Search results for "difference [momentum]"

How to control stock markets

1994

This paper provides a different approach to the analysis of imperfect stock markets. The model we are concerned with is described by the interaction of three institutional classes of agents (the specialist trader, the professional trader and the non-professional trader), sharing different information. The dynamical discrete-time system obtained can be changed into a second-order linear difference equation forced by the fundamental value of the specialist trader. Using typical tools of control theory, we study the behaviour of the professional trader’s fundamental value influenced by the specialist’s one. © 1994 Taylor & Francis Group, LLC.

Drying of shrinking cylinder-shaped bodies

1998

Abstract A mathematical model has been developed for the prediction of sample temperature, average moisture and moisture distribution in a cylinder-shaped solid during the drying process. The effect of shrinkage was taken into account. The macroscopic heat balance and the microscopic mass balance combined with Fick's law were simultaneously solved using the Runge-Kutta-Merson method and a numerical finite difference method. The effective diffusion coefficient was expressed as a function of sample temperature and local moisture content. Using an experimental drying curve determined at 90 °C, the diffusional equation was identified for broccoli stems, and was used to predict the average and l…

Physical modeling of heat and moisture transfer in wet bio-sourced insulating materials.

2018

Simultaneous heat and moisture transfers in bio-sourced insulating materials are significant phenomena in thermal metrology. The present study focuses on these phenomena by experimental and numerical approaches based on the asymmetric hot-plate method. In this paper, a bio-sourced insulating material based on flax fibers is developed. The thermal and hygric properties of the sample are then investigated in the humid atmosphere. The temperature is maintained at 30 °C, and the relative humidity varies between 30% and 90% RH. A physics-based model of simultaneous heat and moisture transfer is developed for thermal conductivity estimation. This model is discretized with finite difference method…

Energy-Stable Numerical Schemes for Multiscale Simulations of Polymer–Solvent Mixtures

2017

We present a new second-order energy dissipative numerical scheme to treat macroscopic equations aiming at the modeling of the dynamics of complex polymer–solvent mixtures. These partial differential equations are the Cahn-Hilliard equation for diffuse interface phase fields and the Oldroyd-B equations for the hydrodynamics of the polymeric mixture. A second-order combined finite volume/finite difference method is applied for the spatial discretization. A complementary approach to study the same physical system is realized by simulations of a microscopic model based on a hybrid Lattice Boltzmann/Molecular Dynamics scheme. These latter simulations provide initial conditions for the numerical…

High-quality discretizations for microwave simulations

2016

We apply high-quality discretizations to simulate electromagnetic microwaves. Instead of the vector field presentations, we focus on differential forms and discretize the model in the spatial domain using the discrete exterior calculus. At the discrete level, both the Hodge operators and the time discretization are optimized for time-harmonic simulations. Non-uniform spatial and temporal discretization are applied in problems in which the wavelength is highly-variable and geometry contains sub-wavelength structures. peerReviewed

Nonlinear Functional Difference Equations with Applications

2013

Homoclinic Solutions of Nonlinear Laplacian Difference Equations Without Ambrosetti-Rabinowitz Condition

2021

The aim of this paper is to establish the existence of at least two non-zero homoclinic solutions for a nonlinear Laplacian difference equation without using Ambrosetti-Rabinowitz type-conditions. The main tools are mountain pass theorem and Palais-Smale compactness condition involving suitable functionals.

A time-of-flight correction procedure for fast-timing data of recoils with varying implantation positions at a spectrometer focal plane

2019

Abstract Fast-timing measurements at the focal plane of a separator can suffer from poor timing resolution. This is due to the variations in time-of-flight (ToF) for photons travelling to a given detector, which arise from the changes in the implantation positions of the recoil nuclei emitting the γ rays of interest. In order to minimise these effects on timing measurements, a procedure is presented that improves fast-timing data by performing ToF corrections on an event-by-event basis. This method was used to correct data collected with an array of eight LaBr 3 detectors, which detected γ rays from spatially distributed 138Gd recoil-implants at the focal plane of the Recoil-Ion-Transport-U…

Numerical approximation of the viscous quantum hydrodynamic model for semiconductors

2006

The viscous quantum hydrodynamic equations for semiconductors with constant temperature are numerically studied. The model consists of the one-dimensional Euler equations for the electron density and current density, including a quantum correction and viscous terms, coupled to the Poisson equation for the electrostatic potential. The equations can be derived formally from a Wigner-Fokker-Planck model by a moment method. Two different numerical techniques are used: a hyperbolic relaxation scheme and a central finite-difference method. By simulating a ballistic diode and a resonant tunneling diode, it is shown that numerical or physical viscosity changes significantly the behavior of the solu…

Efficient numerical methods for pricing American options under stochastic volatility

2007

Five numerical methods for pricing American put options under Heston's stochastic volatility model are described and compared. The option prices are obtained as the solution of a two-dimensional parabolic partial differential inequality. A finite difference discretization on nonuniform grids leading to linear complementarity problems with M-matrices is proposed. The projected SOR, a projected multigrid method, an operator splitting method, a penalty method, and a componentwise splitting method are considered. The last one is a direct method while all other methods are iterative. The resulting systems of linear equations in the operator splitting method and in the penalty method are solved u…