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  • Search: subject:"Diffusion coefficient"
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Year of publication
Subject
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Diffusion coefficient 14 Glass transition 3 Long-time self-diffusion coefficient 3 Stochastic process 3 Stochastischer Prozess 3 Supercooled liquids 3 Surface diffusion coefficient 3 diffusion coefficient 3 Anomalous diffusion 2 Brownian martingale 2 Dynamic diffusion coefficient 2 Estimation 2 Estimation theory 2 Excluded volume 2 Free volume 2 Glasses 2 Mean-square displacement 2 Model selection 2 Molecular dynamics 2 Nonparametric estimation 2 Schätztheorie 2 Schätzung 2 Surface diffusion 2 Viscosity 2 constant elasticity of variance model 2 derivative hedging 2 diffusion coefficient function 2 growth optimal portfolio 2 kernel estimation 2 standard Brownian motion 2 7901 05-05-14; 7835/0206 1 Analysis of variance 1 Anisotropic diffusion coefficient 1 Barrier 1 Biased random walk 1 Binary mixture 1 Bisection method 1 Boltzmann equation 1 Boltzmann transport equation 1 Brownian dynamics 1
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Online availability
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Undetermined 31 Free 4
Type of publication
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Article 34 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Article 1
Language
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Undetermined 31 English 4
Author
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Platen, Eckhard 3 Tokuyama, Michio 3 Baldeaux, Jan 2 Carr, Peter 2 Ignatieva, Katja 2 M.C. Sagis, Leonard 2 Rah, Kyunil 2 A. Dubkov, Alexander 1 Amarante-Segundo, Gesil S. 1 Bandow, Bernhard 1 Bomont, Jean-Marc 1 Bretonnet, Jean-Louis 1 Caffarena, Ernesto R. 1 Chara, Osvaldo 1 Chen, Xiangjun 1 Cheng, Yuanping 1 Cichocki, B. 1 Comte, F. 1 Dubbeldam, Johan L.A. 1 Ferrara, C. Gastón 1 Garcı́a-Colı́n, L.S. 1 Gauthier, Michel G. 1 Genon-Catalot, V. 1 Godoy, Salvador 1 Grigera, J. Raúl 1 Guerra, Maria Letizia 1 Hess, Siegfried 1 Horii, Zene 1 Ignatieva, Ekaterina 1 Kao, Chunyu 1 Khrapatiy, S. 1 Kohira, Eri 1 Koza, Zbigniew 1 Kremer, Gilberto M. 1 Kröger, Martin 1 Kutner, R. 1 Kutner, Ryszard 1 Lebovka, N. 1 McCarthy, Andrés N. 1 Narumi, Takayuki 1
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Institution
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Finance Discipline Group, Business School 1
Published in...
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Physica A: Statistical Mechanics and its Applications 24 Applied Energy 1 Computational Statistics & Data Analysis 1 Finance and Stochastics 1 International journal of financial engineering 1 Mathematics and Computers in Simulation (MATCOM) 1 Natural Hazards 1 Research Paper Series / Finance Discipline Group, Business School 1 Risks 1 Risks : open access journal 1 Statistical Inference for Stochastic Processes 1 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1
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Source
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RePEc 31 ECONIS (ZBW) 3 EconStor 1
Showing 11 - 20 of 35
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Green–Kubo relations for dynamic interfacial excess properties
Sagis, Leonard M.C. - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 15, pp. 3805-3815
derive Green–Kubo relations for the surface shear viscosity, the surface dilatational viscosity, the surface diffusion … coefficient, and the surface thermal conductivity. These Green-Kubo relations can be used to compute these excess transport …
Persistent link: https://www.econbiz.de/10010874699
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Non-parametric estimation of the diffusion coefficient from noisy data
Schmisser, Emeline - In: Statistical Inference for Stochastic Processes 15 (2012) 3, pp. 193-223
diffusion coefficient σ(x). At discrete times t <Subscript> k </Subscript> = k δ for k from 1 to M, we observe noisy data of the … whereas M δ is large. Then, the diffusion coefficient σ <Superscript>2</Superscript> is estimated in a compact set A in a non …
Persistent link: https://www.econbiz.de/10010992889
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Estimating the diffusion coefficient function for a diversified world stock index
Ignatieva, Katja; Platen, Eckhard - In: Computational Statistics & Data Analysis 56 (2012) 6, pp. 1333-1349
diffusion coefficient function in the dynamics of the discounted WSI. A square root process turns out to be an excellent …
Persistent link: https://www.econbiz.de/10010574471
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Self diffusion of the nano-encapsulated phase change materials: A molecular dynamics study
Rao, Zhonghao; Wang, Shuangfeng; Peng, Feifei - In: Applied Energy 100 (2012) C, pp. 303-308
molecular dynamics simulation results showed that the self diffusion coefficient of n-octadecane decreased when the shell was …
Persistent link: https://www.econbiz.de/10010588014
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Generalized Langevin equation with a three parameter Mittag-Leffler noise
Sandev, Trifce; Tomovski, Živorad; Dubbeldam, Johan L.A. - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 21, pp. 3627-3636
The relaxation functions for a given generalized Langevin equation in the presence of a three parameter Mittag-Leffler noise are studied analytically. The results are represented by three parameter Mittag-Leffler functions. Exact results for the velocity and displacement correlation functions of...
Persistent link: https://www.econbiz.de/10011064062
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Excluded volume effect on entropy and clustering behaviors in supercooled liquids and glasses
Rah, Kyunil - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 1, pp. 27-39
We study the significant entropy changes in supercooling and glass transition by developing a two (H and L) state cluster model, where the H-state represents the clusters with the coordination number z being larger than the reference size zR and the L-state those with zzR, respectively. We...
Persistent link: https://www.econbiz.de/10011061266
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Nonparametric estimation for a stochastic volatility model
Comte, F.; Genon-Catalot, V.; Rozenholc, Y. - In: Finance and Stochastics 14 (2010) 1, pp. 49-80
Persistent link: https://www.econbiz.de/10008491565
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Self-diffusion in multi-component glass-forming systems
Tokuyama, Michio - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 15, pp. 3083-3092
viewpoint. A simple analytic form of long-time self-diffusion coefficient DSL is proposed. The equations for the mean …
Persistent link: https://www.econbiz.de/10011061631
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Water behavior in the neighborhood of hydrophilic and hydrophobic membranes: Lessons from molecular dynamics simulations
Chara, Osvaldo; McCarthy, Andrés N.; Ferrara, C. Gastón; … - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 21, pp. 4551-4559
The study of properties of water in the vicinity of surfaces poses a fascinating challenge. In this article we studied the behavior of water molecules in the neighborhood of membranes. We addressed the question of how these water molecules are influenced by the membranes’ hydrophilicity. Three...
Persistent link: https://www.econbiz.de/10011064543
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Tunnel effect as a hidden variable theory test
Oliveira, Adélcio C.; Amarante-Segundo, Gesil S. - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 8, pp. 1413-1418
observed that the diffusion coefficient, in the energy space, has to be inversely proportional to the exponential of the mass …
Persistent link: https://www.econbiz.de/10010590561
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