Value of the Firm Using Merton's Structural Model and Numerical Integration

2018 ◽  
Author(s):  
Andres Rubio
Keyword(s):  
Numerical Integration ◽  
Structural Model

An Efficient Dimension-Adaptive Numerical Integration Method for Stochastic Dynamic Analysis of Structures with Uncertain Parameters

2020 ◽  
pp. 2150035
Author(s):  
Helu Yu ◽  
Bin Wang ◽  
Zongyu Gao ◽  
Yongle Li
Keyword(s):  
Dynamic Analysis ◽  
Numerical Integration ◽  
Structural Model ◽  
Integration Method ◽  
Moving Load ◽  
Quadrature Formulas ◽  
Stochastic Dynamic ◽  
Numerical Integration Method ◽  
Euler Beam ◽  
Stochastic Parameters

This paper presents a novel dimension-adaptive numerical integration method for dynamic analysis of structures with stochastic parameters subjected to deterministic excitations. First, an efficient dimension-adaptive algorithm is proposed to detect the importance of each random parameter involved in the structural model, based on which the quadrature nodes used for numerical integration can be collocated more reasonably. Then, the Gaussian quadrature formulas are used to evaluate the structural response statistics. To further improve the robustness and efficiency of the proposed method, the dimension-adaptive integration is only used to calculate the structural displacement response statistics. The velocity and acceleration response statistics are further evaluated using the finite difference formulas based on the concept of stochastic difference. Such a strategy is especially attractive when evaluating the response statistics of the derivative processes requires more quadrature nodes than that of the original process. Finally, two numerical examples encountered in civil engineering, including a shear frame with stochastic parameters subjected to a seismic ground motion and an Euler beam with unidimensional stochastic field of material properties (discretized via the Karhunen–Loève expansion) subjected to a moving load are studied to illustrate the performance of the proposed method. Via the numerical results, the accuracy and efficiency of the proposed method are verified.

The orbit of Pluto over a long interval of time

1966 ◽  
Vol 25 ◽  
pp. 227-229 ◽  
Author(s):  
D. Brouwer
Keyword(s):  
Periodic Orbit ◽  
Numerical Integration ◽  
Restricted Problem ◽  
Three Dimensional ◽  
The Third ◽  
Circular Restricted Problem ◽  
Resonance Relation

The paper presents a summary of the results obtained by C. J. Cohen and E. C. Hubbard, who established by numerical integration that a resonance relation exists between the orbits of Neptune and Pluto. The problem may be explored further by approximating the motion of Pluto by that of a particle with negligible mass in the three-dimensional (circular) restricted problem. The mass of Pluto and the eccentricity of Neptune's orbit are ignored in this approximation. Significant features of the problem appear to be the presence of two critical arguments and the possibility that the orbit may be related to a periodic orbit of the third kind.

Structure-property relations of liquid crystalline polymers

1987 ◽  
Vol 45 ◽  
pp. 460-463
Author(s):  
Linda C. Sawyer
Keyword(s):  
Solid State ◽  
Liquid Crystalline ◽  
Structural Model ◽  
Crystalline Polymer ◽  
Liquid Crystalline Polymers ◽  
Mechanical Anisotropy ◽  
Structure Property ◽  
Preparation Methods ◽  
Crystalline Polymers ◽  
Extended Chain

Recent liquid crystalline polymer (LCP) research has sought to define structure-property relationships of these complex new materials. The two major types of LCPs, thermotropic and lyotropic LCPs, both exhibit effects of process history on the microstructure frozen into the solid state. The high mechanical anisotropy of the molecules favors formation of complex structures. Microscopy has been used to develop an understanding of these microstructures and to describe them in a fundamental structural model. Preparation methods used include microtomy, etching, fracture and sonication for study by optical and electron microscopy techniques, which have been described for polymers. The model accounts for the macrostructures and microstructures observed in highly oriented fibers and films.Rod-like liquid crystalline polymers produce oriented materials because they have extended chain structures in the solid state. These polymers have found application as high modulus fibers and films with unique properties due to the formation of ordered solutions (lyotropic) or melts (thermotropic) which transform easily into highly oriented, extended chain structures in the solid state.

