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Essays on financial and international economicsSu, Xiaojing 15 May 2009 (has links)
No description available.
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Essays in financial economics and risk managementZou, Lin 15 May 2009 (has links)
No description available.
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Shale Oil Production Performance from a Stimulated Reservoir VolumeChaudhary, Anish Singh 2011 August 1900 (has links)
The horizontal well with multiple transverse fractures has proven to be an effective strategy for shale gas reservoir exploitation. Some operators are successfully producing shale oil using the same strategy. Due to its higher viscosity and eventual 2-phase flow conditions when the formation pressure drops below the oil bubble point pressure, shale oil is likely to be limited to lower recovery efficiency than shale gas. However, the recently discovered Eagle Ford shale formations is significantly over pressured, and initial formation pressure is well above the bubble point pressure in the oil window. This, coupled with successful hydraulic fracturing methodologies, is leading to commercial wells. This study evaluates the recovery potential for oil produced both above and below the bubble point pressure from very low permeability unconventional shale oil formations.
We explain how the Eagle Ford shale is different from other shales such as the Barnett and others. Although, Eagle Ford shale produces oil, condensate and dry gas in different areas, our study focuses in the oil window of the Eagle Ford shale. We used the logarithmically gridded locally refined gridding scheme to properly model the flow in the hydraulic fracture, the flow from the fracture to the matrix and the flow in the matrix. The steep pressure and saturation changes near the hydraulic fractures are captured using this gridding scheme. We compare the modeled production of shale oil from the very low permeability reservoir to conventional reservoir flow behavior.
We show how production behavior and recovery of oil from the low permeability shale formation is a function of the rock properties, formation fluid properties and the fracturing operations. The sensitivity studies illustrate the important parameters affecting shale oil production performance from the stimulated reservoir volume. The parameters studied in our work includes fracture spacing, fracture half-length, rock compressibility, critical gas saturation (for 2 phase flow below the bubble point of oil), flowing bottom-hole pressure, hydraulic fracture conductivity, and matrix permeability.
The sensitivity studies show that placing fractures closely, increasing the fracture half-length, making higher conductive fractures leads to higher recovery of oil. Also, the thesis stresses the need to carry out the core analysis and other reservoir studies to capture the important rock and fluid parameters like the rock permeability and the critical gas saturation.
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Detonation Diffraction into a Confined VolumePolley, Nolan Lee 2010 December 1900 (has links)
Detonation diffraction has been, and remains, an active area of research. However, detonation diffraction into a confined volume, and specifically the transformation of a planar detonation into a cylindrical detonation, is an area which has received little attention. Experimental work needs to be conducted on detonation diffraction into a confined volume to better understand how the interaction of the diffracted shock wave with a confining wall impacts the detonation diffraction process. Therefore, a facility was constructed to study this problem, and experiments were conducted to determine under what conditions a planar detonation could be successfully transformed into a cylindrical detonation. Four different fuel-oxidizer mixtures, C₂H₂+ 2.5 O₂, C₂H₂+ 4 O₂, C₂H₄+ 3 O₂ and H₂+ 0.5 O₂, were tested in this study using a combination of pressure transducers and soot foil records as diagnostics. Three different regimes of successful transmission; spontaneous re-ignition, continuous reflected re-initiation, and discontinuous reflected re-initiation, were identified. The detonation cell size and the distance from the tube exit to the confining wall, or gap size, were determined to be the most important parameters in the transmission process and a linear correlation for determining whether or not transmission will be successful for a given set of initial conditions was developed for gap sizes between 10 and 35 mm. For gap sizes smaller than 10 mm or gap size larger than 35 mm the linear correlation does not apply. Finally, the results of this study are compared to results on detonation diffraction into a confined volume available in the literature and explanations for any disagreements are given. This study showed that when compared to transmission of a detonation into an unconfined volume, the transmission of a detonation into a confined volume, for the majority of gap sizes, is possible for a wider range of conditions. However, for extremely small gap sizes, when compared to transmission into an unconfined volume, the range of conditions for which successful transmission is possible into a confined volume is actually narrower.
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none.Chen, Chun-yu 14 July 2009 (has links)
We investigate the information link between Taiwan option and stock markets by using the multimarket sequential trade model developed by Easley, O¡¦Hara and Srinivas (1998). We test the condition if informed traders trade in the Taiwan option market by investigating the information role of TXO trading volume in Taiwan option market. The result shows that traders¡¦ activity in Taiwan option market is informative and TXO trading volumes have information content for future stock index movements. We show that the ¡§positive news¡¨ and ¡§negative news¡¨ option volumes can predict stock index over 45 minutes; what is different from the empirical result of Easley, O¡¦Hara and Srinivas (1998) is that in Taiwan option market even the standard call, put or all option volumes have predictive power for 25 minutes.
