Monte Carlo Simulation with Asymptotic Method (Published in "Journal of Japan Statistical Society", Vol.35-2, 171-203, 2005. ) [PDF]
We shall propose a new computational scheme with the asymptotic method to achieve variance reduction of Monte Carlo simulation for numerical analysis especially in finance. We not only provide general scheme of our method, but also show its effectiveness
Nakahiro Yoshida, Akihiko Takahashi
core
Two-Stroke Pumping Technique for Many-Body Systems. [PDF]
Galam S.
europepmc +1 more source
Mountain ecosystems are often interpreted through the lens of the ‘sky island' model, where high‐elevation habitats function as isolated archipelagos. However, this model's applicability to massive, topographically complex mountain ranges where highlands are continuous and lowlands are fragmented remains untested.
Yazhou Zhang +7 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
core
Bounds for survival probabilities in supercritical Galton-Watson processes and applications to population genetics. [PDF]
Bürger R.
europepmc +1 more source
Mixing Behavior of Natural Gas and Hydrogen in a High‐Efficiency Vane (HEV) Static Mixer
Static mixers play a crucial role in the safe transport of hydrogen‐blended natural gas. Computational fluid dynamics (CFD) was employed to investigate the effects of structural parameters of the HEV static mixer on the mixing behavior and homogeneity of natural gas and hydrogen. The modeling approach was well validated against experimental data.
Xiang Zhou +5 more
wiley +1 more source
The Asymptotic distribution of the LIML Estimator in a Partially Identified Structural Equation [PDF]
We derive general formulae for the asymptotic distribution of the LIML estimator for the coefficients of both endogenous and exogenous variables in a partially identified linear structural equation.
Giovanni Forchini
core
Steady streaming in channels with a porous interior. [PDF]
Nozaleda GL +3 more
europepmc +1 more source
The buried interface is a critical determinant of efficiency and stability in inverted flexible perovskite solar cells (IFPSCs). This Perspective summarizes advances in hole transporting materials for IFPSCs, including polymeric, small‐molecule, inorganic, and hybrid systems, and discusses the prospects and feasibility of emerging molecular design and ...
Xianglang Sun, Jiawei Leng, Zhong'an Li
wiley +1 more source
Stability of Inverse Problems for Steady Supersonic Flows Past Lipschitz Perturbed Cones. [PDF]
Chen GG, Pu Y, Zhang Y.
europepmc +1 more source

