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edited by Mark Crocker, Eduardo Santillan-Jimenez
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Preface
Upgrading of Biomass via Catalytic Fast Pyrolysis (CFP) / Charles A. Mullen1:
Introduction / 1.1:
Catalytic Pyrolysis Over Zeolites / 1.1.1:
Catalytic Pyrolysis Over HZSM-5 / 1.1.1.1:
Deactivation of HZSM-5 During CFP / 1.1.1.2:
Modification of ZSM-5 with Metals / 1.1.1.3:
Modifications of ZSM-5 Pore Structure / 1.1.1.4:
CFP with Metal Oxide Catalysts / 1.1.2:
CFP to Produce Fine Chemicals / 1.1.3:
Outlook and Conclusions / 1.1.4:
References
The Upgrading of Bio-Oil via Hydrodeoxygenation / Adetoyese O. Oyedun and Madhumita Patel and Mayank Kumar and Amit Kumar2:
Hydrodeoxygenation (HDO) / 2.1:
Hydrodeoxygenation of Phenol as a Model Compound / 2.2.1:
HDO of Phenolic (Guaiacol) Model Compounds / 2.2.1.1:
HDO of Phenolic (Anisole) Model Compounds / 2.2.1.2:
HDO of Phenolic (Cresol) Model Compounds / 2.2.1.3:
Hydrodeoxygenation of Aldehyde Model Compounds / 2.2.2:
Hydrodeoxygenation of Carboxylic Acid Model Compounds / 2.2.3:
Hydrodeoxygenation of Alcohol Model Compounds / 2.2.4:
Hydrodeoxygenation of Carbohydrate Model Compounds / 2.2.5:
Chemical Catalysts for the HDO Reaction / 2.3:
Catalyst Promoters for HDO / 2.3.1:
Catalyst Supports for HDO / 2.3.2:
Catalyst Selectivity for HDO / 2.3.3:
Catalyst Deactivation During HDO / 2.3.4:
Research Gaps / 2.4:
Conclusions / 2.5:
Acknowledgments
Upgrading of Bio-oil via Fluid Catalytic Cracking / Idoia Hita and Jose Maria Arandes and Javier Bilbao3:
Bio-oil / 3.1:
Bio-oil Production via Fast Pyrolysis / 3.2.1:
General Characteristics, Composition, and Stabilization of Bio-oil / 3.2.2:
Adjustment of Bio-oil Composition Through Pyrolytic Strategies / 3.2.2.1:
Bio-oil Stabilization / 3.2.2.2:
Valorization Routes for Bio-oil / 3.2.3:
Hydroprocessing / 3.2.3.1:
Steam Reforming / 3.2.3.2:
Extraction of Valuable Components from Bio-oil / 3.2.3.3:
Catalytic Cracking of Bio-oil: Fundamental Aspects / 3.3:
The FCC Unit / 3.3.1:
Cracking Reactions and Mechanisms / 3.3.2:
Cracking of Oxygenated Compounds / 3.3.3:
Cracking of Bio-oil / 3.3.4:
Bio-oil Cracking in the FCC Unit / 3.4:
Cracking of Model Oxygenates / 3.4.1:
Coprocessing of Oxygenates and Their Mixtures with Vacuum Gas Oil (VGO) / 3.4.2:
Cracking of Bio-oil and Its Mixtures with VGO / 3.4.3:
Conclusions and Critical Discussion / 3.5:
Stabilization of Bio-oil via Esterification / Xun Hu4:
Reactions of the Main Components of Bio-Oil Under Esterification Conditions / 4.1:
Sugars / 4.2.1:
Carboxylic Acids / 4.2.2:
Furans / 4.2.3:
Aldehydes and Ketones / 4.2.4:
Phenolics / 4.2.5:
Other Components / 4.2.6:
Processes for Esterification of Bio-oil / 4.3:
Esterification of Bio-oil Under Subcritical or Supercritical Conditions / 4.3.1:
Removal of the Water in Bio-oil to Enhance Conversion of Carboxylic Acids / 4.3.2:
In-line Esterification of Bio-oil / 4.3.3:
Esterification Coupled with Oxidation / 4.3.4:
Esterification Coupled with Hydrogenation / 4.3.5:
Steric Hindrance in Bio-oil Esterification / 4.3.6:
Coking in Esterification of Bio-oil / 4.3.7:
Effects of Bio-oil Esterification on the Subsequent Hydrotreatment / 4.3.8:
Catalysts / 4.4:
Summary and Outlook / 4.5:
Catalytic Upgrading of Holocellulose-Derived C5 and C6 Sugars / Xingguang Zhang and Zhijun Tai and Amin Osatiashtiani and Lee Durndell and Adam F. Lee and Karen Wilson5:
Catalytic Transformation of C5-C6 Sugars / 5.1:
Isomerization Catalysts / 5.2.1:
Zeolites / 5.2.1.1:
Hydrotalcites / 5.2.1.2:
Other Solid Catalysts / 5.2.1.3:
Dehydration Catalysts / 5.2.2:
Zeolitic and Mesoporous Brønsted Solid Acids / 5.2.2.1:
Sulfonic Acid Functionalized Hybrid Organic-Inorganic Silicas / 5.2.2.2:
Metal-Organic Frameworks / 5.2.2.3:
Supported Ionic Liquids / 5.2.2.4:
Catalysts for Tandem Isomerization and Dehydration of C5-C6 Sugars / 5.2.3:
Bifunctional Zeolites and Mesoporous Solid Acids / 5.2.3.1:
Metal Oxides, Sulfates, and Phosphates / 5.2.3.2:
Catalysts for the Hydrogenation of C5-C6 Sugars / 5.2.3.3:
Ni Catalysts / 5.2.4.1:
Ru Catalysts / 5.2.4.2:
Pt Catalysts / 5.2.4.3:
Other Hydrogenation Catalysts / 5.2.4.4:
Hydrogenolysis Catalysts / 5.2.5:
Other Reactions / 5.2.6:
Conclusions and Future Perspectives / 5.3:
Chemistry of C-C Bond Formation Reactions Used in Biomass Upgrading: Reaction Mechanisms, Site Requirements, and Catalytic Materials / Tuong V. Bui and Nhung Duong and Felipe Anaya and Duong Ngo and Gap Warakunwit and Daniel E. Resasco6:
Mechanisms and Site Requirements of C-C Coupling Reactions / 6.1:
Aldol Condensation: Mechanism and Site Requirement / 6.2.1:
Base-Catalyzed Aldol Condensation / 6.2.1.1:
Acid-Catalyzed Aldol Condensation: Mechanism and Site Requirement / 6.2.1.2:
Alkylation: Mechanism and Site Requirement / 6.2.2:
Lewis Acid-Catalyzed Alkylation Mechanism / 6.2.2.1:
Brønsted Acid-Catalyzed Alkylation Mechanism / 6.2.2.2:
Base-Catalyzed Alkylation: Mechanism and Site Requirement / 6.2.2.3:
Hydroxyalkylation: Mechanism and Site Requirement / 6.2.3:
Brønsted Acid-Catalyzed Mechanism / 6.2.3.1:
Site Requirement / 6.2.3.2:
Acylation: Mechanism and Site Requirement / 6.2.4:
Mechanistic Aspects of Acylation Reactions / 6.2.4.1:
Role of Brønsted vs. Lewis Acid in Acylation Over Zeolites / 6.2.4.2:
Ketonization: Mechanism and Site Requirement / 6.2.5:
Mechanism of Surface Ketonization / 6.2.5.1:
Optimization and Design of Catalytic Materials for C-C Bond Forming Reactions / 6.2.5.2:
Oxides / 6.3.1:
Magnesia (MgO) / 6.3.1.1:
Zirconia (ZrO2) / 6.3.1.2:
ZSM-5 / 6.3.2:
HY / 6.3.2.2:
HBEA / 6.3.2.3:
Downstream Conversion of Biomass-Derived Oxygenates to Fine Chemicals / Michèle Besson and Stéphane Loridant and Noémie Perret and Catherine Pinel7:
Selective Catalytic Oxidation / 7.1:
Catalytic Oxidation of Glycerol / 7.2.1:
Glycerol to Glyceric Acid (GLYAC) / 7.2.2.1:
Glycerol to Tartronic Acid (TARAC) / 7.2.2.2:
Glycerol to Dihydroxyacetone (DHA) / 7.2.2.3:
Glycerol to Mesoxalic Acid (MESAC) / 7.2.2.4:
Glycerol to Glycolic Acid (GLYCAC) / 7.2.2.5:
Glycerol to Lactic Acid (LAC) / 7.2.2.6:
Oxidation of 5-HydroxymethylfurfuraI (HMF) / 7.2.3:
HMF to 2,5-Furandicarboxylic Acid (FDCA) / 7.2.3.1:
HMF to 2,5-Diformylfuran (DFF) / 7.2.3.2:
HMF to 5-Hydroxymethyl-2-furancarboxylic Acid (HMFCA) or 5-Formyl-2-furancarboxylic Acid (FFCA) / 7.2.3.3:
Hydrogenation/Hydrogenolysis / 7.3:
Hydrogenolysis of Polyols / 7.3.1:
Hydrodeoxygenation of Polyols / 7.3.2.1:
C-C Hydrogenolysis of Polyols / 7.3.2.2:
Hydrogenation of Carboxylic Acids / 7.3.3:
Levulinic Acid / 7.3.3.1:
Succinic Acid / 7.3.3.2:
Selective Hydrogenation of Furanic Compounds / 7.3.4:
Reductive Amination of Acids and Furans / 7.3.5:
Catalyst Design for the Dehydration of Biosourced Molecules / 7.4:
Glycerol to Acrolein / 7.4.1:
Lactic Acid to Acrylic Acid / 7.4.3:
Sorbitol to Isosorbide / 7.4.4:
Conclusions and Outlook / 7.5:
Conversion of Lignin to Value-added Chemicals via Oxidative Depolymerization / Justin K. Mobley8:
Cautionary Statements / 8.1:
Catalytic Systems for the Oxidative Depolymerization of Lignin / 8.2:
Enzymes and Bio-mimetic Catalysts / 8.2.1:
Cobalt Schiff Base Catalysts / 8.2.2:
Vanadium Catalysts / 8.2.3:
Methyltrioxorhenium (MTO) Catalysts / 8.2.4:
Commercial Products from Lignin / 8.3:
Stepwise Depolymerization of ß-O-4 Linkages / 8.4:
Benzylic Oxidation / 8.4.1:
Secondary Depolymerization / 8.4.2:
Heterogeneous Catalysts for Lignin Depolymerization / 8.5:
Outlook / 8.6:
Lignin Valorization via Reductive Depolymerization / Yang (Vanessa) Song9:
Late-stage Reductive Lignin Depolymerization / 9.1:
Mild Hydroprocessing / 9.2.1:
Harsh Hydroprocessing / 9.2.2:
Bifunctional Hydroprocessing / 9.2.3:
Liquid Phase Reforming / 9.2.4:
Reductive Lignin Depolymerization Using Hydrosilanes, Zinc, and Sodium / 9.2.5:
Reductive Catalytic Fractionation (RCF) / 9.3:
Reaction Conditions / 9.3.1:
Lignocellulose Source / 9.3.2:
Applied Catalyst / 9.3.3:
Acknowledgment / 9.4:
Conversion of Lipids to Biodiesel via Esterification and Transesterification / Amin Talebian-Kiakalaieh and Amin Nor Aishah Saidina10:
Different Feedstocks tor Biodiesel Production / 10.1:
Biodiesel Production / 10.3:
Algal Bio diesel Production / 10.3.1:
Nutrients for Microalgae Growth / 10.3.1.1:
Microalgae Cultivation System / 10.3.1.2:
Harvesting / 10.3.1.3:
Drying / 10.3.1.4:
Lipid Extraction / 10.3.1.5:
Catalytic Transesterification / 10.4:
Homogeneous Catalysts / 10.4.1:
Alkali Catalysts / 10.4.1.1:
Acid Catalysts / 10.4.1.2:
Two-step Esterification-Transesterification Reactions / 10.4.1.3:
Heterogeneous Catalysts / 10.4.2:
Solid Acid Catalysts / 10.4.2.1:
Solid Base Catalysts / 10.4.2.2:
Enzyme-Catalyzed Transesterification Reactions / 10.4.3:
Supercritical Transesterification Processes / 10.5:
Alternative Processes for Biodiesel Production / 10.6:
Ultrasonic Processes / 10.6.1:
Microwave-Assisted Processes / 10.6.2:
Summary / 10.7:
Upgrading of Lipids to Hydrocarbon Fuels via (Hydro)deoxygenation / David Kubicka11:
Feedstocks / 11.1:
Chemistry / 11.3:
Technologies / 11.4:
Sulfided Catalysts / 11.5:
Metallic Catalysts / 11.5.2:
Metal Carbide, Nitride, and Phosphide Catalysts / 11.5.3:
Upgrading of Lipids to Fuel-like Hydrocarbons and Terminal Olefins via Decarbonylation/Decarboxylation / Ryan Loe and Eduardo Santillan-Jimenez and Mark Crocker11.6:
Lipid Feeds / 12.1:
deCOx Catalysts: Active Phases / 12.3:
deCOx Catalysts: Support Materials / 12.4:
Reaction Mechanism / 12.5:
Catalyst Deactivation / 12.7:
Conversion of Terpenes to Chemicals and Related Products / Anne E. Harman-Ware12.8:
Terpene Biosynthesis and Structure / 13.1:
Sources of Terpenes / 13.3:
Conifers and Other Trees / 13.3.1:
Essential Oils and Other Extracts / 13.3.2:
Isolation of Terpenes / 13.4:
Tapping and Extraction / 13.4.1:
Terpenes as a By-product of Pulping Processes / 13.4.2:
Historical Uses of Raw Terpenes / 13.5:
Adhesives and Turpentine / 13.5.1:
Flavors, Fragrances, Therapeutics, and Pharmaceutical Applications / 13.5.2:
Catalytic Methods for Conversion of Terpenes to Fine Chemicals and Materials / 13.6:
Homogeneous Processes / 13.6.1:
Hydration and Oxidation Reactions / 13.6.1.1:
Homogeneous Catalysis for the Epoxidation of Monoterpenes / 13.6.1.2:
Isomerizations / 13.6.1.3:
Production of Terpene Carbonates from CO2 and Epoxides / 13.6.1.4:
Polymers and Other Materials from Terpenes / 13.6.1.5:
"Click Chemistry" Routes for the Production of Materials and Medicinal Compounds from Terpenes / 13.6.1.6:
Heterogeneous Processes / 13.6.2:
Isomerization and Hydration of ¿-Pinene / 13.6.2.1:
Heterogeneous Catalysts for the Epoxidation of Monoterpenes / 13.6.2.2:
Isomerization of ¿-Pinene Oxide / 13.6.2.3:
Vitamins from Terpenes / 13.6.2.4:
Dehydrogenation and Hydrogenation Reactions of Terpenes / 13.6.2.5:
Conversion of Terpenes to Fuels / 13.6.2.6:
Conversion of Chitin to Nitrogen-containing Chemicals / Xi Chen and Ning Yan14:
Waste Shell Biorefinery / 14.1:
Production of Amines and Amides from Chitin Biomass / 14.2:
Sugar Amines/Amides / 14.2.1:
Furanic Amines/Amides / 14.2.2:
Polyol Amines/Amides / 14.2.3:
Production of N-heterocyclic Compounds from Chitin Biomass / 14.3:
Production of Carbohydrates and Acetic Acid from Chitin Biomass / 14.4:
Production of Advanced Products from Chitin Biomass / 14.5:
Conclusion / 14.6:
Index / Eduardo Santillan-Jimenez and Mark Crocker15:
Preface
Upgrading of Biomass via Catalytic Fast Pyrolysis (CFP) / Charles A. Mullen1:
Introduction / 1.1:
2.

