Option parameter analysis and market efficiency tests: a simultaneous solution approach

1985 ◽  
Vol 17 (5) ◽  
pp. 885-896 ◽  
Author(s):  
Joshua Krausz
2011 ◽  
Vol 79 (1) ◽  
Author(s):  
Matthew D. Williams ◽  
Fred van Keulen ◽  
Mark Sheplak

This article describes a mathematical model and two solution methodologies for efficiently predicting the equilibrium paths of an arbitrarily shaped, precurved, clamped beam. Such structures are common among multistable microelectromechanical systems (MEMS). First, a novel polynomial-based solution approach enables simultaneous solution of all equilibrium configurations associated with an arbitrary mechanical loading pattern. Second, the normal flow algorithm is used to negotiate the particularly complex nonlinear equilibrium paths associated with electrostatic loading and is shown to perform exceptionally well. Overall, the techniques presented herein provide designers with general and efficient computational frameworks for studying the effects of loading, shape, and imperfections on beam behavior. Sample problems motivated from switch and actuator applications in the literature demonstrate the methodologies’ utility in predicting the nonlinear equilibrium paths for structures of practical importance.


AIChE Journal ◽  
2013 ◽  
Vol 59 (11) ◽  
pp. 4169-4183 ◽  
Author(s):  
M. D. Hoang ◽  
T. Barz ◽  
V. A. Merchan ◽  
L. T. Biegler ◽  
H. Arellano-Garcia

Author(s):  
Valeriy G. Yakubenko ◽  
Anna L. Chultsova

Identification of water masses in areas with complex water dynamics is a complex task, which is usually solved by the method of expert assessments. In this paper, it is proposed to use a formal procedure based on the application of the method of optimal multiparametric analysis (OMP analysis). The data of field measurements obtained in the 68th cruise of the R/V “Academician Mstislav Keldysh” in the summer of 2017 in the Barents Sea on the distribution of temperature, salinity, oxygen, silicates, nitrogen, and phosphorus concentration are used as a data for research. A comparison of the results with data on the distribution of water masses in literature based on expert assessments (Oziel et al., 2017), allows us to conclude about their close structural similarity. Some differences are related to spatial and temporal shifts of measurements. This indicates the feasibility of using the OMP analysis technique in oceanological studies to obtain quantitative data on the spatial distribution of different water masses.


2015 ◽  
Vol 135 (6) ◽  
pp. 721-722 ◽  
Author(s):  
Wataru Kumagai ◽  
Kenichi Tamura ◽  
Junichi Tsuchiya ◽  
Keiichiro Yasuda

Sign in / Sign up

Export Citation Format

Share Document