Dissertations / Theses: 'Diffusion Model'

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Haag, Berthold R. "Model choice in structured nonparametric regression and diffusion models." [S.l. : s.n.], 2006. http://madoc.bib.uni-mannheim.de/madoc/volltexte/2006/1311.

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Luzardo, A. "The Rescorla-Wagner Drift-Diffusion model." Thesis, City, University of London, 2018. http://openaccess.city.ac.uk/19210/.

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Computational models of classical conditioning have made significant contributions to the theoretic understanding of associative learning, yet they still struggle when the temporal aspects of conditioning are taken into account. Interval timing models have contributed a rich variety of time representations and provided accurate predictions for the timing of responses, but they usually have little to say about associative learning. In this thesis we present a unified model of conditioning and timing that is based on the influential Rescorla-Wagner conditioning model and the more recently developed Timing Drift-Diffusion model. We test the model by simulating 11 experimental phenomena and show that it can provide an adequate account for 9, and a partial account for the other 2. We argue that the model can account for more phenomena in the chosen set than these other similar in scope models: CSCTD, MS-TD, Learning to Time and Modular Theory. A comparison and analysis of the mechanisms in these models is provided, with a focus on the types of time representation and associative learning rule used.

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Hrabe, Jan, Fanrong Xiao, Robert Colbourn, and Sabina Hrabetova. "A model of anomalous extracellular diffusion." Universitätsbibliothek Leipzig, 2016. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-198254.

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Chen, Lu. "A Diffusion Model for Compositional Data." Kent State University / OhioLINK, 2016. http://rave.ohiolink.edu/etdc/view?acc_num=kent1478642808748389.

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Danda, Swetha. "Generalized diffusion model for image denoising." Morgantown, W. Va. : [West Virginia University Libraries], 2007. https://eidr.wvu.edu/etd/documentdata.eTD?documentid=5481.

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Thesis (M.S.)--West Virginia University, 2007.
Title from document title page. Document formatted into pages; contains viii, 62 p. : ill. Includes abstract. Includes bibliographical references (p. 59-62).

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Beltran-Villegas, Daniel J., and Michael A. Bevan. "Smoluchowski model of colloidal crystallization dynamics." Universitätsbibliothek Leipzig, 2015. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-184980.

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Beck, Christopher A. "Diffusion-collision model calculations of protein folding /." Thesis, Connect to Dissertations & Theses @ Tufts University, 2001.

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Thesis (Ph.D.)--Tufts University, 2001.
Adviser: David L. Weaver. Submitted to the Dept. of Physics. Includes bibliographical references (leaves 148-149). Access restricted to members of the Tufts University community. Also available via the World Wide Web;

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Samprovalaki, Konstantina. "Online visualisation of diffusion in model foods." Thesis, University of Birmingham, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.421736.

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Rudakova, Maya, and Andrey Filippov. "Diffusivity of water in a biological model membrane." Universitätsbibliothek Leipzig, 2016. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-197030.

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Mukherjee, Sayak. "Applications of Field Theory to Reaction Diffusion Models and Driven Diffusive Systems." Diss., Virginia Tech, 2009. http://hdl.handle.net/10919/39293.

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In this thesis, we focus on the steady state properties of two systems which are genuinely out of equilibrium. The first project is an application of dynamic field theory to a specific non equilibrium critical phenomenon, while the second project involves both simulations and analytical calculations. The methods of field theory are used on both these projects. In the first part of this thesis, we investigate a generalization of the well-known field theory for directed percolation (DP). The DP theory is known to describe an evolving population, near extinction. We have coupled this evolving population to an environment with its own nontrivial spatio-temporal dynamics. Here, we consider the special case where the environment follows a simple relaxational (model A) dynamics. We find two marginal couplings with upper critical dimension of four, which couple the two theories in a nontrivial way. While the Wilson-Fisher fixed point remains completely unaffected, a mismatch of time scales destabilizes the usual DP fixed point. Some open questions and future work remain. In the second project, we focus on a simple particle transport model far from equilibrium, namely, the totally asymmetric simple exclusion process (TASEP). While its stationary properties are well studied, many of its dynamic features remain unexplored. Here, we focus on the power spectrum of the total particle occupancy in the system. This quantity exhibits unexpected oscillations in the low density phase. Using standard Monte Carlo simulations and analytic calculations, we probe the dependence of these oscillations on boundary effects, the system size, and the overall particle density. Our simulations are fitted to the predictions of a linearized theory for the fluctuation of the particle density. Two of the fit parameters, namely the diffusion constant and the noise strength, deviate from their naive bare values [6]. In particular, the former increases significantly with the system size. Since this behavior can only be caused by nonlinear effects, we calculate the lowest order corrections in perturbation theory. Several open questions and future work are discussed.
Ph. D.

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Piatkowski, Jakub Przemyslaw. "Probing the brain's white matter with diffusion MRI and a tissue dependent diffusion model." Thesis, University of Edinburgh, 2014. http://hdl.handle.net/1842/8850.