電子ブック

EB
Oded Goldreich
出版情報:   1 online resource (xxiv, 606 p.)
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Introduction and preliminaries / 1:
P, NP and NP-completeness / 2:
Variations on P and NP / 3:
More resources, more power? / 4:
Space complexity / 5:
Randomness and counting / 6:
The bright side of hardness / 7:
Pseudorandom generators / 8:
Probabilistic proof systems / 9:
Relaxing the requirements / 10:
Epilogue
Glossary of complexity classes / A:
On the quest for lower bounds / B:
On the foundations of modern cryptography / C:
Probabilistic preliminaries and advanced topics in randomization / D:
Explicit constructions / E:
Some omitted proofs / F:
Some computational problems / G:
List of Figures
Preface
Organization and Chapter Summaries
Acknowledgments
Introduction and Preliminaries
Introduction / 1.1:
A Brief Overview of Complexity Theory / 1.1.1:
Characteristics of Complexity Theory / 1.1.2:
Contents of This Book / 1.1.3:
Approach and Style of This Book / 1.1.4:
Standard Notations and Other Conventions / 1.1.5:
Computational Tasks and Models / 1.2:
Representation / 1.2.1:
Computational Tasks / 1.2.2:
Uniform Models (Algorithms) / 1.2.3:
Non-uniform Models (Circuits and Advice) / 1.2.4:
Complexity Classes / 1.2.5:
Chapter Notes
P, NP, and NP-Completeness
The P Versus NP Question / 2.1:
The Search Version: Finding Versus Checking / 2.1.1:
The Decision Version: Proving Versus Verifying / 2.1.2:
Equivalence of the Two Formulations / 2.1.3:
Two Technical Comments Regarding NP / 2.1.4:
The Traditional Definition of NP / 2.1.5:
In Support of P Different from NP / 2.1.6:
Philosophical Meditations / 2.1.7:
Polynomial-Time Reductions / 2.2:
The General Notion of a Reduction / 2.2.1:
Reducing Optimization Problems to Search Problems / 2.2.2:
Self-Reducibility of Search Problems / 2.2.3:
Digest and General Perspective / 2.2.4:
NP-Completeness / 2.3:
Definitions / 2.3.1:
The Existence of NP-Complete Problems / 2.3.2:
Some Natural NP-Complete Problems / 2.3.3:
NP Sets That Are Neither in P nor NP-Complete / 2.3.4:
Reflections on Complete Problems / 2.3.5:
Three Relatively Advanced Topics / 2.4:
Promise Problems / 2.4.1:
Optimal Search Algorithms for NP / 2.4.2:
The Class coNP and Its Intersection with NP / 2.4.3:
Exercises
Non-uniform Polynomial Time (P/poly) / 3.1:
Boolean Circuits / 3.1.1:
Machines That Take Advice / 3.1.2:
The Polynomial-Time Hierarchy (PH) / 3.2:
Alternation of Quantifiers / 3.2.1:
Non-deterministic Oracle Machines / 3.2.2:
The P/poly Versus NP Question and PH / 3.2.3:
More Resources, More Power?
Non-uniform Complexity Hierarchies / 4.1:
Time Hierarchies and Gaps / 4.2:
Time Hierarchies / 4.2.1:
Time Gaps and Speedup / 4.2.2:
Space Hierarchies and Gaps / 4.3:
Space Complexity
General Preliminaries and Issues / 5.1:
Important Conventions / 5.1.1:
On the Minimal Amount of Useful Computation Space / 5.1.2:
Time Versus Space / 5.1.3:
Circuit Evaluation / 5.1.4:
Logarithmic Space / 5.2:
The Class L / 5.2.1:
Log-Space Reductions / 5.2.2:
Log-Space Uniformity and Stronger Notions / 5.2.3:
Undirected Connectivity / 5.2.4:
Non-deterministic Space Complexity / 5.3:
Two Models / 5.3.1:
NL and Directed Connectivity / 5.3.2:
A Retrospective Discussion / 5.3.3:
PSPACE and Games / 5.4:
Randomness and Counting
Probabilistic Polynomial Time / 6.1:
Basic Modeling Issues / 6.1.1:
Two-Sided Error: The Complexity Class BPP / 6.1.2:
One-Sided Error: The Complexity Classes RP and coRP / 6.1.3:
Zero-Sided Error: The Complexity Class ZPP / 6.1.4:
Randomized Log-Space / 6.1.5:
Counting / 6.2:
Exact Counting / 6.2.1:
Approximate Counting / 6.2.2:
Searching for Unique Solutions / 6.2.3:
Uniform Generation of Solutions / 6.2.4:
The Bright Side of Hardness
One-Way Functions / 7.1:
Generating Hard Instances and One-Way Functions / 7.1.1:
Amplification of Weak One-Way Functions / 7.1.2:
Hard-Core Preicates / 7.1.3:
Reflections on Hardness Amplification / 7.1.4:
Hard Problems in E / 7.2:
Amplification with Respect to Polynomial-Size Circuits / 7.2.1:
Amplification with Respect to Exponential-Size Circuits / 7.2.2:
Pseudorandom Generators
The General Paradigm / 8.1:
General-Purpose Pseudorandom Generators / 8.2:
The Basic Definition / 8.2.1:
The Archetypical Application / 8.2.2:
Computational Indistinguishability / 8.2.3:
Amplifying the Stretch Function / 8.2.4:
Constructions / 8.2.5:
Non-uniformly Strong Pseudorandom Generators / 8.2.6:
Stronger Notions and Conceptual Reflections / 8.2.7:
Derandomization of Time-Complexity Classes / 8.3:
Defining Canonical Derandomizers / 8.3.1:
Constructing Canonical Derandomizers / 8.3.2:
Technical Variations and Conceptual Reflections / 8.3.3:
Space-Bounded Distinguishers / 8.4:
Definitional Issues / 8.4.1:
Two Constructions / 8.4.2:
Special-Purpose Generators / 8.5:
Pairwise Independence Generators / 8.5.1:
Small-Bias Generators / 8.5.2:
Random Walks on Expanders / 8.5.3:
Probabilistic Proof Systems
Interactive Proof Systems / 9.1:
Motivation and Perspective / 9.1.1:
Definition / 9.1.2:
The Power of Interactive Proofs / 9.1.3:
Variants and Finer Structure: An Overview / 9.1.4:
On Computationally Bounded Provers: An Overview / 9.1.5:
Zero-Knowledge Proof Systems / 9.2:
The Power of Zero-Knowledge / 9.2.1:
Proofs of Knowledge - A Parenthetical Subsection / 9.2.3:
Probabilistically Checkable Proof Systems / 9.3:
The Power of Probabilistically Checkable Proofs / 9.3.1:
PCP and Approximation / 9.3.3:
More on PCP Itself: An Overview / 9.3.4:
Relaxing the Requirements
Approximation / 10.1:
Search or Optimization / 10.1.1:
Decision or Property Testing / 10.1.2:
Average-Case Complexity / 10.2:
The Basic Theory / 10.2.1:
Ramifications / 10.2.2:
Glossary of Complexity Classes / Appendix A:
Preliminaries / A.1:
Algorithm-Based Classes / A.2:
Time Complexity Classes / A.2.1:
Space Complexity Classes / A.2.2:
Circuit-Based Classes / A.3:
On the Quest for Lower Bounds / Appendix B:
Boolean Circuit Complexity / B.1:
Basic Results and Questions / B.2.1:
Monotone Circuits / B.2.2:
Bounded-Depth Circuits / B.2.3:
Formula Size / B.2.4:
Arithmetic Circuits / B.3:
Univariate Polynomials / B.3.1:
Multivariate Polynomials / B.3.2:
Proof Complexity / B.4:
Logical Proof Systems / B.4.1:
Algebraic Proof Systems / B.4.2:
Geometric Proof Systems / B.4.3:
On the Foundations of Modern Cryptography / Appendix C:
The Underlying Principles / C.1:
The Computational Model / C.1.2:
Organization and Beyond / C.1.3:
Computational Difficulty / C.2:
Hard-Core Predicates / C.2.1:
Pseudorandomness / C.3:
Pseudorandom Functions / C.3.1:
Zero-Knowledge / C.4:
The Simulation Paradigm / C.4.1:
The Actual Definition / C.4.2:
A General Result and a Generic Application / C.4.3:
Definitional Variations and Related Notions / C.4.4:
Encryption Schemes / C.5:
Beyond Eavesdropping Security / C.5.1:
Signatures and Message Authentication / C.6:
General Cryptographic Protocols / C.6.1:
The Definitional Approach and Some Models / C.7.1:
Some Known Results / C.7.2:
Construction Paradigms and Two Simple Protocols / C.7.3:
Concluding Remarks / C.7.4:
Probabilistic Preliminaries and Advanced Topics in Randomization / Appendix D:
Probabilistic Preliminaries / D.1:
Notational Conventions / D.1.1:
Three Inequalities / D.1.2:
Hashing / D.2:
The Leftover Hash Lemma / D.2.1:
Sampling / D.3:
Formal Setting / D.3.1:
Known Results / D.3.2:
Hitters / D.3.3:
Randomnes Extractors / D.4:
Definitions and Various Perspectives / D.4.1:
Explicit Constructions / D.4.2:
Error-Correcting Codes / E.1:
Basic Notions / E.1.1:
A Few Popular Codes / E.1.2:
Two Additional Computational Problems / E.1.3:
A List-Decoding Bound / E.1.4:
Expander Graphs / E.2:
Definitions and Properties / E.2.1:
Some Omitted Proofs / E.2.2:
Proving That PH Reduces to #P / F.1:
Proving That IP(f) [characters not reproducible] AM(O(f)) [characters not reproducible] AM(f) / F.2:
Emulating General Interactive Proofs by AM-Games / F.2.1:
Linear Speedup for AM / F.2.2:
Some Computational Problems / Appendix G:
Graphs / G.1:
Boolean Formulae / G.2:
Finite Fields, Polynomials, and Vector Spaces / G.3:
The Determinant and the Permanent / G.4:
Primes and Composite Numbers / G.5:
Bibliography
Index
Introduction and preliminaries / 1:
P, NP and NP-completeness / 2:
Variations on P and NP / 3:
3.

