... uncertainties in the pulse response function f() is investigated in depth and detail in Dreischuh et al., 1995 It is shown that various, deterministic or random uncertainties give rise to two main ... with increasing the computing step Δz=cΔt/2, whose least value Δz0=cΔt0/2 is the sampling interval The finite-computing-step systematic (bias) error depends, in general, on the value of z and ... characteristic-spike cuts and fast-varying alternating-sign (deterministic or random) uncertainties lead to small retrieval errors because of their small areas The results from investigating the influence of
Ngày tải lên: 18/06/2014, 22:20
... of Micro- and Nano 24 Recent Interferometry Applications in Topography and Astronomy Engineering at Koszalin University of Technology, for measurements of engineering surfaces ... hundred-fold increase in computing power, technological improvements in effective data storage, 2 Recent Interferometry Applications in Topography and Astronomy. .. Scanning Microscopy ... Coherence Scanning Interferometry (CSI), Coherence Scanning Microscopy (CSM), Scanning White Light Interferometry (SWLI), Vertical Scanning Interferometry (VSI), White Light Scanning Interferometry
Ngày tải lên: 28/06/2014, 17:20
Matematik simulation and monte carlo with applications in finance and mcmc phần 3 ppsx
... implement and reasonably fast in execution Westart by considering two independent standard normal random variables, X1 and X2 Thejoint density is Trang 6on support2 Now transform to polars by setting ... X1= R cos and X2= R sin Thenthe joint density of R and is given by−r 2 /2r dr d on support r with 12R2 1and R2, on using inversion, 12R2= − ln R1 or R=−2 ln R1, and = 2R2 Transforming back ... variable arises in the following manner Suppose Xi∼ N i 1 for i= 1 n, and these random variables are independent Let Y = n i=1Xi2 By obtaining the moment generating function of
Ngày tải lên: 09/08/2014, 16:21
Matematik simulation and monte carlo with applications in finance and mcmc phần 4 pptx
... reduction ratio and the relative computer processing times In this case stratified sampling took 110 seconds and naive sampling 21 seconds, so Efficiency=21× 4771 110 ≈ 9Three points from this ... = W1+ W2+ W3+ W43/2 and should have easily computed cumulative probabilities, it will be made a linear combination of standard normal random variables Accordingly,define zi by FWiwi= zifor ... > 1 and > 1 on support 0 1 Show that the corresponding value of t here is the one that minimizes e−at/nMt (i) Use symbolic integration and differentiation within Maple to find this
Ngày tải lên: 09/08/2014, 16:21
Matematik simulation and monte carlo with applications in finance and mcmc phần 5 ppsx
... ∗ is determined from Equations (6.40) and (6.41), and Equation (6.42) defines the stratification variable The procedure ‘basketimppoststratv2’ in Appendix 6.7.2 implements this using poststratified ... Simulation and financeTable 6.3 Results for basket option, using naive Monte Carlo (basket) and importancesampling with post stratification (basketimppostratv2) b 25 replications, each consisting of ... 6.7.2 implements this using poststratified sampling Table 6.3 compares results using this and the naive method for a call option on an underlying basket of four assets The data are r = 0 04
Ngày tải lên: 09/08/2014, 16:21
Matematik simulation and monte carlo with applications in finance and mcmc phần 6 doc
... 1Subject to certain regularity conditions q can take any form (providing the resultingMarkov chain is ergodic), which is a mixed blessing in that it affords great flexibility indesign It follows ... Markov chain Providing thechain is ergodic, then the stationary distribution of this chain is unique and is also its limitdistribution This means that after a suitable burn-in time, m, the marginal ... (slow mixing) and n will need to be large in order that the entire state space is explored within a realization A final and positive observation relates to the calculation of x y in Equation
Ngày tải lên: 09/08/2014, 16:21
Matematik simulation and monte carlo with applications in finance and mcmc phần 7 ppt
... 4.1708 and standard error of 0.00037 using 100 replications, each consisting of 2500 replications over 100 strata, as given in Table 6.2 Bearing in mind the different sample sizes and the sampling ... writer will sell the existing 0 shares,obtaining 0 X T The total cost of writing and hedging the option in this case is 0 X 0 erT− 0 X T Bringing these two results together, ... the state of machine j be S j = 1 2 3 4 5 according towhether it is working, in the repair queue, being repaired, in the testing queue, or being tested respectively Let nw,nr, and nt denote
