141 resultados para Black-Scholes Equation
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The nonlinear singular integral equation of transonic flow is examined, noting that standard numerical techniques are not applicable in solving it. The difficulties in approximating the integral term in this expression were solved by special methods mitigating the inaccuracies caused by standard approximations. It was shown how the infinite domain of integration can be reduced to a finite one; numerical results were plotted demonstrating that the methods proposed here improve accuracy and computational economy.
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The classical problem of surface water-wave scattering by two identical thin vertical barriers submerged in deep water and extending infinitely downwards from the same depth below the mean free surface, is reinvestigated here by an approach leading to the problem of solving a system of Abel integral equations. The reflection and transmission coefficients are obtained in terms of computable integrals. Known results for a single barrier are recovered as a limiting case as the separation distance between the two barriers tends to zero. The coefficients are depicted graphically in a number of figures which are identical with the corresponding figures given by Jarvis (J Inst Math Appl 7:207-215, 1971) who employed a completely different approach involving a Schwarz-Christoffel transformation of complex-variable theory to solve the problem.
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An existence theorem is obtained for a generalized Hammerstein type equation
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The solitary-wavelike solution of the generalized Korteweg-de Vries equation with mixed nonlinearity is obtained. Two asymptotic cases of the solution have been discussed and solitary wave solutions have been derived. ©1974 American Institute of Physics.
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A method has been presented for constructing non-separable solutions of homogeneous linear partial differential equations of the type F(D, D′)W = 0, where D = ∂/∂x, D′ = ∂/∂y, Image where crs are constants and n stands for the order of the equation. The method has also been extended for equations of the form Φ(D, D′, D″)W = 0, where D = ∂/∂x, D′ = ∂/∂y, D″ = ∂/∂z and Image As illustration, the method has been applied to obtain nonseparable solutions of the two and three dimensional Helmholtz equations.
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The solitary-wavelike solution of the generalized Korteweg-de Vries equation with mixed nonlinearity is obtained. Two asymptotic cases of the solution have been discussed and solitary wave solutions have been derived.
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The analysis of the dispersion equation for surface magnetoplasmons in the Faraday configuration for the degenerate case of decaying constants being equal is given from the point of view of understanding the non-existence of the “degenerate modes”. This analysis also shows that there exist well defined “degenerate points” on the dispersion curve with electromagnetic fields varying linearly over small distances taken away from the interface.
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A generalized isothermal effectiveness factor correlation has been proposed for catalytic reactions whose intrinsic kinetics are based on the redox model. In this correlation which is exact for asymptotic values of the Thiele parameter the effect of the parameters appearing in the model, the order of the reaction and particle geometry are incorporated in a modified form of Thiele parameter. The relationship takes the usual form: Image and predicts effectiveness factor with an error of less than 2% in a range of Thiele parameter that accommodates both the kinetic and diffusion control regimes.
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A new analysis of the nature of the solutions of the Hamilton-Jacobi equation of classical dynamics is presented based on Caratheodory’s theorem concerning canonical transformations. The special role of a principal set of solutions is stressed, and the existence of analogous results in quantum mechanics is outlined.
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Among different methods, the transmission-line or the impedance tube method has been most popular for the experimental evaluation of the acoustical impedance of any termination. The current state of method involves extrapolation of the measured data to the reflecting surface or exact locations of the pressure maxima, both of which are known to be rather tricky. The present paper discusses a method which makes use of the positions of the pressure minima and the values of the standing-wave ratio at these points. Lippert's concept of enveloping curves has been extended. The use of Smith or Beranek charts, with their inherent inaccuracy, has been altogether avoided. The existing formulas for the impedance have been corrected. Incidentally, certain other errors in the current literature have also been brought to light.Subject Classification: 85.20.
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Analogies between the properties of black holes (in the framework of strong gravity) and those of elementary particles are discussed especially in connection with recent works on black holes with gauge charges and blackhole thermodynamics.
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An exact aerodynamic noise equation is formulated for Newtonian fluids. The cause−effect problem is discussed. Finally, the importance of external additions of mass, momentum, and energy is examined. Physics of Fluids is copyrighted by The American Institute of Physics.
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The theoretical analysis, based on the perturbation technique, of ion-acoustic waves in the vicinity of a Korteweg-de Vries (K-dV) equation derived in a plasma with some negative ions has been made. The investigation shows that the negative ions in plasma with isothermal electrons introduced a critical concentration at which the ion-acoustic wave plays an important role of wave-breaking and forming a precursor while the plasma with non-isothermal electrons has no such singular behaviour of the wave. These two distinct features of ion waves lead to an overall different approach of present study of ion-waves. A distinct feature of non-uniform transition from the nonisothermal case to isothermal case has been shown. Few particular plasma models have been chosen to show the characteristics behaviour of the ion-waves existing in different cases