電子ブック

EB
Jean-Pierre Colinge, editor
出版情報: [New York] : Springer, [20--]  1 online resource (xiii, 339 p.)
シリーズ名: Series on Integrated Circuits and Systems
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Preface
Table of Content
Contributors
The SOI MOSFET: from Single Gate to Multigate / 1:
MOSFET scaling and Moore's law / 1.1:
Short-Channel Effects / 1.2:
Gate Geometry and Electrostatic Integrity / 1.3:
A Brief History of Multiple-Gate MOSFETs / 1.4:
Single-gate SOI MOSFETs / 1.4.1:
Double-gate SOI MOSFETs / 1.4.2:
Triple-gate SOI MOSFETs / 1.4.3:
Surrounding-gate (quadruple-gate) SOI MOSFETs / 1.4.4:
Other multigate MOSFET structures / 1.4.5:
Multigate MOSFET memory devices / 1.4.6:
Multigate MOSFET Physics / 1.5:
Classical physics / 1.5.1:
Natural length and short-channel effects / 1.5.1.1:
Current drive / 1.5.1.2:
Corner effect / 1.5.1.3:
Quantum effects / 1.5.2:
Volume inversion / 1.5.2.1:
Mobility effects / 1.5.2.2:
Threshold voltage / 1.5.2.3:
Inter-subband scattering / 1.5.2.4:
References
Multigate MOSFET Technology / 2:
Introduction / 2.1:
Active Area: Fins / 2.2:
Fin Width / 2.2.1:
Fin Height and Fin Pitch / 2.2.2:
Fin Surface Crystal Orientation / 2.2.3:
Fin Surface Preparation / 2.2.4:
Fins on Bulk Silicon / 2.2.5:
Nano-wires and Self-Assembled Wires / 2.2.6:
Gate Stack / 2.3:
Gate Patterning / 2.3.1:
Threshold Voltage and Gate Workfunction Requirements / 2.3.2:
Polysilicon Gate / 2.3.2.1:
Metal Gate / 2.3.2.2:
Tunable Workfunction Metal Gate / 2.3.2.3:
Gate EWF and Gate Induced Drain Leakage (GIDL) / 2.3.3:
Independently Controlled Gates / 2.3.4:
Source/Drain Resistance and Capacitance / 2.4:
Doping the Thin Fins / 2.4.1:
Junction Depth / 2.4.2:
Parasitic Resistance/Capacitance and Raised Source and Drain Structure / 2.4.3:
Mobility and Strain Engineering / 2.5:
Wafer Bending Experiment / 2.5.1:
Nitride Stress Liners / 2.5.3:
Embedded SiGe and SiC Source and Drain / 2.5.4:
Local Strain from Gate Electrode / 2.5.5:
Substrate Strain: Strained Silicon on Insulator / 2.5.6:
Contacts to the Fins / 2.6:
Dumbbell source and drain contact / 2.6.1:
Saddle contact / 2.6.2:
Contact to merged fins / 2.6.3:
Acknowledgments
BSIM-CMG: A Compact Model for Multi-Gate Transistors / 3:
Framework for Multigate FET Modeling / 3.1:
Multigate Models: BSIM-CMG and BSIM-IMG / 3.3:
The BSIM-CMG Model / 3.3.1:
The BSIM-IMG Model / 3.3.2:
BSIM-CMG / 3.4:
Core Model / 3.4.1:
Surface Potential Model / 3.4.1.1:
I-V Model / 3.4.1.2:
C-V Model / 3.4.1.3:
Modeling Physical Effects of Real Devices / 3.4.2:
Quantum Mechanical Effects (QME) / 3.4.2.1:
Short-channel Effects (SCE) / 3.4.2.2:
Experimental Verification / 3.4.3:
Surface Potential of independent DG-FET / 3.5:
BSIM-IMG features / 3.5.2:
Summary / 3.6:
Physics of the Multigate MOS System / 4:
Device electrostatics / 4.1:
Double gate MOS system / 4.2:
Modeling assumptions / 4.2.1:
Gate voltage effect / 4.2.2:
Semiconductor thickness effect / 4.2.3:
Asymmetry effects / 4.2.4:
Oxide thickness effect / 4.2.5:
Electron tunnel current / 4.2.6:
Two-dimensional confinement / 4.3:
Mobility in Multigate MOSFETs / 5:
Double-Gate MOSFETs and FinFETs / 5.1:
Phonon-limited mobility / 5.2.1:
Confinement of acoustic phonons / 5.2.2:
Interface roughness scattering / 5.2.3:
Coulomb scattering / 5.2.4:
Temperature Dependence of Mobility / 5.2.5:
Symmetrical and Asymmetrical Operation of DGSOI FETs / 5.2.6:
Crystallographic orientation / 5.2.7:
High-k dielectrics / 5.2.8:
Strained DGSOI devices / 5.2.9:
Silicon multiple-gate nanowires / 5.2.10:
Electrostatic description of Si nanowires / 5.3.1:
Electron transport in Si nanowires / 5.3.3:
Surface roughness / 5.3.4:
Experimental results and conclusions / 5.3.5:
Radiation Effects in Advanced Single- and Multi-Gate SOI MOSFETs / 6:
A brief history of radiation effects in SOI / 6.1:
Total Ionizing Dose Effects / 6.2:
A brief overview of Total Ionizing Dose effects / 6.2.1:
Advanced Single-Gate FDSOI devices / 6.2.2:
Description of Advanced FDSOI Devices / 6.2.2.1:
Front-gate threshold voltage shift / 6.2.2.2:
Single-transistor latch / 6.2.2.3:
Advanced Multi-Gate devices / 6.2.3:
Devices and process description / 6.2.3.1:
Single-Event Effects / 6.2.3.2:
Background / 6.3.1:
Effect of ion track diameter in nanoscale devices / 6.3.2:
Transient measurements on single-gate and FinFET SOI transistors / 6.3.3:
Scaling effects / 6.3.4:
Multi-Gate MOSFET Circuit Design / 7:
Digital Circuit Design / 7.1:
Impact of device performance on digital circuit design / 7.2.1:
Large-scale digital circuits / 7.2.2:
Leakage-performance trade off and energy dissipation / 7.2.3:
Multi-V[subscript T] devices and mixed-V[subscript T] circuits / 7.2.4:
High-temperature circuit operation / 7.2.5:
SRAM design / 7.2.6:
Analog Circuit Design / 7.3:
Device figures of merit and technology related design issues / 7.3.1:
Transconductance / 7.3.1.1:
Intrinsic transistor gain / 7.3.1.2:
Matching behavior / 7.3.1.3:
Flicker noise / 7.3.1.4:
Transit and maximum oscillation frequency / 7.3.1.5:
Self-heating / 7.3.1.6:
Charge trapping in high-k dielectrics / 7.3.1.7:
Design of analog building blocks / 7.3.2:
V-[subscript T]-based current reference circuit / 7.3.2.1:
Bandgap voltage reference / 7.3.2.2:
Operational amplifier / 7.3.2.3:
Comparator / 7.3.2.4:
Mixed-signal aspects / 7.3.3:
Current steering DAC / 7.3.3.1:
Successive approximation ADC / 7.3.3.2:
RF circuit design / 7.3.4:
SoC Design and Technology Aspects / 7.4:
Index
Preface
Table of Content
Contributors
4.