The Hierarchic Order of Intermediate Filament Structure and Assembly

1985 ◽  
Vol 43 ◽  
pp. 722-725
Author(s):  
U. Aebi ◽  
E.C. Glavaris ◽  
R. Eichner
Keyword(s):  
Tissue Specificity ◽  
Structural Model ◽  
Eukaryotic Cells ◽  
Cdna Sequencing ◽  
Filament Structure ◽  
Keratin Filaments ◽  
Isoelectric Points ◽  
Immunological Crossreactivity

Five different classes of intermediate-sized filaments (IFs) have been identified in differentiated eukaryotic cells: vimentin in mesenchymal cells, desmin in muscle cells, neurofilaments in nerve cells, glial filaments in glial cells and keratin filaments in epithelial cells. Despite their tissue specificity, all IFs share several common attributes, including immunological crossreactivity, similar morphology (e.g. about 10 nm diameter - hence ‘10-nm filaments’) and the ability to reassemble in vitro from denatured subunits into filaments virtually indistinguishable from those observed in vivo. Further more, despite their proteinchemical heterogeneity (their MWs range from 40 kDa to 200 kDa and their isoelectric points from about 5 to 8), protein and cDNA sequencing of several IF polypeptides (for refs, see 1,2) have provided the framework for a common structural model of all IF subunits.

An HREM study of superstructures in Ca4Al6SO16

1990 ◽  
Vol 48 (4) ◽  
pp. 1066-1067
Author(s):  
Y.G. Wang ◽  
H.Q. Ye ◽  
K.H. Kuo
Keyword(s):  
Calcium Aluminate ◽  
Structural Model ◽  
Bright Spot ◽  
Sulphur Atom ◽  
Synthetic Compound ◽  
Space Group ◽  
Lattice Images ◽  
Cubic Structure ◽  
Good Agreement

A synthetic compound Ca4Al6SO16 (usually abbreviated as C4A3S) obtained by mixing CaO, A12O3 and CaSO4 powders and finally sintered at 1380°C is a cement with excellent hydraulicity and greatly expanding in application. It is hydralysed rapidly by water to form predominatly calcium aluminate hydrates and therefore unlikly to occur naturally, although structurally it may be regarded as an end member of the sodalite-hauynite series of naturally occuring minerals. C4A3S has a cubic structure with ao=9.19Å and space group . Fig.1 is the projection viewed down axis, in which there are two sets of 8C position in , namely CaI and CaII, occupied by the calcium atoms, respectively, and the ratio of occupations in these two sets of positions is about 3:1. This suggests that the calcium atoms can freely occupy these sites in various degrees and usually they almost locates on the CaI positions. A through-focus series of the lattice images were found in good agreement with the simulated ones. Each bright spot in the image taken at Scherzer defocus correspounds to a colunm of sulphur atom in the structural model (Fig.1).

A Structural Model for a Quasi-Crystalline Material Derived from TEM

1990 ◽  
Vol 48 (1) ◽  
pp. 48-49
Author(s):  
Jan-Olov Bovin ◽  
Osamu Terasaki ◽  
Jan-Olle Malm ◽  
Sven Lidin ◽  
Sten Andersson
Keyword(s):  
High Resolution ◽  
Electron Diffraction ◽  
Structural Model ◽  
Image Intensifier ◽  
Crystalline Materials ◽  
Icosahedral Phases ◽  
Transmission Electron ◽  
Electron Microscopes ◽  
Diffraction Patterns ◽  
Quasi Crystals

