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31.
Most decision making research in real options focuses on revenue uncertainty assuming discount rates remain constant. However, for many decisions revenue or cost streams are relatively static and investment is driven by interest rate uncertainty, for example the decision to invest in durable machinery and equipment. Using interest rate models from Cox et al. (1985b), we generalize the work of Ingersoll and Ross (1992) in two ways. Firstly, we include real options on perpetuities (in addition to zero coupon cash flows). Secondly, we incorporate abandonment or disinvestment as well as investment options, and thus model interest rate hysteresis (parallel to revenue uncertainty in Dixit (1989a)). Under stochastic interest rates, economic hysteresis is found to be significant, even for small sunk costs. 相似文献
32.
We report on experiments of many small motors—cell phone vibrators—glued to and interacting through a resonant elastic plate. We find that the motors tend to avoid frequencies that are just higher than the resonances of a plate, preferring instead frequencies just below those resonances. As a result, motors interacting through a resonant plate exhibit hysteresis in their frequency versus driving voltage. We also find that the stability of a single motor near a resonance is different from the stability of a group of motors near a resonance. When the driving voltage is constant and the transient behavior of the system has passed, we find that the average frequency of all the motors is constant. 相似文献
33.
34.
Miklós Kuczmann 《Physica B: Condensed Matter》2011,406(8):1403-1409
The paper presents a Preisach model to simulate the vector hysteresis properties of ferromagnetic materials. The vector behavior has been studied using a single sheet tester with a disk-shaped specimen at low frequency. The locus of the magnetic flux density vector has been controlled by a digital measurement system. An inverse vector Preisach hysteresis model has been developed and identified by applying the measured data. Finally, the inverse model has been inserted into a finite element procedure through the fixed point technique and the reduced magnetic scalar potential formulation to simulate the measurement system. The applicability of the measurement system as well as the developed model has been proven by comparing measured and simulated results. 相似文献
35.
Subhasis RoyS.B. Majumder 《Physics letters. A》2011,375(13):1538-1542
We have investigated the electrical and magnetic properties of solution synthesized Pb0.85La0.15TiO3-CoFe2O4 composite thin films. These composite films exhibit both polarization as well as magnetic hysteresis characteristics at room temperature. The dielectric constant of the composite films is found to increase remarkably up to 6.0 vol% CFO contents. The increase of the dielectric constant and loss tangent follow a general percolation model originally developed for metal-ceramic composites. It is argued that Maxwell-Wagner polarization, as well as diffusion of transition metal cation(s) from CFO to PLT15 lattice are responsible for the percolative behavior of the dielectric properties in these films. 相似文献
36.
通过在双温控的化学气相沉积炉中热解四吡啶并卟啉铁镍混合物,合成了碳包覆铁镍纳米颗粒。原料中四吡啶并卟啉铁镍的质量比为7∶3;扫描电镜和透射电镜的结果显示碳包覆铁镍纳米颗粒形貌均匀,直径为100~300 nm;能谱结果显示碳包覆铁镍纳米颗粒是由铁、镍和碳组成;拉曼光谱证明产物有大量的缺陷存在,可能是由于球状结构上的碎片引起的;此外,磁性能测试表明室温下,碳包覆铁镍纳米颗粒有很高的饱和磁化强度,为56.3 emu·g-1;而其产物的矫顽力趋近于零,呈超顺磁性,适合用于催化剂载体。 相似文献
37.
Large amplitude oscillatory shear (LAOS) flow has been used to characterize the nonlinear viscoelasticity of polymer melts and solutions. Results are frequently reported with shear stress versus strain loops, or with shear stress versus shear rate loops. A Fourier analysis of the stress response to LAOS is often desired for comparison with theory, or for quantitative comparison between resins. A method is presented which employs the discrete Fourier transform to obtain the Fourier series coefficients from LAOS loops. 相似文献
38.
The effect of pore-structure on hysteresis in relative permeability and capillary pressure: Pore-level modeling 总被引:6,自引:0,他引:6
The effect of pore-structure upon two-phase relative permeability and capillary pressure of strongly-wetting systems at low capillary number is simulated. A pore-level model consisting of a network of pore-bodies interconnected by pore-throats is used to calculate scanning loops of hysteresis between primary drainage, imbibition and secondary drainage. The pore-body to pore-throat aspect ratio strongly influences the pattern of hysteresis. Changes in the patterns of hysteresis often attributed to consolidation can be understood in terms of changes in aspect ratio. Correlation between the sizes of neighboring pore-throats affects the shape of the relative permeability curves, while the width and shape of the pore-size distribution have only a minor influence. 相似文献
39.
G.?LiEmail author Z.?T.?Karpyn P.?M.?Halleck A.?S.?Grader 《Transport in Porous Media》2005,60(2):225-240
Counter-current flow occurs in many reservoir processes and it is important to understand and model these processes in order to operate them effectively. Both drainage and imbibition processes exist simultaneously during counter-current flow. It has thus proven difficult to model this type of flow using conventional techniques because of the impossibility of assigning a single capillary pressure curve applicable over the entire sample. In the current paper, a new saturation-history-dependent approach has been developed to simulate a counter-current flow experiment done with an X-ray CT scanner. Hysteresis in both capillary pressure and relative permeabilities is considered during simulation. Capillary hysteresis loop and relative permeabilities are extracted through history matching and a family of scanning curves is constructed connecting the two branches of the capillary hysteresis loop. Each gridblock of the sample is assigned a different scanning curve according to the local saturation history. History-dependent modeling of the experiment reproduced two-dimensional saturation distributions over time with good accuracy, which cannot be obtained with traditional simulation using only one capillary pressure curve. 相似文献
40.
A class of models of porous media based on the concept of an ensemble of pores with a certain distribution of the main geometric parameters (for example, the pore size) is considered. The cases of pores saturated with single-and two-phase multicomponent liquid mixtures are investigated. The properties of equilibrium states of the mixture are derived from the minimum free energy condition and the transfer laws from the decreasing free energy condition. The hydrodynamic connectivity of the pores is described by two types of kernels: one describes the spatial connectivity and the other the connectivity in an elementary macrovolume. Analytically and numerically, the one-dimensional problems of establishment of a steady-state regime, propagation of a passive admixture, and two-phase flow (an analog of the Buckley-Leverett problem) are investigated. A relationship between the models in question and relaxational filtration models is demonstrated. A simple model of capillary hysteresis related with the non-monotonicity of the pore area to volume ratio function is proposed. 相似文献