Application of various robust techniques to study and evaluate the role of effective parameters on rock fragmentation

Author(s):  
Amirhossein Mehrdanesh ◽  
Masoud Monjezi ◽  
Manoj Khandelwal ◽  
Parichehr Bayat
2015 ◽  
Vol 18 (06) ◽  
pp. 1550042 ◽  
Author(s):  
ANTHONIE W. VAN DER STOEP ◽  
LECH A. GRZELAK ◽  
CORNELIS W. OOSTERLEE

We present a framework for efficient calibration of the time-dependent SABR model (Fernández et al. (2013) Mathematics and Computers in Simulation94, 55–75; Hagan et al. (2002) Wilmott Magazine 84–108; Osajima (2007) Available at SSRN 965265.) in an foreign exchange (FX) context. In a similar fashion as in (Piterbarg (2005) Risk18 (5), 71–75) we derive effective parameters, which yield an accurate and efficient calibration. On top of the calibrated FX-SABR model, we add a non-parametric local volatility component, which naturally compensates for possible calibration errors. By means of Monte Carlo pricing experiments, we show that the time-dependent FX-SABR model enables an accurate and consistent pricing of barrier options and outperforms the constant-parameter SABR model and the traditional local volatility model (Derman & Kani (1998) International Journal of Theoretical and Applied Finance1 (1), 61–110; Dupire (1994) Risk7 (1), 18–20). We also discuss the role of the local volatility component in pricing barrier options.


2007 ◽  
Vol 16 (10) ◽  
pp. 3160-3167 ◽  
Author(s):  
◽  
ANNE SICKLES

Azimuthal angle two particle correlations have been shown to be a powerful probe for extracting novel features of the interaction between hard scattered partons and the medium produced in Au + Au collisions at RHIC. At intermediate pT, 2–5 GeV/c, the jets have been shown to be significantly modified in both their particle composition and their angular distribution compared to p + p collisions. Additionally, angular two particle correlations with identified hadrons provide information on the possible role of modified hadronization scenarios such as partonic recombination, which might allow medium modified jet fragmentation by connecting hard scattered partons to low pT thermal partons. PHENIX has excellent particle identification capabilities and has developed robust techniques for extracting jet correlations from the large underlying event. We present recent PHENIX results from Au + Au collisions for a variety of pT and particle type combinations. We also present p + p measurements as a baseline. We show evidence that protons and anti-protons in the pT region of enhanced baryon and anti-baryon single particle production are produced in close angle pairs of opposite charge and that the strong modifications to the away side shape observed for charged hadron correlations are also present when baryons are correlated.


2016 ◽  
Vol 16 (03) ◽  
pp. 1450108 ◽  
Author(s):  
Majid Abedi ◽  
Alireza Asnafi

In this paper, all the parameters affecting the nonlinear behavior of S-FGM plates under lateral stochastic white noise excitations are investigated. First the governing equation for a general S-FGM plate is derived for the assumed problem. Then it is rewritten by introducing some nondimensional parameters such that the results are applicable for a wide range of plates. Without loss of generality and using an example, the effective parameters on the instability and bifurcation of the transverse vibration of plates are studied, including the mean value of the lateral load with the in-plane forces and the material property. Especially, the role of material property is highlighted and some analogical figures are drawn to compare the behavior of the FGM plates with the homogenous ones. It is shown that the material property can affect the behavior of instability and bifurcation of the plate and its occurrence.


2009 ◽  
Vol 109 (1-2) ◽  
pp. 67-79 ◽  
Author(s):  
T.R. Davies ◽  
M.J. McSaveney
Keyword(s):  

Author(s):  
Giovanni Barbero ◽  
Luiz Roberto Evangelista ◽  
Ervin K. Lenzi

We propose that a kinetic equation of fractional order may be used to account for the frequency dispersion of the effective parameters in the framework of the Langmuir approximation for the adsorption–desorption phenomena. A frequency dependence of these parameters naturally arises in this formalism, indicating that it may play a similar role of a generalization of the Langmuir isotherm obtained from a homogeneous distribution of relaxation times. The fractional approach formalism opens the possibility to consider different relaxation regimes characterizing the interfacial behaviour of electrolytic cells, and may be a powerful tool to interpret complex impedance spectroscopy data.


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