Estimation for discretely observed diffusions using transform functions

2004 ◽  
Vol 41 (A) ◽  
pp. 99-118 ◽  
Author(s):  
Leah Kelly ◽  
Eckhard Platen ◽  
Michael Sørensen
Keyword(s):  
Asymptotic Normality ◽  
Diffusion Coefficients ◽  
Diffusion Processes ◽  
Estimation Technique ◽  
Consistency And Asymptotic Normality ◽  
And Diffusion ◽  
Explicit Estimators

This paper introduces a new estimation technique for discretely observed diffusion processes. Transform functions are applied to transform the data to obtain good and easily calculated estimators of both the drift and diffusion coefficients. Consistency and asymptotic normality of the resulting estimators is investigated. Power transforms are used to estimate the parameters of affine diffusions, for which explicit estimators are obtained.

Estimation for discretely observed diffusions using transform functions

2004 ◽  
Vol 41 (A) ◽  
pp. 99-118 ◽  
Author(s):  
Leah Kelly ◽  
Eckhard Platen ◽  
Michael Sørensen
Keyword(s):  
Asymptotic Normality ◽  
Diffusion Coefficients ◽  
Diffusion Processes ◽  
Estimation Technique ◽  
Consistency And Asymptotic Normality ◽  
And Diffusion ◽  
Explicit Estimators

This paper introduces a new estimation technique for discretely observed diffusion processes. Transform functions are applied to transform the data to obtain good and easily calculated estimators of both the drift and diffusion coefficients. Consistency and asymptotic normality of the resulting estimators is investigated. Power transforms are used to estimate the parameters of affine diffusions, for which explicit estimators are obtained.

scholarly journals A Necessary Characteristic Equation of Diffusion Processes Having Gaussian Marginals

2012 ◽  
Vol 2012 ◽  
pp. 1-9
Author(s):  
Syeda Rabab Mudakkar
Keyword(s):  
Fourier Transform ◽  
Diffusion Process ◽  
Characteristic Equation ◽  
Diffusion Coefficients ◽  
Diffusion Processes ◽  
Kolmogorov Equation ◽  
Marginal Density ◽  
Operator Approach ◽  
One Dimensional ◽  
And Diffusion

The aim of this work is to characterize one-dimensional homogeneous diffusion process, under the assumption that marginal density of the process is Gaussian. The method considers the forward Kolmogorov equation and Fourier transform operator approach. The result establishes the necessary characteristic equation between drift and diffusion coefficients for homogeneous and nonhomogeneous diffusion processes. The equation for homogeneous diffusion process leads to characterize the possible diffusion processes that can exist. Two well-known examples using the necessary characteristic equation are also given.

scholarly journals Cs Retention and Diffusion in C-S-H at Different Ca/Si Ratios

2018 ◽  
Author(s):  
Eduardo Duque-Redondo ◽  
Kazuo Yamada ◽  
Iñigo López-Arbeloa ◽  
Hegoi Manzano
Keyword(s):  
Diffusion Coefficients ◽  
Alkaline Earth ◽  
Diffusion Processes ◽  
Hydration Product ◽  
Cement Matrix ◽  
Water Molecules ◽  
Average Diffusion ◽  
Dynamics Simulations ◽  
And Diffusion

<div>Cement and concrete have been widely used as a barrier to isolate many types of contaminants, including radioactive waste, in repository sites. Nevertheless, the intrusion of groundwater in those nuclear repositories may release those contaminants by leaching mechanisms. Because of this, the retention and diffusion processes in cement matrix require to be analyzed in depth. The adsorption in cement and C‐S-H gel, its main hydration product, is influenced by factors as the pH, the composition or the alkali and alkaline earth content. In this work, molecular dynamics simulations were employed to study the role of Ca/Si ratio of the C‐S‐H in the capacity to retain Cs and diffusivity of these ions in gel pores. For that purpose, we built four different C‐S‐H models with Ca/Si ratios from 1.1 to 2.0. The results indicate better cationic retention at low Ca/Si ratios due to the interaction of the cations with the bridging silicate tetrahedrons. However, the average diffusion coefficients of the cations decrease at higher Ca/Si ratios because the high ionic constraint in the nanopore that induces a longrange ordering of the water molecules.</div>

scholarly journals Cs Retention and Diffusion in C-S-H at Different Ca/Si Ratios

2018 ◽  
Author(s):  
Eduardo Duque-Redondo ◽  
Kazuo Yamada ◽  
Iñigo López-Arbeloa ◽  
Hegoi Manzano
Keyword(s):  
Diffusion Coefficients ◽  
Alkaline Earth ◽  
Diffusion Processes ◽  
Hydration Product ◽  
Cement Matrix ◽  
Water Molecules ◽  
Average Diffusion ◽  
Dynamics Simulations ◽  
And Diffusion

<div>Cement and concrete have been widely used as a barrier to isolate many types of contaminants, including radioactive waste, in repository sites. Nevertheless, the intrusion of groundwater in those nuclear repositories may release those contaminants by leaching mechanisms. Because of this, the retention and diffusion processes in cement matrix require to be analyzed in depth. The adsorption in cement and C‐S-H gel, its main hydration product, is influenced by factors as the pH, the composition or the alkali and alkaline earth content. In this work, molecular dynamics simulations were employed to study the role of Ca/Si ratio of the C‐S‐H in the capacity to retain Cs and diffusivity of these ions in gel pores. For that purpose, we built four different C‐S‐H models with Ca/Si ratios from 1.1 to 2.0. The results indicate better cationic retention at low Ca/Si ratios due to the interaction of the cations with the bridging silicate tetrahedrons. However, the average diffusion coefficients of the cations decrease at higher Ca/Si ratios because the high ionic constraint in the nanopore that induces a longrange ordering of the water molecules.</div>

scholarly journals Study on the Separation of H2 from CO2 Using a ZIF-8 Membrane by Molecular Simulation and Maxwell-Stefan Model

