Displaying similar documents to “An analysis of the Darwin model of approximation to Maxwell's equations.”

Analytical approximation of the transition density in a local volatility model

Stefano Pagliarani, Andrea Pascucci (2012)

Open Mathematics

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We present a simplified approach to the analytical approximation of the transition density related to a general local volatility model. The methodology is sufficiently flexible to be extended to time-dependent coefficients, multi-dimensional stochastic volatility models, degenerate parabolic PDEs related to Asian options and also to include jumps.

A good approximation of the inventory level in a (Q, r) perishable inventory system

Huan Neng Chiu (2010)

RAIRO - Operations Research

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This paper derives a good approach to approximating the expected inventory level per unit time for the continuous review (Q, r) perishable inventory system. Three existing approximation approaches are examined and compared with the proposed approach. Three stockout cases, including the full backorder, the partial backorder, and the full lost sales cases, which customers or material users generally use to respond to a stockout condition are considered. This study reveals the fact...

On bilinear kinetic equations. Between micro and macro descriptions of biological populations

Mirosław Lachowicz (2003)

Banach Center Publications

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In this paper a general class of Boltzmann-like bilinear integro-differential systems of equations (GKM, Generalized Kinetic Models) is considered. It is shown that their solutions can be approximated by the solutions of appropriate systems describing the dynamics of individuals undergoing stochastic interactions (at the "microscopic level"). The rate of approximation can be controlled. On the other hand the GKM result in various models known in biomathematics (at the "macroscopic level")...