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While diffusion MRI promises an insight into white matter microstructure in vivo, the axonal pathways that connect different brain regions together can only partially be segmented using current methods. Here we present a novel method for estimating the tissue composition of each voxel in the brain from diffusion MRI data, thereby providing a foundation for computing the volume of different pathways in both health and disease. With the tissue dependent diffusion model described in this thesis, white matter is segmented by removing the ambiguity caused by the isotropic partial volumes: both grey matter and cerebrospinal fluid. Apart from the volume fractions of all three tissue types, we also obtain estimates of fibre orientations for tractography as well as diffusivity and anisotropy parameters which serve as proxy indices of pathway coherence. We assume Gaussian diffusion of water molecules for each tissue type. The resulting three-tensor model comprises one anisotropic (white matter) compartment modelled by a cylindrical tensor and two isotropic compartments (grey matter and cerebrospinal fluid). We model the measurement noise using a Rice distribution. Markov chain Monte Carlo sampling techniques are used to estimate posterior distributions over the model’s parameters. In particular, we employ a Metropolis Hastings sampler with a custom burn-in and proposal adaptation to ensure good mixing and efficient exploration of the high-probability region. This way we obtain not only point estimates of quantities of interest, but also a measure of their uncertainty (posterior variance). The model is evaluated on synthetic data and brain images: we observe that the volume maps produced with our method show plausible and well delineated structures for all three tissue types. Estimated white matter fibre orientations also agree with known anatomy and align well with those obtained using current methods. Importantly, we are able to disambiguate the volume and anisotropy information thus alleviating partial volume effects and providing measures superior to the currently ubiquitous fractional anisotropy. These improved measures are then applied to study brain differences in a cohort of healthy volunteers aged 25-65 years. Lastly, we explore the possibility of using prior knowledge of the spatial variability of our parameters in the brain to further improve the estimation by pooling information among neighbouring voxels.

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Lin, Chun-Sien. "The breakdown of Ag diffusion barrier in the model Cu-Ag-Ni diffusion triple /." The Ohio State University, 1985. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487259580261377.

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Ye, Guanghua, and Marc-Olivier Coppens. "Optimization of bifunctional catalysts in the presence of diffusion limitations, by using a single particle model and a fixed bed model." Universitätsbibliothek Leipzig, 2016. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-198762.

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14

Zambon, Nancy. "Jumps diffusion and jump risk pricing." Doctoral thesis, Università degli studi di Padova, 2017. http://hdl.handle.net/11577/3423229.

