Results 261 to 270 of about 20,051 (307)

Kirchhoff approximation for diffusive waves

Physical Review E, 2001
Quantitative measurements of diffuse media, in spectroscopic or imaging mode, rely on the generation of appropriate forward solutions, independently of the inversion scheme employed. For complex boundaries, the use of numerical methods is generally preferred due to implementation simplicity, but usually results in great computational needs, especially ...
J, Ripoll, V, Ntziachristos, R, Carminati, M, Nieto-Vesperinas   +3 more
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Chemotaxis of Gametes: A Diffusion Approximation

Mathematical Medicine and Biology, 1985
Sexual attraction of male gametes toward females of many brown algae species is induced by diffusible pheromones, which lead to a chemotactic modification of the loop-like 2-dimensional swimming paths of the males. We propose a stochastic model and analyse a suitable diffusion approximation in order to calculate quantities as the aggregation factor ...
Alt, Wolfgang, Eisele, Theodor, Schaaf, Renate   +2 more
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Diffusion approximation of videoconference networks

Queueing Systems, 1990
The paper considers the diffusion approximation of traffic in videoconference networks. The time-dependent situation is considered and the amount of traffic is shown to converge to an inhomogeneous Ornstein- Uhlenbeck process. When the drift and diffusion coefficients are piecewise constant the Laplace transform of first hitting times of bounded ...
A. S. Üstünel, T. Choukri
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Correcting the diffusion approximation at the boundary

Journal of the Optical Society of America A, 2011
The diffusion approximation to the radiative transport equation applies for light that has propagated deeply into an optically thick medium, such as biological tissue. It does not accurately model light near boundaries where measurements of scattered light are often taken.
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A Diffusion Approximation for Bulk Queues

Management Science, 1981
In this paper the steady-state queue size behavior of single-server queues with bulk-arrival and batch-service, referred to as bulk queues, is approximated by a diffusion process using the instantaneous return approach. Diffusion approximation solutions for various queue size statistics are developed and evaluated for a number of special “Markovian ...
Singha Chiamsiri, Michael S. Leonard
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Parametrix Approximation of Diffusion Transition Densities

SIAM Journal on Financial Mathematics, 2010
A new analytical approximation tool, derived from the classical PDE theory, is introduced in order to build approximate transition densities of diffusions. The tool is useful for approximate pricing and hedging of financial derivatives and for maximum likelihood and method of moments estimates of diffusion parameters.
Francesco Corielli, Paolo Foschi, Andrea Pascucci   +2 more
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ARCH Models as Diffusion Approximations

Journal of Econometrics, 1990
Abstract This paper investigates the convergence of stochastic difference equations (e.g. ARCH) to stochastic differential equations as the length of the discrete time intervals between observations goes to zero. These results are applied to the GARCH(l,1) model of Bollerslev (1986) and to the AR(l) Exponential ARCH model of Nelson ...
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A Diffusion Approximation for a Markovian Queue with Reneging

Queueing Systems, 2003
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Amy R. Ward, Peter W. Glynn
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Approximating Non-linear Diffusion

2003
We assess the feasibility of approximating non-linear diffusion processes with simple local Gaussian filters. The purpose of doing this is twofold. Firstly, the theoretical implications are by themselves interesting. Secondly, a successful method would reduce the need for computationally expensive implementations of non-linear diffusion schemes.
Erik Dam, Ole Fogh Olsen, Mads Nielsen
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On weak approximations of (a, b)-invariant diffusions

Mathematics and Computers in Simulation, 2007
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