Results 11 to 20 of about 703,985 (336)
Estimating volatility from recent high frequency data, we revisit the question of the smoothness of the volatility process. Our main result is that log-volatility behaves essentially as a fractional Brownian motion with Hurst exponent H of order 0.1, at any reasonable time scale.
Gatheral, Jim +2 more
openaire +3 more sources
Contact angle influence on the pull-in voltage of microswitches in the presence of capillary and quantum vacuum effects [PDF]
Capillary condensation between the electrodes of microswitches influences the effective pull-in voltage in a manner that depends on the contact angle of the capillary meniscus and the presence of plate surface roughness.
Palasantzas, George,
core +7 more sources
Particulate matter has been increasing worldwide causing air pollution and serious health hazards. Owing to increased time spent indoors and lifestyle changes, assessing indoor air quality has become crucial.
Yong-Keun Choi +9 more
doaj +1 more source
Machined surface quality in terms of residual stress and surface roughness has an important influence on the performance of devices and components. In the present work, we elucidate the formation mechanisms of residual stress and surface roughness of ...
Yao Li +5 more
doaj +1 more source
Slow Transition Path Times Reveal a Complex Folding Barrier in a Designed Protein
De-novo designed proteins have received wide interest as potential platforms for nano-engineering and biomedicine. While much work is being done in the design of thermodynamically stable proteins, the folding process of artificially designed proteins is ...
Alexander Mehlich +4 more
doaj +1 more source
The analysis of sands, and the foundation systems with which they interact, are largely dependent on macroscale behavioral parameters that represent the aggregated response of several microscale characteristics. This research paper examines the influence
Anthony Tessari, Mark Muszynski
doaj +1 more source
Ballistic thermal conductance limited by phonon roughness scattering: A comparison of power-law and Gaussian roughness [PDF]
In this work, we have investigated the influence of power-law roughness on the ballistic thermal conductance KTH for a nanosized beam adiabatically connected between two heat reservoirs.
A. Kambili +8 more
core +1 more source
In-Line Measurement of the Surface Texture of Rolls Using Long Slender Piezoresistive Microprobes
Long slender piezoresistive silicon microprobes are a new type of sensor for measurement of surface roughness. Their advantage is the ability to measure at speeds of up to 15 mm/s, which is much faster than conventional stylus probes.
Linus Teir +7 more
doaj +1 more source
Photogrammetric Prediction of Rock Fracture Properties and Validation with Metric Shear Tests
An accurate understanding of jointed rock mass behavior is important in many applications ranging from deep geological disposal of nuclear waste, to deep mining, and to urban geoengineering projects.
Lauri Uotinen +4 more
doaj +1 more source
This research project studies the role of pulse repetition rate in laser removal of black soiling crust from siliceous sandstone, and specifically, how laser fluence correlates with high pulse repetition rates in cleaning practice.
M. A. Iglesias-Campos +1 more
doaj +1 more source