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Every day market operators exchange tens of thousand of stocks, creating an extremely rich information set to study price dynamics. Indeed, the pattern followed by asset returns have been a fundamental topic in finance literature for decades. Several studies provide evidence, Ball and Torous (1983), Jarrow and Rosenfeld (1984), and Jorion (1988) among others, that stock prices show sudden but infrequent movements of large magnitude, that are commonly known as jumps. Thus, it is a standard to design the dynamic of stock prices as a combination of a continuous diffusion component, plus discontinuous jumps. Because of their relevance in economics, finance, and decision sciences, the present thesis focuses on jumps in stock returns. Note, Chapters 1 and 2 represent two different papers, respectively entitled “Jump risk and pricing implications” and “The cross-sectional diffusion of jumps and the identifcation of collective sectorial movements”, each of them develops the main theme in a different direction. Chapter 1: construction of a jump risk factor. A central model in the description of market returns and risks is the Sharpe (1964), Lintner (1965), Mossin (1966) and Black (1972) CAPM. Subsequently, Fama and French (1993) and Carhart (1997) among others, proposed alternative asset-pricing models that add to the CAPM additional risk sources. Chapter 1 contributes to the existing literature by proposing a factor which captures investors fear of future jumps. Moreover, we add it to the Carhart (1997) model, thus putting forward a 5-factor model, and show that not only our factor is able to capture common variation in stock returns, but also that its use improves the model performance. We additionally compute the risk premiums for the five risk sources of the model and find that they are always positive and not signifcantly different from their factor means. In doing this we employ all CRSP stocks over the 1925-2014 sample period, which leads to 89 years of assets prices and more than 24,000 stocks. Chapter 2: cross-sectional jump diffusion. Even if there is evidence of price jumps in various markets, there is still little understanding about their cross-sectional diffusion. Chapter 2 investigates the presence of contemporaneous jumps among a large number of stocks, the multivariate jumps (or MJs), using a high-frequency dataset of considerable dimension. The database includes 1-minute prices for all 3,509 stocks belonging to the Russell 3000 index between January 2, 1998 and June 5, 2015 (4,344 days), data that we treat both as a whole as well by focusing on its 11 industries. Using the information about MJs, we then propose two indexes which summarize data on cross-sectional jump diffusion: the daily diffusion index (or DID), and the intraday diffusion index (or DII). Results confirm the usefulness of both DID and DII, which trends and residuals show more and higher spikes in correspondence of important economic moments, as in 2008 and 2010. Moreover, we observe a positive and signifcant association of diffusion indexes with the market, and highlight that limiting the analysis to systemic events could be misleading and incomplete, while we suggest a combined use of systemic and non-systemic MJs. We additionally establish a relationship between detected MJs and market-level news. Our results have important implication not only for asset allocation and hedging, but also in asset pricing. Regarding this last point, by including our diffusion indexes to the CAPM model, we prove that DID and DII capture common variation in stock returns that is missed by the market factor. This advocates to employ mulivariate jump information to build a factor capturing the cross-sectional jump risk, which could then be added, e.g., to the 5-factor model we propose in Chapter 1.
Ogni giorno gli operatori di mercato si scambiano decine di migliaia di titoli, creando in questo modo un ricco bacino d'informazione che può essere utilizzato per studiare la dinamica dei prezzi. Infatti, il processo seguito dai rendimenti dei titoli rappresenta un argomento fondamentale nella letteratura finanziaria da decenni. Diversi studi forniscono prove, tra gli altri Ball e Torous (1983), Jarrow e Rosenfeld (1984), e Jorion (1988), circa la presenza di improvvisi ed infrequenti movimenti di grande ampiezza nei prezzi delle azioni, conosciuti con il nome di jump (salti). Pertanto, è uno standard disegnare la dinamica dei prezzi delle azioni combinando una componente diffusiva continua e una componente discontinua rappresentata dai jump. A causa della loro rilevanza in economia, finanza e scienze delle decisioni, la presente tesi si concentra sui jump nei rendimenti azionari. Si noti che i capitoli 1 e 2 rappresentano due diversi paper, intitolati rispettivamente "Rischio legato ai jump e implicazioni sui prezzi" e "La diffusione nella cross-section dei jump e l'identificazione dei movimenti settoriali di tipo collettivo", ognuno dei quali sviluppa il tema principale in una diversa direzione. Capitolo 1: costruzione di un fattore di rischio legato ai jump. Un modello centrale nella descrizione dei rischi e rendimenti di mercato è quello proposto da Sharpe (1964), Lintner (1965), Mossin (1966) e Black (1972): il CAPM. Successivamente, Fama e French (1993) e Carhart (1997), tra gli altri, hanno proposto modelli di asset pricing alternativi, sviluppati espandono il CAPM con l’aggiunta di ulteriori fonti di rischio. Il primo capitolo contribuisce alla letteratura esistente proponendo un fattore in grado di catturare la paura degli investitori di futuri salti nei prezzi delle azioni, fattore che viene successivamente aggiunto al modello di Carhart (1997) creando, di conseguenza, un modello a cinque fattori. Tramite l’utilizzo di questo modello, dimostriamo che non solo il nostro fattore è in grado di catturare variazioni comuni nei rendimenti azionari, ma anche che il suo utilizzo migliora le prestazioni del modello. Infine calcoliamo i premi per il rischio associati alle cinque fonti di rischio del modello e mostriamo che essi sono sempre positivi e non significativamente diversi dai rendimenti medi dei fattori. Il database utilizzato per tutte le elaborazioni è costituito dalle informazioni reperibili tramite il CRSP per il periodo 1925-2014, scelta che ci permette di utilizzare una base di informazioni molto ampia: 89 anni di dati e più di 24.000 titoli. Capitolo 2: diffusione nella cross-section dei jump. Nonostante sia stata evidenziata la presenza di jump nei prezzi dei titoli per vari mercati, continua ad essere limitata la comprensione della loro diffusione nella cross-section. Il secondo capitolo indaga la presenza di jump che coinvolgono contemporaneamente un gran numero di azioni, i salti multivariati (o MJ), utilizzando un database di dati in alta frequenza di notevoli dimensioni. Il database include i prezzi a 1 minuto per tutti i 3.509 titoli appartenenti all'indice Russell 3000 tra il 2 Gennaio 1998 e il 5 Giugno 2015 (4.344 giorni), dati che trattiamo sia nel loro complesso sia concentrandoci sulle 11 industrie cui appartengono. Utilizzando le informazioni sui jump multivariati, proponiamo due indici informativi della diffusione in cross-section dei jump: un indice di diffusione giornaliero (o DID), e un indice di diffusione intraday (o DII). I risultati confermano l'utilità di entrambi gli indici, i cui trend e residui mostrano picchi più alti in corrispondenza di importanti fasi economiche, come ad esempio il 2008 e il 2010. Inoltre, osserviamo una correlazione positiva e significativa degli indici di diffusione con il mercato ed evidenziamo che un’analisi limitata agli eventi sistemici potrebbe essere fuorviante e incompleta. Diversamente si consiglia l’uso combinato di jump multivariati sistemici e non sistemici. Siamo inoltre in grado di stabilire una relazione tra jump multivariati e notizie a livello di mercato. I nostri risultati hanno importanti implicazioni non solo per le attività di asset allocation ed hedging, ma anche nel settore di asset pricing. Per quanto riguarda questo ultimo punto, includendo i nostri indici di diffusione in un modello CAPM, dimostriamo che, sia il DID che il DII, catturano variazioni comuni dei rendimenti azionari che sono invece tralasciate dal fattore di mercato. Questi risultati depongono a favore dell’utilizzo di informazioni sui jump multivariati per la costruzione di un fattore che catturi il rischio di jump nella cross-section, che potrebbe poi essere aggiunto, ad esempio, nel modello a 5 fattori che abbiamo proposto nel Capitolo 1.

