4,793 research outputs found

    General Existence Results for Reflected BSDE and BSDE

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    In this paper, we are concerned with the problem of existence of solutions for generalized reflected backward stochastic differential equations (GRBSDEs for short) and generalized backward stochastic differential equations (GBSDEs for short) when the generator fds+gdAsfds + gdA_s is continuous with general growth with respect to the variable yy and stochastic quadratic growth with respect to the variable zz. We deal with the case of a bounded terminal condition ξ\xi and a bounded barrier LL as well as the case of unbounded ones. This is done by using the notion of generalized BSDEs with two reflecting barriers studied in \cite{EH}. The work is suggested by the interest the results might have in finance, control and game theory.Comment: 23 page

    Doubly Reflected BSDEs With Stochastic Quadratic Growth: Around The Predictable Obstacles

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    We prove the existence of maximal (and minimal) solution for one-dimensional generalized doubly reflected backward stochastic differential equation (RBSDE for short) with irregular barriers and stochastic quadratic growth, for which the solution YY has to remain between two rcll barriers LL and UU on [0;T[[0; T[, and its left limit Y−Y_- has to stay respectively above and below two predictable barriers ll and uu on ]0;T]]0; T]. This is done without assuming any PP-integrability conditions and under weaker assumptions on the input data. In particular, we construct a maximal solution for such a RBSDE when the terminal condition ξ\xi is only FT−{\cal F}_T-measurable and the driver ff is continuous with general growth with respect to the variable yy and stochastic quadratic growth with respect to the variable zz. Our result is based on a (generalized) penalization method. This method allow us find an equivalent form to our original RBSDE where its solution has to remain between two new rcll reflecting barriers Y‾\overline{Y} and Y‾\underline{Y} which are, roughly speaking, the limit of the penalizing equations driven by the dominating conditions assumed on the coefficients. A standard and equivalent form to our initial RBSDE as well as a characterization of the solution YY as a generalized Snell envelope of some given predictable process ll are also given.Comment: 21 page

    Evaluation of the effect of sodium silicate addition to mine backfill, Gelfill – Part 2: Effects of mixing time and curing temperature

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    The effects of mixing time and curing temperature on the uniaxial compressive strength (UCS) and microstructure of cemented hydraulic fill (CHF) and sodium silicate-fortified backfill (Gelfill) were investigated in the laboratory. A series of CHF and Gelfill samples was mixed for time periods ranging from 5 min to 60 min and cured at temperatures ranging from 5 �Cto 50 �C for 7 d, 14 d or 28 d. Increasing the mixing time negatively influenced the UCS of Gelfill samples, but did not have a detectable effect on CHF samples. The curing temperature had a strong positive impact on the UCSs of both Gelfill and CHF. An elevated temperature caused rapid UCS development over the first 14 d of curing. Mercury intrusion porosimetry (MIP) indicated that the pore size distribution and total porosity of Gelfill were altered by curing temperature

    Evaluation of the effect of sodium silicate addition to mine backfill, Gelfill − Part 1

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    In this paper, the mechanical properties of sodium silicate-fortified backfill, called Gelfill, were investigated by conducting a series of laboratory experiments. Two configurations were tested, i.e. Gelfill and cemented hydraulic fill (CHF). The Gelfill has an alkali activator such as sodium silicate in its materials in addition to primary materials of mine backfill which are tailings, water and binders. Large numbers of samples of Gelfill and CHF with various mixture designs were cast and cured for over 28 d. The mechanical properties of samples were investigated using uniaxial compression test, and the results were compared with those of reference samples made without sodium silicate. The test results indicated that the addition of an appropriate amount of an alkali activator such as sodium silicate can enhance the mechanical (uniaxial compressive strength) and physical (water retention) properties of backfill. The microstructure analysis conducted by mercury intrusion porosimetry (MIP) revealed that the addition of sodium silicate can modify the pore size distribution and total porosity of Gelfill, which can contribute to the better mechanical properties of Gelfill. It was also shown that the time and rate of drainage in the Gelfill specimens are less than those in CHF specimens made without sodium silicate. Finally, the study showed that the addition of sodium silicate can reduce the required setting time of mine backfill, which can contribute to increase mine production in accordance with the mine safety

    Extremal Black Attractors in 8D Maximal Supergravity

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    Motivated by the new higher D-supergravity solutions on intersecting attractors obtained by Ferrara et al. in [Phys.Rev.D79:065031-2009], we focus in this paper on 8D maximal supergravity with moduli space [SL(3,R)/SO(3)]x[SL(2,R)/SO(2)] and study explicitly the attractor mechanism for various configurations of extremal black p- branes (anti-branes) with the typical near horizon geometries AdS_{p+2}xS^{m}xT^{6-p-m} and p=0,1,2,3,4; 2<=m<=6. Interpretations in terms of wrapped M2 and M5 branes of the 11D M-theory on 3-torus are also given. Keywords: 8D supergravity, black p-branes, attractor mechanism, M-theory.Comment: 37 page

    Peltier Effect Applied to the Design and Realization of a New Mass Flow Sensor

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    The present paper deals with design and realization of a new mass flow sensor using the Peltier effect. The sensor, shaped as a bimetallic circuit includes two continuous parallel strips coated with a great deal of metal plated spots. In such a device, one track performs as a classical thermoelectrical circuitry whose both plated and uncoated parts provide the thermopile junctions. The other strip is subjected to electrical current so as to generate numerous small thermal gradients owing to the Peltier effect. Then, the resulting differences in temperature induce a Seebeck e.m.f. detected by the other strip acting as a receiver. The thermal coupling between transmitter and receiver tracks depends on many variation of the surrounding environment heat transfer coefficient. Therefore, such a device allows us to detect any shift in physical properties related to the apparent thermal conductivity. In special case of a steady state fluid, the induced e.m.f. in the receiving track hinges on the thermal conductivity. When the fluid is in relative motion along the sensor, the velocity can be read out as a funotion of voltage as an application, the sensor is placed into a tube conducting a fluid flow, in order to design a new mass flowmeter
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