Search results for "splitting"
showing 10 items of 220 documents
ADI schemes for valuing European options under the Bates model
2018
Abstract This paper is concerned with the adaptation of alternating direction implicit (ADI) time discretization schemes for the numerical solution of partial integro-differential equations (PIDEs) with application to the Bates model in finance. Three different adaptations are formulated and their (von Neumann) stability is analyzed. Ample numerical experiments are provided for the Bates PIDE, illustrating the actual stability and convergence behaviour of the three adaptations.
"Table 12" of "Investigation of the splitting of quark and gluon jets."
1998
Splitting Function for Quark jets as a function of the jet resolution parameter ycut in 'Y' topology events.
"Table 13" of "Investigation of the splitting of quark and gluon jets."
1998
Splitting Function for Gluon jets as a function of the jet resolution parameter ycut in 'Y' topology events.
"Table 14" of "Investigation of the splitting of quark and gluon jets."
1998
Ratio of Splitting Functions for Gluon jets and Quark jets as a function ofthe jet resolution parameter ycut in 'Y' topology events.
Why is equity order flow so persistent?
2015
Abstract Order flow in equity markets is remarkably persistent in the sense that order signs (to buy or sell) are positively autocorrelated out to time lags of tens of thousands of orders, corresponding to many days. Two possible explanations are herding, corresponding to positive correlation in the behavior of different investors, or order splitting, corresponding to positive autocorrelation in the behavior of single investors. We investigate this using order flow data from the London Stock Exchange for which we have membership identifiers. By formulating models for herding and order splitting, as well as models for brokerage choice, we are able to overcome the distortion introduced by bro…
Hydrogen from The Sea: The Challenge of the Future. Present and Future Developments
2014
In this paper we proposed the use of saline water to product hydrogen. As far as using saline water, can be proposed two different scheme and technology. The aim of this work is to design an electrolyze system capable of utilizing sea water for direct electrolysis. It is probable that these systems would operate at a low power density and electrolyze only a small portion of the water in contact with electrodes. In particular, we present the results obtained by two different prototype of electrolyzer: one with steel electrodes and the second electrodes with titanium. Further experiments were carried out by changing the electrolytic solution of water and sodium chloride in real seawater. Fina…
Study of the annealing conditions and photoelectrochemical characterization of a new iron oxide bi-layered nanostructure for water splitting
2016
Iron oxide nanostructures have emerged as promising materials for being used as photocatalysts for hydrogen production due to their advantageous properties. However, their low carrier mobility and short hole diffusion length limit their efficiency in water splitting. To overcome these drawbacks, in the present study, we synthetized a new hematite (alpha-Fe2O3) bi-layered nanostructure consisting of a top nanosphere layer and a nanotubular underneath one by electrochemical anodization. Annealing parameters such as temperature, heating rate and atmosphere were studied in detail in order to determine the optimum annealing conditions for the synthetized nanostructure. The obtained new bi-layere…
Ab initio calculations of zero-field splitting parameters in linear polyacenes
2003
Abstract The results of ab initio calculations of zero-field splitting (ZFS) parameters are presented for the linear polyacenes from benzene to pentacene. We show how the electron spin–spin (SS) parameters can be efficiently obtained from restricted high-spin open-shell wave functions (ROHF), and present calculations of these, comparing with the results of a recent multi-configurational self-consistent field approach. The SS parameters are obtained from electron SS coupling strengths evaluated as expectation values over the wave functions and from state-to-state spin–orbit (SO) interactions. The results for the two lowest triplet states of naphthalene demonstrate that excellent values can b…
Unique continuation of the normal operator of the x-ray transform and applications in geophysics
2020
We show that the normal operator of the X-ray transform in $\mathbb{R}^d$, $d\geq 2$, has a unique continuation property in the class of compactly supported distributions. This immediately implies uniqueness for the X-ray tomography problem with partial data and generalizes some earlier results to higher dimensions. Our proof also gives a unique continuation property for certain Riesz potentials in the space of rapidly decreasing distributions. We present applications to local and global seismology. These include linearized travel time tomography with half-local data and global tomography based on shear wave splitting in a weakly anisotropic elastic medium.
Synthesis, structural characterization and magnetic behaviour of a family of [CoIII2LnIII2] butterfly compounds
2017
We have successfully prepared and structurally characterized a family of butterfly-like [Co2 IIILn2 III] complexes where all magnetic properties are due to the Ln(iii) ions. The complexes with Ln = Tb(1), Dy(2), Ho(3), Er(4) and Yb(5) are iso-structural. An exception is the complex with Ln = Gd(6) which strings in a one dimensional chain. The structural similarity together with the high tendency of the crystallites to align under an applied magnetic field allowed an overall DC magnetic data treatment to extract phenomenological crystal field parameters and hence to determine the ground state multiplet energy level splitting. The Dy(iii) member is the only one showing slow relaxation of magn…