Search results for "CONSTANT"

showing 10 items of 1718 documents

A Multivariate Non-Gaussian Stochastic Volatility Model with Leverage for Energy Markets

2009

Spot prices in energy markets exhibit special features like price spikes, mean-reversion inverse, stochastic volatility, inverse leverage effect and co-integration between the different commodities. In this paper a multivariate stochastic volatility model is introduced which captures these features. Second order structure and stationary issues of the model are analysed. Moreover the implied multivariate forward model is derived. Due to the flexibility of the model stylized facts of the forward curve as contango, backwardation and humps are explained. Moreover, a transformed-based method to price options on the forward is described, where fast and precise algorithms for price computations ca…

Stochastic volatilityConstant elasticity of variance modelNormal backwardationVolatility swapForward volatilityVolatility smileForward priceEconometricsEconomicsImplied volatilitySSRN Electronic Journal
researchProduct

Specific interaction of desthiobiotin lipids and water-soluble biotin compounds with streptavidin

1991

As shown for biotin lipids (Ref. 1), the formation of perfect 2-D crystalline streptavidin domains can also be observed in the plane of desthiobiotin lipid monolayers. The binding constant of streptavidin with desthiobiotin (Ka = 5·1013 mol−1) is lower than that with biotin (Ka = 1015 mol−1) (Ref. 2). By adding free biotin into the subphase a competitive replacement and a detaching of the streptavidin domains from the desthiobiotin lipid monolayer takes place. Streptavidin domains built at receptor lipid monolayers are still functional. As could be shown, there are two biotin binding sites at each protein molecule that are fully accessible to biotin (Ref. 1). This can be proven by the inter…

StreptavidinBiotin bindingPolymers and PlasticsOrganic Chemistryfood and beveragesCondensed Matter PhysicsBinding constantchemistry.chemical_compoundBiochemistryBiotinchemistryBiotinylationMonolayerMaterials ChemistryBiophysicsBifunctionalLinkerMakromolekulare Chemie. Macromolecular Symposia
researchProduct

Molecular recognition in biotin-streptavidin systems and analogues at the air-water interface

1992

Abstract Specific interaction between biotin and the protein streptavidin in monolayers of synthetic lipids with biotin headgroups has been shown to lead to formation of highly ordered two-dimensional streptavidin crystals. The same behaviour is observed when using desthiobiotin as lipid headgroup which exhibits a significantly lower binding constant compared with biotin (5 × 10 13 M -1 compared with 10 15 M -1 ). This offers the possibility of detaching competetively the 2D crystalline streptavidin layer by addition of free biotin to the aqueous phase. Use of lipoic acid as lipid headgroup ( K a = 7 × 10 7 M −1 ) leads to formation of small snisotropic protein domains indicating a crystall…

StreptavidinStereochemistrytechnology industry and agricultureMetals and AlloysAqueous two-phase systemSurfaces and InterfacesBinding constantSurfaces Coatings and FilmsElectronic Optical and Magnetic Materialslaw.inventionchemistry.chemical_compoundMolecular recognitionBiotinchemistrylawBiotinylationMonolayerMaterials ChemistryBiophysicslipids (amino acids peptides and proteins)CrystallizationThin Solid Films
researchProduct

Fractional Viscoelasticity Under Combined Stress and Temperature Variations

2020

Nowadays polymeric materials or composites with polymeric matrices are widely used in a very wide range of applications such as aerospace, automotive, biomedical and also civil engineering. From a mechanical point of view, polymers are characterized by high viscoelastic properties and high sensitiveness of mechanical parameters from temperature. Analytical predictions in real-life conditions of mechanical behaviour of such a kind of materials is not trivial for the intrinsic hereditariness that imply the knowledge of all the history of the material at hand in order to predict the response to applied external loads. If temperature variations are also present in the materials, a reliable eval…

Stress (mechanics)symbols.namesakeWork (thermodynamics)Superposition principleMaterials scienceDiscretizationStochastic processMonte Carlo methodBoltzmann constantsymbolsMechanicsViscoelasticity
researchProduct

Über die verzweigung des polyvinylacetats. I. Die bestimmung der übertragungskonstante des polymeren nach der methode der „α-polymeren”.

1962

Die Ubertragungskonstante (Cp) am Polymeren wird ermittelt, indem der Einflus relativ kurzkettiger „α-Polymerer” auf den Polymerisationsgrad des „α-Polymeren” gemessen und daraus Cp mit Hilfe der Reglergleichung berechnet wird. Der Polymerisationsgrad wird viskosimetrisch auf Grund der Eichmessungen von MATSUMOTO u.a. unter Berucksichtigung der Mittelwertbildung bestimmt. Aus den Messungen ergibt sich ein neuer Wert fur das Konstantenverhaltnis kab/Kw2; die Einzelwerte der Wachstums- und der Abbruchskonstante liegen danach erheblich hoher als bisher angenommen wurde. Fur Cp ergibt sich (2,5 ± 0,5)·10−4 in guter Ubereinstimmung mit entsprechenden Mesergebnissen an niedermolekularen Modellsub…

Strong inhibitorChemistryTransfer constantPolymer chemistryMedicinal chemistryTransfer equationDie Makromolekulare Chemie
researchProduct

