The application of mathematical modeling to biological fluids is of utmost importance, as it has diverse applicationsin medicine. The peristaltic mechanism plays a crucial role in understanding numerous biological flo...The application of mathematical modeling to biological fluids is of utmost importance, as it has diverse applicationsin medicine. The peristaltic mechanism plays a crucial role in understanding numerous biological flows. In thispaper, we present a theoretical investigation of the double diffusion convection in the peristaltic transport of aPrandtl nanofluid through an asymmetric tapered channel under the combined action of thermal radiation andan induced magnetic field. The equations for the current flow scenario are developed, incorporating relevantassumptions, and considering the effect of viscous dissipation. The impact of thermal radiation and doublediffusion on public health is of particular interest. For instance, infrared radiation techniques have been used totreat various skin-related diseases and can also be employed as a measure of thermotherapy for some bones toenhance blood circulation, with radiation increasing blood flow by approximately 80%. To solve the governingequations, we employ a numerical method with the aid of symbolic software such as Mathematica and MATLAB.The velocity, magnetic force function, pressure rise, temperature, solute (species) concentration, and nanoparticlevolume fraction profiles are analytically derived and graphically displayed. The results outcomes are compared withthe findings of limiting situations for verification.展开更多
This work explores the influence of double diffusion over thermally radiative flow of thin film hybrid nanofluid and irreversibility generation through a stretching channel.The nanoparticles of silver and alumina have...This work explores the influence of double diffusion over thermally radiative flow of thin film hybrid nanofluid and irreversibility generation through a stretching channel.The nanoparticles of silver and alumina have mixed in the Maxwell fluid(base fluid).Magnetic field influence has been employed to channel in normal direction.Equations that are going to administer the fluid flow have been converted to dimension-free notations by using appropriate variables.Homotopy analysis method is used for the solution of the resultant equations.In this investigation it has pointed out that motion of fluid has declined with growth in magnetic effects,thin film thickness,and unsteadiness factor.Temperature of fluid has grown up with upsurge in Brownian motion,radiation factor,and thermophoresis effects,while it has declined with greater values of thermal Maxwell factor and thickness factor of the thin film.Concentration distribution has grown up with higher values of thermophoresis effects and has declined for augmentation in Brownian motion.展开更多
Water exchange between the different compartments of a heterogeneous specimen can be characterized via diffusion magnetic resonance imaging(dMRI).Many analysis frameworks using dMRI data have been proposed to describe...Water exchange between the different compartments of a heterogeneous specimen can be characterized via diffusion magnetic resonance imaging(dMRI).Many analysis frameworks using dMRI data have been proposed to describe exchange,often using a double diffusion encoding(DDE)stimulated echo sequence.Techniques such as diffusion exchange weighted imaging(DEWI)and the filter exchange and rapid exchange models,use a specific subset of the full space DDE signal.In this work,a general representation of the DDE signal was employed with different sampling schemes(namely constant b1,diagonal and anti-diagonal)from the data reduction models to estimate exchange.A near-uniform sampling scheme was proposed and compared with the other sampling schemes.The filter exchange and rapid exchange models were also applied to estimate exchange with their own subsampling schemes.These subsampling schemes and models were compared on both simulated data and experimental data acquired with a benchtop MR scanner.In synthetic data,the diagonal and near-uniform sampling schemes performed the best due to the consistency of their estimates with the ground truth.In experimental data,the shifted diagonal and near-uniform sampling schemes outperformed the others,yielding the most consistent estimates with the full space estimation.The results suggest the feasibility of measuring exchange using a general representation of the DDE signal along with variable sampling schemes.In future studies,algorithms could be further developed for the optimization of sampling schemes,as well as incorporating additional properties,such as geometry and diffusion anisotropy,into exchange frameworks.展开更多
This paper discusses the valuation of the Credit Default Swap based on a jump market, in which the asset price of a firm follows a double exponential jump diffusion process, the value of the debt is driven by a geomet...This paper discusses the valuation of the Credit Default Swap based on a jump market, in which the asset price of a firm follows a double exponential jump diffusion process, the value of the debt is driven by a geometric Brownian motion, and the default barrier follows a continuous stochastic process. Using the Gaver-Stehfest algorithm and the non-arbitrage asset pricing theory, we give the default probability of the first passage time, and more, derive the price of the Credit Default Swap.展开更多
Ti2AlNb orthorhombic alloy is an attractive high temperature structural material for aero-industries due to its high specific strength and fracture toughness as well as excellent creep resistance. However, insufficien...Ti2AlNb orthorhombic alloy is an attractive high temperature structural material for aero-industries due to its high specific strength and fracture toughness as well as excellent creep resistance. However, insufficient wear-resistance is the main drawback which restricts the actual uses of this alloy in many circumstances. A double glow plasma surface molybdenizing on Ti2AlNb alloy is carried out as an attempt to resolve this problem. This paper deals with the effects of key process parameters on the diffusion behavior of Mo. The composition distribution and microstructare of the alloying layer are analyzed by SEM, XRD and GDS. Micro-hardness distribution profile is measured along the distance from surface to center. The results indicate that both the temperature and the processing time have significant effects on the diffusion process. Finally, the dif- fusion coefficient at optimized temperature of 980℃ is calculated through regression analysis.展开更多
