PPT-From the Heat equation to Financial

s ecurity AMS conference on Education October 12 2018 Sonin Kwon PhD FSA CFA CAIA Managing Director Derivative Portfolio Manager Introduction As an employer and a colleague of mathematicians in the financial industry I will try to address the following points. Amarnath An Elementary Course in Partial Di64256erential Equa tions Part A Uniqueness of solution for one dimensional wave equation with 64257nite length Theorem The solution of the following problem if it exists is unique tt xx xt 0 1 x 0 l x 0 l Begue. ). The Heat Equation on Fractals and other Discrete Domains. Outline. Introduction to . Fractals. Contractions maps and the self-similar identity. The Graph Laplacian. The Heat Equation. The Cycle . Capillary motion. Capillary motion . is any flow governed by forces associated with surface tension.. Examples. : paper towels, sponges, wicking fabrics. Their pores act as small capillaries, absorbing a comparatively large amount of liquid.. of Change II. 7. Heat Equations of Change. . 7.1. Derivation of Basic Equations. . 7.1.1. Differential Equation for Heat Conduction. . 7.1.2. Energy Equation. . 7.1.3. . Advisor: Professor Anna . Mazzucato. Graduate Student: . Yajie. Zhang. Solving a Transmission Problem for the 1D Diffusion Equation. Transmission Problem for the 1D Heat Equation. Diffusion coefficient c jumps at x=1/2 (the interface). Impose transmission conditions at interface. Solve equation in [0,1]. Impose . in Hot . Rolled . Wide-Flange Steel Members. Yaze. Chen. a. , Thomas . Hooker. b. , Ming . Song. c. . Civil Engineering Master of Engineering (. Structural). a. yc964@cornell.edu.  . b. . tdh47@cornell.edu. of Change I. So far…. Outline. Heat Transfer Mechanisms. Conduction Heat Transfer. Convection Heat Transfer. Combined Heat Transfer. Overall Shell Heat Balances. Heat Equations of Change. 6. Heat Equations of Change. Energy is the capacity to do work (w) and exchange heat (q): E = q + w. A system can do work (-w) or have work done on it (+w). In . chem. , usually see with expansion and compression, respectively. . . An Educational Presentation. Presented By:. Joseph Ash. Jordan Baldwin. Justin Hirt. Andrea Lance. History of Heat Conduction. Jean Baptiste Biot. (1774-1862). French Physicist. Worked on analysis of heat conduction. Things you should know so far…. Energy transfer – endothermic vs. exothermic. Energy diagrams . Internal energy (including work). Heat equation. Calorimetry. and conservation of energy. Molar enthalpy. Douglas Wilhelm Harder, . M.Math. . LEL. Department of Electrical and Computer Engineering. University of Waterloo. Waterloo, Ontario, Canada. ece.uwaterloo.ca. dwharder@alumni.uwaterloo.ca. © 2012 by Douglas Wilhelm Harder. Some rights reserved.. Advisor: Professor Anna . Mazzucato. Graduate Student: . Yajie. Zhang. Solving a Transmission Problem for the 1D Diffusion Equation. Transmission Problem for the 1D Heat Equation. Diffusion coefficient c jumps at x=1/2 (the interface). Impose transmission conditions at interface. Solve equation in [0,1]. Impose . Clausius. – . Clapeyron. equation, Temperature dependence of entropy, Statistical interpretation of entropy, Consequences of third law, Nernst heat theorem, Equilibrium constant, Van-Hoff equation, Concept of fugacity, activity and mole fraction. Dr.N.Shanmugam. Assistant Professor. Department of Physics. DGGA College for women. Mayiladuthurai. Phase Transformation.  . Phase Transformation. At . low temperatures. , most of the substances are in the .