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An Analytical Solution For Parisian Up-And-In Calls, Nhat Tan Le, Xiaoping Lu, Song-Ping Zhu
An Analytical Solution For Parisian Up-And-In Calls, Nhat Tan Le, Xiaoping Lu, Song-Ping Zhu
Faculty of Engineering and Information Sciences - Papers: Part A
We derive an analytical solution for the value of Parisian up-and-in calls by using the "moving window" technique for pricing European-style Parisian up-and-out calls. Our pricing formula can be applied to both European-style and American-style Parisian up-and-in calls, due to the fact that with an "in" barrier, the option holder cannot do or decide on anything before the option is activated, and once the option is activated it is just a plain vanilla call, which could be of American style or European style.
An Analytical Model Of Pvd-Assisted Soft Ground Consolidation, Buddhima Indraratna, Rui Zhong, Cholachat Rujikiatkamjorn
An Analytical Model Of Pvd-Assisted Soft Ground Consolidation, Buddhima Indraratna, Rui Zhong, Cholachat Rujikiatkamjorn
Faculty of Engineering and Information Sciences - Papers: Part A
Prefabricated vertical drains (PVDs) are widely used to accelerate the dissipation of excess pore pressure in soft estuarine deposits in coastal areas under fill surcharge or vacuum preloading. Vacuum preloading can also control any lateral outward movement of the embankment toe, although excessive inward movement must be avoided. An equivalent 2D numerical modelling is proposed as a predictive tool for multi-drain conditions, but unlike a 3D simulation it has a greatly reduced computation burden. A unit cell model incorporating key factors such as the smear effect, vacuum distribution, nonlinear compressibility and permeability, soil disturbance and large-strain geometry, has also been …
A Semi-Analytical Analysis Of The Stability Of The Reversible Selkov Model, Khaled. Al Noufaey, Timothy R. Marchant, Maureen P. Edwards
A Semi-Analytical Analysis Of The Stability Of The Reversible Selkov Model, Khaled. Al Noufaey, Timothy R. Marchant, Maureen P. Edwards
Faculty of Engineering and Information Sciences - Papers: Part A
Semi-analytical solutions for the reversible Selkov model are developed and used to investigate its static and dynamic stability. A one-dimensional reaction-diffusion cell is considered with all steps of the Selkov reaction modeled. A coupled set of four partial differential equations is obtained for the precursor, reactant, autocatalyst and final product concentrations. The Galerkin method is applied to approximate the spatial structure of the concentrations to obtain a lower-order, ordinary differential equation model, as an approximation to the governing partial differential equations. The semi-analytical model is analysed to obtain steady-state solutions, bifurcation diagrams and parameter maps in which the different types …
Analytical Solutions For Filtration Process Based On The Constriction Size Concept, Buddhima Indraratna, Cholachat Rujikiatkamjorn, Vo Trong Nguyen, Ashok Raut
Analytical Solutions For Filtration Process Based On The Constriction Size Concept, Buddhima Indraratna, Cholachat Rujikiatkamjorn, Vo Trong Nguyen, Ashok Raut
Faculty of Engineering and Information Sciences - Papers: Part A
In this paper, an analytical model was proposed to describe the filtration process applicable to a base soil-filter system. The Navier-Stokes equation for porous media was used to capture the hydrodynamic behavior, while numerically a new algorithm has been proposed to solve the Navier-Stokes equation in non-linear form. The various mixtures of base particles eroded and water flow within the system was computed using the work-energy principle incorporating the constriction size of the filter. The model can assess the filtration process through the flow rate, and the accumulation and erosion of base soil within the filter. By discretising the base …
Mixed Quadratic-Cubic Autocatalytic Reaction-Diffusion Equations: Semi-Analytical Solutions, Muteb Alharthi, Timothy Marchant, Mark Nelson
Mixed Quadratic-Cubic Autocatalytic Reaction-Diffusion Equations: Semi-Analytical Solutions, Muteb Alharthi, Timothy Marchant, Mark Nelson
Faculty of Engineering and Information Sciences - Papers: Part A
Semi-analytical solutions for autocatalytic reactions with mixed quadratic and cubic terms are considered. The kinetic model is combined with diffusion and considered in a onedimensional reactor. The spatial structure of the reactant and autocatalyst concentrations are approximated by trial functions and averaging is used to obtain a lower-order ordinary differential equation model, as an approximation to the governing partial differential equations. This allows semi-analytical results to be obtained for the reaction–diffusion cell, using theoretical methods developed for ordinary differential equations. Singularity theory is used to investigate the static multiplicity of the system and obtain a parameter map, in which the …