電子ブック

EB
Gregory Falkovich
出版情報:   1 online resource (xii, 167 p.)
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Basic equations and steady flows / 1:
Unsteady flows / 2:
Dispersive waves / 3:
Epilogue / 4:
Solutions / 5:
References
Index
Preface
Prologue
Definitions and basic equations / 1.1:
Definitions / 1.1.1:
Equations of motion for an ideal fluid / 1.1.2:
Hydrostatics / 1.1.3:
Isentropic motion / 1.1.4:
Conservation laws and potential flows / 1.2:
Kinematics / 1.2.1:
Kelvin's theorem / 1.2.2:
Energy and momentum fluxes / 1.2.3:
Irrotational and incompressible flows / 1.2.4:
Flow past a body / 1.3:
Incompressible potential flow past a body / 1.3.1:
Moving sphere / 1.3.2:
Moving body of an arbitrary shape / 1.3.3:
Quasi-momentum and induced mass / 1.3.4:
Viscosity / 1.4:
Reversibility paradox / 1.4.1:
Viscous stress tensor / 1.4.2:
Navier-Stokes equation / 1.4.3:
Law of similarity / 1.4.4:
Stokes flow and the wake / 1.5:
Slow motion / 1.5.1:
The boundary layer and the separation phenomenon / 1.5.2:
Flow transformations / 1.5.3:
Drag and lift with a wake / 1.5.4:
Exercises
Instabilities / 2.1:
Kelvin-Helmholtz instability / 2.1.1:
Energetic estimate of the stability threshold / 2.1.2:
Landau's law / 2.1.3:
Turbulence / 2.2:
Cascade / 2.2.1:
Turbulent river and wake / 2.2.2:
Acoustics / 2.3:
Sound / 2.3.1:
Riemann wave / 2.3.2:
Burgers equation / 2.3.3:
Acoustic turbulence / 2.3.4:
Mach number / 2.3.5:
Linear waves / 3.1:
Surface gravity waves / 3.1.1:
Viscous dissipation / 3.1.2:
Capillary waves / 3.1.3:
Phase and group velocity / 3.1.4:
Weakly non-linear waves / 3.2:
Hamiltonian description / 3.2.1:
Hamiltonian normal forms / 3.2.2:
Wave instabilities / 3.2.3:
Non-linear Schrödinger equation (NSE) / 3.3:
Derivation of NSE / 3.3.1:
Modulational instability / 3.3.2:
Soliton, collapse and turbulence / 3.3.3:
Korteveg-de-Vries (KdV) equation / 3.4:
Waves in shallow water / 3.4.1:
The KdV equation and the soliton / 3.4.2:
Inverse scattering transform / 3.4.3:
Solutions to exercises
Chapter 1
Chapter 2
Chapter 3
Notes
Basic equations and steady flows / 1:
Unsteady flows / 2:
Dispersive waves / 3:
5.

電子ブック

EB
edited by Nedunchezhian Swaminathan, K.N.C. Bray
出版情報:   1 online resource (xvi, 421 p.)
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Fundamentals and challenges / N. Swaminathan ; K. N. C. Bray1:
Modelling Methods / Part I:
Laminar flamelets and the Bray, Moss, and Libby model / 2:
Flame surface density and the G equation / L. Vervisch ; V. Moureau ; P. Domingo ; D. Veynante3:
Scalar-dissipation-rate approach / N. Chakraborty ; M. Champion ; A. Mura4:
Transported probability density function methods for premixed turbulent flames / R. P. Lindstedt5:
Combustion Instabilities / Part II:
Instabilities in flames / D. Bradley6:
Control strategies for combustion instabilities / A. P. Dowling ; A. S. Morgans7:
Simulation of thermoacoustic instability / L. Gicquel ; F. Nicoud ; T. Poinsot8:
Lean Flames in Practice / Part III:
Application of lean flames in internal combustion engines / Y. Urata ; A. M. K. P. Taylor9:
Application of lean flames in aero gas turbines / B. Jones10:
Application of lean flames in stationary gas turbines / 11:
Future Directions / Part IV:
Utilization of hot burnt gas for better control of combustion and emissions / S. Hayashi ; Y. Mizobuchi12:
Future directions and applications of lean premixed combustion / J. F. Driscoll13:
Future directions in modeling / 14:
Preface
List of Contributors
Fundamentals and Challenges
Aims and Coverage / 1.1:
Background / 1.2:
Governing Equations / 1.3:
Chemical Reaction Rate / 1.3.1:
Mixture Fraction / 1.3.2:
Spray Combustion / 1.3.3:
Levels of Simulation / 1.4:
DNS / 1.4.1:
RANS / 1.4.2:
LES / 1.4.3:
Equations of Turbulent Flow / 1.5:
Combustion Regimes / 1.6:
Modelling Strategies / 1.7:
Turbulent Transport / 1.7.1:
Reaction-Rate Closures / 1.7.2:
Models for LES / 1.7.3:
Data for Model Validation / 1.8:
References
Laminar Flamelets and the Bray, Moss, and Libby Model / 2.1:
The BML Model / 2.1.1:
Application to Stagnating Flows / 2.1.2:
Gradient and Counter-Gradient Scalar Transport / 2.1.3:
Laminar Flamelets / 2.1.4:
A Simple Laminar Flamelet Model / 2.1.5:
Conclusions / 2.1.6:
Flame Surface Density and the G Equation / 2.2:
Flame Surface Density / 2.2.1:
The G Equation for Laminar and Corrugated Turbulent Flames / 2.2.2:
Detailed Chemistry Modelling with FSD / 2.2.3:
FSD as a PDF Ingredient / 2.2.4:
Conclusion / 2.2.5:
Scalar-Dissipation-Rate Approach / 2.3:
Interlinks among SDR, FSD, and Mean Reaction Rate / 2.3.1:
Transport Equation for the SDR / 2.3.2:
A Situation of Reference - Non-Reactive Scalars / 2.3.3:
SDR in Premixed Flames and Its Modelling / 2.3.4:
Algebraic Models / 2.3.5:
Predictions of Measurable Quantities / 2.3.6:
LES Modelling for the SDR Approach / 2.3.7:
Final Remarks / 2.3.8:
Transported Probability Density Function Methods for Premixed Turbulent Flames / 2.4:
Alternative PDF Transport Equations / 2.4.1:
Closures for the Velocity Field / 2.4.2:
Closures for the Scalar Dissipation Rate / 2.4.3:
Reaction and Diffusion Terms / 2.4.4:
Solution Methods / 2.4.5:
Freely Propagating Premixed Turbulent Flames / 2.4.6:
The Impact of Molecular-Mixing Terms / 2.4.7:
Closure of Pressure Terms / 2.4.8:
Premixed Flames at High Reynolds Numbers / 2.4.9:
Partially Premixed Flames / 2.4.10:
Scalar Transport at High Reynolds Numbers / 2.4.11:
Instabilities in Flames / 2.4.12:
Flame Instabilities / 3.1.1:
Turbulent Burning, Extinctions, Relights, and Acoustic Waves / 3.1.2:
Auto-Ignitive Burning / 3.1.3:
Control Strategies for Combustion Instabilities / 3.2:
Energy and Combustion Oscillations / 3.2.1:
Passive Control / 3.2.2:
Tuned Passive Control / 3.2.3:
Active Control / 3.2.4:
Simulation of Thermoacoustic Instability / 3.3:
Basic Equations and Levels of Description / 3.3.1:
LES of Compressible Reacting Flows / 3.3.2:
3D Helmholtz Solver / 3.3.3:
Upstream-Downstream Acoustic Conditions / 3.3.4:
Application to an Annular Combustor / 3.3.5:
Application of Lean Flames in Internal Combustion Engines / 3.3.6:
Legislation for Fuel Economy and for Emissions / 4.1.1:
Lean-Burn Combustion Concepts for IC Engines / 4.1.2:
Role of Experiments for Lean-Burn Combustion in IC Engines / 4.1.3:
Concluding Remarks / 4.1.4:
Application of Lean Flames in Aero Gas Turbines / 4.2:
Background to the Design of Current Aero Gas Turbine Combustors / 4.2.1:
Scoping the Low-Emissions Combustor Design Problem / 4.2.2:
Emissions Requirements / 4.2.3:
Engine Design Trend and Effect of Engine Cycle on Emissions / 4.2.4:
History of Emissions Research to C.E. 2000 / 4.2.5:
Operability / 4.2.6:
Performance Compromise after Concept Demonstration / 4.2.7:
Lean-Burn Options / 4.2.8:
Application of Lean Flames in Stationary Gas Turbines / 4.2.9:
Common Combustor Configurations / 4.3.1:
Fuels / 4.3.2:
Water Injection / 4.3.3:
Emissions Regulations / 4.3.4:
Lean Blowoff / 4.3.5:
Combustion Instability / 4.3.7:
Flashback / 4.3.8:
Auto-Ignition / 4.3.9:
External Aerodynamics / 4.3.10:
Combustion Research for Industrial Gas Turbines / 4.3.11:
Future Trends and Research Emphasis / 4.3.12:
Utilization of Hot Burnt Gas for Better Control of Combustion and Emissions / 5.1:
Axially Staged Lean-Mixture Injection / 5.1.1:
Application of the Concept to Gas Turbine Combustors / 5.1.2:
Numerical Simulation towards Design Optimization / 5.1.3:
Future Directions and Applications of Lean Premixed Combustion / 5.2:
LPP Combustors / 5.2.1:
Reliable Models that Can Predict Lift-Off and Blowout Limits of Flames in Co-Flows or Cross-Flows / 5.2.2:
New Technology in Measurement Techniques / 5.2.3:
Unresolved Fundamental Issues / 5.2.4:
Summary / 5.2.5:
Future Directions in Modelling / 5.3:
Modelling Requirements / 5.3.1:
Assessment of Models / 5.3.2:
Nomenclature / 5.3.3:
Index
Fundamentals and challenges / N. Swaminathan ; K. N. C. Bray1:
Modelling Methods / Part I:
Laminar flamelets and the Bray, Moss, and Libby model / 2:
6.