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Aas, Sverre, and Tron Vedul Tronstad. "Diffusion-Based Model for Noise-Induced Hearing Loss." Thesis, Norwegian University of Science and Technology, Department of Electronics and Telecommunications, 2007. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-8761.

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Among several different damaging mechanisms, oxidative stress is found to play an important role in noise-induced hearing loss (NIHL). This is supported by both findings of oxidative damage after noise exposure, and the fact that upregulation of antioxidant defenses seem to reduce the ears susceptibility to noise. Oxidative stress mechanisms could help explain several of the characteristics of NIHL, and we therefore believe that it would be advantageous to estimate noise-induced hearing impairment on the basis of these, rather than the prevailing energy based methods. In this thesis we have tried to model progress of NIHL using diffusion principles, under the assumption that accumulation of reactive oxygen species (ROS) is the cause of hearing impairment. Production, and the subsequent accumulation, of ROS in a group of outer hair cells (OHCs) is assessed by different implementations of sound pressure as in-parameter, and the ROS concentration is used in estimation of noise-induced threshold shift. The amount of stress experienced by the ear is implemented as a summation of ROS concentration with different exponents of power. Measured asymptotic threshold shift (ATS) values are used as a calibrator for the development of threshold shifts. Additionally the results are evaluated in comparison to the standards developed by the International Organization for Standardization (ISO) and the American Occupational Safety and Health Administration (OSHA). Results indicate that ROS production is not directly proportional to the sound pressure, rather anaccelerated formation and accumulation for increasing sound pressure levels (SPLs). Indications are also that the correlation between concentration of ROS and either temporary threshold shift (TTS) and/or permanent threshold shift (PTS) is more complex than our assumption. Because our model is based on diffusion principles we get the same tendency of noise-induced hearing loss development as experimentally measured TTS development. It also takes into account the potentially damaging mechanisms which occur during recovery after exposure, and has the ability to use TTS data for calibration. We therefore suggest that modeling of ROS accumulation in the hair cells could be used advantageously to estimate noise-induced hearing loss.

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Bhikkaji, Bharath. "Model Reduction and Parameter Estimation for Diffusion Systems." Doctoral thesis, Uppsala : Acta Universitatis Upsaliensis : Univ.-bibl. [distributör], 2004. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-4252.

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Frost, Daniel Allen. "The dual jump diffusion model for security prices." Thesis, Massachusetts Institute of Technology, 1993. http://hdl.handle.net/1721.1/12509.

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Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1993.
Vita.
Includes bibliographical references (leaves 225-227).
by Daniel Allen Frost.
Ph.D.

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Oduro, Isaac. "Tempered Double Fractional Diffusion Model For Option Pricing." Case Western Reserve University School of Graduate Studies / OhioLINK, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=case1587641372696034.

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Berros, Jeremy. "American option pricing in a jump-diffusion model." [Gainesville, Fla.] : University of Florida, 2009. http://purl.fcla.edu/fcla/etd/UFE0025116.

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Matychak, Yaroslav, Olga Yeliseyeva, Valentyn Tsisar, and Viktor Fedirko. "The phenomenological model of iron oxidation in Pb melt." Universitätsbibliothek Leipzig, 2016. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-193717.

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Lewis, David P., Sabina Hrabetova, and Jan Hrabe. "Model of extracellular diffusion in layered structure of hippocampus." Universitätsbibliothek Leipzig, 2015. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-184800.

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Petrov, Eugene P., Senthil Arumugam, Jens Ehrig, and Petra Schwille. "Cytoskeletal pinning prevents large-scale phase separation in model membranes." Universitätsbibliothek Leipzig, 2015. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-182836.

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Bardow, André, Volker Göke, Hans-Jürgen Koß, Ernesto Kriesten, Klaus Lucas, and Wolfgang Marquardt. "Multicomponent diffusion coefficients in liquids from model-based raman spectroscopy." Universitätsbibliothek Leipzig, 2016. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-196202.

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Petrov, Eugene P., and Petra Schwille. "Diffusion and conformational dynamics in locally perturbed model membrane systems." Universitätsbibliothek Leipzig, 2016. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-198919.

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In this article, we review our results on diffusion and phase separation in lipid membranes, as well as on interaction of membranes with colloidal particles, biomacromolecules, and supramolecular assemblies, which were obtained within the framework of the Saxon Research Unit FOR 877 “From Local Constraints to Macroscopic Transport”.

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Mikac, Urša, Saša Baumgartner, Ana Sepe, and Julijana Kristl. "MRI study of hydrophilic xanthan tablets with incorporated model drug." Universitätsbibliothek Leipzig, 2015. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-184208.

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Magnetic resonance imaging was used to study swelling dynamics and hydrogel formation of xanthan tablets with or without Pentoxifylline drug in water and HCl pH 1.2 media at two different ionic strengths. Significant changes were observed only in the erosion front positions leading to different hydrogel thicknesses. The impact of the drug on the hydrogel thickness was found to be dependent on the medium conditions at high enough drug amount. The drug does not change the hydrogel thickness in water medium, whereas in acid medium the presence of the drug results in thinner hydrogel. The increased ionic strength in water medium also leads to formation of the thinner hydrogel layer in tablets with high enough drug content, while the effect of NaCl in HCl pH 1.2 medium is very small.

