Results 41 to 50 of about 3,133 (170)
Sensitivity analysis in a market with memory [PDF]
, 2017 A general market model with memory is considered in terms of stochastic functional differential equations. We aim at representation formulae for the sensitivity analysis of the dependence of option prices on the memory.
Banos, David R. +2 more
core
A Product Integration type Method for solving Nonlinear Integral Equations in L
, 2016 This paper deals with nonlinear Fredholm integral equations of the second kind. We study the case of a weakly singular kernel and we set the problem in the space L 1 ([a, b], C). As numerical method, we extend the product integration scheme from C 0 ([a,
Ahues, M., Grammont, L., Kaboul, H.
core +5 more sources
The Linearized Inverse Boundary Value Problem in Strain Gradient Elasticity
Mathematical Methods in the Applied Sciences, EarlyView.ABSTRACT In this paper we study the linearized version of the strain gradient elasticity equation in ℝ2$$ {\mathbb{R}}^2 $$ with constant coefficients and we prove that one can determine the two Lamé coefficients λ,μ$$ \lambda, \mu $$ as well as the internal strain gradient parameter g$$ g $$, as indicated by Mindlin in his revolutionary papers in 1963–
Antonios Katsampakos +1 more
wiley +1 more source
Mathematical Methods in the Applied Sciences, EarlyView.ABSTRACT This paper proves the existence of nontrivial solution for two classes of quasilinear systems of the type −ΔΦ1u=Fu(x,u,v)+λRu(x,u,v)inΩ−ΔΦ2v=−Fv(x,u,v)−λRv(x,u,v)inΩu=v=0on∂Ω$$ \left\{\begin{array}{l}\hfill -{\Delta}_{\Phi_1}u={F}_u\left(x,u,v\right)+\lambda {R}_u\left(x,u,v\right)\kern0.1832424242424242em \mathrm{in}\kern0.3em \Omega ...
Lucas da Silva, Marco Souto
wiley +1 more source
Convergence of Halley's method under centered Lipschitz condition on the second Fréchet derivative
Journal of Numerical Analysis and Approximation Theory, 2013 We present a semi-local as well as a local convergence analysis of Halley's method for approximating a locally unique solution of a nonlinear equation in a Banach space setting.
Ioannis K. Argyros, Hongmin Ren
doaj +2 more sources
FRÉCHET-MARINESCU’S DERIVATIVE IN THE MATHEMATICAL MODELING OF DYNAMIC SYSTEMS [PDF]
Fiabilitate şi Durabilitate, 2013 The paper presents an application of the functional analysis, especially of differentialcalculus in linear topological locally convex spaces leading to formulae representing the evolution ofstates in dynamical systems with infinite fading ...
Eufrosina OTLACAN
doaj
Extended Convergence for Two Sixth Order Methods under the Same Weak Conditions
Foundations, 2023 High-convergence order iterative methods play a major role in scientific, computational and engineering mathematics, as they produce sequences that converge and thereby provide solutions to nonlinear equations.
Ioannis K. Argyros +3 more
doaj +1 more source
Variational Integrators for Nonvariational Partial Differential Equations
, 2015 Variational integrators for Lagrangian dynamical systems provide a systematic way to derive geometric numerical methods. These methods preserve a discrete multisymplectic form as well as momenta associated to symmetries of the Lagrangian via Noether's ...
Kraus, Michael, Maj, Omar
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An objective Bayesian method for including parameter uncertainty in ensemble model output statistics
Quarterly Journal of the Royal Meteorological Society, EarlyView.Conventional model output statistics and ensemble model output statistics methods for calibrating ensemble forecasts lead to severe underestimation of the probabilities of ensemble extremes (in blue). This is because they ignore statistical parameter uncertainty.
Stephen Jewson +4 more
wiley +1 more source
DrLS: Distortion‐Resistant Lossless Steganography via Colour Depth Interpolation
CAAI Transactions on Intelligence Technology, EarlyView.ABSTRACT The lossless data steganography is to hide a certain amount of information into a container image. Previous lossless steganography methods fail to strike a balance between capacity, imperceptibility, accuracy, and robustness, commonly vulnerable to distortion on container images.
Youmin Xu +3 more
wiley +1 more source