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Series Expansion and Fourth-Order Global Padé Approximation for a Rough Heston Solution [PDF]
Mathematics, 2020 The rough Heston model has recently been shown to be extremely consistent with the observed empirical data in the financial market. However, the shortcoming of the model is that the conventional numerical method to compute option prices under it requires great computational effort due to the presence of the fractional Riccati equation in its ...
Siow Woon Jeng, Adem Kilicman
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Scientific Reports, 2023 Abstract Multipole expansion is a powerful technique used in many-body physics to solve dynamical problems involving correlated interactions between constituent particles. The Laplace multipole expansion series of the Coulomb potential is well established in literature.
E. O. Jobunga +2 more
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Polynomial Series Expansions and Moment Approximations for Conditional Mean Risk Sharing of Insurance Losses [PDF]
Methodology and Computing in Applied Probability, 2021 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Denuit, Michel, Robert, Christian Y.
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ON GOOD APPROXIMATIONS AND THE BOWEN–SERIES EXPANSION [PDF]
Bulletin of the Australian Mathematical Society, 2021 AbstractWe consider the continued fraction expansion of real numbers under the action of a nonuniform lattice in $\text {PSL}(2,{\mathbb R})$ and prove metric relations between the convergents and a natural geometric notion of good approximations.
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Indian Journal of Pure and Applied Mathematics, 2021 While Roth's theorem states that the irrationality measure of all the irrational algebraic numbers is 2, and the same holds true over function fields in characteristic zero, some counter-examples were found over function fields in positive characteristic.
Khalil Ayadi, Awatef Azaza, Salah Beldi
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Dynamic Model for LES Without Test Filtering: Quantifying the Accuracy of Taylor Series Approximations [PDF]
, 2001 The dynamic model for large-eddy simulation (LES) of turbulent flows requires test filtering the resolved velocity fields in order to determine model coefficients.
Charlette, Fabrice +2 more
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On imploding cylindrical and spherical shock waves in a perfect gas [PDF]
, 2006 The problem of a cylindrically or spherically imploding and reflecting shock wave in a flow initially at rest is studied without the use of the strong-shock approximation.
Hornung, H. G. +3 more
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Adiabatic series expansion and higher-order semiclassical approximations in scattering theory [PDF]
Journal of Physics A: Mathematical and Theoretical, 2014 The scattering properties of any complex scattering potential, v:R -> C, can be obtained from the dynamics of a particular non-unitary two-level quantum system S_v. The application of the adiabatic approximation to S_v yields a semiclassical treatment of the scattering problem.
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Topological Expansion and Exponential Asymptotics in 1D Quantum Mechanics [PDF]
, 1999 Borel summable semiclassical expansions in 1D quantum mechanics are considered. These are the Borel summable expansions of fundamental solutions and of quantities constructed with their help.
Balian R +29 more
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