976 resultados para Volatility models
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The momentum balance of the linear-combination integral model for the transition zone is investigated for constant pressure flows. The imbalance is found to be small enough to be negligible for all practical purposes. [S0889-504X(00)00703-0].
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This paper reviews computational reliability, computer algebra, stochastic stability and rotating frame turbulence (RFT) in the context of predicting the blade inplane mode stability, a mode which is at best weakly damped. Computational reliability can be built into routine Floquet analysis involving trim analysis and eigenanalysis, and a highly portable special purpose processor restricted to rotorcraft dynamics analysis is found to be more economical than a multipurpose processor. While the RFT effects are dominant in turbulence modeling, the finding that turbulence stabilizes the inplane mode is based on the assumption that turbulence is white noise.
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A conceptually unifying and flexible approach to the ABC and FGH segments of the nortriterpenoid rubrifloradilactone C, each embodying a furo[3,2-b]furanone moiety, from the appropriate Morita-Baylis-Hillman adducts is delineated. (C) 2010 Elsevier Ltd. All rights reserved.
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The problem of time variant reliability analysis of existing structures subjected to stationary random dynamic excitations is considered. The study assumes that samples of dynamic response of the structure, under the action of external excitations, have been measured at a set of sparse points on the structure. The utilization of these measurements m in updating reliability models, postulated prior to making any measurements, is considered. This is achieved by using dynamic state estimation methods which combine results from Markov process theory and Bayes' theorem. The uncertainties present in measurements as well as in the postulated model for the structural behaviour are accounted for. The samples of external excitations are taken to emanate from known stochastic models and allowance is made for ability (or lack of it) to measure the applied excitations. The future reliability of the structure is modeled using expected structural response conditioned on all the measurements made. This expected response is shown to have a time varying mean and a random component that can be treated as being weakly stationary. For linear systems, an approximate analytical solution for the problem of reliability model updating is obtained by combining theories of discrete Kalman filter and level crossing statistics. For the case of nonlinear systems, the problem is tackled by combining particle filtering strategies with data based extreme value analysis. In all these studies, the governing stochastic differential equations are discretized using the strong forms of Ito-Taylor's discretization schemes. The possibility of using conditional simulation strategies, when applied external actions are measured, is also considered. The proposed procedures are exemplifiedmby considering the reliability analysis of a few low-dimensional dynamical systems based on synthetically generated measurement data. The performance of the procedures developed is also assessed based on a limited amount of pertinent Monte Carlo simulations. (C) 2010 Elsevier Ltd. All rights reserved.
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Yhteenveto: Järvien ainetasemallien kehittäminen.
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Yhteenveto: Lumimallit vesistöjen ennustemalleissa
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Deterministic models have been widely used to predict water quality in distribution systems, but their calibration requires extensive and accurate data sets for numerous parameters. In this study, alternative data-driven modeling approaches based on artificial neural networks (ANNs) were used to predict temporal variations of two important characteristics of water quality chlorine residual and biomass concentrations. The authors considered three types of ANN algorithms. Of these, the Levenberg-Marquardt algorithm provided the best results in predicting residual chlorine and biomass with error-free and ``noisy'' data. The ANN models developed here can generate water quality scenarios of piped systems in real time to help utilities determine weak points of low chlorine residual and high biomass concentration and select optimum remedial strategies.
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Polarizabilities and Hyperpolarizabilities of conjugated organic chains are calculated using correlated model Hamiltonians. While correlations reduce the Polarizabilities and extend the range of linear response, the Hyperpolarizabilities essentially are unaffected by the same. This explains the apparently large Hyperpolarizabilities of conjugated electronic systems.
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Randomly diluted quantum boson and spin models in two dimensions combine the physics of classical percolation with the well-known dimensionality dependence of ordering in quantum lattice models. This combination is rather subtle for models that order in two dimensions but have no true order in one dimension, as the percolation cluster near threshold is a fractal of dimension between 1 and 2: two experimentally relevant examples are the O(2) quantum rotor and the Heisenberg antiferromagnet. We study two analytic descriptions of the O(2) quantum rotor near the percolation threshold. First a spin-wave expansion is shown to predict long-ranged order, but there are statistically rare points on the cluster that violate the standard assumptions of spin-wave theory. A real-space renormalization group (RSRG) approach is then used to understand how these rare points modify ordering of the O(2) rotor. A new class of fixed points of the RSRG equations for disordered one-dimensional bosons is identified and shown to support the existence of long-range order on the percolation backbone in two dimensions. These results are relevant to experiments on bosons in optical lattices and superconducting arrays, and also (qualitatively) for the diluted Heisenberg antiferromagnet La-2(Zn,Mg)(x)Cu1-xO4.