982 resultados para state equations
Resumo:
Finite-state methods have been adopted widely in computational morphology and related linguistic applications. To enable efficient development of finite-state based linguistic descriptions, these methods should be a freely available resource for academic language research and the language technology industry. The following needs can be identified: (i) a registry that maps the existing approaches, implementations and descriptions, (ii) managing the incompatibilities of the existing tools, (iii) increasing synergy and complementary functionality of the tools, (iv) persistent availability of the tools used to manipulate the archived descriptions, (v) an archive for free finite-state based tools and linguistic descriptions. Addressing these challenges contributes to building a common research infrastructure for advanced language technology.
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We address risk minimizing option pricing in a regime switching market where the floating interest rate depends on a finite state Markov process. The growth rate and the volatility of the stock also depend on the Markov process. Using the minimal martingale measure, we show that the locally risk minimizing prices for certain exotic options satisfy a system of Black-Scholes partial differential equations with appropriate boundary conditions. We find the corresponding hedging strategies and the residual risk. We develop suitable numerical methods to compute option prices.
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On a characteristic surface Omega of a hyperbolic system of first-order equations in multi-dimensions (x, t), there exits a compatibility condition which is in the form of a transport equation along a bicharacteristic on Omega. This result can be interpreted also as a transport equation along rays of the wavefront Omega(t) in x-space associated with Omega. For a system of quasi-linear equations, the ray equations (which has two distinct parts) and the transport equation form a coupled system of underdetermined equations. As an example of this bicharacteristic formulation, we consider two-dimensional unsteady flow of an ideal magnetohydrodynamics gas with a plane aligned magnetic field. For any mode of propagation in this two-dimensional flow, there are three ray equations: two for the spatial coordinates x and y and one for the ray diffraction. In spite of little longer calculations, the final four equations (three ray equations and one transport equation) for the fast magneto-acoustic wave are simple and elegant and cannot be derived in these simple forms by use of a computer program like REDUCE.
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The absorption and emission spectra of two dyes namely 6MAMC and 7MAMC have been recorded at room temperature in solvents of different polarities. The ground-state dipole moments (mu(g)) of these two were determined experimentally by Guggenheim method and were compared with theoretical values obtained using quantum chemical method. The exited state (mu(e))dipole moments were estimated from Lippert's, Bakhshiev's and Chamma-Viallet's equations by using the variation of the Stokes shift with the solvent dielectric constant and refractive index. The ground and excited-state dipole moments were calculated by means of the solvatochromic shift method and also the excited-state dipole moments are determined in combination with ground-state dipole moments. It was observed that dipole moments of excited state were higher than those of the ground state, indicating a substantial redistribution of the pi-electron densities in a more polar excited state for these two dyes. (C) 2010 Elsevier B.V. All rights reserved.
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A state-of-the-art model of the coupled ocean-atmosphere system, the climate forecast system (CFS), from the National Centres for Environmental Prediction (NCEP), USA, has been ported onto the PARAM Padma parallel computing system at the Centre for Development of Advanced Computing (CDAC), Bangalore and retrospective predictions for the summer monsoon (June-September) season of 2009 have been generated, using five initial conditions for the atmosphere and one initial condition for the ocean for May 2009. Whereas a large deficit in the Indian summer monsoon rainfall (ISMR; June-September) was experienced over the Indian region (with the all-India rainfall deficit by 22% of the average), the ensemble average prediction was for above-average rainfall during the summer monsoon. The retrospective predictions of ISMR with CFS from NCEP for 1981-2008 have been analysed. The retrospective predictions from NCEP for the summer monsoon of 1994 and that from CDAC for 2009 have been compared with the simulations for each of the seasons with the stand-alone atmospheric component of the model, the global forecast system (GFS), and observations. It has been shown that the simulation with GFS for 2009 showed deficit rainfall as observed. The large error in the prediction for the monsoon of 2009 can be attributed to a positive Indian Ocean Dipole event seen in the prediction from July onwards, which was not present in the observations. This suggests that the error could be reduced with improvement of the ocean model over the equatorial Indian Ocean.
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Backlund transformations relating the solutions of linear PDE with variable coefficients to those of PDE with constant coefficients are found, generalizing the study of Varley and Seymour [2]. Auto-Backlund transformations are also determined. To facilitate the generation of new solutions via Backlund transformation, explicit solutions of both classes of the PDE just mentioned are found using invariance properties of these equations and other methods. Some of these solutions are new.
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The finite resolution of joint drives or sensors imparts a discrete nature to the joints of a manipulator. Because of this an arbitrary point in the workspace cannot be reached without error even in ideal mechanical environment. This paper investigates the effect of this discrete nature of the joints on the accuracy of performance of a manipulator and develops a method to select the joint states to reach a point with least error. It is shown that the configuration leading to least error cannot, in general, be found from configuration space, especially when there is large variation in the link lengths or joint resolutions or both. The anomaly becomes severe when the gross motion of the end-effector approaches the local resolution of the workspace. The paper also shows how to distinguish two workspaces which may be identical so far as the boundary points are concerned, taking the joint resolutions into account. Finally, the concepts have been extended to define continuous space global and local performance indices for general multi degree of freedom manipulators.
