Results 121 to 130 of about 453 (157)

Solutions in quadratures to the CEV model

International Journal of Financial Engineering and Risk Management, 2019
Cox introduced the constant elasticity of variance (CEV) model in 1975, in order to capture this inverse relationship between the stock price and its volatility. An important parameter in the model is the parameter β, the elasticity of volatility. We use Kovacic's algorithm to derive, for all half-integer values of β, all solutions 'in quadratures' of ...
openaire   +1 more source

Acoustic Scattering Problems with Convolution Quadrature and the Method of Fundamental Solutions

Communications in Computational Physics, 2021
Time-domain acoustic scattering problems in two dimensions are studied. The numerical scheme relies on the use of the Convolution Quadrature (CQ) method to reduce the time-domain problem to the solution of frequency-domain Helmholtz equations with complex wavenumbers.
Labarca, Ignacio, Hiptmair, Ralf; id_orcid0000-0002-1378-2668   +1 more
openaire   +2 more sources

Solution of Helmholtz equation by differential quadrature method

Computer Methods in Applied Mechanics and Engineering, 1999
The polynomial-based differential quadrature and the Fourier expansion-based differential quadrature methods are examined for the two-dimensional Helmholtz equation. Examples indicate that 2 to 3 grid points per wavelength suffice.
Shu, C., Xue, H.
openaire   +1 more source

Quadrature solution for foam flow in porous media

Journal of Petroleum Science and Engineering, 1996
The Ikoku and Ramey foam flow model is modified to account for the real gas behavior encountered in petroleum reservoirs, a practical and accurate quadrature solution is obtained for four types of boundary conditions, and a sensitivity analysis with respect to the power-law fluid parameter is carried out.
Freddy H. Escobar, Faruk Civan
openaire   +1 more source

Solution of the quadrature field equations in the electromagnetic blood flowmeter

Medical & Biological Engineering, 1974
The differential equations governing the eddy-current distribution in the flow field of the electromagnetic blood flowmeter yield two solutions. The first is that of the flow-induced current and the second relates to the ‘quadrature’ current which is caused by time-changing magnetic fields. The quadrature current equations are solved for a flow tube of
openaire   +2 more sources

A differential quadrature method for numerical solutions of Burgers'‐type equations

International Journal of Numerical Methods for Heat & Fluid Flow, 2012
PurposeThe purpose of this paper is to use the polynomial differential quadrature method (PDQM) to find the numerical solutions of some Burgers'‐type nonlinear partial differential equations.Design/methodology/approachThe PDQM changed the nonlinear partial differential equations into a system of nonlinear ordinary differential equations (ODEs).
Mittal, R. C., Jiwari, Ram
openaire   +2 more sources

Quadrature solution for the general relativistic motion of a satellite or a planet

Celestial Mechanics, 1973
The Schwarzschild field of a central massM is used to derive the general relativistic motion of a particle in a bounded orbit aroundM. A quadrature gives the central angle ϕ as a quasi-periodic function ϕ (f) of an effective true anomalyf. The linear term is an infinite series, whose second term yields the usual rate of advance of pericenter.
openaire   +1 more source

Quadrature Solution for Waterflooding of Naturally Fractured Reservoirs

SPE Reservoir Evaluation & Engineering, 1998
Summary An efficient solution for deSwaan's formulation of waterflooding in naturally fractured porous media by the quadrature method is presented. Comparisons of the analytic, finite difference, and quadrature solutions of the unit endpoint mobility ratio problem reveal that the quadrature solutions are more accurate and much more ...
openaire   +1 more source

A Multi-Site Test Solution for Quadrature Modulation RF Transceivers

IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems, 2011
In this letter, we present a 2x-site test solution for radio frequency transceivers using only baseband signals for analysis. We perform all operations on communication standard-compliant signal packets, thereby putting the device under the normal operating conditions. The transmitter on one device under test (DUT) is coupled with a receiver on another
Erdem Serkan Erdogan, Sule Ozev
openaire   +1 more source

Differential quadrature solution of nonlinear Klein–Gordon and sine-Gordon equations

Computer Physics Communications, 2012
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bengisen Pekmen, Münevver Tezer-Sezgin
openaire   +3 more sources