Using Fourier inversion transform, P.D.E. and Feynman-Kac formula, the closedform solution for price on European call option is given in a double exponential jump-diffusion model with two different market structure ri...Using Fourier inversion transform, P.D.E. and Feynman-Kac formula, the closedform solution for price on European call option is given in a double exponential jump-diffusion model with two different market structure risks that there exist CIR stochastic volatility of stock return and Vasicek or CIR stochastic interest rate in the market. In the end, the result of the model in the paper is compared with those in other models, including BS model with numerical experiment. These results show that the double exponential jump-diffusion model with CIR-market structure risks is suitable for modelling the real-market changes and very useful.展开更多
A modified correlated spectroscopy (COSY) revamped with asymmetric Z-gradient echo detection sequence was designed to investigate the influence of diffusion hehaviour on intermolecular double-quantum coherence signa...A modified correlated spectroscopy (COSY) revamped with asymmetric Z-gradient echo detection sequence was designed to investigate the influence of diffusion hehaviour on intermolecular double-quantum coherence signal attenuation during the pre-acquisition period. Theoretical formulas were deduced and experimental measurements and simulations were performed. It is found that the diffusion behaviour of intermolecular double-quantum coherence in the pre-acquisition period may be different from that of conventional single-quantum coherence, depending on the relative orientation of diffusion weighting gradients to coherence selection gradients. When the orientation of the diffusion weighting gradients is parallel or anti-parallel to the orientation of the coherence selection gradients, the diffusion is modulated by the distant dipolar field. This study is helpful for understanding the signal properties in intermolecular double-quantum coherence magnetic resonance imaging.展开更多
As a kind of weak-path dependent options, barrier options are an important kind of exotic options. Because the pricing formula for pricing barrier options with discrete observations cannot avoid computing a high dimen...As a kind of weak-path dependent options, barrier options are an important kind of exotic options. Because the pricing formula for pricing barrier options with discrete observations cannot avoid computing a high dimensional integral, numerical calculation is time-consuming. In the current studies, some scholars just obtained theoretical derivation, or gave some simulation calculations. Others impose underlying assets on some strong assumptions, for example, a lot of calculations are based on the Black-Scholes model. This thesis considers Merton jump diffusion model as the basic model to derive the pricing formula of discrete double barrier option;numerical calculation method is used to approximate the continuous convolution by calculating discrete convolution. Then we compare the results of theoretical calculation with simulation results by Monte Carlo method, to verify their efficiency and accuracy. By comparing the results of degeneration constant parameter model with the results of previous models we verified the calculation method is correct indirectly. Compared with the Monte Carlo simulation method, the numerical results are stable. Even if we assume the simulation results are accurate, the time consumed by the numerical method to achieve the same accuracy is much less than the Monte Carlo simulation method.展开更多
The unsteady double diffusion of the boundary layer with the nanofluid flow near a three-dimensional(3D)stagnation point body is studied under a microgravity environment.The effects of g-jitter and thermal radiation e...The unsteady double diffusion of the boundary layer with the nanofluid flow near a three-dimensional(3D)stagnation point body is studied under a microgravity environment.The effects of g-jitter and thermal radiation exist under the microgravity environment,where there is a gravitational field with fluctuations.The flow problem is mathematically formulated into a system of equations derived from the physical laws and principles under the no-slip boundary condition.With the semi-similar transformation technique,the dimensional system of equations is reduced into a dimensionless system of equations,where the dependent variables of the problem are lessened.A numerical solution for the flow problem derived from the system of dimensionless partial differential equations is obtained with the Keller box method,which is an implicit finite difference approach.The effects studied are analyzed in terms of the physical quantities of principle interest with the fluid behavior characteristics,the heat transfer properties,and the concentration distributions.The results show that the value of the curvature ratio parameter represents the geometrical shape of the boundary body,where the stagnation point is located.The increased modulation amplitude parameter produces a fluctuating behavior on all physical quantities studied,where the fluctuating range becomes smaller when the oscillation frequency increases.Moreover,the addition of Cu nanoparticles enhances the thermal conductivity of the heat flux,and the thermal radiation could increase the heat transfer properties.展开更多
