Results 31 to 40 of about 4,762,198 (315)
Portfolio optimization based on jump-diffusion stochastic differential equation
Alexandria Engineering Journal, 2020 In order to better link the stochastic diffusion stochastic differential equation with securities investment, this paper proposes a securities portfolio optimization method of the stochastic diffusion stochastic differential equation.
Yiling Huang
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Similarity Solution for Fractional Diffusion Equation
Abstract and Applied Analysis, 2014 Fractional diffusion equation in fractal media is an integropartial differential equation parametrized by fractal Hausdorff dimension and anomalous diffusion exponent.
Jun-Sheng Duan, Ai-Ping Guo, Wen-Zai Yun
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Proceedings of the Combustion Institute, 2019 Tabulated chemistry reduces the cost of modeling reacting flows by transporting fewer scalars. It also has the benefit of introducing fewer terms that must be closed for Reynolds-averaged Navier-Stokes and large eddy simulation modeling. In this study of
Jason Schlup, G. Blanquart
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Stochastic differential equation for Brox diffusion
Stochastic Processes and their Applications, 2017 This paper studies the weak and strong solutions to the stochastic differential equation $ dX(t)=-\frac12 \dot W(X(t))dt+d\mathcal{B}(t)$, where $(\mathcal{B}(t), t\ge 0)$ is a standard Brownian motion and $W(x)$ is a two sided Brownian motion, independent of $\mathcal{B}$.
Yaozhong Hu, Khoa Lê, Leonid Mytnik
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International journal of hydrogen energyOne strategy for utilizing ammonia as an energy vector is to replace conventional hydrocarbons with hydrogen-enriched ammonia in existing or retrofitted combustors. However, the strong differential diffusion effect of hydrogen can significantly alter the
Xinyi Chen +6 more
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, 2015 We consider solvability of the generalized reaction-diffusion equation with both space- and time-dependent diffusion and reaction terms by means of the similarity method.
Ho, C. -L., Lee, C. -C.
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Journal of Applied Mathematics, 2013 This paper is concerned with the stability of impulsive stochastic reaction-diffusion differential systems with mixed time delays. First, an equivalent relation between the solution of a stochastic reaction-diffusion differential system with time delays ...
Yanke Du, Yanlu Li, Rui Xu
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Differential diffusion modelling for LES of premixed and partially premixed flames with presumed FDF
Combustion theory and modellingLarge eddy simulations (LES) with flamelet and presumed filtered density function closure are used to simulate turbulent premixed and partially premixed hydrogen flames.
Gioele Ferrante +2 more
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PDEs in Moving Time Dependent Domains
, 2013 In this work we study partial differential equations defined in a domain that moves in time according to the flow of a given ordinary differential equation, starting out of a given initial domain.
AJ Chorin +5 more
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Analytical approximation solution of a mathematical modeling of reaction-diffusion brusselator system by reduced differential transform method [PDF]
Journal of Hyperstructures, 2014 In this paper an approximate analytical solution of a mathematical modeling of reaction-diffusion Brusselator system with fractional time derivative will be obtained with the help of the reduced differential transform method. Fractional reactiondiffusion
A. Taghavi, A. Babaei, A. Mohammadpour
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