Search results for "Gaussian network model"
showing 3 items of 13 documents
Energy balance in single exposure multispectral sensors
2013
International audience; Recent simulations of multispectral sensors are based on a simple Gaussian model, which includes filters transmittance and substrate absorption. In this paper we want to make the distinction between these two layers. We discuss the balance of energy by channel in multispectral solid state sensors and propose an updated simple Gaussian model to simulate multispectral sensors. Results are based on simulation of typical sensor configurations.
Closed Form Approximation of Swap Exposures
2013
This paper provides closed form lower and upper bounds for the price of European swaption on cross currency basis swap with the presence of dynamic basis spreads. Cross currency basis spreads are treated as integrals of spot spreads, approach familiar from interest rate models. The spot spread is modelled by two-factor mean reverting Gaussian model that is equivalent to two-factor Hull-White model introduced by [Hull and White(1994)]. This model allows closed form approximations and relatively well fitting and simple calibration to the spread term structure.
Pressure Dependence of the Band Gaps and Charge Densities in Si
1994
The empirical local and nonlocal pseudopotentials of Si which can describe the electronic energy structure over a wide energy range of more than 20 eV from the bottom of the valence band is determined for different pressures. The nonlocality of the potential is described by the Gaussian model. The predictions for the linear and quadratic pressure coefficients are consistent with the experiment. The valence charge densities of Si under high pressure are studied. The forbidden X-ray factor F(222) is very stable under pressure and changes by less than 3% under volume changes of the order of 5%.