Search results for " jump"

showing 10 items of 171 documents

The Random-Time Binomial Model

1999

In this paper we study Binomial Models with random time steps. We explain, how calculating values for European and American Call and Put options is straightforward for the Random-Time Binomial Model. We present the conditions to ensure weak-convergence to the Black-Scholes setup and convergence of the values for European and American put options. Differently to the CRR-model the convergence behaviour is extremely smooth in our model. By using extrapolation we therefore achieve order of convergence two. This way it is an efficient tool for pricing purposes in the Black-Scholes setup, since the CRR model and its extrapolations typically achieve order one. Moreover our model allows in a straig…

Economics and EconometricsMathematical optimizationControl and OptimizationWeak convergenceApplied MathematicsExtrapolationStructure (category theory)jel:G13Binomial distributionRate of convergenceValuation of optionsConvergence (routing)JumpApplied mathematicsConvergence testsBinomial options pricing modelMathematicsbinomial model order of convergence smoothing extrapolation jump-diffusion
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H∞ control for two-dimensional Markovian jump systems with state-delays and defective mode information

2013

This paper investigates the problem ofℋ∞state-feedback control for a class of two-dimensional (2D) discrete-time Markovian jump linear time-delay systems with defective mode information. The mathematical model of the 2D system is established based on the well-known Fornasini-Marchesini local state-space model, and the defective mode information simultaneously consists of the exactly known, partially unknown, and uncertain transition probabilities. By carefully analyzing the features of the transition probability matrices, together with the convexification of uncertain domains, a newℋ∞performance analysis criterion for the underlying system is firstly derived, and then theℋ∞state-feedback co…

EngineeringClass (set theory)Article Subjectbusiness.industrylcsh:MathematicsGeneral MathematicsControl (management)General EngineeringMode (statistics)H controlState (functional analysis)lcsh:QA1-939Set (abstract data type)Markovian jumplcsh:TA1-2040Control theoryVDP::Matematikk og Naturvitenskap: 400::Matematikk: 410::Analyse: 411lcsh:Engineering (General). Civil engineering (General)business
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New Expression of the Hydraulic Jump Roller Length

2012

AbstractThis paper presents the results of an experimental investigation on the roller length of both classical and B-jumps on smooth beds. Using the measurements conducted in this investigation and those available in the literature, a new relationship is proposed for estimating the roller length of classical and B-jumps on smooth beds. Finally, it is demonstrated that the proposed equation is also applicable to estimate the roller length of hydraulic jumps on rough horizontal beds.

Engineeringbusiness.industryMechanical EngineeringOpen channel flow hydraulic jump flow dissipationDissipationExpression (mathematics)Open-channel flowComputer Science::RoboticsSettore AGR/08 - Idraulica Agraria E Sistemazioni Idraulico-ForestaliGeotechnical engineeringbusinessHydraulic jumpWater Science and TechnologyCivil and Structural EngineeringJournal of Hydraulic Engineering
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New Solution of Classical Hydraulic Jump

2009

This technical note, applying dimensional analysis and incomplete self-similarity, proposes a new functional relationship for the sequent depth ratio for hydraulic jumps over both smooth and rough horizontal beds. For the smooth bed condition, experimental measurements in the literature were used to calibrate the new relationship. For the rough bed condition the data of a previous investigation were used with new measurements carried out in a rectangular horizontal flume having a gravel bed. Finally, a generalized solution of the sequent depth ratio is proposed.

Engineeringbusiness.industryWater flowHydraulicsMechanical EngineeringWeak solutionMechanicsOpen-channel flowlaw.inventionFlumeHydraulic structurelawSettore AGR/08 - Idraulica Agraria E Sistemazioni Idraulico-Forestalicorrenti a superficie libera risalto idraulico scabrezza di fondoGeotechnical engineeringMomentum-depth relationship in a rectangular channelbusinessHydraulic jumpWater Science and TechnologyCivil and Structural EngineeringJournal of Hydraulic Engineering
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Kinetics and Muscular Function in Ski Jumping

2010

Engineeringbusiness.industrymedia_common.quotation_subjectKineticsAerospace engineeringSki jumpingbusinessFunction (engineering)media_commonNeuromuscular Aspects of Sport Performance
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Hydraulic jumps on rough beds

2007

This paper presents the results of an experimental investigation on the hydraulic jump on horizontal rough beds. Experiments were carried out to study the effect of bed roughness on both the sequent depth ratio and the roller length. The investigation allowed the writers to positively test the reliability of a new solution of the momentum equation for the sequent depth ratio as a function of the Froude number and the ratio between the roughness height and the upstream supercritical flow depth. The applicability of some empirical relationships for estimating the roller length was also tested.

