Vacuum solutions of a stationary drift-diffusion model
P. A. Markowich, A. Unterreiter (1993)
Annali della Scuola Normale Superiore di Pisa - Classe di Scienze
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P. A. Markowich, A. Unterreiter (1993)
Annali della Scuola Normale Superiore di Pisa - Classe di Scienze
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Stefan Gerhold, Johannes F. Morgenbesser, Axel Zrunek (2015)
Banach Center Publications
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Refining previously known estimates, we give large-strike asymptotics for the implied volatility of Merton's and Kou's jump diffusion models. They are deduced from call price approximations by transfer results of Gao and Lee. For the Merton model, we also analyse the density of the underlying and show that it features an interesting "almost power law" tail.
M. Malik-Garbi, O. Agam (2012)
Mathematical Modelling of Natural Phenomena
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We introduce a model, similar to diffusion limited aggregation (DLA), which serves as a discrete analog of the continuous dynamics of evaporation of thin liquid films. Within mean field approximation the dynamics of this model, averaged over many realizations of the growing cluster, reduces to that of the idealized evaporation model in which surface tension is neglected. However fluctuations beyond the mean field level play an important ...
Belahmidi, Abdelmounim (2006)
APPS. Applied Sciences
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Rybář, Vojtěch, Vejchodský, Tomáš
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In this contribution we add a unilateral term to the Thomas model and investigate the resulting Turing patterns. We show that the unilateral term yields nonsymmetric and irregular patterns. This contrasts with the approximately symmetric and regular patterns of the classical Thomas model. In addition, the unilateral term yields Turing patterns even for smaller ratio of diffusion constants. These conclusions accord with the recent findings about the influence of the unilateral term in...