983 resultados para modeling implied volatility


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Jet noise reduction is an important goal within both commercial and military aviation. Although large-scale numerical simulations are now able to simultaneously compute turbulent jets and their radiated sound, lost-cost, physically-motivated models are needed to guide noise-reduction efforts. A particularly promising modeling approach centers around certain large-scale coherent structures, called wavepackets, that are observed in jets and their radiated sound. The typical approach to modeling wavepackets is to approximate them as linear modal solutions of the Euler or Navier-Stokes equations linearized about the long-time mean of the turbulent flow field. The near-field wavepackets obtained from these models show compelling agreement with those educed from experimental and simulation data for both subsonic and supersonic jets, but the acoustic radiation is severely under-predicted in the subsonic case. This thesis contributes to two aspects of these models. First, two new solution methods are developed that can be used to efficiently compute wavepackets and their acoustic radiation, reducing the computational cost of the model by more than an order of magnitude. The new techniques are spatial integration methods and constitute a well-posed, convergent alternative to the frequently used parabolized stability equations. Using concepts related to well-posed boundary conditions, the methods are formulated for general hyperbolic equations and thus have potential applications in many fields of physics and engineering. Second, the nonlinear and stochastic forcing of wavepackets is investigated with the goal of identifying and characterizing the missing dynamics responsible for the under-prediction of acoustic radiation by linear wavepacket models for subsonic jets. Specifically, we use ensembles of large-eddy-simulation flow and force data along with two data decomposition techniques to educe the actual nonlinear forcing experienced by wavepackets in a Mach 0.9 turbulent jet. Modes with high energy are extracted using proper orthogonal decomposition, while high gain modes are identified using a novel technique called empirical resolvent-mode decomposition. In contrast to the flow and acoustic fields, the forcing field is characterized by a lack of energetic coherent structures. Furthermore, the structures that do exist are largely uncorrelated with the acoustic field. Instead, the forces that most efficiently excite an acoustic response appear to take the form of random turbulent fluctuations, implying that direct feedback from nonlinear interactions amongst wavepackets is not an essential noise source mechanism. This suggests that the essential ingredients of sound generation in high Reynolds number jets are contained within the linearized Navier-Stokes operator rather than in the nonlinear forcing terms, a conclusion that has important implications for jet noise modeling.

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In the recent history of psychology and cognitive neuroscience, the notion of habit has been reduced to a stimulus-triggered response probability correlation. In this paper we use a computational model to present an alternative theoretical view (with some philosophical implications), where habits are seen as self-maintaining patterns of behavior that share properties in common with self-maintaining biological processes, and that inhabit a complex ecological context, including the presence and influence of other habits. Far from mechanical automatisms, this organismic and self-organizing concept of habit can overcome the dominating atomistic and statistical conceptions, and the high temporal resolution effects of situatedness, embodiment and sensorimotor loops emerge as playing a more central, subtle and complex role in the organization of behavior. The model is based on a novel "iterant deformable sensorimotor medium (IDSM)," designed such that trajectories taken through sensorimotor-space increase the likelihood that in the future, similar trajectories will be taken. We couple the IDSM to sensors and motors of a simulated robot, and show that under certain conditions, the IDSM conditions, the IDSM forms self-maintaining patterns of activity that operate across the IDSM, the robot's body, and the environment. We present various environments and the resulting habits that form in them. The model acts as an abstraction of habits at a much needed sensorimotor "meso-scale" between microscopic neuron-based models and macroscopic descriptions of behavior. Finally, we discuss how this model and extensions of it can help us understand aspects of behavioral self-organization, historicity and autonomy that remain out of the scope of contemporary representationalist frameworks.

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Cladding band structure of air-guiding photonic crystal fibers with high air-filling fraction is calculated in terms of fiber shape variation. The fundamental photonic band gap dependence on structure parameters, air-filling fraction and spacing, is also investigated. The numerical results show that the band gap edges shift toward longer wavelength as the air-filling fraction is increased, whereas the relative band gap width increases linearly. For a fixed air-filling fraction, the band gap edges with respect to spacing keep constant. With this method, the simulation results agree well with the reported data. © 2007 Elsevier B.V. All rights reserved.

