Electrical probe characteristic recovery by measuring only one time-dependent parameter

2016 ◽  
Vol 87 (3) ◽  
pp. 033506
Author(s):  
C. Costin ◽  
G. Popa ◽  
V. Anita
1963 ◽  
Vol 59 (1) ◽  
pp. 117-124 ◽  
Author(s):  
A. Wragg

AbstractThe time-dependent solutions of an infinite set of differential-difference equations arising from queueing theory and models of ‘living’ polymer are expressed in terms of modified Bessel functions. Explicit solutions are available for constant values of a parameter describing the arrival rate or monomer concentration; for time-dependent parameter a formal solution is obtained in terms of a function which satisfies a Volterra type integral equation of the second kind. These results are used as the basis of a numerical method of solving the infinite set of differential equations when the time-dependent parameter itself satisfies a differential equation.


2018 ◽  
Vol 191 ◽  
pp. 08004
Author(s):  
A.D. Dolgov ◽  
S.I. Godunov ◽  
A.S. Rudenko

We study the evolution of thick domain walls in the expanding universe. We have found that the domain wall evolution crucially depends on the time-dependent parameter C(t) = 1/(H(t)δ0)2, where H(t) is the Hubble parameter and δ0 is the width of the wall in flat space-time. For C(t) > 2 the physical width of the wall, a(t)δ(t), tends with time to constant value δ0, which is microscopically small. Otherwise, when C(t) ≤ 2, the wall steadily expands and can grow up to a cosmologically large size.


1978 ◽  
Vol IECI-25 (3) ◽  
pp. 285-291 ◽  
Author(s):  
Haruo Naitoh ◽  
Toshimasa Haneyoshi ◽  
Fumio Harashima

2005 ◽  
Vol 19 (25) ◽  
pp. 3799-3823
Author(s):  
LUIZ C. L. BOTELHO

In this paper, we present a new method to solve exactly the Schrödinger Harmonic oscillator wave equation in the presence of time-dependent parameter. We also apply such technique to solve exactly the problem of random frequency averaged quantum propagator of a harmonic oscillator with white-noise statistics frequency. We still apply our technique to solve exactly the Brownian Quantum Oscillator in the presence of an electric field. Finally, we use these quantum mechanic techniques to solve exactly the Statistical-Turbulence of the Navier–Stokes in a region of fluid random stirring weakly (analytical) coupling through time-dependent Euclidean-Quantum oscillators path-integrals.


2020 ◽  
Author(s):  
Saptarshi Bej ◽  
Olaf Wolkenhauer

During the SARS-CoV-2 pandemic, numerous mathematical models have been developed. Reporting artefacts and missing data about asymptomatic spreaders, imply considerable margins of uncertainty for model-based predictions. Epidemiological models can however also be used to investigate the consequences of measures to control the pandemic, reflected in changes to parameter values. We present a SIR-based, SUIR model in which the influence of testing and a reduction of contacts is studied by distinguishing 'Unidentified' and 'Identified' spreaders of infections. The model uses four ordinary differential equations and is kept deliberately simple to investigate general patterns occurring from testing and contact restrictions. The model goes beyond other efforts, by introducing time dependent parameter curves that represent different strategies in controlling the pandemic. Our analysis reveals the effect of 'pro-active' testing for the design of contact restriction measures. By pro-active testing we mean testing beyond those people who show symptoms. The simulations can explain why the timing of contract restrictions and pro-active testing is important. The model can also be used to study the consequence of different strategies to exit from lockdown. Our SUIR model is implemented in Python and is made available through a Juypter Notebooks. This an extensive documentation of the derivation and implementation of the model, as well as transparent and reproducible simulation studies. Our model should contribute to a better understanding of the role of testing and contact restrictions.


Author(s):  
Joydeep Das ◽  
Arjun Sil

The reinforced concrete (RC) bridges deteriorate essentially due to strength loss induced by aging of the structure, extreme weathering conditions, and unplanned increased service loads. However, these load variations and aging factors equally could compromise structural reliability, and service life for continuous satisfactory operation of service bridges for future performance. A reasonable model of bridge strength and applied loads becomes the basis of accurate prediction of bridge functionality. Hence, time-dependent reliability approaches could be used efficiently to gain a reliable understanding of issues facing by the bridges in the study area for appropriate solutions. In this paper, the reliability of bridges under harsh conditions studied using time-variant and time-invariant reliability models in which both load and resistance considered as a time-dependent parameter. A combination of condition rating (CR) and time-dependent load employed to attain accurate insights about the degradation of structural resistance of the existing bridges. The result shows the significant impact of aging as well as traffic loads influence in the service life of both national highways (NH) and rural road service bridges. These observations might be used to adopt appropriate planning strategies as well as rational decisions to ensure the safety of the bridges for future operation.


2021 ◽  
Vol 63 (2) ◽  
pp. 178-202
Author(s):  
P. NONSOONG ◽  
K. MEKCHAY ◽  
S. RUJIVAN

AbstractWe present an analytical option pricing formula for the European options, in which the price dynamics of a risky asset follows a mean-reverting process with a time-dependent parameter. The process can be adapted to describe a seasonal variation in price such as in agricultural commodity markets. An analytical solution is derived based on the solution of a partial differential equation, which shows that a European option price can be decomposed into two terms: the payoff of the option at the initial time and the time-integral over the lifetime of the option driven by a time-dependent parameter. Finally, results obtained from the formula have been compared with Monte Carlo simulations and a Black–Scholes-type formula under various kinds of long-run mean functions, and some examples of option price behaviours have been provided.


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