Profiles of salinity and temperature were measured in the strait of Hormuz(SH) during the winter of 2012, spring and summer of 2013. To investigate the double diffusion(DD) processes, Turner(TU) angle values are...Profiles of salinity and temperature were measured in the strait of Hormuz(SH) during the winter of 2012, spring and summer of 2013. To investigate the double diffusion(DD) processes, Turner(TU) angle values are calculated in all the stations in the SH. Different TU angle values correspond to salt fingering(SF), diffusive convection(DC)and stable stratification. The distributions of the two forms of DD were plotted vertically along transects in the eastern, central and western part of the SH, and corresponding DD processes were described. The results show that both SF and DC occurred in most part of the study area. Two different water masses(the Indian Ocean surface water and the Persian Gulf water) were evident at the SH, and SF and DC were evident at the interface of two water masses. Due to evaporation, SF occurred in the surface layer of most Stations throughout the year. In the eastern part of the SH, occurrences of DC were more feasible in wintertime. SF was the main phenomenon at the end of hot season. For central part, SF occurred throughout the year in water column. In the western part,water column was stable in summer and DC happened in most part of water column in winter.展开更多
In the present work we study the global solvability of the Kolmogorov-Fisher type biological population task with double nonlinear diffusion and qualitative properties of the solution of the task based on the self-sim...In the present work we study the global solvability of the Kolmogorov-Fisher type biological population task with double nonlinear diffusion and qualitative properties of the solution of the task based on the self-similar analysis. In additional, in this paper we consider the model of two competing population with dual nonlinear cross-diffusion.展开更多
The Canada Basin (CB) is the largest sub-basin in the Arctic, with the deepest abyssal plain of 3 850 m. The double-diffusive process is the possible passage through which the geothermal energy affects the above iso...The Canada Basin (CB) is the largest sub-basin in the Arctic, with the deepest abyssal plain of 3 850 m. The double-diffusive process is the possible passage through which the geothermal energy affects the above isolated deep waters. With the temperature-salinity-pressure observations in 2003, 500-m-thick transition layers and lower 1 000-m-thick bottom homogenous layers were found below 2 400 m in the central deep CB. Staircases with downward-increasing temperature and salinity are prominent in the transition layers, suggesting the double- diffusive convection in deep CB. The interface of the stairs is about 10 m thick with 0.001-0.002℃ temperature difference, while the thicknesses of the homogenous layers in the steps decrease upward from about 60 to 20 m. The density ratio in the deep central CB is generally smaller than 2, indicating stronger double-diffusive convection than that in the upper ocean of 200-400 m. The heat flux through the deepest staircases in the deep CB varies between 0.014 and 0.031 W/m2, which is one-two orders smaller than the upper double-diffusive heat flux, but comparable to the estimates of geothermal heat flux.展开更多
The present work relates to a numerical investigation of double diffusive mixed convection around a horizontal annulus with a finned inner cylinder.The solutal and thermal buoyancy forces are sustained by maintaining ...The present work relates to a numerical investigation of double diffusive mixed convection around a horizontal annulus with a finned inner cylinder.The solutal and thermal buoyancy forces are sustained by maintaining the inner and outer cylinders at uniform temperatures and concentrations.Buoyancy effects are also considered,with the Boussinesq approximation.The forced convection effect is induced by the outer cylinder rotating with an angular velocity(ω)in an anti-clockwise direction.The studies are made for various combinations of dimensionless numbers;buoyancy ratio number(N),Lewis number(Le),Richardson number(Ri)and Grashof number(Gr).The isotherms,isoconcentrations and streamlines as well as both average and local Nusselt and Sherwood numbers were studied.A finite volume scheme is adopted to solve the transport equations for continuity,momentum,energy and mass transfer.The results indicate that the use of fins on the inner cylinder with outer cylinder rotation,significantly improves the heat and mass transfer in the annulus.展开更多
The effect of non-uniform basic concentration gradient on the onset of double diffusive convection in a micropolar fluid layer heated and saluted from below and cooled from above has been studied. The linear stability...The effect of non-uniform basic concentration gradient on the onset of double diffusive convection in a micropolar fluid layer heated and saluted from below and cooled from above has been studied. The linear stability analysis is performed. The eigen value of the problem is obtained using Galerkian method. The eigen values are obtained for 1) free-free 2) rigid-free 3) rigid-rigid velocity boundary combination with isothermal temperature condition on spin-vanishing permeable boundaries. The influence of various micropolar parameters on the onset of convection has been analyzed. One linear and five non linear concentration profiles are considered and their comparative influence on onset is discussed and results are depicted graphically. It is observed that fluid layer with suspended particles heated and soluted from below is more stable compare to the classical fluid without suspended particles.展开更多
A novel super-junction lateral double-diffused metal-oxide semiconductor (SJ-LDMOS) with a partial lightly doped P pillar (PD) is proposed. Firstly, the reduction in the partial P pillar charges ensures the charge...A novel super-junction lateral double-diffused metal-oxide semiconductor (SJ-LDMOS) with a partial lightly doped P pillar (PD) is proposed. Firstly, the reduction in the partial P pillar charges ensures the charge balance and suppresses the substrate-assisted depletion effect. Secondly, the new electric field peak produced by the P/P junction modulates the surface electric field distribution. Both of these result in a high breakdown voltage (BV). In addition, due to the same conduction paths, the specific on-resistance (Ron,sp) of the PD SJ-LDMOS is approximately identical to the conventional SJ-LDMOS. Simulation results indicate that the average value of the surface lateral electric field of the PD SJ-LDMOS reaches 20 V/μm at a 15 μm drift length, resulting in a BV of 300 V.展开更多
