Closed-form analytical approach for calculating noise contours of directive aircraft noise sources

2021 ◽  
Author(s):  
Daniel C. Amargianitakis ◽  
Rodney H. Self ◽  
Antonio J. Torija ◽  
Anderson Proenca ◽  
Athanasios P. Synodinos
Keyword(s):  
Closed Form ◽  
Analytical Approach ◽  
Aircraft Noise ◽  
Noise Sources

A NOVEL ANALYTICAL APPROACH FOR PRICING DISCRETELY SAMPLED GAMMA SWAPS IN THE HESTON MODEL

2016 ◽  
Vol 57 (3) ◽  
pp. 244-268
Author(s):  
SANAE RUJIVAN
Keyword(s):  
Closed Form ◽  
Stochastic Volatility ◽  
Analytical Approach ◽  
Solution Procedure ◽  
Stochastic Volatility Model ◽  
Heston Model ◽  
Variance Swaps ◽  
Closed Form Solutions ◽  
Volatility Model ◽  
Closed Form Formula

The main purpose of this paper is to present a novel analytical approach for pricing discretely sampled gamma swaps, defined in terms of weighted variance swaps of the underlying asset, based on Heston’s two-factor stochastic volatility model. The closed-form formula obtained in this paper is in a much simpler form than those proposed in the literature, which substantially reduces the computational burden and can be implemented efficiently. The solution procedure presented in this paper can be adopted to derive closed-form solutions for pricing various types of weighted variance swaps, such as self-quantoed variance and entropy swaps. Most interestingly, we discuss the validity of the current solutions in the parameter space, and provide market practitioners with some remarks for trading these types of weighted variance swaps.

scholarly journals Characterizing distinct components of tactical aircraft noise sources

2020 ◽  
Vol 147 (5) ◽  
pp. 3550-3564
Author(s):  
David F. Van Komen ◽  
Blaine M. Harker ◽  
Tracianne B. Neilsen ◽  
Kent L. Gee ◽  
S. Hales Swift ◽  
...  
Keyword(s):  
Aircraft Noise ◽  
Noise Sources

Corner-Filleted Flexure Hinges

2000 ◽  
Vol 123 (3) ◽  
pp. 346-352 ◽  
Author(s):  
Nicolae Lobontiu ◽  
Jeffrey S. N. Paine ◽  
Ephrahim Garcia ◽  
Michael Goldfarb
Keyword(s):  
Finite Element ◽  
Closed Form ◽  
Finite Element Simulation ◽  
Analytical Approach ◽  
Flexure Hinge ◽  
Closed Form Solutions ◽  
Flexure Hinges ◽  
Element Simulation ◽  
Model Predictions ◽  
The Right

The paper presents an analytical approach to corner-filleted flexure hinges. Closed- form solutions are derived for the in-plane compliance factors. It is demonstrated that the corner-filleted flexure hinge spans a domain delimited by the simple beam and the right circular flexure hinge. A comparison that is made with the right circular flexure hinges indicates that the corner-filleted flexures are more bending-compliant and induce lower stresses but are less precise in rotation. The finite element simulation and experimental results confirmed the model predictions.

ON THE TIME-DEPENDENT OCCUPANCY DISTRIBUTION OF THE G/G/1 QUEUING SYSTEM

2009 ◽  
Vol 23 (2) ◽  
pp. 261-280 ◽  
Author(s):  
Jorge Limón–Robles ◽  
Martin A. Wortman
Keyword(s):  
Closed Form ◽  
Analytical Approach ◽  
Marked Point ◽  
Fixed Time ◽  
Queuing System ◽  
Time Dependent ◽  
Marked Point Process ◽  
Batch Arrivals ◽  
Occupancy Distribution

This article offers an approach for studying the time-dependent occupancy distribution for a modest generalization of the GI/G/1 queuing system in which interarrival times and service times, although mutually independent, are not necessarily identically distributed. We develop and explore an analytical model leading to a computational approach that gives tight bounds on the occupancy distribution. Although there is no general closed-form characterization of probability law dynamics for occupancy in the GI/G/1 queue, our results offer what might be termed “near-closed-form” in that accurate plots of the transient occupancy distribution can be constructed with an insignificant computational burden. We believe that our results are unique; we are unaware of any alternative analytical approach leading to a numerical characterization of the time-dependent occupancy distribution for the G/G/1 queuing systems considered here.Our analyses employ a marked point process that converges to the occupancy process at any fixed time t; it is shown that this process forms a Markov chain from which the transient occupancy law is available. We verify our analytical approach via comparison with the well-known closed-form expressions for time-dependent occupancy distribution of the M/M/1 queue. Additionally, we suggest the viability of our approach, as a computational means of obtaining the time-dependent occupancy distribution, through straightforward application to a Gamma[x]/Weibull/1 queuing system having batch arrivals and batch job services.

scholarly journals Probing the shear modulus of two-dimensional multiplanar nanostructures and heterostructures

Nanoscale ◽  
2018 ◽  
Vol 10 (11) ◽  
pp. 5280-5294 ◽  
Author(s):  
T. Mukhopadhyay ◽  
A. Mahata ◽  
S. Adhikari ◽  
M. Asle Zaeem
Keyword(s):  
Shear Modulus ◽  
Closed Form ◽  
Analytical Approach ◽  
High Fidelity ◽  
Two Dimensional

Generalized high-fidelity closed-form formulae have been developed to predict the shear modulus of hexagonal graphene-like monolayer nanostructures and nano-heterostructures based on a physically insightful analytical approach.

Sign in / Sign up

Export Citation Format

Share Document