We develop a new asset price model where the dynamic structure of the asset price, after the fundamental value is removed, is subject to two different regimes. One regime reflects the normal period where the asset price divided by the dividend is assumed to follow a mean-reverting process around a stochastic long run mean. This latter is allowed to account for possible smooth structural change....

A combination of planar laser imaging and theoretical modeling has been used to examine matrix-assisted pulsed-laser evaporation direct write MAPLE-DW in the bubble regime. MAPLE-DW is a method for patterning substrates via laser-initiated forward transfer of an organic fluid containing metallic particles and coated on a transparent support. For our conditions, best deposition of a silver-based...

This paper discusses our efforts to simulate large systems of bubbles in complex geometries, with specific application to modeling cavitation instabilities. An important unstable regime is the transition from sheet-to-cloud cavitation (SCC). Experiments performed by Callenaere et al. (2001) highlight the unsteady flow structures of SCC, which is characterized by unstable regions of vapor bubble...

Experiments were performed in a cylindrical 0.14 m diameter bubble column with a metal perforated plate. Air and aqueous solutions of glycerol with viscosity 1–22 mPa s were the phases. Gas holdup was measured and plotted against the gas flow rate. The critical point where the homogeneous–heterogeneous regime transition begins was determined by the drift-flux plot of the primary data. The homog...

We predict a novel conformational regime for DNA, where denaturation bubbles form at the tips of plectonemes, and study its properties using coarse-grained simulations. For negative supercoiling, this regime lies between bubble-dominated and plectoneme-dominated phases, and explains the broad transition between the two observed in experiment. Tip bubbles cause localisation of plectonemes within...

This paper uses the visibility and invisibility algorithms to build the peak and trough indicators, providing a way to recognize the convexity, concavity and regime change of the CSI 300 Index from the April 8, 2005 to June 30, 2016. The study found that the automated trading rules discovered by the gradient boosted classification trees models derived from the peak indicator outperform that fro...

Sonoluminescence is the intriguing phenomenon of strong light flashes from tiny bubbles in a liquid. The bubbles are driven by an ultrasonic wave and need to be filled with noble gas atoms. Approximating the emitted light by blackbody radiation indicates very high temperatures. Although sonoluminescence has been studied extensively, the origin of the sudden energy concentration within the bubbl...

in the present study, a heterogeneous and homogeneous gas flow dispersion model for simulation and optimization of a large-scale catalytic slurry reactor for the direct synthesis of dimethyl ether (dme) from synthesis gas (syngas) and co2, using a churn-turbulent regime was developed. in the heterogeneous flow model, the gas phase was distributed into two bubble phases including small and large...

In the present study, a heterogeneous and homogeneous gas flow dispersion model for simulation and optimization of a large-scale catalytic slurry reactor for the direct synthesis of dimethyl ether (DME) from synthesis gas (syngas) and CO2, using a churn-turbulent regime was developed. In the heterogeneous flow model, the gas phase was distributed into two bubble phases including small and large...