Double diffusion convection in a cavity with a hot square obstacle inside is simulated using the lattice Boltzmann method. The results are presented for the Rayleigh numbers 104,105 and 106, the Lewis numbers 0.1, 2 a...Double diffusion convection in a cavity with a hot square obstacle inside is simulated using the lattice Boltzmann method. The results are presented for the Rayleigh numbers 104,105 and 106, the Lewis numbers 0.1, 2 and 10 and aspect ratio A(obstacle height/cavity height) of 0.2, 0.4 and 0.6 for a range of buoyancy number N = 0 to- 4 with the effect of opposing flow. The results indicate that for |N| b 1, the Nusselt and Sherwood numbers decrease as buoyancy ratio increases, while for |N| N 1, they increase with |N|. As the Lewis number increases, higher buoyancy ratio is required to overcome the thermal effects and the minimum value of the Nusselt and Sherwood numbers occur at higher buoyancy ratios. The increase in the Rayleigh or Lewis number results in the formation of the multi-cell flow in the enclosure and the vortices will vanish as |N| increases.展开更多
The present study deals with double-diffusive convection within a two-dimensional inclined cavity filled with an air-CO_(2) binary gas mixture.The left and the right vertical walls are differentially heated and subjec...The present study deals with double-diffusive convection within a two-dimensional inclined cavity filled with an air-CO_(2) binary gas mixture.The left and the right vertical walls are differentially heated and subjected to different locations of(CO_(2))contaminants to allow for the variation of the buoyancy strength(N).However,the horizontal walls are assumed adiabatic.The simulations are conducted using the finite volume method to solve the conservation equations of continuity,momentum,energy,and species transport.Good agreement with other numerical results in the literature is obtained.The effect of multiple parameters,namely,buoyancy ratio(N),thermal Rayleigh number(Ra),and inclination angle(α)on entropy generation rate is analyzed and discussed in the postprocessing stage,while considering both laminar and turbulent flow regimes.The computations reveal that these parameters considerably affect both the heat and mass transfer performances of the system.展开更多
A high resolution upwind compact streamfunction numerical algorithm for two-dimensional(2D)double-diffusive convection(DDC)is developed.The unsteady Navier-Stokes(N-S)equations in the streamfunction-velocity form and ...A high resolution upwind compact streamfunction numerical algorithm for two-dimensional(2D)double-diffusive convection(DDC)is developed.The unsteady Navier-Stokes(N-S)equations in the streamfunction-velocity form and the scalar temperature and concentration equations are used.An optimized third-order upwind compact(UCD3 opt)scheme with a low dispersion error for the first derivatives is utilized to approximate the third derivatives of the streamfunction in the advection terms of the N-S equations and the first derivatives in the advection terms of the scalar temperature and concentration equations.The remaining first derivatives of the streamfunction(velocity),temperature,and concentration variables used in the governing equations are discretized by the fourth-order compact Pade(SCD4)schemes.With the temperature and concentration variables and their approximate values of the first derivatives obtained by the SCD4 schemes,the explicit fourth-order compact schemes are suggested to approximate the second derivatives of temperature and concentration in the diffusion terms of the energy and concentration equations.The discretization of the temporal term is executed with the second-order Crank-Nicolson(C-N)scheme.To assess the spatial behavior capability of the established numerical algorithm and verify the developed computer code,the DDC flow is numerically solved.The obtained results agree well with the benchmark solutions and some accurate results available in the literature,verifying the accuracy,effectiveness,and robustness of the provided algorithm.Finally,a preliminary application of the proposed method to the DDC is carried out.展开更多
A novel low specific on-resistance (Ron,sp) lateral double-diffused metal oxide semiconductor (LDMOS) with a buried improved super-junction (BISJ) layer is proposed. A super-junction layer is buried in the drift...A novel low specific on-resistance (Ron,sp) lateral double-diffused metal oxide semiconductor (LDMOS) with a buried improved super-junction (BISJ) layer is proposed. A super-junction layer is buried in the drift region and the P pillar is split into two parts with different doping concentrations. Firstly, the buried super-junction layer causes the multiple-direction assisted depletion effect. The drift region doping concentration of the BISJ LDMOS is therefore much higher than that of the conventional LDMOS. Secondly, the buried super-junction layer provides a bulk low on-resistance path. Both of them reduce Ron,sp greatly. Thirdly, the electric field modulation effect of the new electric field peak introduced by the step doped P pillar improves the breakdown voltage (BV). The BISJ LDMOS exhibits a BV of 300 V and Ron,sp of 8.08 mΩ·cm2 which increases BV by 35% and reduces Ron,sp by 60% compared with those of a conventional LDMOS with a drift length of 15 μm, respectively.展开更多
A shortout analytic method of stability in Strong nonlinear autonomous system is introduced into stability analysis of the themohaline double-diffusive system.Using perturbation technique obtains conditions of existen...A shortout analytic method of stability in Strong nonlinear autonomous system is introduced into stability analysis of the themohaline double-diffusive system.Using perturbation technique obtains conditions of existence and stability for linear and nonlinear periodic solutions.For linear periodic solution in infinitesimeal motion the existence range of monotomic branch and oscillatory branch are outilined.The oscillatory branch of nonlinear periodic solution in finite-amplitude motion has unstable periodic solution when μ is smaller than critical value μc in this case of 0<rs-rsc<<1The stability conclusions under different direction of vortex are drawn out .展开更多
基金Institutional Fund Projects under No.(IFP-A-2022-2-5-24)by Ministry of Education and University of Hafr Al Batin,Saudi Arabia.