Rate Effects of AOT-Stabilized Microemulsions on Reactions of Ligand Substitution in Cationic Palladium(II) Complexes

1998

Rate data for the substitution reactions of the coordinated ligand X (=2,2‘-bipyridine or 4,4‘-dimethyl-2,2‘-bipyridine) of the palladium(II) complex [Pd(en)X]2+, where en = ethylenediamine, by en or N,N-dimethylethylenediamine in heptane−AOT−water microemulsions have been obtained at 25.0 °C as a function of the AOT concentration at the constant R (=[H2O]/[AOT]) values of 3, 8, and 20 or 30. The overall second-order rate constants are higher in microemulsions than in bulk water and decrease significantly as both the AOT concentration (at constant R) and the molar ratio R (at a given [AOT]) increase. The quantitative analysis of the kinetic data, made by applying the pseudophase model, lead…

Substitution reactionAqueous solutionLigandchemistry.chemical_elementEthylenediamineSurfaces Coatings and Filmschemistry.chemical_compoundReaction rate constantchemistryNucleophileMaterials ChemistryPhysical chemistryOrganic chemistryMicroemulsionPhysical and Theoretical ChemistryPalladiumThe Journal of Physical Chemistry B
researchProduct

Ascorbic Acid Oxidation in Sucrose Aqueous Model Systems at Subzero Temperatures

2004

The reduction of Tempol by ascorbic acid in concentrated sucrose solutions was measured by electron paramagnetic resonance (EPR) at temperatures ranging from 16 to −16 °C. This method allowed the determination of the rate constants (k) of this fast reaction, by recording the Tempol reduction as a function of time. The two reactants were initially separated and had to migrate for the reaction to occur. The experimental findings were compared with predicted values according to the equation for diffusion-controlled reaction proposed by Atkins. The experimental reaction rate constants were observed to be lower than the calculated ones. However, the experimental values were found to be controlle…

SucroseSucroseReactionDiffusionAnalytical chemistryAscorbic Acid010402 general chemistry01 natural scienceslaw.inventionCyclic N-OxidesReaction rate[SPI]Engineering Sciences [physics]chemistry.chemical_compoundViscosityReaction rate constantlawFreezing0103 physical sciencesVitamin CElectron paramagnetic resonanceAqueous solution010304 chemical physicsdiffusionElectron Spin Resonance SpectroscopyTemperatureWaterTempolNegative temperaturesGeneral ChemistryAscorbic acid0104 chemical sciencesSolutionsKineticschemistryBiochemistrySpin LabelsElectron paramagnetic resonanceGeneral Agricultural and Biological SciencesOxidation-ReductionCryoconcentrationJournal of Agricultural and Food Chemistry
researchProduct

Stress path dependence of hydromechanical behaviour of compacted scaly clay in wetting and drying suction controlled oedometer tests at constant vert…

2008

The results are presented of an experimental programme devoted to investigating the volumetric strain and water ratio (volume of water to volume of solids) evolution of a compacted scaly clay stressed by wetting and drying cycles in suction-controlled oedometer tests. The stress paths applied included loading and unloading cycles at constant matric suction and suction controlled wetting-drying cycles at constant vertical net stress. The test results show that during wetting and drying cycles the samples experienced irreversible shrinkage or swelling strains depending on the stress path applied. Irreversible water ratio increases were always observed in these cycles. However, a quasi-reversi…

SuctionMaterials scienceStress pathSettore ICAR/07 - Geotecnicawater content changesOedometer testStress (mechanics)Geotechnical engineeringsuction cycleWettingvolumetric strainunsaturatedConstant (mathematics)compacted clay
researchProduct

Quasiadditivity of Variational Capacity

2013

We study the quasiadditivity property (a version of superadditivity with a multiplicative constant) of variational capacity in metric spaces with respect to Whitney type covers. We characterize this property in terms of a Mazya type capacity condition, and also explore the close relation between quasiadditivity and Hardy's inequality.

SuperadditivityPure mathematicsProperty (philosophy)Relation (database)Inequalitymetrijärjestelmämedia_common.quotation_subjectmetric spaceHardy's inequalitykapasiteettiType (model theory)Whitney coverFunctional Analysis (math.FA)Mathematics - Functional AnalysisMetric spacePrimary 31E05 31C45 Secondary 46E35 26D15FOS: MathematicsMultiplicative constantAnalysisvariational capacityMathematicsmedia_commonPotential Analysis
researchProduct

Heat capacity of small superconducting disks

2000

Abstract The superconducting state of small samples in a magnetic field is strongly dependent on the sample dimensions and geometry. We have initiated measurements of heat capacity of small superconducting disks. Our method, extensively used in many of our related experiments, is to measure the thermal time constant as a function of temperature of disks on a thin silicon nitride membrane. Theoretical results on heat capacity of the disks based on the Ginzburg–Landau theory will be presented.

SuperconductivityMaterials scienceCondensed matter physicsSilicon nitride membraneCondensed Matter::SuperconductivityTime constantCalorimetryElectrical and Electronic EngineeringCondensed Matter PhysicsMeasure (mathematics)Heat capacityElectronic Optical and Magnetic MaterialsMagnetic fieldPhysica B: Condensed Matter
researchProduct