Semi-Analytical Solutions For The Reversible Selkov Model With Feedback Delay, Khaled. Al Noufaey, Timothy Marchant
Semi-Analytical Solutions For The Reversible Selkov Model With Feedback Delay, Khaled. Al Noufaey, Timothy Marchant
Faculty of Engineering and Information Sciences - Papers: Part A
Semi-analytical solutions for the reversible Selkov, or glycolytic oscillations model, are considered. The model is coupled with feedback at the boundary and considered in one-dimensional reaction-diffusion cell. This experimentally feasible scenario is analogous to feedback scenarios in a continuously stirred tank reactor. The Galerkin method is applied, which approximates the spatial structure of both the reactant and autocatalyst concentrations. This approach is used to obtain a lower-order, ordinary differential equation model for the system of governing equations. Steady-state solutions, bifurcation diagrams and the region of parameter space, in which Hopf bifurcations occur, are all found. The effect of feedback strength …
Analytical Nonlinear Reluctance Model Of A Single-Phase Saturated Core Fault Current Limiter, Philip A. Commins, Jeffrey W. Moscrop
Analytical Nonlinear Reluctance Model Of A Single-Phase Saturated Core Fault Current Limiter, Philip A. Commins, Jeffrey W. Moscrop
Faculty of Engineering and Information Sciences - Papers: Part A
A saturated core fault current limiter (FCL) is a device that is designed to limit the fault currents in electrical energy networks and consequently, protect existing network equipment from damage. Due to complex nonlinear magnetic properties, the performance of saturated core FCLs has largely been characterized through experimentation and finite-element analysis simulations. Although both of these techniques are quite accurate, they are time consuming and do not describe the behavior of FCLs in actual electrical networks. This has led to an increasing demand for an accurate analytical model that is suitable for transient network analyses. This paper presents the development …
Simplified Analytical Method For Seismic Response Of Composite Caisson-Piles Foundations, Rui Zhong, Maosong Huang
Simplified Analytical Method For Seismic Response Of Composite Caisson-Piles Foundations, Rui Zhong, Maosong Huang
Faculty of Engineering and Information Sciences - Papers: Part A
Seismic response of a new type of foundation，the composite caisson-piles foundation，is studied through a simplified analytical method. The focus is the contribution of the piles beneath the caisson in increasing the earthquake resistance of the foundation-superstructure system. Firstly，considering the interaction between the soil and foundation with dynamic Winkler model，the equation of kinematic response of the composite foundation under S-wave is derived. Secondly，a simplified model for the seismic response of the foundation-column-lumped mass system in frequency domain is built；and with Fourier transformation this method is applied to transient seismic problems. Thirdly，with an example of soil-foundation-superstructure seismic behavior，this proposed method is validated …
Analytical Solutions For Filtration Process Based On Constriction Size Concept, Vo Trong Nguyen, Cholachat Rujikiatkamjorn, Buddhima Indraratna
Analytical Solutions For Filtration Process Based On Constriction Size Concept, Vo Trong Nguyen, Cholachat Rujikiatkamjorn, Buddhima Indraratna
Faculty of Engineering and Information Sciences - Papers: Part A
An analytical model is proposed to describe the filtration process applicable to a base soil-filter system. The Navier-Stokes equations for porous media are used to capture the hydrodynamic behavior, whereas, numerically, a new algorithm is proposed to solve the Navier-Stokes equation in a nonlinear form. The various mixtures of base soil particles eroded and water flow within the system are computed using the workenergy principle incorporating the constriction size of the filter.The model can assess the filtration process through the flowrate and the accumulation and redistribution of fine particles within the filter. By discretizing the base soil and filter domains …
Semi-Analytical Solutions For Cubic Autocatalytic Reaction-Diffusion Equations; The Effect Of A Precursor Chemical, Muteb Alharthi, Timothy Marchant, Mark Nelson
Semi-Analytical Solutions For Cubic Autocatalytic Reaction-Diffusion Equations; The Effect Of A Precursor Chemical, Muteb Alharthi, Timothy Marchant, Mark Nelson
Faculty of Engineering and Information Sciences - Papers: Part A