文摘The application of mathematical modeling to biological fluids is of utmost importance, as it has diverse applicationsin medicine. The peristaltic mechanism plays a crucial role in understanding numerous biological flows. In thispaper, we present a theoretical investigation of the double diffusion convection in the peristaltic transport of aPrandtl nanofluid through an asymmetric tapered channel under the combined action of thermal radiation andan induced magnetic field. The equations for the current flow scenario are developed, incorporating relevantassumptions, and considering the effect of viscous dissipation. The impact of thermal radiation and doublediffusion on public health is of particular interest. For instance, infrared radiation techniques have been used totreat various skin-related diseases and can also be employed as a measure of thermotherapy for some bones toenhance blood circulation, with radiation increasing blood flow by approximately 80%. To solve the governingequations, we employ a numerical method with the aid of symbolic software such as Mathematica and MATLAB.The velocity, magnetic force function, pressure rise, temperature, solute (species) concentration, and nanoparticlevolume fraction profiles are analytically derived and graphically displayed. The results outcomes are compared withthe findings of limiting situations for verification.
文摘This work explores the influence of double diffusion over thermally radiative flow of thin film hybrid nanofluid and irreversibility generation through a stretching channel.The nanoparticles of silver and alumina have mixed in the Maxwell fluid(base fluid).Magnetic field influence has been employed to channel in normal direction.Equations that are going to administer the fluid flow have been converted to dimension-free notations by using appropriate variables.Homotopy analysis method is used for the solution of the resultant equations.In this investigation it has pointed out that motion of fluid has declined with growth in magnetic effects,thin film thickness,and unsteadiness factor.Temperature of fluid has grown up with upsurge in Brownian motion,radiation factor,and thermophoresis effects,while it has declined with greater values of thermal Maxwell factor and thickness factor of the thin film.Concentration distribution has grown up with higher values of thermophoresis effects and has declined for augmentation in Brownian motion.
基金the Swedish Foundation for International Cooperation in Research and Higher Education(STINT),and the Swedish Research Council(Dnr 2022e04715).
文摘Water exchange between the different compartments of a heterogeneous specimen can be characterized via diffusion magnetic resonance imaging(dMRI).Many analysis frameworks using dMRI data have been proposed to describe exchange,often using a double diffusion encoding(DDE)stimulated echo sequence.Techniques such as diffusion exchange weighted imaging(DEWI)and the filter exchange and rapid exchange models,use a specific subset of the full space DDE signal.In this work,a general representation of the DDE signal was employed with different sampling schemes(namely constant b1,diagonal and anti-diagonal)from the data reduction models to estimate exchange.A near-uniform sampling scheme was proposed and compared with the other sampling schemes.The filter exchange and rapid exchange models were also applied to estimate exchange with their own subsampling schemes.These subsampling schemes and models were compared on both simulated data and experimental data acquired with a benchtop MR scanner.In synthetic data,the diagonal and near-uniform sampling schemes performed the best due to the consistency of their estimates with the ground truth.In experimental data,the shifted diagonal and near-uniform sampling schemes outperformed the others,yielding the most consistent estimates with the full space estimation.The results suggest the feasibility of measuring exchange using a general representation of the DDE signal along with variable sampling schemes.In future studies,algorithms could be further developed for the optimization of sampling schemes,as well as incorporating additional properties,such as geometry and diffusion anisotropy,into exchange frameworks.
基金Supported by The National Natural Science Foundation of China(71261015)Humanity and Social Science Youth Foundation of Education Ministry in China(10YJC630334)Program for Innovative Research Team in Universities of Inner Mongolia Autonomous Region
文摘This paper discusses the valuation of the Credit Default Swap based on a jump market, in which the asset price of a firm follows a double exponential jump diffusion process, the value of the debt is driven by a geometric Brownian motion, and the default barrier follows a continuous stochastic process. Using the Gaver-Stehfest algorithm and the non-arbitrage asset pricing theory, we give the default probability of the first passage time, and more, derive the price of the Credit Default Swap.