電子ブック

EB
Yves Croissant, Giovanni Millo
出版情報: [S.l.] : Wiley Online Library, [20--]  1 online resource (xix, 301 p.)
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Preface
Acknowledgments
About the Companion Website
Introduction / 1:
Panel Data Econometrics: A Gentle Introduction / 1.1:
Eliminating Unobserved Components / 1.1.1:
Differencing Methods / 1.1.1.1:
LSDV Methods / 1.1.1.2:
Fixed Effects Methods / 1.1.1.3:
R for Econometric Computing / 1.2:
The Modus Operandi of R / 1.2.1:
Data Management / 1.2.2:
Outsourcing to Other Software / 1.2.2.1:
Data Management Through Formulae / 1.2.2.2:
plm for the Casual R User / 1.3:
R for the Matrix Language User / 1.3.1:
R for the User of Econometric Packages / 1.3.2:
plm for the Proficient R User / 1.4:
Reproducible Econometric Work / 1.4.1:
Object-orientation for the User / 1.4.2:
plm for the R Developer / 1.5:
Object-orientation for Development / 1.5.1:
Notations / 1.6:
General Notation / 1.6.1:
Maximum Likelihood Notations / 1.6.2:
Index / 1.6.3:
The Two-way Error Component Model / 1.6.4:
Transformation for the One-way Error Component Model / 1.6.5:
Transformation for the Two-ways Error Component Model / 1.6.6:
Groups and Nested Models / 1.6.7:
Instrumental Variables / 1.6.8:
Systems of Equations / 1.6.9:
Time Series / 1.6.10:
Limited Dependent and Count Variables / 1.6.11:
Spatial Panels / 1.6.12:
The Error Component Model / 2:
Notations and Hypotheses / 2.1:
Some Useful Transformations / 2.11:
Hypotheses Concerning the Errors / 2.1.3:
Ordinary Least Squares Estimators / 2.2:
Ordinary Least Squares on the Raw Data: The Pooling Model / 2.2.1:
The between Estimator / 2.2.2:
The within Estimator / 2.2.3:
The Generalized Least Squares Estimator / 2.3:
Presentation of the GLS Estimator / 2.3.1:
Estimation of the Variances of the Components of the Error / 2.3.2:
Comparison of the Estimators / 2.4:
Relations between the Estimators / 2.4.1:
Comparison of the Variances / 2.4.2:
Fixed vs Random Effects / 2.4.3:
Some Simple Linear Model Examples / 2.4.4:
The Two-ways Error Components Model / 2.5:
Error Components in the Two-ways Model / 2.5.1:
Fixed and Random Effects Models / 2.5.2:
Estimation of a Wage Equation / 2.6:
Advanced Error Components Models / 3:
Unbalanced Panels / 3.1:
Individual Effects Model / 3.1.1:
Two-ways Error Component Model / 3.1.2:
Fixed Effects Model / 3.1.2.1:
Random Effects Model / 3.1.2.2:
Estimation of the Components of the Error Variance / 3.1.3:
Seemingly Unrelated Regression / 3.2:
Constrained Least Squares / 3.2.1:
Inter-equations Correlation / 3.2.3:
Sur With Panel Data / 3.2.4:
The Maximum Likelihood Estimator / 3.3:
Derivation of the Likelihood Function / 3.3.1:
Computation of the Estimator / 3.3.2:
The Nested Error Components Model / 3.4:
Presentation of the Model / 3.4.1:
Estimation of the Variance of the Error Components / 3.4.2:
Tests on Error Component Models / 4:
Tests on Individual and/or Time Effects / 4.1:
F Tests / 4.1.1:
Breusch-Pagan Tests / 4.1.2:
Tests for Correlated Effects / 4.2:
The Mundlak Approach / 4.2.1:
Hausman Test / 4.2.2:
Chamberlain's Approach / 4.2.3:
Unconstrained Estimator / 4.2.3.1:
Constrained Estimator / 4.2.3.2:
Fixed Effects Models / 4.2.3.3:
Tests for Serial Correlation / 4.3:
Unobserved Effects Test / 4.3.1:
Score Test of Serial Correlation and/or Individual Effects / 4.3.2:
Likelihood Ratio Tests for AR(1) and Individual Effects / 4.3.3:
Applying Traditional Serial Correlation Tests to Panel Data / 4.3.4:
Wald Tests for Serial Correlation using within and First-differenced Estimators / 4.3.5:
Wooldridge's within-based Test / 4.3.5.1:
Wooldridge's First-difference-based Test / 4.3.5.2:
Tests for Cross-sectional Dependence / 4.4:
Pairwise Correlation Coefficients / 4.4.1:
CD-type Tests for Cross-sectional Dependence / 4.4.2:
Testing Cross-sectional Dependence in a pseries / 4.4.3:
Robust Inference and Estimation for Non-spherical Errors / 5:
Robust Inference / 5.1:
Robust Covariance Estimators / 5.1.1:
Cluster-robust Estimation in a Panel Setting / 5.1.1.1:
Double Clustering / 5.1.1.2:
Panel Newey-west and SCC / 5.1.1.3:
Generic Sandwich Estimators and Panel Models / 5.1.2:
Panel Corrected Standard Errors / 5.1.2.1:
Robust Testing of Linear Hypotheses / 5.1.3:
An Application: Robust Hausman Testing / 5.1.3.1:
Unrestricted Generalized Least Squares / 5.2:
General Feasible Generalized Least Squares / 5.2.1:
Pooled GGLS / 5.2.11:
Fixed Effects GLS / 5.2.12:
First Difference GLS / 5.2.13:
Applied Examples / 5.2.2:
Endogeneity / 6:
The Instrumental Variables Estimator / 6.1:
Generalities about the Instrumental Variables Estimator / 6.2.1:
The within Instrumental Variables Estimator / 6.2.2:
Error Components Instrumental Variables Estimator / 6.3:
The General Model / 6.3.1:
Special Cases of the General Model / 6.3.2:
The within Model / 6.3.2.1:
Error Components Two Stage Least Squares / 6.3.2.2:
The Hausman and Taylor Model / 6.3.2.3:
The Amemiya-Macurdy Estimator / 6.3.2.4:
The Breusch, Mizon and Schmidt's Estimator / 6.3.2.5:
Balestra and Varadharajan-Krishnakumar Estimator / 6.3.2.6:
Estimation of a System of Equations / 6.4:
The Three Stage Least Squares Estimator / 6.4.1:
The Error Components Three Stage Least Squares Estimator / 6.4.2:
More Empirical Examples / 6.5:
Estimation of a Dynamic Model / 7:
Dynamic Model and Endogeneity / 7.1:
The Bias of the OLS Estimator / 7.1.1:
Consistent Estimation Methods for Dynamic Models / 7.1.2:
GMM Estimation of the Differenced Model / 7.2:
Instrumental Variables and Generalized Method of Moments / 7.2.1:
One-step Estimator / 7.2.2:
Two-steps Estimator / 7.2.3:
The Proliferation of Instruments in the Generalized Method of Moments Difference Estimator / 7.2.4:
Generalized Method of Moments Estimator in Differences and Levels / 7.3:
Weak Instruments / 7.3.1:
Moment Conditions on the Levels Model / 7.3.2:
The System GMM Estimator / 7.3.3:
Inference / 7.4:
Robust Estimation of the Coefficients' Covariance / 7.4.1:
Overidentification Tests / 7.4.2:
Error Serial Correlation Test / 7.4.3:
Panel Time Series / 7.5:
Heterogeneous Coefficients / 8.1:
Fixed Coefficients / 8.2.1:
Random Coefficients / 8.2.2:
The Swamy Estimator / 8.2.2.1:
The Mean Groups Estimator / 8.2.2.2:
Testing for Poolability / 8.2.3:
Cross-sectional Dependence and Common Factors / 8.3:
The Common Factor Model / 8.3.1:
Common Correlated Effects Augmentation / 8.3.2:
CCE Mean Groups vs. CCE Pooled / 8.3.2.1:
Computing the CCEP Variance / 8.3.2.2:
Nonstationarity and Cointegration / 8.4:
Unit Root Testing: Generalities / 8.4.1:
First Generation Unit Root Testing / 8.4.2:
Preliminary Results / 8.4.2.1:
Levin-Lin-Chu Test / 8.4.2.2:
Im, Pesaran and Shin Test / 8.4.2.3:
The Maddala and Wu Test / 8.4.2.4:
Second Generation Unit Root Testing / 8.4.3:
Count Data and Limited Dependent Variables / 9:
Binomial and Ordinal Models / 9.1:
The Binomial Model / 9.1.1:
Ordered Models / 9.1.1.2:
The Random Effects Model / 9.1.2:
The Conditional Logit Model / 9.1.2.1:
Censored or Truncated Dependent Variable / 9.2:
The Ordinary Least Squares Estimator / 9.2.1:
The Symmetrical Trimmed Estimator / 9.2.3:
Truncated Sample / 9.2.3.1:
Censored Sample / 9.2.3.2:
Count Data / 9.2.4:
The Poisson Model / 9.3.1:
The NegBin Model / 9.3.1.2:
Negbin Model / 9.3.2:
Random Effects Models / 9.3.3:
Spatial Correlation / 9.3.3.1:
Visual Assessment / 10.1.1:
Testing for Spatial Dependence / 10.1.2:
CD P Tests for Local Cross-sectional Dependence / 10.1.2.1:
The Randomized W Test / 10.1.2.2:
Spatial Lags / 10.2:
Spatially Lagged Regressors / 10.2.1:
Spatially Lagged Dependent Variables / 10.2.2:
Spatial OLS / 10.2.2.1:
ML Estimation of the SAR Model / 10.2.2.2:
Spatially Correlated Errors / 10.2.3:
Individual Heterogeneity in Spatial Panels / 10.3:
Random versus Fixed Effects / 10.3.1:
Spatial Panel Models with Error Components / 10.3.2:
Spatial Panels with Independent Random Effects / 10.3.2.1:
Spatially Correlated Random Effects / 10.3.2.2:
Estimation / 10.3.3:
Spatial Models with a General Error Covariance / 10.3.3.1:
General Maximum Likelihood Framework / 10.3.3.2:
Generalized Moments Estimation / 10.3.3.3:
Testing / 10.3.4:
LM Tests for Random Effects and Spatial Errors / 10.3.4.1:
Testing for Spatial Lag vs Error / 10.3.4.2:
Serial and Spatial Correlation / 10.4:
Maximum Likelihood Estimation / 10.4.1:
Serial and Spatial Correlation in the Random Effects Model / 10.4.1.1:
Serial and Spatial Correlation with KKP-Type Effects / 10.4.1.2:
Tests for Random Effects, Spatial, and Serial Error Correlation / 10.4.2:
Spatial Lag vs Error in the Serially Correlated Model / 10.4.2.2:
Bibliography
Preface
Acknowledgments
About the Companion Website
7.

