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Articles 1 - 7 of 7
Full-Text Articles in Social and Behavioral Sciences
In-Arrears Interest Rate Derivatives Under The 3/2 Model, Joanna M. Goard
In-Arrears Interest Rate Derivatives Under The 3/2 Model, Joanna M. Goard
Faculty of Engineering and Information Sciences - Papers: Part A
Lie symmetry methods are used to find a closed form solution for in-arrears swaps under the 3/2 model ( ( ) ) ˆ 3 dr = r A t −α r dt + cr 2dZ . As well, approximate solutions are found for short-tenor inarrears caplets and floorlets under the same interest rate model. Comparisons are made of the approximate option values with those obtained with a computationally-intensive numerical scheme. The approximate pricing is found to be substantially fast easy to implement, while the relative errors with respect to the “true” prices are very small.
Dean-Flow-Coupled Elasto-Inertial Three-Dimensional Particle Focusing Under Viscoelastic Flow In A Straight Channel With Asymmetrical Expansion-Contraction Cavity Arrays, Dan Yuan, Jie Zhang, Sheng Yan, Chao Pan, Gursel Alici, Nam-Trung Nguyen, Weihua Li
Dean-Flow-Coupled Elasto-Inertial Three-Dimensional Particle Focusing Under Viscoelastic Flow In A Straight Channel With Asymmetrical Expansion-Contraction Cavity Arrays, Dan Yuan, Jie Zhang, Sheng Yan, Chao Pan, Gursel Alici, Nam-Trung Nguyen, Weihua Li
Faculty of Engineering and Information Sciences - Papers: Part A
In this paper, 3D particle focusing in a straight channel with asymmetrical expansion-contraction cavity arrays (ECCA channel) is achieved by exploiting the dean-flow-coupled elasto-inertial effects. First, the mechanism of particle focusing in both Newtonian and non-Newtonian fluids was introduced. Then particle focusing was demonstrated experimentally in this channel with Newtonian and non- Newtonian fluids using three different sized particles (3.2 lm, 4.8 lm, and 13 lm), respectively. Also, the effects of dean flow (or secondary flow) induced by expansion- contraction cavity arrays were highlighted by comparing the particle distributions in a single straight rectangular channel with that in the ECCA …
Molecular Dynamics Simulation On Generalized Stacking Fault Energies Of Fcc Metals Under Preloading Stress, Liang Zhang, Cheng Lu, A Kiet Tieu, Xing Zhao, Linqing Pei, Guillaume Michal
Molecular Dynamics Simulation On Generalized Stacking Fault Energies Of Fcc Metals Under Preloading Stress, Liang Zhang, Cheng Lu, A Kiet Tieu, Xing Zhao, Linqing Pei, Guillaume Michal
Faculty of Engineering and Information Sciences - Papers: Part A
Molecular dynamics (MD) simulations are performed to investigate the effects of stress on generalized stacking fault (GSF) energy of three fcc metals (Cu, Al, and Ni). The simulation model is deformed by uniaxial tension or compression in each of [111], [11-2], and [1-10] directions, respectively, before shifting the lattice to calculate the GSF curve. Simulation results show that the values of unstable stacking fault energy (γusf), stable stacking fault energy (γsf), and unstable twin fault energy (γutf) of the three elements can change with the preloaded tensile or compressive stress in different directions. The ratio of γsf/γusf, which is related …
Macrostrength And Pore Structure Of Coke Subjected To Gasification And Annealing Under Blast Furnace Conditions, Xing Xing, Harold P. Rogers, Guangqing Zhang, Paul Zulli, Oleg Ostrovski
Macrostrength And Pore Structure Of Coke Subjected To Gasification And Annealing Under Blast Furnace Conditions, Xing Xing, Harold P. Rogers, Guangqing Zhang, Paul Zulli, Oleg Ostrovski
Faculty of Engineering and Information Sciences - Papers: Part A
Metallurgical cokes were subjected to gasification by CO-CO2-N2 gas with blast furnace-like composition-temperature profile to 1400 °C and annealing under N2 at temperature up to 2000 °C. The degradation of coke strength following reaction and annealing was characterised using tensile testing. Both gasification and annealing decreased the mechanical strength of coke. Degradation of all examined cokes by gasification at 1400 °C was stronger in comparison with annealing at the same temperature.
Molecular Dynamics Study On The Grain Boundary Dislocation Source In Nanocrystalline Copper Under Tensile Loading, Liang Zhang, Cheng Lu, A Kiet Tieu, Linqing Pei, Xing Zhao, Kuiyu Cheng
Molecular Dynamics Study On The Grain Boundary Dislocation Source In Nanocrystalline Copper Under Tensile Loading, Liang Zhang, Cheng Lu, A Kiet Tieu, Linqing Pei, Xing Zhao, Kuiyu Cheng
Faculty of Engineering and Information Sciences - Papers: Part A
Grain boundary (GB) is the interface between different oriented crystals of the same material, and it can have a significant effect on the many properties of materials. When the average or entire range of grain size is reduced to less than 100 nm, the conventional plastic deformation mechanisms dominated by dislocation processes become difficult and GBmediated deformation mechanisms become increasingly important. One of the mechanisms that can play a profound role in the strength and plasticity of metallic polycrystalline materials is the heterogeneous nucleation and emission of dislocations from GB. In this study, we conducted molecular dynamics simulations to study …
Alleviation Of Neutral-To-Ground Potential Rise Under Unbalanced Allocation Of Rooftop Pv Using Distributed Energy Storage, Md Jan E Alam, Kashem M. Muttaqi, Danny Sutanto
Alleviation Of Neutral-To-Ground Potential Rise Under Unbalanced Allocation Of Rooftop Pv Using Distributed Energy Storage, Md Jan E Alam, Kashem M. Muttaqi, Danny Sutanto
Faculty of Engineering and Information Sciences - Papers: Part A
A high penetration of one-phase rooftop solar photovoltaic (PV) units with unbalanced allocation can create considerable neutral current and neutral potential rise in low voltage (LV) four-wire multigrounded distribution networks, even with balanced loads. Because of the limitations of traditional strategies to mitigate the combined effect of load and PV unbalance, this paper proposes the use of distributed energy storage to reduce the neutral current and neutral potential under a high penetration of unbalanced rooftop solar PV allocation. A power-balancing algorithm based on charge/discharge control is developed to continuously adjust the power exchange with the grid to mitigate the neutral …
Uncertainty Management In Multiobjective Hydro-Thermal Self-Scheduling Under Emission Considerations, Jamshid Aghaei, Abdollah Ahmadi, Abdorreza Rabiee, Vassilios G. Agelidis, Kashem M. Muttaqi, H A. Shayanfar
Uncertainty Management In Multiobjective Hydro-Thermal Self-Scheduling Under Emission Considerations, Jamshid Aghaei, Abdollah Ahmadi, Abdorreza Rabiee, Vassilios G. Agelidis, Kashem M. Muttaqi, H A. Shayanfar
Faculty of Engineering and Information Sciences - Papers: Part A
In this paper, a stochastic multiobjective framework is proposed for a day-ahead short-term Hydro Thermal Self-Scheduling (HTSS) problem for joint energy and reserve markets. An efficient linear formulations are introduced in this paper to deal with the nonlinearity of original problem due to the dynamic ramp rate limits, prohibited operating zones, operating services of thermal plants, multi-head power discharge characteristics of hydro generating units and spillage of reservoirs. Besides, system uncertainties including the generating units' contingencies and price uncertainty are explicitly considered in the stochastic market clearing scheme. For the stochastic modeling of probable multiobjective optimization scenarios, a lattice Monte …