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Mott, Lisa. "Efficient statistical methods for inference and model selection in diffusion-weighted MRI models." Thesis, University of Nottingham, 2016. http://eprints.nottingham.ac.uk/31173/.

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Diffusion-Weighted Magnetic Resonance Imaging (DW-MRI) on the brain is a revolutionary method that provides in-vivo access to tissue macrostructure non-invasively (Basser et al., 1994). Recently, DW-MRI has been shown to have great potential in characterising brain microstructure, such as diameter and size distribution of neuronal fibres, features that were available so far only postmortem or through animal studies (Zhang et al., 2011). Using a process known as Tractography the existence of brain connections can be estimated using a set of DW images (Basser et al., 2000). The main aim of this thesis is to develop efficient methods for studying Tractography within a Bayesian framework. In order to characterise the white matter in the brain we focus on the widely used partial volume model (Behrens et al., 2003). We describe methods that are both time and computationally efficient for estimating the parameters of the partial volume model, before reparametrising the model, so that parameter estimation is viable in some special cases. The partial volume model allows for multiple fibre orientations so we develop methodology to choose between the number of white matter fibres in a voxel. We then take into account the uncertainty in the number of fibre orientations and provide a Fully Probabilistic Tractography method as an alternative to existing Tractography algorithms. Finally we look into the Global Tractography model (Jbabdi et al., 2007) and develop efficient methods for inferring connections between brain regions by investigating methods based on Thermodynamic Integration.

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Beltran-Villegas, Daniel J., and Michael A. Bevan. "Smoluchowski model of colloidal crystallization dynamics." Diffusion fundamentals 16 (2011) 39, S. 1-2, 2011. https://ul.qucosa.de/id/qucosa%3A13774.

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Hansen, Brian, Leif Østergaard, and Peter Vestergaard-Poulsen. "A fractal based model of diffusion MRI in cortical grey matter." Universitätsbibliothek Leipzig, 2015. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-190860.

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Wirbeleit, Frank. "Non-gaussian diffusion model for phosphorus in silicon heavy-doped junctions." Universitätsbibliothek Leipzig, 2016. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-192802.

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Besides common implant techniques, dopant diffusion enables steep diffusion profiles in heavily doped deep-source drain and ultra-shallow junctions as required in advanced microelectronic technology. Experimental phosphorus dopant diffusion profiles in silicon are described by a rational function diffusion (RFD) model, based on direct solution of Fick’s equations and suitable for actual work in junction engineering.

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Kang, Inhan. "Modeling the Interaction of Numerosity and Perceptual Variables with the Diffusion Model." The Ohio State University, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu1555421458277728.

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Rasilainen, Kari. "Matrix diffusion model : in situ tests using natural analogues /." Espoo : Technical Research Centre of Finland, 1997. http://www.vtt.fi/inf/pdf/publications/1997/P331.pdf.

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Lewis, David P., Sabina Hrabetova, and Jan Hrabe. "Model of extracellular diffusion in layered structure of hippocampus." Diffusion fundamentals 16 (2011) 25, S. 1-2, 2011. https://ul.qucosa.de/id/qucosa%3A13757.

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Hrabe, Jan, Fanrong Xiao, Robert Colbourn, and Sabina Hrabetova. "A model of anomalous extracellular diffusion: source location matters." Diffusion fundamentals 24 (2015) 22, S. 1, 2015. https://ul.qucosa.de/id/qucosa%3A14537.

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Löfberg, Jezper, and Albin Lindström. "Modelling the adoption of SPACs with Bass’ diffusion model." Thesis, Mälardalens högskola, Akademin för utbildning, kultur och kommunikation, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-54577.

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The recent observed growth in the diffusion of Special Purpose Acquisition Companies phenomena on the U.S stock market may be analyzed from a mathematical standpoint, where different approaches of the Bass Diffusion Model might be utilized. The Bass diffusion model originates from analysis of product diffusion, where only a few applications have been seen by financial scholars. The thesis takes a multi analytical approach to examine the phenomena, where multiple regression analysis and Bayesian statistics are used in the parameter estimation processes. Estimated parameter are applied in three different scenarios of expressing the Bass diffusion model in a discrete time state. By utilizing these different approaches that arise, the study shows that the diffusion of Special Purpose Acquisition Companies Initial Public Offerings in fact can be analyzed from a mathematical standpoint utilizing the Bass diffusion model. Some approaches and scenarios indicate better results in terms of fitting the diffusion, while purposing practical actualities towards the reader and market practitioners. The study further purposes potential modifications that might improve the results of fitting the phenomena

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Törnqvist, Magnus. "A new model for calculating ion diffusion into wood /." Åbo : Akademi university, 2002. http://catalogue.bnf.fr/ark:/12148/cb40116542m.

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Chen, Tianhong, and Bjoern Reinhard. "A novel free standing lipid membrane model designed for dark field microscopy." Universitätsbibliothek Leipzig, 2015. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-184882.