電子ブック

EB
O.M. Phillips
出版情報:   1 online resource (xi, 285 p.)
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Preface
Introduction / 1:
The basic principles / 2:
Patterns of flow / 3:
Flows with buoyancy variations / 4:
Patterns of reaction with flow / 5:
Extensions and examples / 6:
References
Index
Pores and fractures / 2.1:
Geometrical characteristics / 2.2:
Porosity / 2.2.1:
Double porosity in a fracture-matrix medium / 2.2.2:
The transport velocity and mass conservation / 2.3:
Mass Conservation / 2.3.1:
The incompressibility condition / 2.3.2:
The stream function / 2.3.3:
Darcy's law / 2.4:
Hydrostatics / 2.4.1:
Interstitial flow through a uniform matrix / 2.4.2:
Permeability / 2.4.3:
Reduced pressure and buoyancy / 2.4.4:
Boundary conditions / 2.4.5:
Mechanical energy balances / 2.5:
Flow tubes and flow resistance / 2.5.1:
Energy balances / 2.5.2:
Two theorems / 2.6:
The uniqueness theorem / 2.6.1:
The minimum dissipation theorem / 2.6.2:
The thermal energy balance / 2.7:
Dissolved species balance / 2.8:
Rate-limiting steps and the solute source term / 2.8.1:
First-order reactions / 2.8.2:
Equations of state / 2.9:
Dispersion / 2.10:
Kinematics of dispersion / 2.10.1:
Dispersion in a steady plume / 2.10.2:
Flow in uniform permeable media / 3.1:
Flow constraints / 3.1.1:
Laplace's equation / 3.1.2:
Some local flow patterns / 3.1.3:
Two-dimensional surface aquifers / 3.1.4:
Three-dimensional surface aquifer flow / 3.2:
How do surface aquifers work? / 3.2.1:
Regional scale aquifer flow / 3.2.2:
An example: the aquifer in Kent County, Maryland / 3.2.3:
Scales of water table elevation; relaxation, emergence and recharge times / 3.2.4:
Groundwater age distribution in an aquifer / 3.2.5:
Dispersion and transport of marked fluid / 3.3:
Measurements of permeability variations in sandy aquifers / 3.3.1:
Measured dispersion of injected tracers over sub-kilometer scales / 3.3.2:
Flow through a spatially random permeability field / 3.3.3:
Layered media / 3.4:
Anisotropy produced by fine-scale layering / 3.4.1:
Flow across layering with scattered fracture bands or gaps / 3.4.2:
Confining layers in a surface aquifer / 3.4.3:
Mixing in more permeable lenses / 3.4.4:
Fracture-matrix or "crack and block" media / 3.5:
Reservoirs and conduits / 3.5.1:
Transport of passive solute in co-existing fracture and matrix block flows / 3.5.2:
A passive contaminant front in a fracture-matrix aquifer / 3.5.3:
Distributed solute entering across the water table / 3.5.4:
Flow transients / 3.6:
Diffusion of pressure / 3.6.1:
Pressure diffusion and de-gassing following seismic release / 3.6.2:
Diffusion of pressure in a fracture-matrix medium / 3.6.3:
The occurrence of thermally driven flows / 4.1:
Buoyancy and the rotation vector / 4.2:
General properties of buoyancy-driven flows / 4.3:
Heat advection versus matrix diffusion: the Peclet number / 4.3.1:
Thermally driven flows: the Rayleigh number / 4.3.2:
Steady low Rayleigh number circulations / 4.4:
Slope convection with large aspect ratio l/h / 4.4.1:
Circulation in isolated, sloping permeable strata / 4.4.2:
Compact layered platforms and reefs at low Rayleigh numbers / 4.4.3:
Two-dimensional reefs or banks / 4.4.4:
Intermediate and high Rayleigh number plumes / 4.5:
Two-dimensional numerical solutions / 4.5.1:
How do these flows work? / 4.5.2:
Scaling analysis for two-dimensional flows / 4.5.3:
Circular platforms / 4.5.4:
Similarity solutions-two-dimensional plumes / 4.5.5:
The axi-symmetrical plume in a semi-infinite region / 4.5.6:
Salinity-driven flows / 4.6:
Freshwater lenses / 4.6.1:
Gravity currents in porous media / 4.6.2:
Thermal instabilities / 4.7:
Rayleigh-Darcy instability / 4.7.1:
A physical discussion / 4.7.2:
Related configurations / 4.7.3:
Thermo-haline circulations / 4.8:
Temperature destabilizing, salinity stabilizing / 4.8.1:
Both temperature and salinity stabilizing / 4.8.2:
Both temperature and salinity destabilizing / 4.8.3:
Temperature stabilizing, salinity destabilizing / 4.8.4:
Brine invasion beneath hypersaline lagoons / 4.8.5:
Instability of fronts / 4.9:
Simple reaction types / 5.1:
Dissolution / 5.1.1:
Combination / 5.1.2:
Replacement / 5.1.3:
An outline of flow-controlled reaction scenarious / 5.2:
The equilibration or reaction length / 5.2.1:
The reaction front scenario / 5.2.2:
The gradient reaction scenario / 5.2.3:
Mixing zones / 5.2.4:
Leaching or deposition of a mineral constituent / 5.3:
Dissolution in a uniform flow / 5.3.1:
Leaching in aquifer flow with infiltration across the water table / 5.3.2:
Dissolution in a fracture-matrix medium / 5.3.3:
The depletion time / 5.3.4:
The isothermal reaction front scenario / 5.4:
The front propagation speed and the fluid-rock ratio / 5.4.1:
Profiles in the reaction front / 5.4.2:
Reaction fronts in fracture-matrix media / 5.4.3:
Sorbing contaminant plumes / 5.4.4:
Dissolution and deposition rates in gradient reactions / 5.5:
The rock alteration index / 5.5.2:
Enhancement and destruction of porosity / 5.5.3:
The mixing zone scenario / 5.6:
Isotherm-following reactions / 5.7:
The reaction zone / 5.7.1:
Dehydration / 5.7.2:
Paleo-convection and dolomite formation in the Latemar Massif / 5.8:
Distributions of mineral alteration in Mississippi Valley-type deposits / 5.9:
Extensions / 6.1:
Examples / 6.2:
Coastal salt wedges / 6.2.1:
Permeability variations and the rotation vector / 6.2.2:
Confined aquifers / 6.2.3:
An unconfined or surface aquifer with a locally fractured confining layer / 6.2.4:
The Hole-Shaw cell / 6.2.5:
Bibliography
Preface
Introduction / 1:
The basic principles / 2:
8.

電子ブック

EB
Werner Vogel and Dirk-Gunnar Welsch
出版情報: Wiley Online Library Online Books, 2006 , Weinheim : Wiley-VCH, c2006
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Preface
Introduction / 1:
From Einstein's hypothesis to photon anti-bunching / 1.1:
Nonclassical phenorrena / 1.2:
Source-attributed light / 1.3:
Medium-assisted electromagnetic fields / 1.4:
Measurement of light statistics / 1.5:
Determination and preparation of quantum states / 1.6:
Quantized motion of cold atoms / 1.7:
Elements of quantum electrodynamics / 2:
Basic classical equations / 2.1:
The free electromagnetic field / 2.2:
Canonical quantization / 2.2.1:
Monochromatic-mode expansion / 2.2.2:
Nonmonochromatic modes / 2.2.3:
Interaction with charged particles / 2.3:
Minimal coupling / 2.3.1:
Multipolar coupling / 2.3.2:
Dielectric background media / 2.4:
Nondispersing and nonabsorbing media / 2.4.1:
Dispersing and absorbing media / 2.4.2:
Approximate interaction Hamiltonians / 2.5:
The electric-dipole approximation / 2.5.1:
The rotating-wave approximation / 2.5.2:
Effective Hamiltonians / 2.5.3:
Source-quantity representation / 2.6:
Time-dependent commutation relations / 2.7:
Correlation functions of field operators / 2.8:
Quantum states of bosonic systems / 3:
Number states / 3.1:
Statistics of the number states / 3.1.1:
Multi-mode number states / 3.1.2:
Coherent states / 3.2:
Statistics of the coherent states / 3.2.1:
Multi-mode coherent states / 3.2.2:
Displaced number states / 3.2.3:
Squeezed states / 3.3:
Statistics of the squeezed states / 3.3.1:
Multi-mode squeezed states / 3.3.2:
Quadrature eigenstates / 3.4:
Phase states / 3.5:
The eigenvalue problem of V / 3.5.1:
Cosine and sine phase states / 3.5.2:
Bosonic systems in phase space / 4:
The statistical density operator / 4.1:
Phase-space functions / 4.2:
Normal ordering: The P function / 4.2.1:
Anti-normal and symmetric ordering: The Q and the W function / 4.2.2:
Parameterized phase-space functions / 4.2.3:
Operator expansion in phase space / 4.3:
Orthogonalization relations / 4.3.1:
The density operator in phase space / 4.3.2:
Some elementary examples / 4.3.3:
Quantum theory of damping / 5:
Quantum Langevin equations and one-time averages / 5.1:
Hamiltonian / 5.1.1:
Heisenberg equations of motion / 5.1.2:
Born and Markov approximations / 5.1.3:
Quantum Langevin equations / 5.1.4:
Master equations and related equations / 5.2:
Master equations / 5.2.1:
Fokker-Planck equations / 5.2.2:
Damped harmonic oscillator / 5.3:
Langevin equations / 5.3.1:
Radiationless dephasing / 5.3.2:
Damped two-level system / 5.4:
Basic equations / 5.4.1:
Optical Bloch equations / 5.4.2:
Quantum regression theorem / 5.5:
Photoelectric detection of light / 6:
Photoelectric counting / 6.1:
Quantum-mechanical transition probabilities / 6.1.1:
Photoelectric counting probabilities / 6.1.2:
Counting moments and correlations / 6.1.3:
Photoelectric counts and photons / 6.2:
Detection scheme / 6.2.1:
Mode expansion / 6.2.2:
Photon-number statistics / 6.2.3:
Nonperturbative corrections / 6.3:
Spectral detection / 6.4:
Radiation-field modes / 6.4.1:
Input-output relations / 6.4.2:
Spectral correlation functions / 6.4.3:
Homodyne detection / 6.5:
Fields combining through a nonabsorbing beam splitter / 6.5.1:
Fields combining through an absorbing beam splitter / 6.5.2:
Unbalanced four-port homodyning / 6.5.3:
Balanced four-port homodyning / 6.5.4:
Balanced eight-port homodyning / 6.5.5:
Homodyne correlation measurement / 6.5.6:
Normally ordered moments / 6.5.7:
Quantum-state reconstruction / 7:
Optical homodyne tomography / 7.1:
Quantum state and phase-rotated quadratures / 7.1.1:
Wigner function / 7.1.2:
Density matrix in phase-rotated quadrature basis / 7.2:
Density matrix in the number basis / 7.3:
Sampling from quadrature components / 7.3.1:
Reconstruction from displaced number states / 7.3.2:
Local reconstruction of phase-space functions / 7.4:
Canonical phase statistics / 7.5:
Nonclassicality and entanglement of bosonic systems / 8:
Quantum states with classical counterparts / 8.1:
Nonclassical light / 8.2:
Photon anti-bunching / 8.2.1:
Sub-Poissonian light / 8.2.2:
Squeezed light / 8.2.3:
Nonclassical characteristic functions / 8.3:
The Bochner theorem / 8.3.1:
First-order nonclassicality / 8.3.2:
Higher-order nonclassicality / 8.3.3:
Nonclassical moments / 8.4:
Reformulation of the Bochner condition / 8.4.1:
Criteria based on moments / 8.4.2:
Entanglement / 8.5:
Separable and nonseparable quantum states / 8.5.1:
Partial transposition and entanglement criteria / 8.5.2:
Leaky optical cavities / 9:
Solution of the Helmholtz equation / 9.1:
Cavity-response function / 9.1.2:
Internal field / 9.2:
Coarse-grained averaging / 9.3.1:
Nonmonochromatic modes and Langevin equations / 9.3.2:
External field / 9.4:
Commutation relations / 9.4.1:
Field correlation functions / 9.5.1:
Unwanted losses / 9.7:
Quantum-state extraction / 9.8:
Medium-assisted electromagnetic vacuum effects / 10:
Spontaneous emission / 10.1:
Weak atom-field coupling / 10.1.1:
Strong atom-field coupling / 10.1.2:
Vacuum forces / 10.2:
Force on an atom / 10.2.1:
The Casimir force / 10.2.2:
Resonance fluorescence / 11:
Two-level systems / 11.1:
Intensity / 11.2.1:
Intensity correlation and photon anti-bunching / 11.2.2:
Squeezing / 11.2.3:
Spectral properties / 11.2.4:
Multi-level effects / 11.3:
Dark resonances / 11.3.1:
Intermittent fluorescence / 11.3.2:
Vibronic coupling / 11.3.3:
A single atom in a high-Q cavity / 12:
The Jaynes-Cummings model / 12.1:
Electronic-state dynamics / 12.2:
Reduced density matrix / 12.2.1:
Collapse and revival / 12.2.2:
Quantum nature of the revivals / 12.2.3:
Coherent preparation / 12.2.4:
Field dynamics / 12.3:
Photon statistics / 12.3.1:
The Micromaser / 12.4:
Quantum-state preparation / 12.5:
Schrodinger-cat states / 12.5.1:
Einstein-Podolsky-Rosen pairs of atoms / 12.5.2:
Measurements of the cavity field / 12.6:
Quantum state endoscopy / 12.6.1:
QND measurement of the photon number / 12.6.2:
Determining arbitrary quantum states / 12.6.3:
Laser-driven quantized motion of a trapped atom / 13:
Quantized motion of an ion in a Paul trap / 13.1:
Interaction of a moving atom with light / 13.2:
Radio-frequency radiation / 13.2.1:
Optical radiation / 13.2.2:
Dynamics in the resolved sideband regime / 13.3:
Nonlinear Jaynes-Cummings model / 13.3.1:
Decoherence effects / 13.3.2:
Nonlinear motional dynamics / 13.3.3:
Preparing motional quantum states / 13.4:
Sideband laser-cooling / 13.4.1:
Coherent, number and squeezed states / 13.4.2:
Motional dark states / 13.4.3:
Measuring the quantum state / 13.5:
Tomographic methods / 13.5.1:
Local methods / 13.5.2:
Determination of entangled states / 13.5.3:
Appendix
The medium-assisted Green tensor / A:
Basic relations / A.1:
Asymptotic behavior / A.2:
Equal-time commutation relations / B:
Algebra of bosonic operators / C:
Exponential-operator disentangling / C.1:
Normal and anti-normal ordering / C.2:
Sampling function for the density matrix in the number basis / D:
Index
Preface
Introduction / 1:
From Einstein's hypothesis to photon anti-bunching / 1.1:
9.

