Abstract Emulsion separation remains a persistent challenge in chemical and process industries due to the metastable nature of dispersed droplets. In gravity separators, the overall separation rate is governed by the formation of a densely packed zone (DPZ) of deforming and coalescing droplets that mediates between the dispersed and continuous phases ...
Andrei Zlobin +8 more
wiley +1 more source
"An Asymptotic Expansion Scheme for the Optimal Investment Problems" [PDF]
We shall propose a new computational scheme for the evaluation of the optimal portfolio for investment.Our method is based on an extension of the asymptotic expansion approach which has been recently developed for pricing problems of the contingent ...
Nakahiro Yoshida, Akihiko Takahashi
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A note on asymptotic expansion for a periodic boundary condition [PDF]
summary:The aim of this contribution is to present a new result concerning asymptotic expansion of solutions of the heat equation with periodic Dirichlet–Neuman boundary conditions with the period going to zero in $3 ...
Filo, Ján
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A Unifying Approach to Self‐Organizing Systems Interacting via Conservation Laws
The article develops a unified way to model and analyze self‐organizing systems whose interactions are constrained by conservation laws. It represents physical/biological/engineered networks as graphs and builds projection operators (from incidence/cycle structure) that enforce those constraints and decompose network variables into constrained versus ...
F. Barrows +7 more
wiley +1 more source
"An Asymptotic Expansion Approach to Currency Options with a Market Model of Interest Rates under Stochastic Volatility Processes of Spot Exchange Rates" [PDF]
This paper proposes an asymptotic expansion scheme of currency options with a libor market model of interest rates and stochastic volatility models of spot exchange rates.
Kohta Takehara, Akihiko Takahashi
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This review aims to provide a broad understanding for interdisciplinary researchers in engineering and clinical applications. It addresses the development and control of magnetic actuation systems (MASs) in clinical surgeries and their revolutionary effects in multiple clinical applications.
Yingxin Huo +3 more
wiley +1 more source
A Hybrid Asymptotic Expansion Scheme: an Application to Long-term Currency Options ( Revised in April 2008, January 2009 and April 2010; forthcoming in "International Journal of Theoretical and Applied Finance". ) [PDF]
This paper develops a general approximation scheme, henceforth called a hybrid asymptotic expansion scheme for the valuation of multi-factor European path-independent derivatives.
Kohta Takehara, Akihiko Takahashi
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Multiscale expansion and integrability properties of the lattice potential KdV equation
We apply the discrete multiscale expansion to the Lax pair and to the first few symmetries of the lattice potential Korteweg-de Vries equation. From these calculations we show that, like the lowest order secularity conditions give a nonlinear Schrödinger
Decio Levi +10 more
core +1 more source
Human‐in‐the‐Loop Swarms: A Bionic Swarm Approach to Real‐World Soil Mapping
This article introduces the “Bionic Swarm,” a novel system that lowers the barriers to real‐world swarm validation by abstracting difficult hardware tasks to app‐guided human agents. We demonstrate the system's utility through the experimental validation of a geotechnical soil‐mapping swarm algorithm and show superior performance to baseline approaches
Petras Swissler +5 more
wiley +1 more source
"New Acceleration Schemes with the Asymptotic Expansion in Monte Carlo Simulation" [PDF]
In the present paper, we propose a new computational technique with the Asymptotic Expansion (AE) approach to achieve variance reduction of the Monte-Carlo integration appearing especially in finance.
Yoshihiko Uchida, Akihiko Takahashi
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