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Li, Yifei. "Nonlinear diffusion in mathematical biology." Thesis, Queensland University of Technology, 2022. https://eprints.qut.edu.au/234381/1/Yifei_Li_Thesis.pdf.

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Reaction-diffusion models with nonlinear diffusion are widely used for studying population dynamics in biology and ecology. Yet, the relationship between nonlinear diffusion mechanisms in populations and the behaviours of individuals is hard to be intuitively interpreted in classical models. To address this problem, we develop a discrete-continuum modelling framework, where the movement of individuals influenced by crowding effects is connected to the nonlinear diffusivity functions in a well-defined continuum limit. Using this framework, we explore the influence of nonlinear diffusion on population extinction, and analyse the existence and stability of travelling waves in continuous equations which model the invasion process.

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Tang, Furui. "Merton Jump-Diffusion Modeling of Stock Price Data." Thesis, Linnéuniversitetet, Institutionen för matematik (MA), 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-78351.

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In this thesis, we investigate two stock price models, the Black-Scholes (BS) model and the Merton Jump-Diffusion (MJD) model. Comparing the logarithmic return of the BS model and the MJD model with empirical stock price data, we conclude that the Merton Jump-Diffusion Model is substantially more suitable for the stock market. This is concluded visually not only by comparing the density functions but also by analyzing mean, variance, skewness and kurtosis of the log-returns. One technical contribution to the thesis is a suggested decision rule for initial guess of a maximum likelihood estimation of the MJD-modeled parameters.

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39

Darricarrere, Gwenaël, Julien Dutour, and François Henn. "A microscopic flow model based on Brownian dynamics for simulating ionic diffusion in glasses." Universitätsbibliothek Leipzig, 2016. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-195262.

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Ye, Guanghua, and Marc-Olivier Coppens. "Optimization of bifunctional catalysts in the presence of diffusion limitations, by using a single particle model and a fixed bed model." Diffusion fundamentals 24 (2015) 56, S. 1, 2015. https://ul.qucosa.de/id/qucosa%3A14575.

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41

Bennett, Sam. "A Lattice Boltzmann model for diffusion of binary gas mixtures." Thesis, University of Cambridge, 2010. https://www.repository.cam.ac.uk/handle/1810/226851.

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This thesis describes the development of a Lattice Boltzmann (LB) model for a binary gas mixture. Specifically, channel flow driven by a density gradient with diffusion slip occurring at the wall is studied in depth. The first part of this thesis sets the foundation for the multi-component model used in the subsequent chapters. Commonly used single component LB methods use a non-physical equation of state, in which the relationship between pressure and density varies according to the scaling used. This is fundamentally unsuitable for extension to multi-component systems containing gases of differing molecular masses that are modelled with the ideal gas equation of state. Also, existing methods for implementing boundary conditions are unsuitable for extending to novel boundary conditions, such as diffusion slip. Therefore, a new single component LB derivation and a new method for implementing boundary conditions are developed, and validated against Poiseuille flow. However, including a physical equation of state reduces stability and time accuracy, leading to longer computational times, compared with 'incompressible' LB methods. The new method of analysing LB boundary conditions successfully explains observations from other commonly used schemes, such as the slip velocity associated with 'bounce-back'.The new model developed for multi-component gases avoids the pitfalls of some other LB models, a single computational grid is shared by all the species and the diffusivity is independent of the viscosity. The Navier-Stokes equation for the mixture and the Stefan-Maxwell diffusion equation are both recovered by the model. However, the species momentum equations are not recovered correctly and this can lead to instability. Diffusion slip, the non-zero velocity of a gas mixture at a wall parallel to a concentration gradient, is successfully modelled and validated against a simple one-dimensional model for channel flow. To increase the accuracy of the scheme a second order numerical implementation is needed. This can be achieved using a variable transformation method which does not result in an increase in computational time. Simulations were carried out on hydrogen and water diffusion through a narrow channel, with varying total pressure and concentration gradients. For a given value of the species mass flux ratio, the total pressure gradient was dependent on the species concentration gradients. These results may be applicable to fuel cells where the species mass flux ratio is determined by a chemical reaction and the species have opposing velocities. In this case the total pressure gradient is low and the cross-channel average mass flux of hydrogen is independent of the channel width. Finally, solutions for a binary Stefan tube problem were investigated, in which the boundary at one end of a channel is permeable to hydrogen but not water. The water has no total mass flux along the channel but circulates due to the slip velocity at the wall. The cross-channel average mass flux of the hydrogen along the channel increases with larger channel widths. A fuel cell using a mixture of gases, one being inert, will experience similar circulation phenomena and, importantly, the width of the pores will affect performance. This thesis essentially proves the viability of LB models to simulate multi-component gases with diffusion slip boundaries, and identifies the many areas in which improvements could be made.

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42

Shoemaker, Michael H. "A Bass Diffusion Model Analysis: Understanding Alternative Fuel Vehicle Sales." Scholarship @ Claremont, 2012. http://scholarship.claremont.edu/cmc_theses/399.

