Search results for "Continuous"

Discrete Time Portfolio Selection with Lévy Processes

2007

This paper analyzes discrete time portfolio selection models with Lévy processes. We first implement portfolio models under the hypotheses the vector of log-returns follow or a multivariate Variance Gamma model or a Multivariate Normal Inverse Gaussian model or a Brownian Motion. In particular, we propose an ex-ante and an ex-post empirical comparisons by the point of view of different investors. Thus, we compare portfolio strategies considering different term structure scenarios and different distributional assumptions when unlimited short sales are allowed.

Buckling of Elastic Beam Under Unilateral Constraint

1988

ABSTRACT A criterion is proposed to calculate the critical load of a continuous beam under unilateral constraint. The beam is assumed to be built in at the ends and to rest on equally spaced elastic supports, that have equal stiffness. The problem is solved by determining the length of the half-wave of the buckled shape, the number of supports involved, and their position with respect to the end of the half-wave. The analysis model thus defined is determined in relation to the geometry of the beam and to the ratio between the stiffness of the supports and the shearing stiffness of the generic span. It is shown that there exists a limiting value of this ratio, below which the critical load i…

Accurate Multilayered Shell Buckling Analysis via the Implicit-Mesh Discontinuous Galerkin Method

2022

A novel formulation for the linear buckling analysis of multilayered shells is presented. High-order equivalent-single-layer shell theories based on the through-the-thickness expansion of the covariant components of the displacement field are employed. The novelty of the formulation regards the governing equations solution via implicit-mesh discontinuous Galerkin method. It is a high-order accurate numerical technique based on a discontinuous representation of the solution among the mesh elements and on the use of suitably defined boundary integrals to enforce the continuity of the solution at the inter-element interfaces as well as the boundary conditions. Owing to its discontinuous natur…

Monitoring displacements of an earthen dam using GNSS and remote sensing

2014

This paper shows the results of a scientific research in which a GNSS continuous monitoring system for earth-dam deformations has been developed, then, deformations have been related with reservoir water surface and level. The experiment was conducted near Bivona (Sicily, Italy), on the Castello dam (Magazzolo Lake). On the top of the dam three control points were placed and three GNSS permanent stations were installed. The three stations continuously transmitted data to the control centre of the University of Palermo. The former has been determined using freely available satellite data (specifically Landsat 7 SLC-Off) collected during the whole study period (DOYs 101 to 348 2011). Issues r…

Measurements of Silicon Photomultipliers Responsivity in Continuous Wave

2012

N-on-P and P-on-N Silicon Photomultipliers: Responsivity comparison in the continuous wave regime

2013

We report on the electrical and optical comparison, in continuous wave regime, of two novel classes of silicon photomultipliers fabricated in planar technology on silicon P-type and Ntype substrate respectively. A physical explanation of the experimental results is provided.

Measurements of Silicon Photomultipliers Responsivity

2012

We present some results on the optical characterization of Silicon Photomultipliers designed for medical imaging applications. In particular we will discuss our responsivity measurements performed with very low incident optical power and on a broad spectrum

Observer-based finite-time fuzzy H∞ control for discrete-time systems with stochastic jumps and time-delays

2014

This paper is concerned with the problem of observer-based finite-time H ∞ control for a family of discrete-time Markovian jump nonlinear systems with time-delays represented by Takagi-Sugeno (T-S) model. The main contribution of this paper is to design an observer-based finite-time H ∞ controller such that the resulting closed-loop system is stochastic finite-time bounded and satisfies a prescribed H ∞ disturbance attenuation level over the given finite-time interval. Sufficient criteria on stochastic finite-time H ∞ stabilization via observer-based fuzzy state feedback are presented for the solvability of the problem, which can be tackled by a feasibility problem in terms of linear matrix…

Measurements of Silicon Photomultipliers Responsivity in Continuous Wave Regime

2013

We report on the electrical and optical characterization, in continuous wave regime, of a novel class of silicon photomultipliers fabricated in standard planar technology on a silicon p-type substrate. Responsivity measurements, performed with an incident optical power down to tenths of picowatts, at different reverse bias voltages and on a broad (340–820 nm) spectrum, will be shown and discussed. The device temperature was monitored, allowing us to give a physical interpretation of the measurements. The obtained results demonstrate that such novel silicon photomultipliers are suitable as sensitive power meters for low photon fluxes.

Microfluidic continuous flow synthesis of rod-shaped gold and silver nanocrystals

2009

We present a continuous flow synthesis of gold and silver nanorods allowing tailored design of particles with desired shapes and online monitoring of particle growth.