scholarly journals Water Vapor Molecule Adsorption onto 'Ajwa' Dates: Analytical Investigation via Infinite Multilayer Statistical Physics Model

2021 ◽  
pp. 103248
Author(s):  
Fatma Aouaini
Author(s):  
Lotfi Sellaoui ◽  
Fatma Dhaouadi ◽  
Zichao Li ◽  
Tito R.S. Cadaval ◽  
Andrei V. Igansi ◽  
...  

2016 ◽  
Vol 18 (26) ◽  
pp. 17414-17427 ◽  
Author(s):  
Tianlei Zhang ◽  
Chen Yang ◽  
Xukai Feng ◽  
Jiaxin Kang ◽  
Liang Song ◽  
...  

Catalyst X (X = H2O, (H2O)2and (H2O)3) is incorporated into the channel of H2S +3O2formation and the catalytic effect of water, water dimers and water trimers is mainly taken from the contribution of a single water vapor molecule.


2017 ◽  
Vol 42 (15) ◽  
pp. 10023-10037 ◽  
Author(s):  
Sarra Wjihi ◽  
Jie Yang ◽  
Lotfi Sellaoui ◽  
Salah Knani ◽  
Abdelmottaleb Ben Lamine

1948 ◽  
Vol 26a (5) ◽  
pp. 279-291 ◽  
Author(s):  
Norma Morgenroth Nordin ◽  
R. N. H. Haslam

On the basis of the work done by Darling and Dennison on the water vapor molecule, the vibrational constants of acetylene are calculated, taking into account the resonance interaction arising from the near equality of the fundamentals ν1 and ν3. Seventeen band centers are known experimentally. The band centers depend on the 10 constants χi, χik and γ which are functions of the potential constants. The expressions for the vibrational energies of the band centers are set up, those for interacting doublets or triplets being found by perturbation methods. The 10 constants are determined and the positions of eight bands calculated to check the results. The agreement is very satisfactory. The positions of 10 other bands not yet observed are predicted.


2012 ◽  
Vol 433-440 ◽  
pp. 5967-5974
Author(s):  
Pei Ze Li

In stock market, the stock prices directly reflects market condition, therefore, the research on stock price process is one of the research contents of mathematical finance. In this paper by using the election model of statistical physics model to study the stock price fluctuation . This paper first applying stochastic process theory to establish election model, then the election model and stopping time theory are applied to establish stock profit process, we get the stock price process.


2016 ◽  
Vol 214 ◽  
pp. 220-230 ◽  
Author(s):  
Lotfi Sellaoui ◽  
Tolga Depci ◽  
Ali Rıza Kul ◽  
Salah Knani ◽  
Abdelmottaleb Ben Lamine

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