987 resultados para Black-Scholes Equation


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In this paper we analyzed the adsorption of a large number of gases and vapors on graphitized thermal carbon black. The Henry constant was used to determine the adsorbate-adsorbent interaction energy, which is found to be a modest decreasing function of temperature. Analysis of the complete adsorption isotherm over a wider range of pressure yields information on the monolayer coverage concentration and the adsorbate-adsorbate interaction energy. Among the various equations tested, the Hill-de Boer equation accounting for BET-postulated multilayer formation describes well the adsorption isotherms of all adsorbates. On average, the adsorbate-adsorbate interaction energy in the adsorbed phase is less than that in the bulk phase, suggesting that the distance between adsorbed molecules in the first layer of the adsorbed phase is slightly less than the equilibrium distance between two adsorbate molecules in the bulk phase. This suggests that the first layer is in a compressed state, which is due to the attraction of the adsorbent surface. The monolayer concentration as determined from the fitting of the Hill-de Boer equation with experimental data is slightly larger than the values calculated from the molecular projection area, suggesting that molecules can be oriented such that a larger number of molecules can be accommodated on the carbon black surface. This further supports the shorter distance between adsorbate molecules in the adsorbed phase.

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This paper presents a detailed analysis of adsorption of supercritical fluids on nonporous graphitized thermal carbon black. Two methods are employed in the analysis. One is the molecular layer structure theory (MLST), proposed recently by our group, and the other is the grand canonical Monte Carlo (GCMC) simulation. They were applied to describe the adsorption of argon, krypton, methane, ethylene, and sulfur hexafluoride on graphitized thermal carbon black. It was found that the MLST describes all the experimental data at various temperatures well. Results from GCMC simulations describe well the data at low pressure but show some deviations at higher pressures for all the adsorbates tested. The question of negative surface excess is also discussed in this paper.

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Adsorption of pure nitrogen, argon, acetone, chloroform and acetone-chloroform mixture on graphitized thermal carbon black is considered at sub-critical conditions by means of molecular layer structure theory (MLST). In the present version of the MLST an adsorbed fluid is considered as a sequence of 2D molecular layers, whose Helmholtz free energies are obtained directly from the analysis of experimental adsorption isotherm of pure components. The interaction of the nearest layers is accounted for in the framework of mean field approximation. This approach allows quantitative correlating of experimental nitrogen and argon adsorption isotherm both in the monolayer region and in the range of multi-layer coverage up to 10 molecular layers. In the case of acetone and chloroform the approach also leads to excellent quantitative correlation of adsorption isotherms, while molecular approaches such as the non-local density functional theory (NLDFT) fail to describe those isotherms. We extend our new method to calculate the Helmholtz free energy of an adsorbed mixture using a simple mixing rule, and this allows us to predict mixture adsorption isotherms from pure component adsorption isotherms. The approach, which accounts for the difference in composition in different molecular layers, is tested against the experimental data of acetone-chloroform mixture (non-ideal mixture) adsorption on graphitized thermal carbon black at 50 degrees C. (C) 2005 Elsevier Ltd. All rights reserved.

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In this paper, we study the effect of solid surface mediation on the intermolecular potential energy of nitrogen, and its impact on the adsorption of nitrogen on a graphitized carbon black surface and in carbon slit-shaped pores. This effect arises from the lower effective interaction potential energy between two particles close to the surface compared to the potential energy of the same two particles when they are far away from the surface. A simple equation is proposed to calculate the reduction factor and this is used in the Grand Canonical Monte Carlo (GCMC) simulation of nitrogen adsorption on graphitized thermal carbon black. With this modification, the GCMC simulation results agree extremely well with the experimental data over a wide range of pressure; the simulation results with the original potential energy (i.e. no surface mediation) give rise to a shoulder in the neighbourhood of monolayer coverage and a significant over-prediction of the second and higher layer coverages. The influence of this surface mediation on the dependence of the pore-filling pressure on the pore width is also studied. It is shown that such surface mediation has a significant effect on the pore-filling pressure. This implies that the use of the local isotherms obtained from the potential model without surface mediation could give rise to a serious error in the determination of the pore-size distribution.

