搜索结果: 136-150 共查到“数学 Model”相关记录469条 . 查询时间(0.215 秒)
A Kind of Accelerated AOS Difference Schemes For Dual Currency Option Pricing Model
Dual currency option pricing model accelerated AOS algorithm 'explicit-implicit' scheme 'implicit-explicit' scheme second order accuracy
2011/10/15
Black-Scholes equation of Dual currency option pricing is a typical multi-asset option pricing model, and it is important to research it's numerical value. This paper uses the accelerated additive ope...
Computational Optimization of Manufacturing Batch Size and Shipment for an Integrated EPQ Model with Scrap
Computational Optimization Manufacturing Batch Size Shipments, EPQ Model Random Scrap Rate Algebraic Approach
2013/1/30
This paper employs mathematical modeling and algebraic approach to derive the optimal manufacturing batch size and number of shipment for a vendor-buyer integrated economic production quantity (EPQ) m...
Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence
nonparametric regression long-range dependence kink minimax
2011/9/22
Abstract: In this paper, a lower bound is determined in the minimax sense for change point estimators of the first derivative of a regression function in the fractional white noise model. Similar mini...
Analysis of a mathematical model of syntrophic bacteria in a chemostat
Syntrophic relationship Mathematical modelling Coexistence Asymptotic stability Anaerobic digestion
2011/9/23
Abstract: A mathematical model involving a syntrophic relationship between two populations of bacteria in a continuous culture is proposed. A detailed qualitative analysis is carried out. The local an...
Analysis of the Leray-α model with Navier slip boundary condition
turbulence model existence weak solution
2011/9/22
Abstract: In this paper, we establish the existence and the regularity of a unique weak solution to turbulent flows in a bounded domain ${\Omega}\subset \mathbb R^3$ governed by the so-called Leray-{\...
Simplified non-Navier-Stokes model of turbulent flow and its first numerical realization in D2
Simplified non-Navier-Stokes model turbulent flow Numerical Analysis
2011/9/21
Abstract: This paper contains information about numerical realization of the model of turbulent flow proposed by Marek Burnat (see ARXIV: M.Burnat "On some mathematical model of turbulent flow with in...
Multiple steady states in a mathematical model for interactions between T cells and macrophages
mathematical model T cells and macrophages Cell Behavior
2011/10/9
Abstract: The aim of this paper is to prove results about the existence and stability of multiple steady states in a system of ordinary differential equations introduced by R. Lev Bar-Or to model the ...
Abstract: We introduce an interpolation framework for $\mathcal{H}_{\infty}$ model reduction founded on ideas from optimal-$\mathcal{H}_2$ interpolatory model reduction, realization theory, and comple...
An adaptive sequential optimum design for model selection and parameter estimation in non-linear nested models
D-optimality KL-optimality DKL-optimality log-likelihood ratio test stochastic convergence sequential optimum design
2011/10/9
Abstract: This work propose a sequential procedure which is useful to select the best model among several nested non-linear models and to estimate efficiently the parameters of the chosen model. At ea...
A Mathematical model for Astrocytes mediated LTP at Single Hippocampal Synapses
Mathematical model Astrocytes LTP Hippocampal Synapses
2011/10/9
Abstract: Many contemporary studies have shown that astrocytes play a significant role in modulating both short and long form of synaptic plasticity. There are very few experimental models which eluci...
A note on essential smoothness in the Heston model
Essential smoothness large deviation principle Heston model
2011/10/9
Abstract: This note studies an issue relating to essential smoothness that can arise when the theory of large deviations is applied to a certain option pricing formula in the Heston model. The note id...
Minimal Model Program with scaling and adjunction theory
Quasi polarized pairs Adjunction Theory Minimal Model Program with scaling
2011/9/20
Abstract: Let (X,L) be a quasi polarized pairs, i.e. X is a normal complex projective variety and L is a nef and big line bundle on it. We study, up to birational equivalence, the positivity (nefness)...
Random fields on model sets with localized dependency and their diffraction
Diffraction Pure point spectrum Absolutely continuous spectrum Quasicrystal Model set
2011/9/19
Abstract: For a random field on a general discrete set, we introduce a condition that the range of the correlation from each site is within a predefined compact set D. For such a random field {\omega}...
A Random Matrix Model for Elliptic Curve $L$-Functions of Finite Conductor
Elliptic Curves Low Lying Zeros n-Level Statistics Random Matrix Theory Jacobi Ensembles Characteristic Polynomial
2011/9/19
Abstract: We propose a random matrix model for families of elliptic curve L-functions of finite conductor. A repulsion of their critical zeros away from the center of the critical strip was observed b...
Consensus in the two-state Axelrod model
Interacting particle systems Axelrod model annihilating random walks
2011/9/19
Abstract: The Axelrod model is a spatial stochastic model for the dynamics of cultures which, similarly to the voter model, includes social influence, but differs from the latter by also accounting fo...