An Analytically Modified Finite Difference Scheme for Pricing Discretely Monitored Options
MathematicsFinite difference methods are commonly used in the pricing of discretely monitored exotic options in the Black–Scholes framework, but they tend to converge slowly due to discontinuities contained in terminal conditions. We present an effective analytical
Guo Luo, Min Huang
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Multiphysics Simulator for the IPMC Actuator: Mathematical Model, Finite Difference Scheme, Fast Numerical Algorithm, and Verification. [PDF]
Micromachines (Basel), 2020 Broyko AP +5 more
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Bio‐Inspired Synthesis of Macroporous Single Crystal Particles as Scattering Agents
Advanced Functional Materials, EarlyView.A general strategy is presented that delivers unique, single‐crystal microparticles that combine submicron macroporosity and uniform particle shapes. A bioinspired approach is used to occlude three distinct types of additives – polystyrene microspheres, polymer vesicles and amino acids – within calcite single crystals, and subsequent thermal annealing ...
Stephanie E. Foster +11 more
wiley +1 more source
Development of a fourth-order compact finite difference scheme for simulation of simulated-moving-bed process. [PDF]
Sci Rep, 2020 Yao C +6 more
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Optical Signature of Moiré Superlattices Formed by Twisted SrTiO3 Membranes
Advanced Functional Materials, EarlyView.We discover optical signatures from bonded interfaces in twisted SrTiO3 moiré superlattices, including low‐frequency Raman vibrational modes and strong second‐harmonic generation, consistent with strong interlayer coupling inferred from cross‐sectional electron microscopy and ab initio calculations. ABSTRACT Moiré superlattices formed at the interfaces
T. A. M. Ragib Shahriar +13 more
wiley +1 more source
A Linearized Conservative Finite Difference Scheme for the Rosenau–RLW Equation
AxiomsA novel two–level linearized conservative finite difference method is proposed for solving the initial boundary value problem of the Rosenau–RLW equation.
Yongzheng Li +3 more
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COMPUTING ILL-POSED TIME-REVERSED 2D NAVIER-STOKES EQUATIONS, USING A STABILIZED EXPLICIT FINITE DIFFERENCE SCHEME MARCHING BACKWARD IN TIME. [PDF]
Inverse Probl Sci Eng, 2020 Carasso AS.
europepmc +1 more source
Electrospun Wood‐Derived Biopolymers as Electrodes in Electrochemical Energy Storage Technologies
Advanced Functional Materials, EarlyView.Electrospinning transforms wood‐derived cellulose and lignin into architecturally defined, binder‐free carbon electrodes with tuneable porosity and functionality. This review shows how fibre design enables decoupled charge and mass transport, enhancing performance across battery systems, while identifying key challenges in spinnability, scalability ...
Michael W. Thielke +3 more
wiley +1 more source
Advanced Functional Materials, EarlyView.Ferroelectric nanoclusters create local internal fields in a normally non‐switchable polar film because of polarization mismatch at their interfaces. That field opposes polarization in the regions with larger polarization and reinforces polarization in the regions with smaller polarization.
Anna N. Morozovska +5 more
wiley +1 more source
Advanced Functional Materials, EarlyView.Photoaligned and photopatterned liquid crystal platforms provide programmable control of optical phase, polarization, and spin‐orbit interactions, enabling compact generation of structured light and complex wavefronts. This review highlights how tailored molecular orientations transform simple beams into designed optical fields, opening versatile ...
Le Zhou +6 more
wiley +1 more source