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One of the key systems of a Wave Energy Converter for extraction of wave energy is the Power Take-Off (PTO) device. This device transforms the mechanical energy of a moving body into electrical energy. This paper describes the model of an innovative PTO based on independently activated double-acting hydraulic cylinders array. The model has been developed using a simulation tool, based on a port-based approach to model hydraulics systems. The components and subsystems used in the model have been parameterized as real components and their values experimentally obtained from an existing prototype. In fact, the model takes into account most of the hydraulic losses of each component. The simulations show the flexibility to apply different restraining torques to the input movement depending on the geometrical configuration and the hydraulic cylinders on duty, easily modified by a control law. The combination of these two actions allows suitable flexibility to adapt the device to different sea states whilst optimizing the energy extraction. The model has been validated using a real test bench showing good correlations between simulation and experimental tests.

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Os recentes avanços tecnológicos fizeram aumentar o nível de qualificação do pesquisador em epidemiologia. A importância do papel estratégico da educação não pode ser ignorada. Todavia, a Associação Brasileira de Pós-graduação em Saúde Coletiva (ABRASCO), no seu último plano diretor (2005-2009), aponta uma pequena valorização na produção de material didático-pedagógico e, ainda, a falta de uma política de desenvolvimento e utilização de software livre no ensino da epidemiologia. É oportuno, portanto, investir em uma perspectiva relacional, na linha do que a corrente construtivista propõe, uma vez que esta teoria tem sido reconhecida como a mais adequada no desenvolvimento de materiais didáticos informatizados. Neste sentido, promover cursos interativos e, no bojo destes, desenvolver material didático conexo é oportuno e profícuo. No âmbito da questão política de desenvolvimento e utilização de software livre no ensino da epidemiologia, particularmente em estatística aplicada, o R tem se mostrado um software de interesse emergente. Ademais, não só porque evita possíveis penalizações por utilização de software comercial sem licença, mas também porque o franco acesso aos códigos e programação o torna uma ferramenta excelente para a elaboração de material didático em forma de hiperdocumentos, importantes alicerces para uma tão desejada interação docentediscente em sala de aula. O principal objetivo é desenvolver material didático em R para os cursos de bioestatística aplicada à análise epidemiológica. Devido a não implementação de certas funções estatísticas no R, também foi incluída a programação de funções adicionais. Os cursos empregados no desenvolvimento desse material fundamentaram-se nas disciplinas Uma introdução à Plataforma R para Modelagem Estatística de Dados e Instrumento de Aferição em Epidemiologia I: Teoria Clássica de Medidas (Análise) vinculadas ao departamento de Epidemiologia, Instituto de Medicina Social (IMS) da Universidade do Estado do Rio de Janeiro (UERJ). A base teórico-pedagógica foi definida a partir dos princípios construtivistas, na qual o indivíduo é agente ativo e crítico de seu próprio conhecimento, construindo significados a partir de experiências próprias. E, à ótica construtivista, seguiu-se a metodologia de ensino da problematização, abrangendo problemas oriundos de situações reais e sistematizados por escrito. Já os métodos computacionais foram baseados nas Novas Tecnologias da Informação e Comunicação (NTIC). As NTICs exploram a busca pela consolidação de currículos mais flexíveis, adaptados às características diferenciadas de aprendizagem dos alunos. A implementação das NTICs foi feita através de hipertexto, que é uma estrutura de textos interligados por nós ou vínculos (links), formando uma rede de informações relacionadas. Durante a concepção do material didático, foram realizadas mudanças na interface básica do sistema de ajuda do R para garantir a interatividade aluno-material. O próprio instrutivo é composto por blocos, que incentivam a discussão e a troca de informações entre professor e alunos.