Results 41 to 50 of about 33,160 (194)
, 2010 Coronal mass ejections (CMEs) are large-scale eruptions of plasma and magnetic feld that can produce adverse space weather at Earth and other locations in the Heliosphere.
Aschwanden +30 more
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Valuation of boundary-linked assets [PDF]
, 2004 This article studies the valuation of boundary-linked assets and their derivatives in continuous-time markets. Valuing boundary-linked assets requires the solution of a stochastic differential equation with boundary conditions, which, often, is not ...
Esteban-Bravo, Mercedes +1 more
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Wavelets and Fast Numerical Algorithms
, 1993 Wavelet based algorithms in numerical analysis are similar to other transform methods in that vectors and operators are expanded into a basis and the computations take place in this new system of coordinates.
Beylkin, G.
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A Wavelet Collocation Method for the Numerical Solution of Partial Differential Equations
Applied and Computational Harmonic Analysis, 1996 A wavelet collocation method for the numerical solution of partial differential equations is described. It is based on the Daubechie's compactly supported wavelets. Preconditioning techniques and the treatment of boundary conditions are discussed. Results are presented for several 1D and 2D model problems.
Bertoluzza, S., Naldi, G.
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Advances in Difference Equations, 2020 This paper is concerned with the Lane–Emden boundary value problems arising in many real-life problems. Here, we discuss two numerical schemes based on Jacobi and Bernoulli wavelets for the solution of the governing equation of electrohydrodynamic flow ...
Mo Faheem, Arshad Khan, E. R. El-Zahar
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Scientific African, 2021 In this paper, the Hermite wavelet based numerical method is developed for the solution of two parameters singularly perturbed non-linear Benjamina-Bona-Mohany partial differential equation.Present method is purely based on the time discretization of ...
S.C. Shiralashetti, S.I. Hanaji
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Homotopy Analysis And Legendre Multi-Wavelets Methods For Solving Integral Equations [PDF]
, 2009 Due to the ability of function representation, hybrid functions and wavelets have a special position in research. In this thesis, we state elementary definitions, then we introduce hybrid functions and some wavelets such as Haar, Daubechies, Cheby ...
Vahdati, Saeed
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Review of modern numerical methods for a simple vanilla option pricing problem [PDF]
, 2018 Option pricing is a very attractive issue of financial engineering and optimization. The problem of determining the fair price of an option arises from the assumptions made under a given financial market model.
Holčapek, Michal +4 more
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Computing continuous-time growth models with boundary conditions via wavelets [PDF]
, 2004 This paper presents an algorithm for approximating the solution of deterministic/stochastic continuous-time growth models based on the Euler's equation and the transversality conditions.
Esteban-Bravo, Mercedes +1 more
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A Multiscale Guide to Brownian Motion
, 2015 We revise the Levy's construction of Brownian motion as a simple though still rigorous approach to operate with various Gaussian processes. A Brownian path is explicitly constructed as a linear combination of wavelet-based "geometrical features" at ...
Beliaev, Dmitry +2 more
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