電子ブック

EB
Joseph C. Akunna
出版情報: Taylor & Francis Group, 2018  1 online resource (137 p. ; 24 cm)
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Preface
Abbreviations
Author
Biological Treatment Processes / 1:
Process Fundamentals / 1.1:
Anaerobic Processes / 1.2:
Process Description / 1.2.1:
Biomass Production / 1.2.2:
Factors Affecting Process Efficiency / 1.2.3:
Start-Up Inoculum / 1.2.3.1:
Waste Organic Content and Biodegradability / 1.2.3.2:
Nutrient Availability / 1.2.3.3:
pH and Alkalinity / 1.2.3.4:
Temperature / 1.2.3.5:
Solids and Hydraulic Retention Times / 1.2.3.6:
Organic Loading Rate / 1.2.3.7:
Toxic Compounds / 1.2.3.8:
Treatment Configuration: Single- and Multi-Stage Systems / 1.2.3.9:
Applications, Benefits, and Drawbacks / 1.2.4:
Aerobic Processes / 1.3:
Wastewater Treatment / 1.3.1:
Aerobic Digestion or Composting / 1.3.3:
Aerobic versus Anaerobic Processes / 1.3.4:
Anoxic Processes / 1.4:
Anaerobic Wastewater Treatment / 2:
Applications and Limitations / 2.1:
Wastewater Biodegradability / 2.2:
Wastewater Pretreatment / 2.3:
Flow Equalization / 2.3.1:
pH Correction / 2.3.2:
Nutrient Balance / 2.3.3:
Temperature Control / 2.3.4:
Solids Reduction / 2.3.5:
Reduction of Toxic Compounds / 2.3.6:
Process Variations / 2.4:
System Configuration / 2.5:
Process Design and Operational Control / 2.6:
Hydraulic Retention Time (HRT) / 2.6.1:
Solids Retention Time (SRT) / 2.6.2:
Hydraulic Loading Rate (HLR) / 2.6.3:
Organic Loading Rate (OLR) / 2.6.4:
Food/Microorganism Ratio / 2.6.5:
Specific Biogas Yield / 2.6.6:
Specific Biogas Production Rate (BPR) / 2.6.7:
Treatment Efficiency / 2.6.8:
Performance and Process Monitoring Indicators / 2.6.9:
Foaming and Control / 2.8:
Anaerobic Digestion (AD) of Organic Solid Residues and Biosolids / 3:
Applications, Benefits, and Challenges / 3.1:
Mono- and Co-Digestion / 3.2:
Standard Rate Digestion / 3.3:
High-Rate Digestion / 3.3.2:
Low-Solids Digestion / 3.3.3:
High-Solids (or "Dry") Digestion / 3.3.4:
Combined Anaerobic-Aerobic System / 3.3.5:
Process Design, Performance, and Operational Control / 3.4:
Feedstock C/N Ratio / 3.4.1:
Retention Time (RT) / 3.4.2:
Solids Loading Rate (SLR) / 3.4.3:
Biogas Production and Operational Criteria / 3.5:
Modes of Operation / 3.6:
Batch Operation / 3.6.1:
Semi-Continuous Operation / 3.6.2:
Continuous Operation / 3.6.3:
Pretreatment in Anaerobic Treatment / 4:
Need for Pretreatment / 4.1:
Mechanical Pretreatment / 4.2:
Collection and Segregation / 4.2.1:
Size Reduction / 4.2.2:
Ultrasound (US) / 4.2.3:
Biological Pretreatment / 4.3:
Aerobic Composting or Digestion / 4.3.1:
Fungi / 4.3.3:
Enzymatic Hydrolysis / 4.3.4:
Bio-Augmentation / 4.3.5:
Bio-Supplementation / 4.3.6:
Chemical Pretreatment / 4.4:
Acid and Alkaline / 4.4.1:
Ozonation / 4.4.2:
Thermal / 4.5:
High Temperature / 4.5.1:
Wet Air Oxidation / 4.5.2:
Pyrolysis / 4.5.3:
Microwave (MW) Irradiation / 4.5.4:
Combined Processes / 4.6:
Thermochemical Pretreatment / 4.6.1:
Thermomechanical Pretreatment / 4.6.2:
Extrusion / 4.6.3:
Summary of Common Pretreatments / 4.7:
Assessing the Effects of Pretreatment / 4.8:
Chemical Analysis / 4.8.1:
Biochemical Methane Potential / 4.8.2:
Posttreatment, Reuse, and Management of Co-Products / 5:
Biogas / 5.1:
Biogas Utilization / 5.1.1:
Biogas Treatment / 5.1.2:
Moisture and Particulates Reduction / 5.1.2.1:
Biogas Upgrading / 5.1.2.2:
Hydrogen Sulfide Removal / 5.1.2.3:
Simultaneous Removal of CO2 and H2S / 5.1.2.4:
Siloxanes Occurrence and Removal / 5.1.2.5:
Health and Safety Considerations / 5.1.3:
Liquid Effluents / 5.2:
Digestate Management and Disposal / 5.3:
Characteristics and Management Options / 5.3.1:
Aerobic Composting / 5.3.2:
Disinfection / 5.3.3:
Applications in Warm Climates and Developing Countries / 6:
Characteristics of Warm Climatic Conditions / 6.1:
Characteristics of Developing Countries / 6.2:
Waste and Wastewater Characteristics / 6.3:
Large-Scale Systems / 6.4:
Micro-Scale Systems / 6.4.2:
Waste Stabilization Ponds / 6.4.3:
Solid Wastes and Slurries Treatment / 6.5:
Case Studies / 7:
Brewery Wastewater Treatment Using the Granular Bed Anaerobic Baffled Reactor (GRABBR) / 7.1:
Seaweed Anaerobic Digestion / 7.2:
Seaweed Anaerobic Co-Digestion / 7.3:
Worked Examples on Anaerobic Wastewater Treatment / Appendix A:
Worked Examples on Anaerobic Digestion of Solid Wastes and Biosolids / Appendix B:
References and Further Reading
Subject Index
Preface
Abbreviations
Author
10.