基金The Commission of Science Technology and Industry for National Defense China
文摘Ti2AlNb orthorhombic alloy is an attractive high temperature structural material for aero-industries due to its high specific strength and fracture toughness as well as excellent creep resistance. However, insufficient wear-resistance is the main drawback which restricts the actual uses of this alloy in many circumstances. A double glow plasma surface molybdenizing on Ti2AlNb alloy is carried out as an attempt to resolve this problem. This paper deals with the effects of key process parameters on the diffusion behavior of Mo. The composition distribution and microstructare of the alloying layer are analyzed by SEM, XRD and GDS. Micro-hardness distribution profile is measured along the distance from surface to center. The results indicate that both the temperature and the processing time have significant effects on the diffusion process. Finally, the dif- fusion coefficient at optimized temperature of 980℃ is calculated through regression analysis.
基金Supported by the NNSF of China(40675023)the PHD Foundation of Guangxi Normal University.
文摘Using Fourier inversion transform, P.D.E. and Feynman-Kac formula, the closedform solution for price on European call option is given in a double exponential jump-diffusion model with two different market structure risks that there exist CIR stochastic volatility of stock return and Vasicek or CIR stochastic interest rate in the market. In the end, the result of the model in the paper is compared with those in other models, including BS model with numerical experiment. These results show that the double exponential jump-diffusion model with CIR-market structure risks is suitable for modelling the real-market changes and very useful.
基金Project supported by the National Natural Science Foundation of China (Grant No 10875101)the Natural Science Foundation of Fujian Province, China (Grant No 2008J0028)
文摘A modified correlated spectroscopy (COSY) revamped with asymmetric Z-gradient echo detection sequence was designed to investigate the influence of diffusion hehaviour on intermolecular double-quantum coherence signal attenuation during the pre-acquisition period. Theoretical formulas were deduced and experimental measurements and simulations were performed. It is found that the diffusion behaviour of intermolecular double-quantum coherence in the pre-acquisition period may be different from that of conventional single-quantum coherence, depending on the relative orientation of diffusion weighting gradients to coherence selection gradients. When the orientation of the diffusion weighting gradients is parallel or anti-parallel to the orientation of the coherence selection gradients, the diffusion is modulated by the distant dipolar field. This study is helpful for understanding the signal properties in intermolecular double-quantum coherence magnetic resonance imaging.
文摘As a kind of weak-path dependent options, barrier options are an important kind of exotic options. Because the pricing formula for pricing barrier options with discrete observations cannot avoid computing a high dimensional integral, numerical calculation is time-consuming. In the current studies, some scholars just obtained theoretical derivation, or gave some simulation calculations. Others impose underlying assets on some strong assumptions, for example, a lot of calculations are based on the Black-Scholes model. This thesis considers Merton jump diffusion model as the basic model to derive the pricing formula of discrete double barrier option;numerical calculation method is used to approximate the continuous convolution by calculating discrete convolution. Then we compare the results of theoretical calculation with simulation results by Monte Carlo method, to verify their efficiency and accuracy. By comparing the results of degeneration constant parameter model with the results of previous models we verified the calculation method is correct indirectly. Compared with the Monte Carlo simulation method, the numerical results are stable. Even if we assume the simulation results are accurate, the time consumed by the numerical method to achieve the same accuracy is much less than the Monte Carlo simulation method.
基金Project supported by the Ministry of Education(MOE)and Research Management Centre,Universiti Teknologi Malaysia(Nos.5F166,5F004,07G70,07G72,07G76,and 07G77)。
文摘The unsteady double diffusion of the boundary layer with the nanofluid flow near a three-dimensional(3D)stagnation point body is studied under a microgravity environment.The effects of g-jitter and thermal radiation exist under the microgravity environment,where there is a gravitational field with fluctuations.The flow problem is mathematically formulated into a system of equations derived from the physical laws and principles under the no-slip boundary condition.With the semi-similar transformation technique,the dimensional system of equations is reduced into a dimensionless system of equations,where the dependent variables of the problem are lessened.A numerical solution for the flow problem derived from the system of dimensionless partial differential equations is obtained with the Keller box method,which is an implicit finite difference approach.The effects studied are analyzed in terms of the physical quantities of principle interest with the fluid behavior characteristics,the heat transfer properties,and the concentration distributions.The results show that the value of the curvature ratio parameter represents the geometrical shape of the boundary body,where the stagnation point is located.The increased modulation amplitude parameter produces a fluctuating behavior on all physical quantities studied,where the fluctuating range becomes smaller when the oscillation frequency increases.Moreover,the addition of Cu nanoparticles enhances the thermal conductivity of the heat flux,and the thermal radiation could increase the heat transfer properties.