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Frank M. Bass developed the Bass Diffusion Model to predict how innovative consumer durable products diffuse through consumer markets. This thesis will use data from 1999-2011 to examine the applicability of the Bass Diffusion Model to the introduction of alternative fuel vehicles (AFVs) in the automobile market. The findings in this thesis indicate the Bass Diffusion Model fit the diffusion pattern exhibited by AFVs well, but failed to accurately forecast diffusion patterns outside a given range of data. This thesis investigates potential reasons for the inaccurate 'Out of Sample Forecast', and gives recommendations for directions of future research on AFV diffusion.

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Sun, Wenxian. "A dual constitutive communication-based model for managerial practice diffusion." Thesis, University of Hull, 2009. http://hydra.hull.ac.uk/resources/hull:2676.

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In the current research of managerial practice diffusion, discussions on how to understand and manage diffusion changes have been made primarily by drawing on institutional, rhetorical and systems theories for the reason that each of them seems to suggest a “mechanism” for diffusion. For instance, institutional theory suggests that diffusion is a changing process during which an organisation will continuously adapt itself to the outside environment in order to keep itself survival. Based on a rhetorical perspective, for which rhetoric plays an important role in diffusion, the achievement of a practice's diffusion/adoption relies on a three-period rhetorical justification which follows a Pathos-Logos-Ethos sequence. In the domain of systems theories, if diffusion is taken as a social system's reproduction, communication thus has a unique position in constituting such a system through autopoiesis (self-creation). Through comparing the above diffusion “mechanisms” suggested by different theories, it is found that some understandings for diffusion are shared in common. For example, a practice has to be legitimised in order to be diffused; communications for diffusions involve a process of filtering and creating meanings. Moreover, through analysing these “mechanisms”, the advantages and inadequacies of each can be recognised. Based on the analysis, the most outstanding issue identified is that for understanding and managing diffusion changes, a constitutive ontology that enables explorations on both people and diffusion circumstances (i.e. an organisation and its environment) is required. In this thesis, such an ontology is believed to be a social-constructionist-based one. A social-constructionist perspective assumes that the concepts of object and subject are connected in a “duality” rather than a “dualism”, and according to which, a practice is constituted during its diffusion, or in other words, it is constituted in people's action of teaching and learning this practice. Furthermore, such a constitutive process is accomplished in people's diffusion communications, which simultaneously construct a circumstance that either enables or constrains a diffusion change. In the discussion of how a constitutive communication works for diffusion, “communication duality” is defined in the sense that communication is a diffusion tool for justifying a practice which can be structured in a rhetorical way; it also selects and processes meanings of a practice relying on people's existing knowledgeabilities as a sensemaking-sensegiving (SM-SG) process. Consequently, an incorporated practice diffusion model based on a social-constructionist perspective is built which aims to suggest how a diffusion change can be enacted as well as how it can be analysed in practical terms. In the light of social constructionism, for which a researcher's ontology and epistemology jointly build each other, this thesis applies a self-ethnography strategy which follows a “SISI” (Survey-Immerse-Share-Integrate) methodology to analyse a real case of practice diffusion. The author's personal insights from this study suggest how a practice diffusion can be improved, as well as how a diffusion model can be enriched. In addition, the author's self-reflections on this research present how a communication research for practice diffusion could “constitute” a practice, and hence to help or inhibit its diffusion.

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44

Weiller, Claire. "Business model innovation in an emerging ecosystem : electric vehicle diffusion." Thesis, University of Cambridge, 2015. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.708955.

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Pai, Dennis, and 白俊源. "The Multi-adoption Diffusion Model- Application of Modified Multiple¬-unit Ownership Diffusion（MOD）Model." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/78394995792516688439.

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碩士
長庚大學
企業管理研究所
95
Multiple-unit adoptions are a major component of sales for many consumer durable product categories. Steffens has referred to Bass’s diffusion model and the behavior of multiple-unit purchase to construct an MOD model, but the sales data must be classified to appropriate this model. With the absence of these classified data, prediction of sales is not only inconvenient, but restricted. The paper revealed a modified MOD model that is more efficient and would solve the restriction of the MOD model by referring to the RBM model. According to the results of the experiment of the modified MOD model and the RBM model that are compared using data for Bass et al.’s data and Taiwan’s automobile data, it is clear to indicate the superiority of the modified MOD model for these applications including air conditioner, dryer, TV and automobile, providing better performances in the two forecasting ability standards that are Theil Inequality Coefficient and MAPE. This modified MOD model not only gets rid of the problem of classifying data, but its forecasting ability could be fine.

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Hsiao, chih-wuen, and 蕭智文. "Diffusion Model on Software Piracy." Thesis, 2002. http://ndltd.ncl.edu.tw/handle/96502101332927416413.

