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31.
Time‐dependent differential equations can be solved using the concept of method of lines (MOL) together with the boundary element (BE) representation for the spatial linear part of the equation. The BE method alleviates the need for spatial discretization and casts the problem in an integral format. Hence errors associated with the numerical approximation of the spatial derivatives are totally eliminated. An element level local cubic approximation is used for the variable at each time step to facilitate the time marching and the nonlinear terms are represented in a semi‐implicit manner by a local linearization at each time step. The accuracy of the method has been illustrated on a number of test problems of engineering significance. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2006  相似文献   
32.
(S)-2-[2-(p-Tolylsulfinyl)phenyl]acetaldehyde reacts with different O-silylated ketenethioacetals in the presence of Yb(OTf)3 yielding β-hydroxythioesters in high yields and diastereoselectivities. The obtained compounds were readily transformed into β-hydroxyacids and their corresponding diols. These Mukaiyama aldol reactions are a direct evidence of the ability of the sulfinyl group to control 1,5- and 1,6-asymmetric induction processes.  相似文献   
33.
1. INTRODUCTION In the process of coking plant, about 30%~35% sulfur is transformed to H2S and some other sulfide, which form impurity in coal gas together with NH3 and HCN. Only 0.1% H2S containing in air can lead to die, so it is very important to carry on desulphurization and decyanation with coal gas [1~3]. Currently desulphurization and decyanation craft technique have Dry Oxidation Technology, Wet Oxidation Technology and Liquid Absorption Technology [2] three main kinds. The…  相似文献   
34.
We generalize an analogy between rotating and stratified shear flows. This analogy is summarized in Table 1. We use this analogy in the unstable case (centrifugally unstable flow vs. convection) to compute the torque in Taylor-Couette configuration, as a function of the Reynolds number. At low Reynolds numbers, when most of the dissipation comes from the mean flow, we predict that the non-dimensional torque G = T2 L, where L is the cylinder length, scales with Reynolds number R and gap width η, G = 1.46η3/2(1 - η)-7/4 R 3/2. At larger Reynolds number, velocity fluctuations become non-negligible in the dissipation. In these regimes, there is no exact power law dependence the torque versus Reynolds. Instead, we obtain logarithmic corrections to the classical ultra-hard (exponent 2) regimes: G = 0.50 . These predictions are found to be in excellent agreement with avail-able experimental data. Predictions for scaling of velocity fluctuations are also provided. Received 7 June 2001 and Received in final form 7 December 2001  相似文献   
35.
We analyze diffusion from a periodic array of hemispherical droplets through a membrane. We find that the multiple sources do not interact strongly, even when the droplets are closely spaced, so that the flux through the membrane appears nearly additive.  相似文献   
36.
Overdamped particles subject to a drift in a force field with sinusoidal space dependence and also a sinusoidally modulated space-dependent diffusion, with the same period as the drift, experience a net driving force. The resulting current depends on the amplitude of the modulation of the diffusion and is a periodic function of the phase difference between the sinusoidal drift and the sinusoidal modulation of the diffusion. For small modulation amplitudes a particle subject to state-dependent noise behaves the same way as a particle subject to thermal noise but with a drift which, in addition to the sinusoidal term, contains a net force term [M. Büttiker,Z. Phys. B 68:161 (1987)]. A specific example of this behavior [N. G. van Kampen,IBM J. Res. Dev. 32:107 (1988); R. Landauer,J. Stat. Phys. 53:233 (1988).] is the motion of overdamped particles in a ring subject to a nonuniform temperature field. When the drift and the temperature, which are periodic with a period equal to the ring circumference, are not in phase a noise-induced circulating current results.This paper will appear in a forthcoming issue of theJournal of Statistical Physics.  相似文献   
37.
The stationary Gamma-OU processes are recommended to be the volatility of the financial assets. A parametric estimation for the Gamma-OU processes based on the discrete observations is considered in this paper. The estimator of an intensity parameter A and its convergence result are given, and the simulations show that the estimation is quite accurate. Assuming that the parameter A is estimated, the maximum likelihood estimation of shape parameter c and scale parameter a, whose likelihood function is not explicitly computable, is considered. By means of the Gaver-Stehfest algorithm, we construct an explicit sequence of approximations to the likelihood function and show that it converges the true (but unkown) one. Maximizing the sequence results in an estimator that converges to the true maximum likelihood estimator and the approximation shares the asymptotic properties of the true maximum likelihood estimator. Some simulation experiments reveal that this method is still quite accurate in most of rational situations for the background of volatility.  相似文献   
38.
带干扰的多险种风险模型   总被引:2,自引:0,他引:2  
由于保险公司风险经营规模不断扩大,用单一险种的模型来描述风险过程存在局限性,本文讨论了带干扰多险种风险模型,应用鞅论方法,得出伦德伯格不等式和最终破产概率公式。  相似文献   
39.
在假定股票价格服从Ito过程条件下,讨论了采用组合期权交易策略的投资者获益的概率及损益的数学期望,得到了具体计算式,只要投资者获得相应数据,通过具体计算式加以计算,便可以为期权投资者提供数量上的重要参考依据,对期权投资者具有实用价值。  相似文献   
40.
综合讨论了任意循环的两种卡诺循环分解法 ,指出不能采用“串联”分解法来证明任意循环效率的极限 ,但可用这两种分解法来证明克劳修斯等式和不等式 ,同时指出了一些文献在涉及该问题时所存在的不妥之处。  相似文献   
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