A multi-dimensional local average lattice method for multi-asset models

2013 ◽  
Vol 13 (6) ◽  
pp. 873-884 ◽  
Author(s):  
Kyoung-Sook Moon ◽  
Hongjoong Kim
2016 ◽  
Vol 2016 ◽  
pp. 1-14 ◽  
Author(s):  
Youngchul Han ◽  
Geonwoo Kim

We propose an efficient lattice method for valuation of options with barrier in a regime switching model. Specifically, we extend the trinomial tree method of Yuen and Yang (2010) by calculating the local average of prices near a node of the lattice. The proposed method reduces oscillations of the lattice method for pricing barrier options and improves the convergence speed. Finally, computational results for the valuation of options with barrier show that the proposed method with interpolation is more efficient than the other tree methods.


2002 ◽  
Vol 721 ◽  
Author(s):  
Monica Sorescu

AbstractWe propose a two-lattice method for direct determination of the recoilless fraction using a single room-temperature transmission Mössbauer measurement. The method is first demonstrated for the case of iron and metallic glass two-foil system and is next generalized for the case of physical mixtures of two powders. We further apply this method to determine the recoilless fraction of hematite and magnetite particles. Finally, we provide direct measurement of the recoilless fraction in nanohematite and nanomagnetite with an average particle size of 19 nm.


CIM Journal ◽  
2015 ◽  
Vol 6 (3) ◽  
pp. 157-167
Author(s):  
T. Wambeke ◽  
M. Alvarez Grima ◽  
G. A. Fenton ◽  
J. Benndorf ◽  
A. Vervoort

AIAA Journal ◽  
1997 ◽  
Vol 35 ◽  
pp. 1230-1233
Author(s):  
Paulo A. O. Soviero ◽  
Hugo B. Resende

2019 ◽  
Vol 2019 ◽  
pp. 1-15
Author(s):  
Sen Mao ◽  
Changchuan Xie ◽  
Lan Yang ◽  
Chao Yang

A morphing trailing-edge (TE) wing is an important morphing mode in aircraft design. In order to explore the static aeroelastic characteristics of a morphing TE wing, an efficient and feasible method for static aeroelastic analysis has been developed in this paper. A geometrically exact vortex lattice method (VLM) is applied to calculate the aerodynamic forces. Firstly, a typical model of a morphing TE wing is chosen and built which has an active morphing trailing edge driven by a piezoelectric patch. Then, the paper carries out the static aeroelastic analysis of the morphing TE wing and corresponding simulations were carried out. Finally, the analysis results are compared with those of a traditional wing with a rigid trailing edge using the traditional linearized VLM. The results indicate that the geometrically exact VLM can better describe the aerodynamic nonlinearity of a morphing TE wing in consideration of geometrical deformation in aeroelastic analysis. Moreover, out of consideration of the angle of attack, the deflection angle of the trailing edge, among others, the wing system does not show divergence but bifurcation. Consequently, the aeroelastic analysis method proposed in this paper is more applicable to the analysis and design of a morphing TE wing.


Materials ◽  
2019 ◽  
Vol 12 (15) ◽  
pp. 2382 ◽  
Author(s):  
Muhammad Jamshed Khan ◽  
Suriya Kumari ◽  
Kamyar Shameli ◽  
Jinap Selamat ◽  
Awis Qurni Sazili

Nanoparticles (NPs) are, frequently, being utilized in multi-dimensional enterprises. Silver nanoparticles (AgNPs) have attracted researchers in the last decade due to their exceptional efficacy at very low volume and stability at higher temperatures. Due to certain limitations of the chemical method of synthesis, AgNPs can be obtained by physical methods including sun rays, microwaves and ultraviolet (UV) radiation. In the current study, the synthesis of pullulan mediated silver nanoparticles (P-AgNPs) was achieved through ultraviolet (UV) irradiation, with a wavelength of 365 nm, for 96 h. P-AgNPs were formed after 24 h of UV-irradiation time and expressed spectra maxima as 415 nm, after 96 h, in UV-vis spectroscopy. The crystallographic structure was “face centered cubic (fcc)” as confirmed by powder X-ray diffraction (PXRD). Furthermore, high resolution transmission electron microscopy (HRTEM) proved that P-AgNPs were covered with a thin layer of pullulan, with a mean crystalline size of 6.02 ± 2.37. The average lattice fringe spacing of nanoparticles was confirmed as 0.235 nm with quasi-spherical characteristics, by selected area electron diffraction (SAED) analysis. These green synthesized P-AgNPs can be utilized efficiently, as an active food and meat preservative, when incorporated into the edible films.


2015 ◽  
Vol 45 (10) ◽  
pp. 2100-2104 ◽  
Author(s):  
Yanwei Pang ◽  
Zhanjie Song ◽  
Xuelong Li ◽  
Jing Pan

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