電子ブック

EB
Christian Fries
出版情報: [S.l.] : Wiley Online Library, [20--]  1 online resource (xxii, 520 p.)
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Introduction / 1:
Theory, Modeling and Implementation / 1.1:
Interest Rate Models and Interest Rate Derivatives / 1.2:
How to Read this Book / 1.3:
Abridged Versions / 1.3.1:
Special Sections / 1.3.2:
Notation / 1.3.3:
Foundations / I:
Probability Theory / 2:
Stochastic Processes / 2.2:
Filtration / 2.3:
Brownian Motion / 2.4:
Wiener Measure, Canonical Setup / 2.5:
Itô Calculus / 2.6:
Itô Integral / 2.6.1:
Itô Process / 2.6.2:
Itô Lemma and Product Rule / 2.6.3:
Brownian Motion with Instantaneous Correlation / 2.7:
Martingales / 2.8:
Change of Measure (Girsanov, Cameron, Martin / 2.8.1 Martingale Representation Theorem:
Stochastic Integration / 2.10:
Partial Differential Equations (PDE / 2.11:
Feynman-Kac Theorem / 2.11.1:
List of Symbols / 2.12:
Replication / 3:
Replication Strategies / 3.1:
Replication in a discrete Model / 3.1.1:
Foundations: Equivalent Martingale Measure / 3.2:
Challenge and Solution Outline / 3.2.1:
Steps towards the Universal Pricing Theorem / 3.2.2:
Excursus: Relative Prices and Risk Neutral Measures / 3.3:
Why relative prices? / 3.3.1:
Risk Neutral Measure / 3.3.2:
First Applications / II:
Pricing of a European Stock Option under the Black-Scholes Model / 4:
Excursus: The Density of the Underlying of a European Call Option / 5:
Excursus: Interpolation of European Option Prices / 6:
No-Arbitrage Conditions for Interpolated Prices / 6.1:
Arbitrage Violations through Interpolation / 6.2:
Example (1): Interpolation of four Prices / 6.2.1:
Example (2): Interpolation of two Prices / 6.2.2:
Arbitrage-Free Interpolation of European Option Prices / 6.3:
Hedging in Continuous and Discrete Time and the Greeks / 7:
Deriving the Replications Strategy from Pricing Theory / 7.1:
Deriving the Replication Strategy under the Assumption of a Locally Riskless Product / 7.2.1:
The Black-Scholes Differential Equation / 7.2.2:
Example: Replication Portfolio and PDE under a Black-Scholes Model / 7.2.3:
Greeks / 7.3:
Greeks of a European Call-Option under the Black-Scholes model / 7.3.1:
Hedging in Discrete Time: Delta and Delta-Gamma Hedging / 7.4:
Delta Hedging / 7.4.1:
Error Propagation / 7.4.2:
Delta-Gamma Hedging / 7.4.3:
Vega Hedging / 7.4.4:
Hedging in Discrete Time: Minimizing the Residual Error (Bouchaud-Sornette Method / 7.5:
Minimizing the Residual Error at Maturity T / 7.5.1:
Minimizing the Residual Error in each Time Step / 7.5.2:
Interest Rate Structures, Interest Rate Products And Analytic Pricing Formulas / III:
Interest Rate Structures / Motivation and Overview:
Fixing Times and Tenor Times / 8.1:
Definitions / 8.2:
Interest Rate Curve Bootstrapping / 8.3:
Interpolation of Interest Rate Curves / 8.4:
Implementation / 8.5:
Simple Interest Rate Products / 9:
Interest Rate Products Part 1: Products without Optionality / 9.1:
Fix, Floating and Swap / 9.1.1:
Money-Market Account / 9.1.2:
Interest Rate Products Part 2: Simple Options / 9.2:
Cap, Floor, Swaption / 9.2.1:
Foreign Caplet, Quanto / 9.2.2:
The Black Model for a Caplet / 10:
Pricing of a Quanto Caplet / Modeling the FFX11:
Choice of Numéraire / 11.1:
Exotic Derivatives / 12:
Prototypical Product Properties / 12.1:
Interest Rate Products Part 3: Exotic Interest Rate Derivatives / 12.2:
Structured Bond, Structured Swap, Zero Structure / 12.2.1:
Bermudan Option / 12.2.2:
Bermudan Callable and Bermudan Cancelable / 12.2.3:
Compound Options / 12.2.4:
Trigger Products / 12.2.5:
Structured Coupons / 12.2.6:
Shout Options / 12.2.7:
Product Toolbox / 12.3:
Discretization And Numerical Valuation Methods / IV:
Discretization of time and state space / 13:
Discretization of Time: The Euler and the Milstein Scheme / 13.1:
Time-Discretization of a Lognormal Process / 13.1.1:
Discretization of Paths (Monte-Carlo Simulation) / 13.2:
Monte-Carlo Simulation / 13.2.1:
Weighted Monte-Carlo Simulation / 13.2.2:
Review / 13.2.3:
Discretization of State Space / 13.3:
Backward-Algorithm / 13.3.1:
Path Simulation through a Lattice: Two Layers / 13.3.3:
Numerical Methods for Partial Differential Equations / 14:
Pricing Bermudan Options in a Monte Carlo Simulation / 15:
Bermudan Options: Notation / 15.1:
Bermudan Callable / 15.2.1:
Relative Prices / 15.2.2:
Bermudan Option as Optimal Exercise Problem / 15.3:
Bermudan Option Value as single (unconditioned) Expectation: The Optimal Exercise Value / 15.3.1:
Bermudan Option Pricing - The Backward Algorithm / 15.4:
Re-simulation / 15.5:
Perfect Foresight / 15.6:
Conditional Expectation as Functional Dependence / 15.7:
Binning / 15.8:
Binning as a Least-Square Regression / 15.8.1:
Foresight Bias / 15.9:
Regression Methods - Least Square Monte-Carlo / 15.10:
Least Square Approximation of the Conditional Expectation / 15.10.1:
Example: Evaluation of a Bermudan Option on a Stock / Backward Algorithm with Conditional Expectation Estimator15.10.2:
Example: Evaluation of a Bermudan Callable / 15.10.3:
Binning as linear Least-Square Regression / 15.10.4:
Optimization Methods / 15.11:
Andersen Algorithm for Bermudan Swaptions / 15.11.1:
Review of the Threshold Optimization Method / 15.11.2:
Optimization of Exercise Strategy: A more general Formulation / 15.11.3:
Comparison of Optimization Method and Regression Method / 15.11.4:
Duality Method: Upper Bound for Bermudan Option Prices / 15.12:
American Option Evaluation as Optimal Stopping Problem / 15.12.1:
Primal-Dual Method: Upper and Lower Bound / 15.13:
Pricing Path-Dependent Options in a Backward Algorithm / 16:
Evaluation of a Snowball / Memory in a Backward Algorithm / 16.1:
Evaluation of a Flexi Cap in a Backward Algorithm / 16.2:
Sensitivities / Partial Derivatives) of Monte Carlo Prices17:
Problem Description / 17.1:
Pricing using Monte-Carlo Simulation / 17.2.1:
Sensitivities from Monte-Carlo Pricing / 17.2.2:
Example: The Linear and the Discontinuous Payout / 17.2.3:
Example: Trigger Products / 17.2.4:
Generic Sensitivities: Bumping the Model / 17.3:
Sensitivities by Finite Differences / 17.4:
Example: Finite Differences applied to Smooth and Discontinuous Payout / 17.4.1:
Sensitivities by Pathwise Differentiation / 17.5:
Example: Delta of a European Option under a Black-Scholes Model / 17.5.1:
Pathwise Differentiation for Discontinuous Payouts / 17.5.2:
Sensitivities by Likelihood Ratio Weighting / 17.6:
Example: Delta of a European Option under a Black-Scholes Model using Pathwise Derivative / 17.6.1:
Example: Variance Increase of the Sensitivity when using Likelihood Ratio Method for Smooth Payouts / 17.6.2:
Sensitivities by Malliavin Weighting / 17.7:
Proxy Simulation Scheme / 17.8:
Proxy Simulation Schemes for Monte Carlo Sensitivities and Importance Sampling / 18:
Full Proxy Simulation Scheme / 18.1:
Calculation of Monte-Carlo weights / 18.1.1:
Sensitivities by Finite Differences on a Proxy Simulation Scheme / 18.2:
Localization / 18.2.1:
Object-Oriented Design / 18.2.2:
Importance Sampling / 18.3:
Example / 18.3.1:
Partial Proxy Simulation Schemes / 18.4:
Linear Proxy Constraint / 18.4.1:
Comparison to Full Proxy Scheme Method / 18.4.2:
Non-Linear Proxy Constraint / 18.4.3:
Transition Probability from a Nonlinear Proxy Constraint / 18.4.4:
Sensitivity with respect to the Diffusion Coefficients - Vega / 18.4.5:
Example: LIBOR Target Redemption Note / 18.4.6:
Example: CMS Target Redemption Note / 18.4.7:
Pricing Models For Interest Rate Derivatives / V:
LIBOR Market Models / 19:
LIBOR Market Model / 19.1:
Derivation of the Drift Term / 19.1.1:
Discretization and (Monte-Carlo) Simulation / 19.1.2:
Calibration - Choice of the free Parameters / 19.1.4:
Interpolation of Forward Rates in the LIBOR Market Model / 19.1.5:
Object Oriented Design / 19.2:
Reuse of Implementation / 19.2.1:
Separation of Product and Model / 19.2.2:
Abstraction of Model Parameters / 19.2.3:
Abstraction of Calibration / 19.2.4:
Swap Rate Market Models (Jamshidian 1997 / 19.3:
The Swap Measure / 19.3.1:
Swap Rate Market Models / 19.3.2:
Terminal Correlation examined in a LIBOR Market Model Example / 20.1:
De-correlation in a One-Factor Model / 20.2.1:
Impact of the Time Structure of the Instantaneous Volatility on Caplet and Swaption Prices / 20.2.2:
The Swaption Value as a Function of Forward Rates / 20.2.3:
Terminal Correlation is dependent on the Equivalent Martingale Measure / 20.3:
Dependence of the Terminal Density on the Martingale Measure / 20.3.1:
Excursus: Instantaneous Correlation and Terminal Correlation / 21:
Short Rate Process in the HJM Framework / 21.1:
The HJM Drift Condition / 21.2:
Heath-Jarrow-Morton Framework: Foundations / 22:
The Market Price of Risk / 22.1:
Overview: Some Common Models / 22.3:
Implementations / 22.4:
Monte-Carlo Implementation of Short-Rate Models / 22.4.1:
Lattice Implementation of Short-Rate Models / 22.4.2:
Short-Rate Models / 23:
Short Rate Models in the HJM Framework / 23.1:
Example: The Ho-Lee Model in the HJM Framework / 23.1.1:
Example: The Hull-White Model in the HJM Framework / 23.1.2:
LIBOR Market Model in the HJM Framework / 23.2:
HJM Volatility Structure of the LIBOR Market Model / 23.2.1:
LIBOR Market Model Drift under the QB Measure / 23.2.2:
LIBOR Market Model as a Short Rate Model / 23.2.3:
Heath-Jarrow-Morton Framwork: Immersion of Short-Rate Models and LIBOR Market Model / 24:
Model / 24.1:
Interpretation of the Figures / 24.2:
Mean Reversion / 24.3:
Factors / 24.4:
Exponential Volatility Function / 24.5:
Instantaneous Correlation / 24.6:
Excursus: Shape of teh Interst Rate Curve under Mean Reversion and a Multifactor Model / 25:
Cheyette Model / 25.1:
Ritchken-Sakarasubramanian Framework: JHM with Low Markov Dimension / 26:
The Markov Functional Assumption / independent of the model considered)26.1:
Outline of this Chapter / 26.1.2:
Equity Markov Functional Model / 26.2:
Markov Functional Assumption / 26.2.1:
Example: The Black-Scholes Model / 26.2.2:
Numerical Calibration to a Full Two-Dimensional European Option Smile Surface / 26.2.3:
Interest Rates / 26.2.4:
Model Dynamics / 26.2.5:
LIBOR Markov Functional Model / 26.2.6:
LIBOR Markov Functional Model in Terminal Measure / 26.3.1:
LIBOR Markov Functional Model in Spot Measure / 26.3.2:
Remark on Implementation / 26.3.3:
Change of numéraire in a Markov-Functional Model / 26.3.4:
Implementation: Lattice / 26.4:
Convolution with the Normal Probability Density / 26.4.1:
State space discretization Markov Functional Models / 26.4.2:
Extended Models. / Part VI:
Introduction - Different Types of Spreads / 27.1:
Spread on a Coupon / 27.1.1:
Credit Spread / 27.1.2:
Defaultable Bonds / 27.2:
Integrating deterministic Credit Spread into a Pricing Model / 27.3:
Deterministic Credit Spread / 27.3.1:
Receiver's and Payer's Credit Spreads / 27.3.2:
Example: Defaultable Forward Starting Coupon Bond / 27.4.1:
Example: Option on a Defaultable Coupon Bond / 27.4.2:
Credit Spreads / 28:
Cross Currency LIBOR Market Model / 28.1:
Derivation of the Drift Term under Spot-Measure / 28.1.1:
Equity Hybrid LIBOR Market Model / 28.1.2:
Equity-Hybrid Cross-Currency LIBOR Market Model / 28.2.1:
Summary / 28.3.1:
Hybrid Models / 28.3.2:
Elements of Object Oriented Programming: Class and Objects / 29.1:
Example: Class of a Binomial Distributed Random Variable / 29.1.1:
Constructor / 29.1.2:
Methods: Getter, Setter, Static Methods / 29.1.3:
Principles of Object Oriented Programming / 29.2:
Encapsulation and Interfaces / 29.2.1:
Abstraction and Inheritance / 29.2.2:
Polymorphism / 29.2.3:
Example: A Class Structure for One Dimensional Root Finders / 29.3:
Root Finder for General Functions / 29.3.1:
Root Finder for Functions with Analytic Derivative: Newton Method / 29.3.2:
Root Finder for Functions with Derivative Estimation: Secant Method / 29.3.3:
Anatomy of a JavaÖ Class / 29.4:
Libraries / 29.5:
JavaÖ2 Platform, Standard Edition (j2se / 29.5.1:
JavaÖ2 Platform, Enterprise Edition (j2ee / 29.5.2:
Colt / 29.5.3:
Commons-Math: The Jakarta Mathematics Library / 29.5.4:
Some Final Remarks / 29.6:
Object Oriented Design (OOD) / Unified Modeling Language / 29.6.1:
Appendices / Part VII:
A small Collection of Common Misconceptions / A:
Tools (Selection / B:
Linear Regression / B.1:
Generation of Random Numbers / B.2:
Uniform Distributed Random Variables / B.2.1:
Transformation of the Random Number Distribution via the Inverse Distribution Function / B.2.2:
Normal Distributed Random Variables / B.2.3:
Poisson Distributed Random Variables / B.2.4:
Generation of Paths of an n-dimensional Brownian Motion / B.2.5:
Factor Decomposition - Generation of Correlated Brownian Motion / B.3:
Factor Reduction / B.4:
Optimization (one-dimensional): Golden Section Search / B.5:
Convolution with Normal Density / B.6:
Exercises / C:
JavaÖ Source Code (Selection / D:
JavaÖ Classes for Chapter 29 / E.1:
Introduction / 1:
Theory, Modeling and Implementation / 1.1:
Interest Rate Models and Interest Rate Derivatives / 1.2:
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