63 research outputs found

    Mixed-RKDG Finite Element Methods for the 2-D Hydrodynamic Model for Semiconductor Device Simulation

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    In this paper we introduce a new method for numerically solving the equations of the hydrodynamic model for semiconductor devices in two space dimensions. The method combines a standard mixed finite element method, used to obtain directly an approximation to the electric field, with the so-called Runge-Kutta Discontinuous Galerkin (RKDG) method, originally devised for numerically solving multi-dimensional hyperbolic systems of conservation laws, which is applied here to the convective part of the equations. Numerical simulations showing the performance of the new method are displayed, and the results compared with those obtained by using Essentially Nonoscillatory (ENO) finite difference schemes. From the perspective of device modeling, these methods are robust, since they are capable of encompassing broad parameter ranges, including those for which shock formation is possible. The simulations presented here are for Gallium Arsenide at room temperature, but we have tested them much more generally with considerable success

    A state-price volatility index for China's stock market

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    This study derives a volatility index for China's stock market with similar properties to the Chicago Board Options Exchange Volatility Index (the ‘VIX’). A long-term benchmark of historic volatility expectations is here presented for China from 1996 to 2011, called the ‘China- State-Price Volatility (SPV)’. Construction of this index involves the use of SPV methodology, using implied volatility calculated from options on the Hang Seng China Enterprise Index (HSCEI). Historic open–high–low–close volatility on the Shanghai Composite Index (SHCI) is also used to extend the benchmark prior to the availability of HSCEI options data. The China-SPV successfully forecasts realised volatility for the Shanghai Stock Exchange. It also serves as a ‘fear gauge’ in that it monitors daily movements of the SHCI in the same way that the VIX monitors the S&P 500 index (Whaley, 2009). The China-SPV evidences an increasing relation with the US market in terms of the dynamic correlation of levels and changes with the VIX since 2004

    Composite Membrane with Underwater-Oleophobic Surface for Anti-Oil-Fouling Membrane Distillation

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    In this study, we fabricated a composite membrane for membrane distillation (MD) by modifying a commercial hydrophobic polyvinylidene fluoride (PVDF) membrane with a nanocomposite coating comprising silica nanoparticles, chitosan hydrogel and fluoro-polymer. The composite membrane exhibits asymmetric wettability, with the modified surface being in-air hydrophilic and underwater oleophobic, and the unmodified surface remaining hydrophobic. By comparing the performance of the composite membrane and the pristine PVDF membrane in direct contact MD experiments using a saline emulsion with 1000 ppm crude oil (in water), we showed that the fabricated composite membrane was significantly more resistant to oil fouling compared to the pristine hydrophobic PVDF membrane. Force spectroscopy was conducted for the interaction between an oil droplet and the membrane surface using a force tensiometer. The difference between the composite membrane and the pristine PVDF membrane in their interaction with an oil droplet served to explain the difference in the fouling propensities between these two membranes observed in MD experiments. The results from this study suggest that underwater oleophobic coating can effectively mitigate oil fouling in MD operations, and that the fabricated composite membrane with asymmetric wettability can enable MD to desalinate hypersaline wastewater with high concentrations of hydrophobic contaminants
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