The Experts below are selected from a list of 15678 Experts worldwide ranked by ideXlab platform
Masoud Tahani - One of the best experts on this subject based on the ideXlab platform.
-
an analytical solution for thermoelastic damping in a micro beam based on generalized theory of thermoelasticity and modified couple stress theory
Applied Mathematical Modelling, 2016Co-Authors: Ehsan Kazemnia Kakhki, Seyed Mahmoud Hosseini, Masoud TahaniAbstract:Abstract This paper is aiming to present an analytical Method to study on thermoelastic damping (TED) and dynamic behavior of micro-beam resonators as a micro-electro-mechanical system (MEMS) using modified coupled stress theory. Coupled thermoelasticity governing equations of MEMS are derived based on the generalized theory of coupled thermoelasticity with one relaxation time and then is analytically solved by using the Laplace Transform techniques for spatial variables. The advantage of presented analytical Method is its great capability to solve thermoelastic problems in MEMS under various boundary conditions. The time histories of displacement, deflection and thermal moment in a micro-beam subjected to uniform load and different boundary conditions are obtained and the thermoelastic damping is discussed in details. All unknown parameters are presented in closed forms at Laplace domain. Also, a modified Laplace Inverse Transform Method is employed to obtain the results in time domain. The obtained results based on the presented analytical Method show a reasonable agreement with previous published data based on numerical Methods.
Xiong Lin - One of the best experts on this subject based on the ideXlab platform.
-
Inverse Transform Method for simulating levy processes and discrete asian options pricing
Winter Simulation Conference, 2011Co-Authors: Zisheng Chen, Liming Feng, Xiong LinAbstract:The simulation of a Levy process on a discrete time grid reduces to simulating from the distribution of a Levy increment. For a general Levy process with no explicit transition density, it is often desirable to simulate from the characteristic function of the Levy increment. We show that the Inverse Transform Method, when combined with a Hilbert Transform approach for computing the cdf of the Levy increment, is reliable and efficient. The Hilbert Transform representation for the cdf is easy to implement and highly accurate, with approximation errors decaying exponentially. The Inverse Transform Method can be combined with quasi-Monte Carlo Methods and variance reduction techniques to greatly increase the efficiency of the scheme. As an illustration, discrete Asian options pricing in the CGMY model is considered, where the combination of the Hilbert Transform inversion of characteristic functions, quasi-Monte Carlo Methods and the control variate technique proves to be very efficient.
Ehsan Kazemnia Kakhki - One of the best experts on this subject based on the ideXlab platform.
-
an analytical solution for thermoelastic damping in a micro beam based on generalized theory of thermoelasticity and modified couple stress theory
Applied Mathematical Modelling, 2016Co-Authors: Ehsan Kazemnia Kakhki, Seyed Mahmoud Hosseini, Masoud TahaniAbstract:Abstract This paper is aiming to present an analytical Method to study on thermoelastic damping (TED) and dynamic behavior of micro-beam resonators as a micro-electro-mechanical system (MEMS) using modified coupled stress theory. Coupled thermoelasticity governing equations of MEMS are derived based on the generalized theory of coupled thermoelasticity with one relaxation time and then is analytically solved by using the Laplace Transform techniques for spatial variables. The advantage of presented analytical Method is its great capability to solve thermoelastic problems in MEMS under various boundary conditions. The time histories of displacement, deflection and thermal moment in a micro-beam subjected to uniform load and different boundary conditions are obtained and the thermoelastic damping is discussed in details. All unknown parameters are presented in closed forms at Laplace domain. Also, a modified Laplace Inverse Transform Method is employed to obtain the results in time domain. The obtained results based on the presented analytical Method show a reasonable agreement with previous published data based on numerical Methods.
Zisheng Chen - One of the best experts on this subject based on the ideXlab platform.
-
Inverse Transform Method for simulating levy processes and discrete asian options pricing
Winter Simulation Conference, 2011Co-Authors: Zisheng Chen, Liming Feng, Xiong LinAbstract:The simulation of a Levy process on a discrete time grid reduces to simulating from the distribution of a Levy increment. For a general Levy process with no explicit transition density, it is often desirable to simulate from the characteristic function of the Levy increment. We show that the Inverse Transform Method, when combined with a Hilbert Transform approach for computing the cdf of the Levy increment, is reliable and efficient. The Hilbert Transform representation for the cdf is easy to implement and highly accurate, with approximation errors decaying exponentially. The Inverse Transform Method can be combined with quasi-Monte Carlo Methods and variance reduction techniques to greatly increase the efficiency of the scheme. As an illustration, discrete Asian options pricing in the CGMY model is considered, where the combination of the Hilbert Transform inversion of characteristic functions, quasi-Monte Carlo Methods and the control variate technique proves to be very efficient.
Seyed Mahmoud Hosseini - One of the best experts on this subject based on the ideXlab platform.
-
an analytical solution for thermoelastic damping in a micro beam based on generalized theory of thermoelasticity and modified couple stress theory
Applied Mathematical Modelling, 2016Co-Authors: Ehsan Kazemnia Kakhki, Seyed Mahmoud Hosseini, Masoud TahaniAbstract:Abstract This paper is aiming to present an analytical Method to study on thermoelastic damping (TED) and dynamic behavior of micro-beam resonators as a micro-electro-mechanical system (MEMS) using modified coupled stress theory. Coupled thermoelasticity governing equations of MEMS are derived based on the generalized theory of coupled thermoelasticity with one relaxation time and then is analytically solved by using the Laplace Transform techniques for spatial variables. The advantage of presented analytical Method is its great capability to solve thermoelastic problems in MEMS under various boundary conditions. The time histories of displacement, deflection and thermal moment in a micro-beam subjected to uniform load and different boundary conditions are obtained and the thermoelastic damping is discussed in details. All unknown parameters are presented in closed forms at Laplace domain. Also, a modified Laplace Inverse Transform Method is employed to obtain the results in time domain. The obtained results based on the presented analytical Method show a reasonable agreement with previous published data based on numerical Methods.