Ngày tải lên: 09/08/2014, 16:21
Matematik simulation and monte carlo with applications in finance and mcmc phần 8 pot
... suppressed using ‘#’ Removing ‘#’ will showthe priceðxÞ of the asset, the D, the change in D since the last hedge, and thecumulative borrowings to finance the hedge, all at each hedging instant.Remember ... writing and hedging a call option,where the hedging is performed nnþ 1 times The asset earns interest at raterf The risk-free interest rate is r and the (unknown) expected growth rate is .Print ... run the simulation again with the same seed The procedure ‘theta_combined’ does the two jobs above in one run, giving an estimate and estimated standard error using primary and antitheticvariates
Ngày tải lên: 09/08/2014, 16:21
Matematik simulation and monte carlo with applications in finance and mcmc phần 9 ppt
... L >0 and d=infinity then; # TAU[m]=LENGTH OF m th REGENERATIVE CYCLE # R[m]=CYCLE ’REWARD’=int(L(t),t=0 TAU[m]), where L(t)IS NUMBER IN SYSTEM AT TIME t, AND t IS THE ELAPSED TIME SINCE a7:=a6*(1+(a5/a1/a2-a4/a2/a2)/n); ... simulation using the regenerative technique For procedure ‘gg1’, the aim is to estimate the long-run average line length.Line length is the number of customers in the queueing system It includes ... OF TIN, M.(1965),JASA, 60, 294-307 f:=a3+a4*a7^2-2*a7*a5; stderr:=sqrt(f/n)/a2; print("mean cycle length"=a2); print("estimate of mean line length"=a7); print("95% Conf Interval
Ngày tải lên: 09/08/2014, 16:21
Matematik simulation and monte carlo with applications in finance and mcmc phần 10 potx
... Markov Chain Monte Carlo in Practice. London: Chapman and Hall Glasserman, P (2004) Monte Carlo methods in Financial Engineering Berlin: Springer. Glasserman, P., Heidelberger, P., Shahabuddin, P ... Carlo sampling methods using Markov chains and their applications Biometrika, 57: 97–109. Hobson, D.G (1998) Stochastic volatility In D.J Hand and S.D Jacka (eds), Statistics and Finance, Applications ... Random variate generation in one line of code In J.M Charnes, D.J Morrice, D.T Brunner and J.J Swain (eds), Proceedings of the 1996 Winter Simulation Conference, pp 265–272 ACM Press Eberlein,
Ngày tải lên: 09/08/2014, 16:21
Synthesis and characterization of collagen terpolymer fibers for applications in tissue engineering
... proteins and new tissue formation Hence, the properties of the scaffolding materials are crucial in determining the success of many tissue engineering applications The general tissue engineering ... vascularised tissues that can integrate with the host native tissues 2.2 Biomaterials for Tissue Engineering Biomaterials is one important component in tissue engineering and regenerative medicine and ... matrix proteins and new tissue formation Therefore, the properties of such biomaterials are crucial in determining the success of many tissue engineering applications Tissue engineering scaffolds...
Ngày tải lên: 11/09/2015, 09:10
Magnetic Material Engineering - Chapter 6: Applications in Medical and Biology pot
... Material Engineering Chapter 6: Applications in Medical and Biology Magnetic Material Engineering Magnetic nanoparticles Chapter 6: Applications in Medical and Biology Magnetic Material Engineering ... Magnetic Material Engineering Chapter 6: Applications in Medical and Biology Magnetic Material Engineering Chapter 6: Applications in Medical and Biology Magnetic Material Engineering Magnetic Cell ... Material Engineering Magnetic Drug Delivery Chapter 6: Applications in Medical and Biology Magnetic Material Engineering MRI The principles of MRI rely on the spinning of specific nuclei present in...
Ngày tải lên: 30/03/2014, 11:20
modern fluid dynamics basic theory and selected applications in macro- and micro-fluidics
... visualizing results, improving basic submodels, finding new, interdisciplinary applications, exploring new concepts, interpreting observations in a more generalized form, or even pushing the ... complicated and interdisciplinary tasks, tomorrow’s engineers are facing (see NAS “The Engineers of 2020” at http:// national-academics.org) Also, an increasing number of engineering firms recruit ... other sciences and disciplines of engineering The subject of fluid mechanics will be highly relevant in domains such as chemical, metallurgical, biological and ecological engineering This series...