基金The proieect of Iranian National Institute for Oceanography and Atmospheric Science(INIOAS)in the framework of PG-GOOS cruise under contract No.391-021-01
文摘Profiles of salinity and temperature were measured in the strait of Hormuz(SH) during the winter of 2012, spring and summer of 2013. To investigate the double diffusion(DD) processes, Turner(TU) angle values are calculated in all the stations in the SH. Different TU angle values correspond to salt fingering(SF), diffusive convection(DC)and stable stratification. The distributions of the two forms of DD were plotted vertically along transects in the eastern, central and western part of the SH, and corresponding DD processes were described. The results show that both SF and DC occurred in most part of the study area. Two different water masses(the Indian Ocean surface water and the Persian Gulf water) were evident at the SH, and SF and DC were evident at the interface of two water masses. Due to evaporation, SF occurred in the surface layer of most Stations throughout the year. In the eastern part of the SH, occurrences of DC were more feasible in wintertime. SF was the main phenomenon at the end of hot season. For central part, SF occurred throughout the year in water column. In the western part,water column was stable in summer and DC happened in most part of water column in winter.
文摘In the present work we study the global solvability of the Kolmogorov-Fisher type biological population task with double nonlinear diffusion and qualitative properties of the solution of the task based on the self-similar analysis. In additional, in this paper we consider the model of two competing population with dual nonlinear cross-diffusion.
基金The National Natural Science Foundation of China under contract Nos 41476009,41106012 and 41506018the Science and Technology Program in Higher Education of Guangdong under contract No.2013KJCX0099
文摘The Canada Basin (CB) is the largest sub-basin in the Arctic, with the deepest abyssal plain of 3 850 m. The double-diffusive process is the possible passage through which the geothermal energy affects the above isolated deep waters. With the temperature-salinity-pressure observations in 2003, 500-m-thick transition layers and lower 1 000-m-thick bottom homogenous layers were found below 2 400 m in the central deep CB. Staircases with downward-increasing temperature and salinity are prominent in the transition layers, suggesting the double- diffusive convection in deep CB. The interface of the stairs is about 10 m thick with 0.001-0.002℃ temperature difference, while the thicknesses of the homogenous layers in the steps decrease upward from about 60 to 20 m. The density ratio in the deep central CB is generally smaller than 2, indicating stronger double-diffusive convection than that in the upper ocean of 200-400 m. The heat flux through the deepest staircases in the deep CB varies between 0.014 and 0.031 W/m2, which is one-two orders smaller than the upper double-diffusive heat flux, but comparable to the estimates of geothermal heat flux.
文摘The present work relates to a numerical investigation of double diffusive mixed convection around a horizontal annulus with a finned inner cylinder.The solutal and thermal buoyancy forces are sustained by maintaining the inner and outer cylinders at uniform temperatures and concentrations.Buoyancy effects are also considered,with the Boussinesq approximation.The forced convection effect is induced by the outer cylinder rotating with an angular velocity(ω)in an anti-clockwise direction.The studies are made for various combinations of dimensionless numbers;buoyancy ratio number(N),Lewis number(Le),Richardson number(Ri)and Grashof number(Gr).The isotherms,isoconcentrations and streamlines as well as both average and local Nusselt and Sherwood numbers were studied.A finite volume scheme is adopted to solve the transport equations for continuity,momentum,energy and mass transfer.The results indicate that the use of fins on the inner cylinder with outer cylinder rotation,significantly improves the heat and mass transfer in the annulus.
文摘The effect of non-uniform basic concentration gradient on the onset of double diffusive convection in a micropolar fluid layer heated and saluted from below and cooled from above has been studied. The linear stability analysis is performed. The eigen value of the problem is obtained using Galerkian method. The eigen values are obtained for 1) free-free 2) rigid-free 3) rigid-rigid velocity boundary combination with isothermal temperature condition on spin-vanishing permeable boundaries. The influence of various micropolar parameters on the onset of convection has been analyzed. One linear and five non linear concentration profiles are considered and their comparative influence on onset is discussed and results are depicted graphically. It is observed that fluid layer with suspended particles heated and soluted from below is more stable compare to the classical fluid without suspended particles.
基金supported by the National Science and Technology Major Project of the Ministry of Science and Technology of China (Grant No. 2010ZX02201)the National Natural Science Foundation of China (Grant No. 61176069)the National Defense Pre-Research of China (Grant No. 51308020304)
文摘A novel super-junction lateral double-diffused metal-oxide semiconductor (SJ-LDMOS) with a partial lightly doped P pillar (PD) is proposed. Firstly, the reduction in the partial P pillar charges ensures the charge balance and suppresses the substrate-assisted depletion effect. Secondly, the new electric field peak produced by the P/P junction modulates the surface electric field distribution. Both of these result in a high breakdown voltage (BV). In addition, due to the same conduction paths, the specific on-resistance (Ron,sp) of the PD SJ-LDMOS is approximately identical to the conventional SJ-LDMOS. Simulation results indicate that the average value of the surface lateral electric field of the PD SJ-LDMOS reaches 20 V/μm at a 15 μm drift length, resulting in a BV of 300 V.