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碩士
真理大學
管理科學研究所
90
Software piracy by users has been identified as the worst problem facing the software industry today. And the pervasiveness of software piracy throughout the world is having a profound effect on software publishing industry and the development of digital intellectual properties and technology. Because of this software shadow diffusion, a software firm loses potential profits. However, shadow diffusion may influence the legal diffusion of the software. Software pirates may influence potential software users to adopt the software, and some of these adopters may become buyers. A diffusion modeling approach is suggested to track shadow diffusion and the legal diffusion of a software over time. The approach enables management to estimate the pirated adoptions over time and the percentage of legal adoptions due to the influence of pirates. The modeling approach is applied to study the diffusion of types of software in United Kingdom. The results suggest the diffusion that although six of every seven software users utilized pirated copies, these pirates were responsible for generation more than 75% of new software buyers significantly influencing the legal diffusion of the software. Although software piracy would decrease the profit of software firms, the protection of software is not always a good idea. Owing to network effect, sometimes the software firms should choose not to protect their software.

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47

Prochazka, Katharina, and Gero Vogl. "How to model language diffusion." 2017. https://ul.qucosa.de/id/qucosa%3A31651.

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48

Tsai, Chung I., and 蔡仲宜. "A study of the model fitness for flexible diffusion models." Thesis, 2000. http://ndltd.ncl.edu.tw/handle/01864427071654506420.

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Wen, Wu Kao, and 吳高文. "A Study on Internet Use Diffusion Model." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/67404339972272225412.

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碩士
樹德科技大學
資訊管理研究所
94
The rise of the internet is considered as a great invention in the 21st century, change the distance of human space-time, bandwidth users of our country have already been up to 9,590,000 by December of 2005, the popularity to be 42%, the internet network uses the fast growth by a wide margin of population, with the bandwidth increase of network, a lot of network application services innovated come forth one after another . As the internet network application service function is innovating constantly, recently, researchers have pointed out the limitations of the AD model. In addition, adoption diffusion model focused on classification of adopter and neglect after using satisfaction and technology perceived impact etc. So, this research is built and constructed the internet innovation use diffusion model in order to study topics with the behavior of using after adopting. So I started researching the relation between rate of use(low / high) and variety of use(low / high). We combined two constructs, variety and rate of use, to yield four user segments: intense user, specialized user, nonspecialized user and limited user. And then through discussion determinants of use diffusion, confirm determinants of use diffusion constructs . Furthermore, user segments differ with regard to the user' s satisfaction with technology and interesting acquiring future technologies. In other words, this research is used UD determinants and user typology and UD outcome to build and construct the internet use diffusion model. We specified a two-equation model of variety and rate of use and estimated it with two-stage least squares(2SLS). First, the research found that rate of use and variety of use is positive significantly correlated with each other. And Intensity of communication, experience of use, innovativeness, motive of use are significantly correlated with variety of use. Social presence and experience of use are significantly correlated with rate of use. Second, we investigated the influences of the four diffusion patterns by using a multinomial logit model (MNL). The intense users had high correlated with determinants in diffusion model, followed by specialized, nonspecialized , and limited user. Finally, we used a one-way analysis of variance with least significant multiple comparison t-test to test the differences among the four UD categories on the following variables: satisfaction, perceived impact and interest in acquiring future technologies. We found significant differences among diffusion categories on all the outcome variables we examined. Users who experienced an intense UD pattern rated the the internet highest with regard to its essentialness in the home, impact on daily life, satisfaction with the internet use and interest in acquiring new technologies , and users who experienced a limited UD pattern rated it lowest. The remaining two groups, in the categories of specialized and nonspecialized use, were not significantly different from each other. In a word, when it has new products or service of many kinds of functions that the market introduces one, use the variety and rate of use and must be considered at the same time. For example, the target that the tradition promotes the tactics is only focusing on the person who adopts products innovation, this research shows that except that innovation is adopted , it is also very important to propagate the knowledge of using and foster the relevant technology taking using as foundation. On the practice, the scientific and technological products industry person of the internet network must put forward the new function of use to persons who adopt , and educate how users communicate with other users directly, structure user's interdynamic platform, it is the products innovation that uses and spreads an indispensable ring .

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Shih, Yi-Ju, and 石憶茹. "The Diffusion Model of Personal Digital Assistant." Thesis, 2001. http://ndltd.ncl.edu.tw/handle/20335078579570385221.

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碩士
中國文化大學
國際企業管理研究所
89
Although new technology is innovated everyday and new products present con-tinuously, the failure rate of new product sales presentation is still high due to the high risk of new products sales. We could make new products more successful if we can forecast the market correctly. This study took Bass model as base and then added price and advertising expenditure to create a new and better diffusion model. This study took Personal Digital Assistant (PDA) as a sample. This study took price, sales and advertising expenditure as analysis data, from De-cember 1999 to November 2000. The data come from Taiwan Information Industry sta-tistics Journal, Taiwan import/export statistics Journal, and Rainmarker Company. According the study, diffuse ability and forecasting ability of this diffusion model is better than either Bass model or Robinson & Lakhani model. In diffusion model of PDA, the influence of public praise is stronger than mass media. The relationship be-tween price and sales is negative, which means sales will increase when price is de-crease. The relationship between advertising expenditure and innovative value is posi-tive, which means innovative value will increase when advertising expenditure increase. Therefore, the study suggests that PDA promotion can begin with educate opinion lead-ers to get more consumers. Besides, this diffusion model and Robinson and Lakhani model’s price sensitive value is small, which means the sales increasing effect according to price decrease is limited. The better way is establishing product difference instead of a price war.

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