Moment decay rates of solutions of stochastic differential equations

The objective of this paper is to investigate the p-ίh moment asymptotic stability decay rates for certain finite-dimensional Itό stochastic differential equations. Motivated by some practical examples, the point of our analysis is a special consideration of general decay speeds, which contain as a special case the usual exponential or polynomial type one, to meet various situations. Sufficient conditions for stochastic differential equations (with variable delays or not) are obtained to ensure their asymptotic properties. Several examples are studied to illustrate our theory.

Solutions of boundary element equations by a flexible elimination process

Abstract not available

Convection-diffusion in MHD: Comparison of primitive variable and vector potential solutions of the magnetic induction equation

Abstract not available

On the coupling of Navier–Stokes and linearised Euler equations for aeroacoustic simulation

Aerodynamic generation of sound is governed by the Navier–Stokes equations while acoustic propagation in a non-uniform medium is effectively described by the linearised Euler equations. Different numerical schemes are required for the efficient solution of these two sets of equations, and therefore, coupling techniques become an essential issue. Two types of one-way coupling between the flow solver and the acoustic solver are discussed: (a) for aerodynamic sound generated at solid surfaces, and (b) in the free stream. Test results indicate how the coupling achieves the necessary accuracy so that Computational Fluid Dynamics codes can be used in aeroacoustic simulations.

Numerical solutions of certain nonlinear models in European options on a distributed computing environment

Financial modelling in the area of option pricing involves the understanding of the correlations between asset and movements of buy/sell in order to reduce risk in investment. Such activities depend on financial analysis tools being available to the trader with which he can make rapid and systematic evaluation of buy/sell contracts. In turn, analysis tools rely on fast numerical algorithms for the solution of financial mathematical models. There are many different financial activities apart from shares buy/sell activities. The main aim of this chapter is to discuss a distributed algorithm for the numerical solution of a European option. Both linear and non-linear cases are considered. The algorithm is based on the concept of the Laplace transform and its numerical inverse. The scalability of the algorithm is examined. Numerical tests are used to demonstrate the effectiveness of the algorithm for financial analysis. Time dependent functions for volatility and interest rates are also discussed. Applications of the algorithm to non-linear Black-Scholes equation where the volatility and the interest rate are functions of the option value are included. Some qualitative results of the convergence behaviour of the algorithm is examined. This chapter also examines the various computational issues of the Laplace transformation method in terms of distributed computing. The idea of using a two-level temporal mesh in order to achieve distributed computation along the temporal axis is introduced. Finally, the chapter ends with some conclusions.

The interaction of zinc oxide-based dental cements with aqueous solutions of potassium fluoride

The ability of zinc oxide-based dental cements (zinc phosphate and zinc polycarboxylate) to take up fluoride from aqueous solution has been studied. Only zinc phosphate cement was found to take up any measurable fluoride after 5 h exposure to the solutions. The zinc oxide filler of the zinc phosphate also failed to take up fluoride from solution. The key interaction for this uptake was thus shown to involve the phosphate groups of the set cement. However, whether this took the form of phosphate/fluoride exchange, or the formation of oxyfluoro-phosphate groups was not clear. Fluoride uptake followed radicaltime kinetics for about 2 h in some cases, but was generally better modelled by the Elovich equation, dq(t)/dt = alpha exp(-beta q(t)). Values for alpha varied from 3.80 to 2.48 x 10(4), and for beta from 7.19 x 10(-3) to 0.1946, though only beta showed any sort of trend, becoming smaller with increasing fluoride concentration. Fluoride was released from the zinc phosphate cements in processes that were diffusion based up to M(t)/M(infinity) of about 0.4. No further release occurred when specimens were placed in fresh volumes of deionised water. Only a fraction of the fluoride taken up was re-released, demonstrating that most of the fluoride taken up becomes irreversibly bound within the cement.