Resumo:
Studies on compressibility and shear strength aspects are the concern of many investigators concerned with partly saturated soils. In soil engineering connected with partly saturated soils, there are no approaches connecting soil states and stress conditions. The present investigation is essentially a step in this direction. A generalized state parameter, identified with regard to material states is shown to be related to the compressibility and shear strength. The involved parameters are simple and normally determined in routine investigations. The advantage of this approach is that changes in soil states due to external stress conditions and the associated changes in strength can be examined particularly when different types of soils are involved.
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The X-ray structure of Image and MNDO optimized geometries of related 7-norbornenone derivatives show a clear tilt of the carbonyl bridge away from the C=C double bond. The preferred reduction from the more hindered face of the diester reveals the electron/electrostatic origin of π - facial selectivity in these systems. X-ray structure and MNDO calculations reveal the dominance of electronic effects in determining the π-facial selectivity in 4a.
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The properties of the ground state of N anyons in an external magnetic field and a harmonic oscillator potential are computed in the large-N limit using the Thomas-Fermi approximation. The number of level crossings in the ground state as a function of the harmonic frequency, the strength and the direction of the magnetic field and N are also studied.
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In this paper, we present a novel analytical formulation for the coupled partial differential equations governing electrostatically actuated constrained elastic structures of inhomogeneous material composition. We also present a computationally efficient numerical framework for solving the coupled equations over a reference domain with a fixed finite-element mesh. This serves two purposes: (i) a series of problems with varying geometries and piece-wise homogeneous and/or inhomogeneous material distribution can be solved with a single pre-processing step, (ii) topology optimization methods can be easily implemented by interpolating the material at each point in the reference domain from a void to a dielectric or a conductor. This is attained by considering the steady-state electrical current conduction equation with a `leaky capacitor' model instead of the usual electrostatic equation. This formulation is amenable for both static and transient problems in the elastic domain coupled with the quasi-electrostatic electric field. The procedure is numerically implemented on the COMSOL Multiphysics (R) platform using the weak variational form of the governing equations. Examples have been presented to show the accuracy and versatility of the scheme. The accuracy of the scheme is validated for the special case of piece-wise homogeneous material in the limit of the leaky-capacitor model approaching the ideal case.
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A theoretical analysis of the three currently popular microscopic theories of solvation dynamics, namely, the dynamic mean spherical approximation (DMSA), the molecular hydrodynamic theory (MHT), and the memory function theory (MFT) is carried out. It is shown that in the underdamped limit of momentum relaxation, all three theories lead to nearly identical results when the translational motions of both the solute ion and the solvent molecules are neglected. In this limit, the theoretical prediction is in almost perfect agreement with the computer simulation results of solvation dynamics in the model Stockmayer liquid. However, the situation changes significantly in the presence of the translational motion of the solvent molecules. In this case, DMSA breaks down but the other two theories correctly predict the acceleration of solvation in agreement with the simulation results. We find that the translational motion of a light solute ion can play an important role in its own solvation. None of the existing theories describe this aspect. A generalization of the extended hydrodynamic theory is presented which, for the first time, includes the contribution of solute motion towards its own solvation dynamics. The extended theory gives excellent agreement with the simulations where solute motion is allowed. It is further shown that in the absence of translation, the memory function theory of Fried and Mukamel can be recovered from the hydrodynamic equations if the wave vector dependent dissipative kernel in the hydrodynamic description is replaced by its long wavelength value. We suggest a convenient memory kernel which is superior to the limiting forms used in earlier descriptions. We also present an alternate, quite general, statistical mechanical expression for the time dependent solvation energy of an ion. This expression has remarkable similarity with that for the translational dielectric friction on a moving ion.
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A comprehensive exact treatment of free surface flows governed by shallow water equations (in sigma variables) is given. Several new families of exact solutions of the governing PDEs are found and are shown to embed the well-known self-similar or traveling wave solutions which themselves are governed by reduced ODEs. The classes of solutions found here are explicit in contrast to those found earlier in an implicit form. The height of the free surface for each family of solutions is found explicitly. For the traveling or simple wave, the free surface is governed by a nonlinear wave equation, but is arbitrary otherwise. For other types of solutions, the height of the free surface is constant either on lines of constant acceleration or on lines of constant speed; in another case, the free surface is a horizontal plane while the flow underneath is a sine wave. The existence of simple waves on shear flows is analytically proved. The interaction of large amplitude progressive waves with shear flow is also studied.