High resolution transmission electron microscopy (HRTEM) is playing an important role in identifying the new icosahedral phases. The selected area diffraction patterns of quasi crystals, recorded with an aperture of the radius of many thousands of Ångströms, consist of dense arrays of well defined sharp spots with five fold dilatation symmetry which makes the interpretation of the diffraction process and the resulting images different from those invoked for usual crystals. The atomic structure of the quasi crystals is not established even if several models are proposed. The correct structure model must of course explain the electron diffraction patterns with 5-, 3- and 2-fold symmetry for the phases but it is also important that the HRTEM images of the alloys match the computer simulated images from the model. We have studied quasi crystals of the alloy Al65Cu20Fe15. The electron microscopes used to obtain high resolution electro micrographs and electron diffraction patterns (EDP) were a (S)TEM JEM-2000FX equipped with EDS and PEELS showing a structural resolution of 2.7 Å and a IVEM JEM-4000EX with a UHP40 high resolution pole piece operated at 400 kV and with a structural resolution of 1.6 Å. This microscope is used with a Gatan 622 TV system with an image intensifier, coupled to a YAG screen. It was found that the crystals of the quasi crystalline materials here investigated were more sensitive to beam damage using 400 kV as electron accelerating voltage than when using 200 kV. Low dose techniques were therefore applied to avoid damage of the structure.

Personality Measurement and Profile in a European Sample of Civil Airline Pilots

2019 ◽  
Vol 35 (6) ◽  
pp. 791-800 ◽  
Author(s):  
Karina Mesarosova ◽  
Alex B. Siegling ◽  
Rachel A. Plouffe ◽  
Donald H. Saklofske ◽  
Martin M. Smith ◽  
...  
Keyword(s):  
Structural Equation ◽  
Structural Model ◽  
Population Sample ◽  
Civil Aviation ◽  
Equation Modeling ◽  
Personality Profile ◽  
Working Population ◽  
Internal Reliability ◽  
Airline Pilots ◽  
Pilot Sample

Abstract. The study examined the psychometric properties of the Revised NEO Personality Inventory (NEO PI-R, UK edition) in a large European sample of civil airline pilots. The NEO PI-R is a comprehensive and robust measure of personality that has been validated across cultures and contexts. Furthermore, the personality profile of the pilot sample was examined and compared to a normative sample representing the UK working population. Data from 591 pilots (95.1% male) were collected. Analyses include the internal reliability and factorial validity (precisely, Exploratory Structural Equation Modeling) to examine the measurement equivalence of the NEO PI-R with reference to UK norms ( N = 1,301). Internal reliability estimates of the NEO PI-R scores were good at the domain level, but generally weak at the facet level. The structural model in the pilot sample was congruent with the general working population sample. Furthermore, there was convincing evidence for a distinct personality profile of civil pilots, although the stability of this profile will require further validation. The NEO PI-R’s validity in the assessment of general personality in civil airline pilots is discussed, along with implications of the results for the utility of personality assessment in civil aviation contexts.

Forced Zero Cross-Loading Misspecifications in Measurement Component of Structural Equation Models

Methodology ◽  
2014 ◽  
Vol 10 (4) ◽  
pp. 138-152 ◽  
Author(s):  
Hsien-Yuan Hsu ◽  
Susan Troncoso Skidmore ◽  
Yan Li ◽  
Bruce Thompson
Keyword(s):  
Structural Equation ◽  
Structural Model ◽  
Structural Equation Models ◽  
Equation Model ◽  
Model Fit ◽  
Model Specification ◽  
Simulation Design ◽  
Measurement Models ◽  
Fit Statistics ◽  
Path Coefficients

The purpose of the present paper was to evaluate the effect of constraining near-zero parameter cross-loadings to zero in the measurement component of a structural equation model. A Monte Carlo 3 × 5 × 2 simulation design was conducted (i.e., sample sizes of 200, 600, and 1,000; parameter cross-loadings of 0.07, 0.10, 0.13, 0.16, and 0.19 misspecified to be zero; and parameter path coefficients in the structural model of either 0.50 or 0.70). Results indicated that factor pattern coefficients and factor covariances were overestimated in measurement models when near-zero parameter cross-loadings constrained to zero were higher than 0.13 in the population. Moreover, the path coefficients between factors were misestimated when the near-zero parameter cross-loadings constrained to zero were noteworthy. Our results add to the literature detailing the importance of testing individual model specification decisions, and not simply evaluating omnibus model fit statistics.

Sign in / Sign up

Export Citation Format

Share Document