The Experts below are selected from a list of 205893 Experts worldwide ranked by ideXlab platform
Dick Dee - One of the best experts on this subject based on the ideXlab platform.
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An analysis of the vertical Structure Equation for arbitrary thermal profiles
Quarterly Journal of the Royal Meteorological Society, 2006Co-Authors: Stephen E. Cohn, Dick DeeAbstract:The vertical Structure Equation is a singular Sturm-Liouville problem whose eigenfunctions describe the vertical dependence of the normal modes of the primitive Equations linearized about a given thermal profile. The eigenvalues give the equivalent depths of the modes. The spectrum of the vertical Structure Equation and the appropriateness of various upper boundary conditions, both for arbitrary thermal profiles were studied. The results depend critically upon whether or not the thermal profile is such that the basic state atmosphere is bounded. In the case of a bounded atmosphere it is shown that the spectrum is always totally discrete, regardless of details of the thermal profile. For the barotropic equivalent depth, which corresponds to the lowest eigen value, upper and lower bounds which depend only on the surface temperature and the atmosphere height were obtained. All eigenfunctions are bounded, but always have unbounded first derivatives. It was proved that the commonly invoked upper boundary condition that vertical velocity must vanish as pressure tends to zero, as well as a number of alternative conditions, is well posed. It was concluded that the vertical Structure Equation always has a totally discrete spectrum under the assumptions implicit in the primitive Equations.
Johan Tysk - One of the best experts on this subject based on the ideXlab platform.
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boundary conditions for the single factor term Structure Equation
Annals of Applied Probability, 2011Co-Authors: Erik Ekström, Johan TyskAbstract:We study the term Structure Equation for single-factor models that predict nonnegative short rates. In particular, we show that the price of a bond or a bond option is the unique classical solution to a parabolic differential Equation with a certain boundary behavior for vanishing values of the short rate. If the boundary is attainable then this boundary behavior serves as a boundary condition and guarantees uniqueness of solutions. On the other hand, if the boundary is nonattainable then the boundary behavior is not needed to guarantee uniqueness but it is nevertheless very useful, for instance, from a numerical perspective.
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EXISTENCE AND UNIQUENESS THEORY FOR THE TERM Structure Equation
2010Co-Authors: Erik Ekstr, Johan TyskAbstract:We study existence and uniqueness of solutions to the term Structure Equation by providing a Feynman-Kac type theorem for sto- chastic dierential Equations with solutions that stay nonnegative. In particular, we show that bond prices and prices of options on the short rate are the unique classical solutions to a parabolic dierential equa- tion with a boundary condition given naturally by the Equation at the boundary. This boundary condition is valid regardless if the short rate reaches zero with positive probability or not. The main eort is to prove dierentiability of the option price at the spatial boundary.
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Boundary Values and Finite Difference Methods for the Single Factor Term Structure Equation
Applied Mathematical Finance, 2009Co-Authors: Erik Ekström, Per Lötstedt, Johan TyskAbstract:Boundary values and finite difference methods for the single factor term Structure Equation
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boundary values and finite difference methods for the single factor term Structure Equation
Applied Mathematical Finance, 2009Co-Authors: Erik Ekström, Per Lötstedt, Johan TyskAbstract:We study the classical single factor term Structure Equation for models that predict non-negative interest rates. For these models we develop a fast and accurate finite difference method (FD) using the appropriate boundary conditions at zero.
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Convexity theory for the term Structure Equation
2007Co-Authors: Erik Ekström, Johan TyskAbstract:We study convexity and monotonicity properties for prices of bonds and bond options when the short rate is modeled by a diffusion process. We provide conditions under which convexity of the price in the short rate is guaranteed. Under these conditions the price is decreasing in the drift and increasing in the volatility of the short rate. We also study convexity properties of the logarithm of the price.
Sardar Khan - One of the best experts on this subject based on the ideXlab platform.
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Assessment of noise pollution and associated subjective health complaints and psychological symptoms: analysis through Structure Equation model
Environmental Science and Pollution Research, 2020Co-Authors: Shahla Nazneen, Ali Raza, Sardar KhanAbstract:Road traffic noise is affecting the exposed population through its detrimental effects. This study was conducted in urban zones of Peshawar, Khyber Pakhtunkhwa, Pakistan, to analyze causal relationship between noise and subjective health complaints with a special focus on psychological symptoms. A 12-h (LAeq) noise survey conducted at different locations ( n = 57) indicated a noise range of 46.3–86.3 dB (A). A questionnaire survey was conducted from local residents ( n = 500), students ( n = 500), policemen ( n = 500), shopkeepers ( n = 500), and drivers ( n = 500) exposed to road traffic noise and analyzed through Structure Equation modeling (SEM). Different models were prepared and a modified model obtained the acceptable model fit, i.e., chi-square 0.093, χ ^2/df 1.286, comparative fit index 0.986, goodness of fit index 0.966, normed fit index 0.943, Tucker-Lewis index 0.977, and root mean square error of approximation 0.034. The modified model gives not only the information about direct but also indirect effects of noise on the exposed population. Adding on, the model clearly indicates that sensitivity to noise has strong relationship with subjective health complaints (headache, exhaustion, and psychological symptoms such as annoyance, difficulty concentrating, ill temper, and anxiety) than profession, age, location, and gender. Duration of exposure to road traffic noise has an important role in increasing the frequency of subjective health issues. The model is important in depicting that sensitivity to noise may produce subjective health complaints (standardized parameter estimates of 0.12 and 0.29) but the mediator has much stronger positive path estimates (0.59). The modified model sought to discover and explicate the underlying mechanism of an observed relationship existing between the selected dependent and an independent variable through the identification of the mediator variables.