文摘Double diffusion convection in a cavity with a hot square obstacle inside is simulated using the lattice Boltzmann method. The results are presented for the Rayleigh numbers 104,105 and 106, the Lewis numbers 0.1, 2 and 10 and aspect ratio A(obstacle height/cavity height) of 0.2, 0.4 and 0.6 for a range of buoyancy number N = 0 to- 4 with the effect of opposing flow. The results indicate that for |N| b 1, the Nusselt and Sherwood numbers decrease as buoyancy ratio increases, while for |N| N 1, they increase with |N|. As the Lewis number increases, higher buoyancy ratio is required to overcome the thermal effects and the minimum value of the Nusselt and Sherwood numbers occur at higher buoyancy ratios. The increase in the Rayleigh or Lewis number results in the formation of the multi-cell flow in the enclosure and the vortices will vanish as |N| increases.
文摘The present study deals with double-diffusive convection within a two-dimensional inclined cavity filled with an air-CO_(2) binary gas mixture.The left and the right vertical walls are differentially heated and subjected to different locations of(CO_(2))contaminants to allow for the variation of the buoyancy strength(N).However,the horizontal walls are assumed adiabatic.The simulations are conducted using the finite volume method to solve the conservation equations of continuity,momentum,energy,and species transport.Good agreement with other numerical results in the literature is obtained.The effect of multiple parameters,namely,buoyancy ratio(N),thermal Rayleigh number(Ra),and inclination angle(α)on entropy generation rate is analyzed and discussed in the postprocessing stage,while considering both laminar and turbulent flow regimes.The computations reveal that these parameters considerably affect both the heat and mass transfer performances of the system.
基金supported by the National Natural Science Foundation of China(Nos.11872151,11372075,and 91330112)。
文摘A high resolution upwind compact streamfunction numerical algorithm for two-dimensional(2D)double-diffusive convection(DDC)is developed.The unsteady Navier-Stokes(N-S)equations in the streamfunction-velocity form and the scalar temperature and concentration equations are used.An optimized third-order upwind compact(UCD3 opt)scheme with a low dispersion error for the first derivatives is utilized to approximate the third derivatives of the streamfunction in the advection terms of the N-S equations and the first derivatives in the advection terms of the scalar temperature and concentration equations.The remaining first derivatives of the streamfunction(velocity),temperature,and concentration variables used in the governing equations are discretized by the fourth-order compact Pade(SCD4)schemes.With the temperature and concentration variables and their approximate values of the first derivatives obtained by the SCD4 schemes,the explicit fourth-order compact schemes are suggested to approximate the second derivatives of temperature and concentration in the diffusion terms of the energy and concentration equations.The discretization of the temporal term is executed with the second-order Crank-Nicolson(C-N)scheme.To assess the spatial behavior capability of the established numerical algorithm and verify the developed computer code,the DDC flow is numerically solved.The obtained results agree well with the benchmark solutions and some accurate results available in the literature,verifying the accuracy,effectiveness,and robustness of the provided algorithm.Finally,a preliminary application of the proposed method to the DDC is carried out.
基金Project supported by the National Science and Technology Project of the Ministry of Science and Technology of China(Grant No.2010ZX02201)the National Natural Science Foundation of China(Grant No.61176069)the National Defense Pre-Research of China(Grant No.51308020304)
文摘A novel low specific on-resistance (Ron,sp) lateral double-diffused metal oxide semiconductor (LDMOS) with a buried improved super-junction (BISJ) layer is proposed. A super-junction layer is buried in the drift region and the P pillar is split into two parts with different doping concentrations. Firstly, the buried super-junction layer causes the multiple-direction assisted depletion effect. The drift region doping concentration of the BISJ LDMOS is therefore much higher than that of the conventional LDMOS. Secondly, the buried super-junction layer provides a bulk low on-resistance path. Both of them reduce Ron,sp greatly. Thirdly, the electric field modulation effect of the new electric field peak introduced by the step doped P pillar improves the breakdown voltage (BV). The BISJ LDMOS exhibits a BV of 300 V and Ron,sp of 8.08 mΩ·cm2 which increases BV by 35% and reduces Ron,sp by 60% compared with those of a conventional LDMOS with a drift length of 15 μm, respectively.
文摘A shortout analytic method of stability in Strong nonlinear autonomous system is introduced into stability analysis of the themohaline double-diffusive system.Using perturbation technique obtains conditions of existence and stability for linear and nonlinear periodic solutions.For linear periodic solution in infinitesimeal motion the existence range of monotomic branch and oscillatory branch are outilined.The oscillatory branch of nonlinear periodic solution in finite-amplitude motion has unstable periodic solution when μ is smaller than critical value μc in this case of 0<rs-rsc<<1The stability conclusions under different direction of vortex are drawn out .