Adaptive Finite Element Simulation of Currents at Mi roele trodes to a Guaranteed A ura y. Appli ation to Channel Mi roband Ele trodes. Kathryn Harriman David Gavaghan Paul Houston David Kay Endre S uli We extend our earlier work (see K. Harriman et al., Te hni al Report NA99/19) on adaptive nite element methods for dis ele trodes to the ase of rea tion me hanisms to the in reasingly popular h...

Phytoplankton requires light for photosynthesis, but most phytoplankton species are heavier than water and sink. How can these sinking species persist? Here we show, by means of an advection-di usion-reaction equation of light-limited phytoplankton, that the answer lies in the turbulent motion of water that re-disperses phytoplankton over the vertical water column. More speci cally, we show tha...

Computational methods for a jump-di usion portfolio optimization application using a loguniform jump distribution are considered. In contrast to the usual geometric Brownian motion problem based upon two parameters, mean appreciation and di usive volatility, the jumpdi usion model will have at least ve, since jump process needs at least a rate, a mean and a variance, depending on the jump-ampli...

when a direct voltage is applied under low injection conditions. In Equation (1) o is the angular frequency o= 2pf, where f is the frequency, R0=(dI/ dV)ÿ1, tp is the lifetime of the hole minority carriers, w is the length of the lower doped n bulk region, Lp is the minority carrier di€usion length for holes, with tp=Lp /Dp, where Dp is the di€usion coecient, and ®nally tw=w /Dp is a character...

This work provides the rst detailed investigation of the disturbed di usion scheme FOS/C introduced in [17] as a type of di usion distance measure within a graph partitioning framework related to Lloyd's k-means algorithm [14]. After outlining connections to distance measures proposed in machine learning, we show that FOS/C can be related to random walks despite its disturbance. Its convergence...

That information surprises result in discontinuous interest rates is no surprise to participants in the bond markets. We develop a class of jump-di®usion models of the short rate to capture surprise e®ects, and show that these models o®er a good statistical distribution of short rate behavior, and are useful in understanding many empirical phenomena. Continuous-time and discrete-time estimators...

Why is Africa poor? Conversely, what has sustained the immense economic growth we have seen in the U.K., the U.S., and other developed countries over the last couple of centuries? While there is no single answer to these questions, technical change looms large among possible explanations. From Solow’s seminal work on growth theory to the “new growth economics”, technical change is the engine of...

When the supply of intermittent renewable energies like wind and solar is high, the electricity price is low. Conversely, prices are high when their supply is low. This reduces the pro t potential in renewable energies and, therefore, incentives to invest in renewable capacities. Nevertheless, we show that perfect competition and dynamic pricing lead to e cient choices of renewable and fossil c...

Understanding the nature of di usion in complex and compact systems, such as alloyed metals, remains a serious challenge in contemporary materials science. Since these processes take place in the bulk, direct observation, using any of the scanning probes, is ruled out and most experimental probes have to be indirect. On the simulation side, progress has been hampered by the long time scale typi...

The effect of dissolved water on the diffusivity of Ar in glasses and melts of rhyolitic and albitic compositions was investigated experimentally at pressures up to 1500 MPa and water contents of 0.1^5 wt%. The data for water-poor rhyolitic composition at 500 MPa can be described in the whole temperature range of 480^11023C by a simple Arrhenius relationship DAr = 2.14U1036 m2/s exp(318 883/T)....