In this article, we propose a numerical algorithm for computing price of discrete single and double barrier option under the emph{Black-Scholes} model. In virtue of some general transformations, the partial differential equations of option pricing in different monitoring dates are converted into simple diffusion equations. The present method is fast compared to alterna...

Smart grid technologies (SGT) comprise technologies from various domains, among others information systems (IS). IS can contribute decisively to upgrade the nowadays electromechanically controlled energy systems to electronically controlled networks (Watson, Boudreau and Chen 2010). However, to date the organizational adoption of SGT is rather limited. Thus, we developed a model based upon the ...

To apply the nanomaterial as a component in the packaging material structure, in this research, the carboxymethyl cellulose (CMC)/polyvinyl alcohol (PVA) film were prepared with three levels of nanoclay particles (0.5, 1 and 3%) using solution casting evaporation method. The incorporation of nanoclay on mechanical, water vapor permeability, and oxygen barrier properties of CMC/PVA-based film wa...

The carboxymethyl cellulose (CMC)/polyvinyl alcohol (PVA) film were prepared by adding three levels of nanoclay particles (0.5, 1 and 3%) using solution casting evaporation method. The incorporation of nanoclay on mechanical, water vapor permeability, and oxygen barrier properties of CMC/PVA-based film was investigated. The best result was obtained through the nanocomposite film contain 3% nano...

The design of clay plugs used for sealing access galleries to a radioactive waste repository built with concrete structures in a deep clayey formation must take into consideration their chemical evolution over time. Diffusion of an alkaline plume from concrete into bentonite was therefore modeled over a 100,000-year period with the PHREEQC geochemical code in order to determine, as a function o...

I have used low-temperature scanning tunneling microscopy to investigate cluster diffusion phenomena in both the early stages of nucleation and growth and the late stages for a highly mismatched system, Cu on Ag(111). In particular, activation energies and prefactors for cluster diffusion are measured directly by tracking cluster motion with atomic precision at multiple temperatures to determin...

Diffusion is interesting because it is slow. As a result, many studies of diffusion seek ways to make the process fast and selective. For example, most membrane separations use thin polymer films to recover particular chemicals. Nitrogen is separated from air, and water is purified by ultrafiltration. This is an active and important area of diffusion research. However, in other cases, we may se...

In polarized mature neurons, the asymmetrical distribution of proteins between axonal and somatodendritic plasma membrane (PM) domains may be maintained by a diffusion barrier at the axon-soma boundary. At the boundary, a complex containing membrane-associated and cytoskeletal proteins is formed, anchoring axonal membrane proteins and indirectly hindering the diffusion of other membrane protein...

We present the temperature dependence of the growth rate of carbon nanofibers by plasma-enhanced chemical vapor deposition with Ni, Co, and Fe catalysts. We extrapolate a common low activation energy of 0.23-0.4 eV, much lower than for thermal deposition. The carbon diffusion on the catalyst surface and the stability of the precursor molecules, C2H2 or CH4, are investigated by ab initio plane w...