained. The experimental results reveal that the mechanical properties of shell nacre strongly depend on the water contents of the limnetic shell. Dry nacre shows a brittle behavior, whereas wetting nacre displays a strong ductility. Compared to the tensile test, the bending test overestimates the strength and underestimates the Young's modulus. The modified shear-lag model can characterize the deformation features of nacre effectively.