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Slice-Based Water Simulation for Breaking WavesWu, Jyun-ming 04 September 2009 (has links)
The simulation of breaking wave has a computationally intensive application. In order to reduce the computation, this thesis presents a slice-based water simulation method for ocean breaking waves on natural simulation by generating the 2D simulations and then integrating these 2D simulation results into a 3D shape. We first simulate a 2D wave by a 2D Navier-Stokes solver to obtain the varying of ocean. Then, we combine VOF (Volume of fluid) with a new reconstruct free surface method that is a fast 2D simulation. We use linear interpolation with noise function to construct a complete 3D ocean simulation from these 2D simulations. By doing these, one can reduce the computation time and achieve better efficiency.
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Efficient Compression Techniques for Multi-Dimensional ImagesLalgudi, Hariharan G. January 2009 (has links)
With advances in imaging and communication systems, there is increased use of multi-dimensional images. Examples include multi-view image/video, hyperspectral image/video and dynamic volume imaging in CT/MRI/Ultrasound. These datasets consume even larger amounts of resources for transmission or storage compared to 2-D images. Hence, it is vital to have efficient compression methods for multi-dimensional images. In this dissertation, first, a JPEG2000 Part-2 compliant scheme is proposed for compressing multi-dimensional datasets for any dimension N>=3. Secondly, a novel view-compensated compression method is investigated for remote visualization of volumetric data. Experimental results indicate superior compression performance compared to state-of-the-art compression standards. Thirdly, a new scalable low complexity coder is designed that sacrifices some compression efficiency to get substantial gain in throughput. Potential use of the scalable low complexity coder is illustrated for two applications: Airborne video transmission and remote volume visualization.
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Fluid surface reconstruction from particlesWilliams, Brent Warren 05 1900 (has links)
Outlined is a new approach to the problem of surfacing particle-based fluid simulations. The key idea is to construct a surface that is as smooth as possible while remaining faithful to the particle locations. We describe a mesh-based algorithm that expresses the surface in terms of a constrained optimization problem. Our algorithm incorporates a secondary contribution in Marching Tiles, a generalization of the Marching Cubes isosurfacing algorithm. Marching Tiles provides guarantees on the minimum vertex valence, making the surface mesh more amenable to numerical operators such as the Bilaplacian.
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Cheminių junginių farmakokinetinio parametro pasiskirstymo tūrio įvertinimas ir pritaikymas naujų vaistų paieškai / Estimation of chemical substances’ pharmacokinetic parameter the volume of distribution and its apply to the process of new drugs’ screeningPaškevičius, Liudvikas 01 July 2005 (has links)
The aim of this study is to determine how Volume of Distribution (VD) – one of the main characters of pharmacokinetic data is obtained, what methods are used, how reliable values they give, and a new computational QSAR algorithm for prediction of VD is built and discussed.
The development of a new drug estimated total time of more than 14 years with investment exceeding U$900 million in 1990-ies up to €1 billion in 2000. Studies show that elimination of new developed drugs from the last stage screening process or even withdrawal from market usually is a result of poorly predicted pharmacokinetic data.
The main goal of our study was to build a new computational algorithm for prediction of VD that would result in lessened cost and time consumption. The prediction of VD using quantity-structure activity relationship (QSAR) method the algorithm shows VD values statistically better than obtained in other methods of. We based experimental algorithm on 760 values of VD compiled from literature, original articles, and Internet databases and proved data quality as 'Good', 'Moderate', 'Bad' or 'Very bad'. We investigated literature sources to have data mostly after intravenous bolus administration of the drug, VSS, and tested the algorithm on 96 more newly obtained drug VD values that were not included in building the computational algorithm. Mean fold error for Training Set was 1,87, and 2,08 for Testing Set.
We built and concluded the module to be good for prediction of VD for acid... [to full text]
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Computational Study of Volumetric Effects of HydrationPatel, Nisha 19 December 2011 (has links)
Molecular Dynamics (MD) simulations were used in conjunction with the Kirkwood-Buff (KB) theory to compute partial molar volume (PMV) for solutes of various chemical natures. Simulations performed with only the Lennard-Jones (LJ) potential yield PMV for solutes which coincide with the cavity volumes derived from calculations with scaled particle theory (SPT). Whereas, simulations carried out with only the repulsive LJ term produced PMV of solutes closer to their excluded volumes. We also determined the thermal volume, VT, which represents the volume of the effective void created around solutes of varying cavity sizes and applied the spherical approximation of solute geometry to evaluate the thickness of the thermal volume, . Our results reveal an increase in the thickness of thermal volume, , with an increase in the size of the solute. Our theoretical results are in good agreement with the reported empirical schemes for parsing PMV data on small solutes.
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