Results 251 to 260 of about 31,508 (275)

Solving the two-dimensional time-dependent Schrödinger equation using the Sinc collocation method and double exponential transformations

Applied Numerical Mathematics
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hassan Safouhi
exaly   +3 more sources

Double exponential formulas for numerical indefinite integration

Journal of Computational and Applied Mathematics, 2003
In this paper we derive a formula for indefinite integration of analytic functions over (−1,s) where ...
Masatake Mori
exaly   +2 more sources

The double exponential formula for oscillatory functions over the half infinite interval

Journal of Computational and Applied Mathematics, 1991
The double exponential formula is known to be very powerful for evaluation of various kinds of integrals, in particular integrals with end point singularities or integrals over the half infinite interval.
Mori, Masatake, Ooura, Takuya
exaly   +2 more sources

A space-time exponential convergence scheme for variable-coefficient time-fractional advection-diffusion-reaction equations based on double exponential transformation

Applied Mathematics and Computation
Yang Cao, Zhijun Tan
exaly   +2 more sources

Instantaneous frequency estimation using double-sided exponentially forgetting transform

2004 IEEE International Conference on Acoustics, Speech, and Signal Processing, 2004
In this paper, we propose a new type of time-frequency distribution, named double-sided exponentially forgetting transform (DSEFT). In addition, an algorithm for instantaneous frequency estimation using DSEFT is presented. It is shown that the DSEFT offers good time-frequency resolution and that stable reconstruction of a signal from samples of the ...
Tao Li, Shao-quan Yang, Jian-long Tang
openaire   +1 more source

A Double-Exponential Fast Gauss Transform Algorithm for Pricing Discrete Path-Dependent Options

Operations Research, 2005
This paper develops algorithms for the pricing of discretely sampled barrier, lookback, and hindsight options and discretely exercisable American options. Under the Black-Scholes framework, the pricing of these options can be reduced to evaluation of a series of convolutions of the Gaussian distribution and a known function.
M. Broadie, Y. Yamamoto
openaire   +1 more source

Double Medical Images Zero-Watermarking Algorithm Based on the Chaotic System and Ternary Accurate Polar Complex Exponential Transform

Journal of Mathematical Imaging and Vision, 2021
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bin Ma 0003, Lili Chang, Chunpeng Wang 0001, Jian Li 0034, Gang Li 0005, Zhiqiu Xia, Xingyuan Wang 0001   +6 more
openaire   +2 more sources

Double exponential transform and generalized Hopfield network for modelling dynamic non-linear circuits

International Journal of Circuit Theory and Applications, 1997
In this paper a new tool, i.e. the double exponential transform, is introduced for characterizing a non-linear dynamic circuit directly on the basis of its elements. The resulting characterization aims to improve the computational cost connected with the analysis and to add flexibility to the identification procedure of unknown elements in a circuit of
Giuseppe Martinelli, C. D'Acunto
openaire   +1 more source

Wavefront dependent dielectric strength of transformer oil under double-exponential impulse voltage

IEEE Transactions on Dielectrics and Electrical Insulation, 2018
Lightning impulse withstand test is extremely important to the insulation examination of oil-immersed equipment, but the increase of the entrance capacitance of ultrahigh voltage equipment usually makes the front time T 1 of test impulses exceed the upper limit regulated by IEC 60060-1.
Heli Ni, Ning Guo, Yi Zhao, Xiaoang Li, Qiaogen Zhang, Weixiong Yuan, Xuandong Liu, Tonglei Wang   +7 more
openaire   +1 more source

ANALYTICAL PRICING OF DOUBLE-BARRIER OPTIONS UNDER A DOUBLE-EXPONENTIAL JUMP DIFFUSION PROCESS: APPLICATIONS OF LAPLACE TRANSFORM

International Journal of Theoretical and Applied Finance, 2004
We derive explicit formulas for pricing double (single) barrier and touch options with time-dependent rebates assuming that the asset price follows a double-exponential jump diffusion process. We also consider incorporating time-dependent volatility.
openaire   +2 more sources