Semi-analytical solutions for a cubic autocatalytic reaction, with linear decay and a precursor chemical, are considered. The model is coupled with diffusion and considered in a one-dimensional reactor. In this model the reactant is supplied by two mechanisms, diffusion via the cell boundaries and decay of an abundant precursor chemical present in the reactor. The Galerkin method is used to approximate the spatial structure of the reactant and autocatalyst concentrations in the reactor. Ordinary differential equations are then obtained as an approximation to the governing partial differential equations and analyzed to obtain semi-analytical results for the reaction-diffusion cell. Singularity theory …
Nanoscale Characterization Of Ion Tracks: Mc Simulations Versus Analytical Approach, M U. Bug, E Surdutovich, H Rabus, Anatoly B. Rosenfeld, A V. Solov'yov
Nanoscale Characterization Of Ion Tracks: Mc Simulations Versus Analytical Approach, M U. Bug, E Surdutovich, H Rabus, Anatoly B. Rosenfeld, A V. Solov'yov
Faculty of Engineering and Information Sciences - Papers: Part A
The goal of this work was to investigate the agreement of physical parameters related to the particle track structure on the nanometer scale, obtained by means of a detailed track structure simulation (PTra) as well as by a rapid analytical approach. Parameters describing the tracks of secondary electrons produced by 0.3 MeV/u C6+-ions were of particular interest as those particles are densely ionizing. For this purpose, the target volume in form of a nanometric water cylinder was positioned at different radial distances from the ion trajectory and track structure parameters were determined as function of the radial distance. While the …
An Analytical Method For Predicting Cogging Forces In Linear Induction Motors, Mochammad Rusli, Jeffrey W. Moscrop, Donald Platt, Christopher David Cook
An Analytical Method For Predicting Cogging Forces In Linear Induction Motors, Mochammad Rusli, Jeffrey W. Moscrop, Donald Platt, Christopher David Cook
Faculty of Engineering and Information Sciences - Papers: Part A
Cogging in a linear machine can be described as a variation in the magnetic forces as the machine travels along its linear uis. This effect can have a severe impact on the overall precision and even stability of the linear uis. In this paper an analytical method to predict the cogging forces in Linear Induction Moton (LIMs) is presented. An aecurate estimation of cogging is useful during the LIM design stage to help millimize this performance limiting factor. One common method used to predict cogging torques in rotary induction moton is the tooth overlap method. Due to the complexity of …
An Analytical Simulation Technique For Cone-Beam Ct And Pinhole Spect, Xuezhu Zhang, Yujin Qi
An Analytical Simulation Technique For Cone-Beam Ct And Pinhole Spect, Xuezhu Zhang, Yujin Qi
Faculty of Engineering and Information Sciences - Papers: Part A
This study was aimed at developing an eficient simulation technique with an ordinary PC．The work involved derivation of mathematical operators，analytic phantom generations，and effective analytical projectors developing for cone—beam CT and pinhole SPECT imaging．The computer simulations based on the analytical projectors were developed by ray—tracing method for cone—beam CT and voxel—driven method for pinhole SPECT of degrading blurring．The 3D Shepp Logan，Jaszczak and Defrise phantoms were used for simulation evaluations and image reconstructions．The reconstructed phantom images were of good accuracy with the phantoms．The results showed that the analytical simulation technique is an efi cient tool for studying cone—beam CT and pinhole SPECT …
Implementing Analytical Geometric And Penetration Response Correction For Keel-Edge Pinhole Spect Image Reconstruction, Xuezhu Zhang, Qiusheng Dai, Yujin Qi
Implementing Analytical Geometric And Penetration Response Correction For Keel-Edge Pinhole Spect Image Reconstruction, Xuezhu Zhang, Qiusheng Dai, Yujin Qi
Faculty of Engineering and Information Sciences - Papers: Part A
The collimator response compensation is very important in high-resolution pinhole SPECT imaging for resolution recovery and quantitative imaging. In this study the pinhole collimator response of the keel-edge aperture was investigated in terms of the geometric response function and penetration response function (GPRF). An approximate numerical method was proposed to implement the geometric and penetration response correction (GPRC) for keel-edge pinhole SPECT image reconstruction. A lookup table for the GPRC was calculated and then was utilized in the 3D pinhole iterative OSEM reconstruction procedure. The performance of the image reconstruction with the GPRC was evaluated using both the phantom and …
Some Analytical Solutions For Problems Involving Highly Frictional Granular Materials, Ngamta Thamwattana
Some Analytical Solutions For Problems Involving Highly Frictional Granular Materials, Ngamta Thamwattana
Faculty of Engineering and Information Sciences - Papers: Part A
Published abstract of thesis submitted to The University of Wollongong, August 2004. Full thesis can be found at http://ro.uow.edu.au/theses/239.