Ngày tải lên: 02/04/2014, 14:53
membrane technology a practical guide to membrane technology and applications in food and bioprocessing
... experience and knowledge in evaluating and using any information, methods, compounds, or experiments described herein In using such information or methods they should be mindful of their own safety and ... Chair was established in 2000 He is the founding Director of the Oxford Centre for Tissue Engineering and Bioprocessing (OCTEB) He was educated in China and got his BSc from Inner Mongolia University ... biotech and process industry Jianquan Luo, MEng, Institute of Process Engineering, Chinese Academy of Sciences Mr Luo is an experienced engineer specializing in membrane applications in bioseparation...
Ngày tải lên: 02/04/2014, 15:04
introduction to electromagnetic compatibility (wiley series in microwave and optical engineering)
... Department of Electrical and Computer Engineering, School of Engineering, Mercer University, Macon, Georgia and Emeritus Professor of Electrical Engineering, University of Kentucky, Lexington, Kentucky ... with and insights gained from working with colleagues in the EMC group at IBM Information Products Division in Lexington, Kentucky (now Lexmark International) during a sabbatical leave in 1984 and ... Mutual Inductance and Image Planes to Force Currents to Return on a Desired Path 11.2.6 Single-Point Grounding, Multipoint Grounding, and Hybrid Grounding 11.2.7 Ground Loops and Subsystem Decoupling...
Ngày tải lên: 01/06/2014, 10:02
Lasers Applications in Science and Industry Part 1 ppt
... Printed in Croatia A free online edition of this book is available at www.intechopen.com Additional hard copies can be obtained from orders@intechweb.org Lasers – Applications in Science and Industry, ... Applications in Science and Industry temperature of the ZnSe crystals increases In the case of pulse lasers, an increases in the transient temperature ΔT in materials can be estimated according ... structures in nano-scale, and thin films Others allowed better understanding of laser-matter interaction when sample is subjected to intense laser pulses of various time duration, shape in space and...
Ngày tải lên: 18/06/2014, 22:20
Lasers Applications in Science and Industry Part 2 pot
... hot spots in the beams 28 Lasers – Applications in Science and Industry Depositing high LIDT coatings at Sandia’s large optics coating operation Coating large optics goes hand in hand with large ... Applications in Science and Industry of incidence (AOI), and the designs take into account behaviors of both S and P polarization (Spol and Ppol) electric field intensities resulting from interference ... this chapter Regarding the polishing and preparing of optics for coating, we have demonstrated in the case of an AR coating that using one combination of polishing compound and wash preparation...
Ngày tải lên: 18/06/2014, 22:20
Lasers Applications in Science and Industry Part 3 pot
... Spol intensities also reach near zero intensity minima at the coating layer interfaces and at the interface between the coating and the incident medium, and show no intensity jumps The Ppol intensities, ... Lasers – Applications in Science and Industry Regarding polishing, washing and cleaning of an optic prior to coating it, we point out that residual amounts of the polishing compound embedded in the ... intensities exhibit significant ringing, with many intensity peaks over 200% of the incident intensity within ~ 34 layers into the coating, and with the highest peak at 340% of the incident intensity...
Ngày tải lên: 18/06/2014, 22:20
Lasers Applications in Science and Industry Part 4 docx
... strongly influencing the electron interactions, and eventually determining the structural modifications of the material TEM investigations showed that the films are a mixture of crystalline and amorphous ... Applications in Science and Industry to the vibration bath, which results in heating and triggering of a whole range of phase transformation processes in the material, including melting, ablation via the ... crystal grains in the films was increasing On the other hand, the average grains size decreased by about a half as an effect of shaping Temporally shaped ultrashort pulse trains applied in PLD of...
Ngày tải lên: 18/06/2014, 22:20
Lasers Applications in Science and Industry Part 5 pdf
... amorphous states In the writing process, a small volume in the thin film is locally and rapidly heated to above the melting point and successively quenched into the amorphous phase In the erasing process, ... chalcogenide phase change films In this part, the detailed process of writing and erasing will be described, and 76 Lasers – Applications in Science and Industry the experimental and theoretical characterizations ... Science and Industry melting Tm and vaporization T f points are 512 °C and 738 °C, respectively It should be noted that T f is determined by the cross point between the tangent lines of AB and CD...
Ngày tải lên: 18/06/2014, 22:20