983 resultados para modeling implied volatility


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Cell adhesion, which is mediated by the receptor-ligand bonds, plays an essential role in various biological processes. Previous studies often described the force-extension relationship of receptor-ligand bond with linear assumption. However, the force-extension relationship of the bond is intrinsically nonlinear, which should have significant influence on the mechanical behavior of cell adhesion. In this work, a nonlinear mechanical model for cell adhesion is developed, and the adhesive strength was studied at various bond distributions. We find that the nonlinear mechanical behavior of the receptor-ligand bonds is crucial to the adhesive strength and stability. This nonlinear behavior allows more bonds to achieve large bond force simultaneously, and therefore the adhesive strength becomes less sensitive to the change of bond density at the outmost periphery of the adhesive area. In this way, the strength and stability of cell adhesion are soundly enhanced. The nonlinear model describes the cell detachment behavior better than the linear model. (C) 2007 Elsevier Ltd. All rights reserved.

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The water-heat transfer process between land and atmosphere in Haibei alpine meadow area has been systematically observed. A multi-layer coupling model for land-atmosphere interaction was presented with special attention paid to the moisture transfer in leaf stomata under unsaturated condition. A profound investigation on the physical process of turbulent transfer inside the vegetation has been performed with a revised formula of water absorption for root system. The present model facilitates the study of vertically distributed physical variables in detail. Numerical simulation was conducted according to the transfer process of Kinesia humility meadow in the area of Haibei Alpine Meadow Ecosystem Station, CAS. The calculated results agree well with observation.

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A semi-gas kinetics (SGK) model for performance analyses of flowing chemical oxygen-iodine laser (COIL) is presented. In this model, the oxygen-iodine reaction gas flow is treated as a continuous medium, and the effect of thermal motions of particles of different laser energy levels on the performances of the COIL is included and the velocity distribution function equations are solved by using the double-parameter perturbational method. For a premixed flow, effects of different chemical reaction systems, different gain saturation models and temperature, pressure, yield of excited oxygen, iodine concentration and frequency-shift on the performances of the COIL are computed, and the calculated output power agrees well with the experimental data. The results indicate that the power extraction of the SGK model considering 21 reactions is close to those when only the reversible pumping reaction is considered, while different gain saturation models and adjustable parameters greatly affect the output power, the optimal threshold gain range, and the length of power extraction.

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In this paper, we study the issues of modeling, numerical methods, and simulation with comparison to experimental data for the particle-fluid two-phase flow problem involving a solid-liquid mixed medium. The physical situation being considered is a pulsed liquid fluidized bed. The mathematical model is based on the assumption of one-dimensional flows, incompressible in both particle and fluid phases, equal particle diameters, and the wall friction force on both phases being ignored. The model consists of a set of coupled differential equations describing the conservation of mass and momentum in both phases with coupling and interaction between the two phases. We demonstrate conditions under which the system is either mathematically well posed or ill posed. We consider the general model with additional physical viscosities and/or additional virtual mass forces, both of which stabilize the system. Two numerical methods, one of them is first-order accurate and the other fifth-order accurate, are used to solve the models. A change of variable technique effectively handles the changing domain and boundary conditions. The numerical methods are demonstrated to be stable and convergent through careful numerical experiments. Simulation results for realistic pulsed liquid fluidized bed are provided and compared with experimental data. (C) 2004 Elsevier Ltd. All rights reserved.

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This paper presents the results of a series of centrifuge model tests performed to study the behavior of suction bucket foundations for a tension leg platform in the Bohai Bay, China. The target lateral loadings were from ice-sheet-induced structural vibrations at a frequency of 0.8-1.0 Hz. The results indicate that excess pore water pressures reach the highest values within a depth of 1.0-1.5 in below the mud line. The pore pressures and the induced settlement and lateral displacement increase with the amplitude of the cyclic loading. Two failure modes were observed: liquefaction in early excitations and settlement-induced problems after long-term excitations. (c) 2006 Elsevier Ltd. All rights reserved.

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Methane hydrate, which is usually found under deep seabed or permafrost zones, is a potential energy resource for future years. Depressurization of horizontal wells bored in methane hydrate layer is considered as one possible method for hydrate dissociation and methane extraction from the hosting soil. Since hydrate is likely to behave as a bonding material to sandy soils, supported well construction is necessary to avoid well-collapse due to the loss of the apparent cohesion during depressurization. This paper describes both physical and numerical modeling of such horizontal support wells. The experimental part involves depressurization of small well models in a large pressure cell, while the numerical part simulates the corresponding problem. While the experiment models simulate only gas saturated initial conditions, the numerical analysis simulates both gas-saturated and more realistic water-saturated conditions based on effective stress coupled flow-deformation formulation of these three phases. © 2006 Taylor & Francis Group.