Molecules ◽  
2019 ◽  
Vol 24 (23) ◽  
pp. 4350 ◽  
Author(s):  
Behrouz Bayati ◽  
Asma Ghorbani ◽  
Kamran Ghasemzadeh ◽  
Adolfo Iulianelli ◽  
Angelo Basile
Keyword(s):  
Molecular Simulation ◽  
Diffusion Coefficients ◽  
Diffusion Processes ◽  
Langmuir Model ◽  
Separation Process ◽  
Point Of View ◽  
Theoretical Point ◽  
Zeolitic Imidazolate Framework ◽  
Adsorption Of Co2 ◽  
And Diffusion

The purification of H2-rich streams using membranes represents an important separation process, particularly important in the viewpoint of pre-combustion CO2 capture. In this study, the separation of H2 from a mixture containing H2 and CO2 using a zeolitic imidazolate framework (ZIF)-8 membrane is proposed from a theoretical point of view. For this purpose, the adsorption and diffusion coefficients of H2 and CO2 were considered by molecular simulation. The adsorption of these gases followed the Langmuir model, and the diffusion coefficient of H2 was much higher than that of CO2. Then, using the Maxwell–Stefan model, the H2 and CO2 permeances and H2/CO2 permselectivities in the H2–CO2 mixtures were evaluated. Despite the fact that adsorption of CO2 was higher than H2, owing to the simultaneous interference of adsorption and diffusion processes in the membrane, H2 permeation was more pronounced than CO2. The modeling results showed that, for a ZIF-8 membrane, the H2/CO2 permselectivity for the H2–CO2 binary mixture 80/20 ranges between 28 and 32 at ambient temperature.

scholarly journals Swelling and Diffusion in Polymerized Ionic Liquids-Based Hydrogels

Polymers ◽  
2021 ◽  
Vol 13 (11) ◽  
pp. 1834
Author(s):  
Ann Jastram ◽  
Tobias Lindner ◽  
Christian Luebbert ◽  
Gabriele Sadowski ◽  
Udo Kragl
Keyword(s):  
Ionic Liquids ◽  
Diffusion Coefficients ◽  
Diffusion Processes ◽  
Swelling Properties ◽  
Apparent Diffusion Coefficients ◽  
Tissue Replacement ◽  
Medical Sector ◽  
Apparent Diffusion ◽  
Weighted Magnetic Resonance Imaging ◽  
And Diffusion

Hydrogels are one of the emerging classes of materials in current research. Besides their numerous applications in the medical sector as a drug delivery system or in tissue replacement, they are also suitable as irrigation components or as immobilization matrices in catalysis. For optimal application of these compounds, knowledge of the swelling properties and the diffusion mechanisms occurring in the gels is mandatory. This study is focused on hydrogels synthesized by radical polymerization of imidazolium-based ionic liquids. Both the swelling and diffusion behavior of these hydrogels were investigated via gravimetric swelling as well as sorption experiments implemented in water, ethanol, n-heptane, and tetrahydrofuran. In water and ethanol, strong swelling was observed while the transport mechanism deviated from Fickian-type behavior. By varying the counterion and the chain length of the cation, their influences on the processes were observed. The calculation of the diffusion coefficients delivered values in the range of 10−10 to 10−12 m2 s−1. The gravimetric results were supported by apparent diffusion coefficients measured through diffusion-weighted magnetic resonance imaging. A visualization of the water diffusion front within the hydrogel should help to further elucidate the diffusion processes in the imidazolium-based hydrogels.

Meridional Circulation, Turbulence, and Diffusion Processes in Stars

1976 ◽  
Vol 32 ◽  
pp. 109-116 ◽  
Author(s):  
S. Vauclair
Keyword(s):  
Convection Zone ◽  
Diffusion Processes ◽  
Meridional Circulation ◽  
Diffusion Time ◽  
Work In Progress ◽  
First Results ◽  
Stellar Envelopes ◽  
And Diffusion ◽  
Turbulence And Diffusion ◽  
Hr Diagram

This paper gives the first results of a work in progress, in collaboration with G. Michaud and G. Vauclair. It is a first attempt to compute the effects of meridional circulation and turbulence on diffusion processes in stellar envelopes. Computations have been made for a 2 Mʘstar, which lies in the Am - δ Scuti region of the HR diagram.Let us recall that in Am stars diffusion cannot occur between the two outer convection zones, contrary to what was assumed by Watson (1970, 1971) and Smith (1971), since they are linked by overshooting (Latour, 1972; Toomre et al., 1975). But diffusion may occur at the bottom of the second convection zone. According to Vauclair et al. (1974), the second convection zone, due to He II ionization, disappears after a time equal to the helium diffusion time, and then diffusion may happen at the bottom of the first convection zone, so that the arguments by Watson and Smith are preserved.

NMR-Study of Structure and Diffusion Processes in Li3N

1980 ◽  
Vol 41 (C6) ◽  
pp. C6-28-C6-31 ◽  
Author(s):  
R. Messer ◽  
H. Birli ◽  
K. Differt
Keyword(s):  
Diffusion Processes ◽  
Nmr Study ◽  
And Diffusion
Sign in / Sign up

Export Citation Format

Share Document