Numerical methods
TítuloAnalysis and numerical methods for stochastic volatility models in valuation of financial derivatives
... probabilistic numerical methods have been de- veloped for FBSDEs, like advanced Monte Carlo methods [55], integration methods [146] and also Fourier methods ...
290
Towards a gauge polyvalent numerical relativity code: numerical methods, boundary conditions and di erent formulations
... The results shown in Fig. 3.2 compare with the ones in Ref. [27], obtained with (a second-order version of) the old Bona-Mass´ o formalism. We see the same kind of steep profiles, produced by the well known ...
148
Modeling electro-optical response of nematic liquid crystals by numerical methods
... These methods are based on Euler- Lagrange ...employing numerical methods to solve the resulting differential ...Several numerical methods have been proposed to solve this problem, ...
10
Numerical methods for option pricing.
... This thesis has only scratched the surface of the vast field of numerical option pricing. An introduction to the field has been made through comparison of the fundamental methods for the valuation of the ...
47
TítuloMathematical analysis and numerical methods for pricing some pension plans and mortgages
... and numerical solution of pricing problems related to defined benefit pension plans and fixed rate ...effective numerical com- putation of pension plans and mortgages values, different sets of adequate ...
200
High order numerical methods applied to the analysis of transport phenomena in combustion
... collocation methods as nearly optimum grids that include the ...difference methods with other high order numerical methods and analyzes its computational cost for the solution of a ...
99
An Introduction to Numerical Methods. A
... used numerical meth- ods for solving numerical problems on ...common numerical methods encountered in science and en- ...introductory numerical textbook that exists in the ...many ...
615
TítuloOptimization of an acoustic intensity P U probe design using numerical methods
... Experimentally, it was proven that its structure aects the transducers sensitivity, which is improved when a local increment of the gain associated to the particle velocity is produced. In order to upgrade it, the aim of ...
92
Nash Compact numerical methods
... metric methods for solution of general function minimisa- tion problems, though in this book the search for a minimum will only proceed until a satisfactory new point has been ...general methods for finding ...
288
Natural grid numerical methods revisited in cell population balance models with asymmetric division
... We will propose and analyze a characteristic curves scheme which employs a suitable invariant, nonuniform grid on the space variable, usually called the natural grid, as it was considered in [7]. This grid is quite ...
6
Numerical Methods for the simulation and stabilization of some vibratory and ondulatory systems.
... control numerical diffusion in their examples. Galerkin methods were also proposed to solve (7): the scheme proposed in Xu and Shu [XS05] can control the error and the numerical dissipation of the L ...
108
Design of Piezoelectric Transformers for Power Converters by Means of Analytical and Numerical Methods
... In this paper, a design method for PTs is presented as a combination between analytical (1-D models) and numerical results (FEA tools). A detailed description of the design stages of a PT will be shown using a ...
10
Changes in the thermal properties of polymeric materials induced by molecular orientation: Experimental methods, current understanding and strategies for the application to numerical methods
... Title Layout Changes in the thermal properties of polymeric materials induced by molecular orientation Experimental methods, current understanding and strategies for the application to numerical metho[.] ...
35
Algorithms and numerical methods for high dimensional financial market models = Algoritmos y métodos númericos para modelos de alta dimensión en mercados financieros / Antonio Falcó
... A first challenging issue concerns the treatment of highly multidimensional models arising from Quantum Mechanics or Kinetic Theory descriptions of solids and Complex Fluids (Chinesta et al. (2007)), including micro and ...
18
Evaluation of Numerical Methods for Multi GHz SAR Computation
... This section highlights the main observations and analysis that give in conclusion the validation of the 2D plots according to electromagnetics fundamentals such as plane wave behavior and boundary conditions. Also, it ...
73
Numerical methods in Nonlinear Analysis of shell structures
... if the algorithm used in this computation is not suitable to handle the tracing of the structural response near the critical points the computed collapse load may be[r] ...
22
Economic Growth – Theory and Numerical Solution Methods
... the numerical methods needed to fully characterize the properties of most Growth ...(c) numerical solution methods, (d) en- dogenous growth, and (e) monetary ...
543
Revista Ingeniería Investigación y Tecnología | Facultad de Ingeniería UNAM
... José Francisco Gómez-Aguilar. He obtained the degree of Doctor in Physics in the Division of Science and Engineering Campus León, University of Guanajuato. He currently works in the Department of Electrical Engineering, ...
9
Nonlinear analysis of a simple model of temperature evolution in a satellite
... We analyse a simple model of the heat transfer to and from a small satellite or- biting round a solar system planet. Our approach considers the satellite isothermal, with external heat input from the environment and from ...
13