Engineeringenergy dissipationBedformbusiness.industryMechanical Engineeringhydraulic jumpSurface finishMechanicsDissipationSupercritical flowOpen channel flowbed roughnessOpen-channel flowsymbols.namesakeFroude numbersymbolsGeotechnical engineeringMomentum-depth relationship in a rectangular channelbusinessHydraulic jumpWater Science and TechnologyCivil and Structural Engineering
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Subsecond pore‐scale displacement processes and relaxation dynamics in multiphase flow

2014

With recent advances at X‐ray microcomputed tomography (μCT) synchrotron beam lines, it is now possible to study pore‐scale flow in porous rock under dynamic flow conditions. The collection of four‐dimensional data allows for the direct 3‐D visualization of fluid‐fluid displacement in porous rock as a function of time. However, even state‐of‐the‐art fast‐μCT scans require between one and a few seconds to complete and the much faster fluid movement occurring during that time interval is manifested as imaging artifacts in the reconstructed 3‐D volume. We present an approach to analyze the 2‐D radiograph data collected during fast‐μCT to study the pore‐scale displacement dynamics on the time s…

Environmental EngineeringScale (ratio)POROUS-MEDIAmultiphase flow computed microtomographyEnvironmental Sciences & EcologyContext (language use)0905 Civil EngineeringHaines jumpTOMOGRAPHYLimnologyMarine & Freshwater Biology1402 Applied EconomicsResearch ArticlesSimulationWater Science and TechnologyMillisecondScience & TechnologyMultiphase flowpore scaleMechanics0907 Environmental EngineeringFlow (mathematics)CascadePhysical SciencesWater Resourcesfractional flowTomographyLife Sciences & BiomedicineDisplacement (fluid)Environmental SciencesX-ray microcomputed tomographyWater Resources Research
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Evolution of Balmer jump selected galaxies in the ALHAMBRA survey

2016

Extragalactic astronomy.-- et al.

Galaxies: generalAstrophysics::High Energy Astrophysical PhenomenaFOS: Physical sciencesAstrophysicsAstrophysics::Cosmology and Extragalactic Astrophysics01 natural sciencesevolution [Galaxy]high-redshift [Galaxies]Galactic haloBalmer jump0103 physical sciencesGalaxy formation and evolutionAstrophysics::Solar and Stellar Astrophysicshalo [Galaxy]010303 astronomy & astrophysicsComputingMilieux_MISCELLANEOUSAstrophysics::Galaxy Astrophysics[PHYS]Physics [physics]PhysicsGalaxy: evolution010308 nuclear & particles physicsphotometry [Galaxies]Astrophysics::Instrumentation and Methods for AstrophysicsGalaxies: high-redshiftGalaxies: evolutiongeneral [Galaxies]Astronomy and AstrophysicsGalaxies: photometryevolution [Galaxies]Astrophysics - Astrophysics of GalaxiesGalaxyPhysics::History of PhysicsGalaxy: haloSpace and Planetary ScienceAstrophysics of Galaxies (astro-ph.GA)[PHYS.ASTR]Physics [physics]/Astrophysics [astro-ph]Astronomy & Astrophysics
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Physical fitness of individuals with intellectual disability who have special olympics experience

2016

Physical fitness of individuals with intellectual disability (ID) is low compared to those without ID. Part of the mission of Special Olympics is to develop physical fitness. However, little is known about fitness levels of Special Olympics athletes. This study examined the fitness level of individuals who participated in Nordic Special Olympics Games 2008 in Finland. The sample consisted of 59 Special Olympics athletes (44 men, 15 women, age 16–45) whose fitness scores were compared to INAS-athletes (International Association of Sport for para-athletes with ID) and Finnish non-athletic individuals with ID. The fitness battery consisted of 8 items: BMI, sit-and-reach test, stork stand, sit …

GerontologyMulti-stage fitness test030506 rehabilitationHealth (social science)Social PsychologyPopulationPhysical fitnessPhysical Therapy Sports Therapy and RehabilitationkehitysvammatEducation03 medical and health scienceslcsh:GV557-1198.9950302 clinical medicineIntellectual disabilitymedicineharjoittelueducationaikuisetlcsh:Sportseducation.field_of_studybiologyAthletesbusiness.industry030229 sport sciencesStorkStanding long jumpbiology.organism_classificationmedicine.diseasefyysinen kuntoWalk test0305 other medical sciencePsychologybusinessSpecial Olympics athlete
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Effects of a Postural Exercise Program on Vertical Jump Height in Young Female Volleyball Players with Knee Valgus

2022

Background: Although a knee valgus position is related to the increase in injury risk in volleyball players, there is a lack of studies on the relationship between knee valgus and vertical jump (VJ) performance. Hence, the aim of this study was to investigate the effects of a postural exercise program on VJ height in young female volleyball players with knee valgus. Methods: This pilot study included 19 young female volleyball players divided into the following groups: the Valgus Experimental Group (VEG); the Valgus Control Group (VCG); and the Neutral Control Group (NCG). All three groups carried out the same volleyball training program. In addition, only the VEG underwent a 3-month postur…

Health Toxicology and MutagenesisPostural exercisesVertical jump heightPublic Health Environmental and Occupational HealthVertical jump performancePilot ProjectsSport performanceExercise TherapyKnee valgusVolleyballvertical jump height; vertical jump performance; biomechanics; sport performance; postural exercises; volleyball; body posture; knee valgusBody postureHumansFemaleKneeBiomechanicsMuscle Strengthhuman activitiesExercise
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