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In this paper we investigate the effects of surface mediation on the adsorption behavior of argon at different temperatures on homogeneous graphitized thermal carbon black and on heterogeneous nongraphitized carbon black surface. The grand canonical Monte Carlo (GCMC) simulation is used to study the adsorption, and its performance is tested against a number of experimental data on graphitized thermal carbon black (which is known to be highly homogeneous) that are available in the literature. The surface-mediation effect is shown to be essential in the correct description of the adsorption isotherm because without accounting for that effect the GCMC simulation results are always greater than the experimental data in the region where the monolayer is being completed. This is due to the overestimation of the fluid–fluid interaction between particles in the first layer close to the solid surface. It is the surface mediation that reduces this fluid–fluid interaction in the adsorbed layers, and therefore the GCMC simulation results accounting for this surface mediation that are presented in this paper result in a better description of the data. This surface mediation having been determined, the surface excess of argon on heterogeneous carbon surfaces having solid–fluid interaction energies different from the graphite can be readily obtained. Since the real heterogeneous carbon surface is not the same as the homogeneous graphite surface, it can be described by an area distribution in terms of the well depth of the solid–fluid energy. Assuming a patchwise topology of the surface with patches of uniform well depth of solid–fluid interaction, the adsorption on a real carbon surface can be determined as an integral of the local surface excess of each patch with respect to the differential area. When this is matched against the experimental data of a carbon surface, we can derive the area distribution versus energy and hence the geometrical surface area. This new approach will be illustrated with the adsorption of argon on a nongraphitized carbon at 87.3 and 77 K, and it is found that the GCMC surface area is different from the BET surface area by about 7%. Furthermore, the description of the isotherm in the region of BET validity of 0.06 to 0.2 is much better with our method than with the BET equation.

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In this paper, we investigate the suitability of the grand canonical Monte Carlo in the description of adsorption equilibria of flexible n-alkane (butane, pentane and hexane) on graphitized thermal carbon black. Potential model of n-alkane of Martin and Siepmann (J. Phys. Chem. 102 (1998) 2569) is employed in the simulation, and we consider the flexibility of molecule in the simulation. By this we study two models, one is the fully flexible molecular model in which n-alkane is subject to bending and torsion, while the other is the rigid molecular model in which all carbon atoms reside on the same plane. It is found that (i) the adsorption isotherm results of these two models are close to each other, suggesting that n-alkane model behaves mostly as rigid molecules with respect to adsorption although the isotherm for longer chain n-hexane is better described by the flexible molecular model (ii) the isotherms agree very well with the experimental data at least up to two layers on the surface.

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ALVES, Janaína da Silva. Análise comparativa e teste empírico da validade dos modelos CAPM tradicional e condicional: o caso das ações da Petrobrás. Revista Ciências Administrativas, Fotaleza, v. 13, n. 1, p.147-157, ago. 2007.

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ALVES, Janaína da Silva. Análise comparativa e teste empírico da validade dos modelos CAPM tradicional e condicional: o caso das ações da Petrobrás. Revista Ciências Administrativas, Fotaleza, v. 13, n. 1, p.147-157, ago. 2007.

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Diffusion equations that use time fractional derivatives are attractive because they describe a wealth of problems involving non-Markovian Random walks. The time fractional diffusion equation (TFDE) is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order α ∈ (0, 1). Developing numerical methods for solving fractional partial differential equations is a new research field and the theoretical analysis of the numerical methods associated with them is not fully developed. In this paper an explicit conservative difference approximation (ECDA) for TFDE is proposed. We give a detailed analysis for this ECDA and generate discrete models of random walk suitable for simulating random variables whose spatial probability density evolves in time according to this fractional diffusion equation. The stability and convergence of the ECDA for TFDE in a bounded domain are discussed. Finally, some numerical examples are presented to show the application of the present technique.

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The purpose of this research was to develop and test a multicausal model of the individual characteristics associated with academic success in first-year Australian university students. This model comprised the constructs of: previous academic performance, achievement motivation, self-regulatory learning strategies, and personality traits, with end-of-semester grades the dependent variable of interest. The study involved the distribution of a questionnaire, which assessed motivation, self-regulatory learning strategies and personality traits, to 1193 students at the start of their first year at university. Students' academic records were accessed at the end of their first year of study to ascertain their first and second semester grades. This study established that previous high academic performance, use of self-regulatory learning strategies, and being introverted and agreeable, were indicators of academic success in the first semester of university study. Achievement motivation and the personality trait of conscientiousness were indirectly related to first semester grades, through the influence they had on the students' use of self-regulatory learning strategies. First semester grades were predictive of second semester grades. This research provides valuable information for both educators and students about the factors intrinsic to the individual that are associated with successful performance in the first year at university.

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In this paper, we consider a time fractional diffusion equation on a finite domain. The equation is obtained from the standard diffusion equation by replacing the first-order time derivative by a fractional derivative (of order $0<\alpha<1$ ). We propose a computationally effective implicit difference approximation to solve the time fractional diffusion equation. Stability and convergence of the method are discussed. We prove that the implicit difference approximation (IDA) is unconditionally stable, and the IDA is convergent with $O(\tau+h^2)$, where $\tau$ and $h$ are time and space steps, respectively. Some numerical examples are presented to show the application of the present technique.