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Analytical Representation (analytical + representation)
Selected AbstractsThe Hull and White Model of the Short Rate: An Alternative Analytical RepresentationTHE JOURNAL OF FINANCIAL RESEARCH, Issue 4 2002Dwight Grant Abstract Hull and White extend Ho and Lee's no-arbitrage model of the short interest rate to include mean reversion. This addition eliminates the problem of negative interest rates and has found wide application. To implement their model, Hull and White employ a sequential search process to identify the mean interest rate in a trinomial lattice at each date. In this article we extend Hull and White's work by developing an analytical solution for the mean interest rate at each date. This solution applies equally well to trinomial lattices, interest rate trees, and Monte Carlo simulation. We illustrate the analytical result by applying it to an example originally used by Hull and White and then for valuing an option on a bond. [source] An analytical representation of shell corrections for stopping powerINTERNATIONAL JOURNAL OF QUANTUM CHEMISTRY, Issue 13 2009John R. Sabin Abstract We propose an ansatz for an analytical representation of shell corrections to the stopping power that is amenable to mathematical manipulation when considering stopping power properties. © 2009 Wiley Periodicals, Inc. Int J Quantum Chem, 2009 [source] Artificial neural network modeling of RF MEMS resonatorsINTERNATIONAL JOURNAL OF RF AND MICROWAVE COMPUTER-AIDED ENGINEERING, Issue 4 2004Yongjae Lee Abstract In this article, a novel and efficient approach for modeling radio-frequency microelectromechanical system (RF MEMS) resonators by using artificial neural network (ANN) modeling is presented. In the proposed methodology, the relationship between physical-input parameters and corresponding electrical-output parameters is obtained by combined circuit/full-wave/ANN modeling. More specifically, in order to predict the electrical responses from a resonator, an analytical representation of the electrical equivalent-network model (EENM) is developed from the well-known electromechanical analogs. Then, the reduced-order, nonlinear, dynamic macromodels from 3D finite-element method (FEM) simulations are generated to provide training, validating, and testing datasets for the ANN model. The developed ANN model provides an accurate prediction of an electrical response for various sets of driving parameters and it is suitable for integration with an RF/microwave circuit simulator. Although the proposed approach is demonstrated on a clamped-clamped (C-C) beam resonator, it can be readily adapted for the analysis of other micromechanical resonators. © 2004 Wiley Periodicals, Inc. Int J RF and Microwave CAE 14: 302,316, 2004. [source] Prediction of solvent effect on the reaction rate and endo/exo selectivity of a Diels,Alder reaction using molecular surface electrostatic potentialJOURNAL OF PHYSICAL ORGANIC CHEMISTRY, Issue 7 2003M. R. Gholami Abstract Molecular surface electrostatic potential was used to predict the solvent effect on the reaction rate, endo/exo selectivity and diastereomeric excess of a Diels,Alder reaction. It is shown that these quantities can be expressed in terms of molecular surface electrostatic potentials of solvents which are obtained computationally by the HF/6,31++G* procedure. Regression analyses and an experimental database are used to obtain analytical representation of rate constant, endo/exo selectivity and diastereomeric excess. The models obtained show that the hydrogen bond donor ability of solvents on the above mentioned properties is substantial, whereas solvophobicity only affects the reaction rate and endo/exo selectivity of the reaction. Copyright © 2003 John Wiley & Sons, Ltd. [source] Computed molecular surface electrostatic potentials of two groups of reverse transcriptase inhibitors: Relationships to anti-HIV-1 activitiesINTERNATIONAL JOURNAL OF QUANTUM CHEMISTRY, Issue 3-4 2001Oscar Galvez Gonzalez Abstract We have used the GIPF approach (general interaction properties function) to develop analytical representations for the anti-HIV-1 potencies of two groups of reverse transcriptase inhibitors. Their activities are expressed in terms of certain statistical properties of their molecular surface electrostatic potentials, computed at the HF/STO-5G*//HF/STO-3G* level. The results provide insight into some of the factors that promote inhibition. © 2001 John Wiley & Sons, Inc. Int J Quant Chem 83: 115,121, 2001 [source] A two-phase analysis of solute partitioning into the stratum corneumJOURNAL OF PHARMACEUTICAL SCIENCES, Issue 3 2006Johannes M. Nitsche Abstract An analysis is presented of partition coefficients KSC/w describing solute distribution into fully hydrated stratum corneum (SC) from dilute aqueous solution (w). A comprehensive database is compiled from the experimental literature covering more than eight decades in the octanol/water partition coefficient Ko/w. It is analyzed according to a two-phase model following that of Anderson, Raykar, and coworkers (1988, 1989), which accounts for uptake by intercellular lipid and corneocyte (keratin plus water) phases having inherently different lipophilicities, as characterized by an SC lipid/water partition coefficient Klip/w and a partition coefficient PCpro/w quantifying cornoeocyte-phase binding. Regression of 72 data points yields useful best-fit recalibrations of power laws (or linear free energy relationships) giving Klip/w and PCpro/w as functions of Ko/w. The specific conclusions of the analysis are as follows: (i) The two-phase model offers substantial improvements over previously proposed analytical representations of KSC/w, yielding an rms error in log10KSC/w of 0.30 limited by the scatter in the data. (ii) The best-fit description of the lipid phase is given by the power law Klip/w,=,0.43 (Ko/w)0.81, suggesting about half the absolute value of Klip/w relative to previous estimates. (iii) The best-fit description of corneocyte-phase binding differs negligibly from the correlation found by Anderson, Raykar, and coworkers for the more limited set of compounds studied by them. Explicit consideration of the two-phase nature of the SC also furnishes a rational basis for predicting the effects of varying hydration state upon KSC/w. © 2006 Wiley-Liss, Inc. and the American Pharmacists Association J Pharm Sci 95:649,666, 2006 [source] Asymptotic evaluation of effective complex moduli of fibre-reinforced viscoelastic composite materialsPROCEEDINGS IN APPLIED MATHEMATICS & MECHANICS, Issue 1 2003I. Andrianov Prof. Dr. Sc. We propose an asymptotic approach for the evaluation of effective complex moduli of viscoelastic fibre-reinforced composite materials. Our method is based on the homogenization technique. We start with a non-trivial expansion of the input plane-strain boundary value problem by ratios of visco-elastic constants. This allows to simplify the governing equations to forms analogous to the complex transport problem. Then we apply the asymptotic homogenization method, coming from the original problem on multi-connected domain to the cell problem, defined on a unit cell of the periodic structure. For the analytical solution of the cell problem we apply the boundary perturbation technique, the asymptotic expansion by a distance between two neighbouring fibres and the method of two-point Padé approximants. As results we derive uniform analytical representations for effective complex moduli, valid for all values of the components volume fractions and properties. [source] | |||||||||||||