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Assessment of noise pollution and associated subjective health complaints and psychological symptoms: analysis through Structure Equation model.
Environmental science and pollution research international, 2020Co-Authors: Shahla Nazneen, Ali Raza, Sardar KhanAbstract:Road traffic noise is affecting the exposed population through its detrimental effects. This study was conducted in urban zones of Peshawar, Khyber Pakhtunkhwa, Pakistan, to analyze causal relationship between noise and subjective health complaints with a special focus on psychological symptoms. A 12-h (LAeq) noise survey conducted at different locations (n = 57) indicated a noise range of 46.3-86.3 dB (A). A questionnaire survey was conducted from local residents (n = 500), students (n = 500), policemen (n = 500), shopkeepers (n = 500), and drivers (n = 500) exposed to road traffic noise and analyzed through Structure Equation modeling (SEM). Different models were prepared and a modified model obtained the acceptable model fit, i.e., chi-square 0.093, χ2/df 1.286, comparative fit index 0.986, goodness of fit index 0.966, normed fit index 0.943, Tucker-Lewis index 0.977, and root mean square error of approximation 0.034. The modified model gives not only the information about direct but also indirect effects of noise on the exposed population. Adding on, the model clearly indicates that sensitivity to noise has strong relationship with subjective health complaints (headache, exhaustion, and psychological symptoms such as annoyance, difficulty concentrating, ill temper, and anxiety) than profession, age, location, and gender. Duration of exposure to road traffic noise has an important role in increasing the frequency of subjective health issues. The model is important in depicting that sensitivity to noise may produce subjective health complaints (standardized parameter estimates of 0.12 and 0.29) but the mediator has much stronger positive path estimates (0.59). The modified model sought to discover and explicate the underlying mechanism of an observed relationship existing between the selected dependent and an independent variable through the identification of the mediator variables.
Glenn Shutts - One of the best experts on this subject based on the ideXlab platform.
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A general, linearized vertical Structure Equation for the vertical velocity: Properties, scalings and special cases
Quarterly Journal of the Royal Meteorological Society, 2000Co-Authors: G. W. Inverarity, Glenn ShuttsAbstract:A general, linear vertical Structure Equation for the vertical velocity component, including explicit forcing terms in the momentum, thermodynamic and continuity Equations, is derived for horizontally-homogeneous flows. The basic flow is assumed to depend on height alone and is in geostrophic and hydrostatic balance. Scale analysis is used to show that this Equation incorporates a variety of familiar special cases including the lee-wave Equation, Eady's Equation and the quasi-geostrophic omega Equation, the different flow regimes being identified in terms of the Rossby, Froude and Richardson numbers. Using the vertical Structure Equation, a wave-stress conservation principle is derived that is valid for basic flows whose magnitude and direction vary with height. In addition to providing some unification to the many flavours of vertical velocity Equation in the literature, this derivation was motivated by the need to provide a starting point for a wide class of analytical problems in the study of baroclinic instability and inertia-gravity wave dynamics.
Stephen E. Cohn - One of the best experts on this subject based on the ideXlab platform.
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An analysis of the vertical Structure Equation for arbitrary thermal profiles
Quarterly Journal of the Royal Meteorological Society, 2006Co-Authors: Stephen E. Cohn, Dick DeeAbstract:The vertical Structure Equation is a singular Sturm-Liouville problem whose eigenfunctions describe the vertical dependence of the normal modes of the primitive Equations linearized about a given thermal profile. The eigenvalues give the equivalent depths of the modes. The spectrum of the vertical Structure Equation and the appropriateness of various upper boundary conditions, both for arbitrary thermal profiles were studied. The results depend critically upon whether or not the thermal profile is such that the basic state atmosphere is bounded. In the case of a bounded atmosphere it is shown that the spectrum is always totally discrete, regardless of details of the thermal profile. For the barotropic equivalent depth, which corresponds to the lowest eigen value, upper and lower bounds which depend only on the surface temperature and the atmosphere height were obtained. All eigenfunctions are bounded, but always have unbounded first derivatives. It was proved that the commonly invoked upper boundary condition that vertical velocity must vanish as pressure tends to zero, as well as a number of alternative conditions, is well posed. It was concluded that the vertical Structure Equation always has a totally discrete spectrum under the assumptions implicit in the primitive Equations.
