Search results for "difference"
showing 10 items of 1534 documents
Quantitative analysis of numerical estimates for the permeability of porous media from lattice-Boltzmann simulations
2010
During the last decade, lattice-Boltzmann (LB) simulations have been improved to become an efficient tool for determining the permeability of porous media samples. However, well known improvements of the original algorithm are often not implemented. These include for example multirelaxation time schemes or improved boundary conditions, as well as different possibilities to impose a pressure gradient. This paper shows that a significant difference of the calculated permeabilities can be found unless one uses a carefully selected setup. We present a detailed discussion of possible simulation setups and quantitative studies of the influence of simulation parameters. We illustrate our results b…
Open spin chains with generic integrable boundaries: Baxter equation and Bethe ansatz completeness from separation of variables
2014
28 pages; International audience; We solve the longstanding problem to define a functional characterization of the spectrum of the transfer matrix associated to the most general spin-1/2 representations of the 6-vertex reflection algebra for general inhomogeneous chains. The corresponding homogeneous limit reproduces the spectrum of the Hamiltonian of the spin-1/2 open XXZ and XXX quantum chains with the most general integrable boundaries. The spectrum is characterized by a second order finite difference functional equation of Baxter type with an inhomogeneous term which vanishes only for some special but yet interesting non-diagonal boundary conditions. This functional equation is shown to…
Donsker-Type Theorem for BSDEs: Rate of Convergence
2019
In this paper, we study in the Markovian case the rate of convergence in Wasserstein distance when the solution to a BSDE is approximated by a solution to a BSDE driven by a scaled random walk as introduced in Briand, Delyon and Mémin (Electron. Commun. Probab. 6 (2001) Art. ID 1). This is related to the approximation of solutions to semilinear second order parabolic PDEs by solutions to their associated finite difference schemes and the speed of convergence. peerReviewed
A finite-difference method for numerical solution of the steady-state nernst—planck equations with non-zero convection and electric current density
1986
Abstract A computer algorithm has been developed for digital simulation of ionic transport through membranes obeying the Nernst—Planck and Poisson equations. The method of computation is quite general and allows the treatment of steady-state electrodiffusion equations for multiionic environments, the ionic species having arbitrary valences and mobilities, when convection and electric current are involved. The procedure provides a great flexibility in the choice of suitable boundary conditions and avoids numerical instabilities which are so frequent in numerical methods. Numerical results for concentration and electric potential gradient profiles are presented in the particular case of the t…
Numerical analysis of thermally induced optical nonlinearity in GaSe layered crystal
1996
A numerical approach to studying thermally induced optical nonlinearity in semiconductors is presented. A transient finite difference algorithm is applied to solve the thermal diffusion equation coupled with the nonlinear absorbance-transmittance of Au/GaSe/Au samples with an applied electric field. The presented analysis can deal with any arbitrary axisymmetric dependence of the input power over the sample and external electric field, and provides information about the steady state and transitory effects in the transmittance.
Two (E)-2-({[4-(dialkylamino)phenyl]imino}methyl)-4-nitrophenols.
2012
The slow evaporation of analytical NMR samples resulted in the formation of crystals of (E)-2-({[4-(dimethylamino)phenyl]imino}methyl)-4-nitrophenol, C15H15N3O3, (I), and (E)-2-({[4-(diethylamino)phenyl]imino}methyl)-4-nitrophenol, C17H19N3O3, (II). Despite the small structural difference between these twoN-salicylideneaniline derivatives, they show different space groups and diverse molecular packing. The molecules of both compounds are close to being planar due to an intramolecular O—H...N hydrogen bond. The 4-alkylamino-substituted benzene ring is inclined at an angle of 13.44 (19)° in (I) and 2.57 (8)° in (II) with respect to the 4-nitro-substituted phenol ring. Only very weak intermole…
EV-Scale Sterile Neutrino Search Using Eight Years of Atmospheric Muon Neutrino Data from the IceCube Neutrino Observatory
2020
Physical review letters 125(14), 141801 (1-11) (2020). doi:10.1103/PhysRevLett.125.141801
European Option Pricing and Hedging with Both Fixed and Proportional Transaction Costs
2003
Abstract In this paper we provide a systematic treatment of the utility based option pricing and hedging approach in markets with both fixed and proportional transaction costs: we extend the framework developed by Davis et al. (SIAM J. Control Optim., 31 (1993) 470) and formulate the option pricing and hedging problem. We propose and implement a numerical procedure for computing option prices and corresponding optimal hedging strategies. We present a careful analysis of the optimal hedging strategy and elaborate on important differences between the exact hedging strategy and the asymptotic hedging strategy of Whalley and Wilmott (RISK 7 (1994) 82). We provide a simulation analysis in order …
American Option Pricing and Exercising with Transaction Costs
2005
In this paper we examine the problem of finding the reservation option prices and corresponding exercise policies of American options in a market with proportional transaction costs using the utility based approach proposed by Davis and Zariphopoulou (1995). We present a model where the option holder has a constant absolute risk aversion. We discuss the numerical algorithm and propose a new characterization of the option holder's value function. We suggest original discretization schemes for computing reservation prices and exercise policies of American options. The discretization schemes are implemented for the cases of American put and call options. We present the study of the optimal tra…
Does the addition of single joint exercises to a resistance training program improve changes in performance and anthropometric measures in untrained …
2018
The present study compared changes in muscle performance and anthropometric measures in young men performing resistance training (RT) programs composed of only multi joint (MJ) exercises, or with the addition of single joint (SJ) exercises (MJ+SJ). Twenty untrained men were randomized to MJ or MJ+SJ groups for 8 weeks. Both groups performed the same MJ exercises. The difference was that the MJ+SJ group added SJ exercises for upper and lower limbs. Participants were tested for 10 repetitions maximum (10RM), flexed arm circumference, and biceps and triceps skinfolds. Both groups significantly increased 10RM load for the bench press (MJ 38.5%, MJ+SJ 40.1%), elbow extension (MJ 28.7%, MJ+SJ 31.…