Boundary value problems in (1.0) approximation of a mathematical model of bars.
Jaiani, G. (1999)
Bulletin of TICMI
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Jaiani, G. (1999)
Bulletin of TICMI
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Pierre Degond, Pierre-Arnaud Raviart (1992)
Forum mathematicum
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L. Reinhart (1982)
Numerische Mathematik
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Fernando Cobos (1988)
Colloquium Mathematicae
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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.
J. Prasad (1972)
Publications de l'Institut Mathématique [Elektronische Ressource]
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Jiři Močkoř (1975)
Colloquium Mathematicae
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Abdelghani El Mousaoui, Pierre Argoul, Mohammed El Rhabi, Abdelilah Hakim (2021)
Applications of Mathematics
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This article focuses on dynamic description of the collective pedestrian motion based on the kinetic model of Bhatnagar-Gross-Krook. The proposed mathematical model is based on a tendency of pedestrians to reach a state of equilibrium within a certain time of relaxation. An approximation of the Maxwellian function representing this equilibrium state is determined. A result of the existence and uniqueness of the discrete velocity model is demonstrated. Thus, the convergence of the solution...
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...
Uwe Hamann, Günther Wildenhain (1987)
Banach Center Publications
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