Low Volatility Options and Numerical Diffusion of Finite Difference Schemes

2000 Mathematics Subject Classification: 65M06, 65M12.

Nonstandard Finite Difference Schemes with Application to Finance: Option Pricing

2000 Mathematics Subject Classification: 65M06, 65M12.

Recognition on Finite Set of Events: Bayesian Analysis of Generalization Ability and Classification Tree Pruning

The problem of recognition on finite set of events is considered. The generalization ability of classifiers for this problem is studied within the Bayesian approach. The method for non-uniform prior distribution specification on recognition tasks is suggested. It takes into account the assumed degree of intersection between classes. The results of the analysis are applied for pruning of classification trees.

Application of an Acceleration Scheme

In this paper we propose an optimized algorithm, which is faster compared to previously described finite difference acceleration scheme, namely the Modified Super-Time-Stepping (Modified STS) scheme for age-structured population models with difusion.

Application of an Acceleration Scheme for an Age-Structured Diffusion Model

In this paper we propose an optimized algorithm, which is faster compared to previously described finite difference acceleration scheme, namely the Modified Super-Time-Stepping (Modified STS) scheme for age- structured population models with diffusion.

Monte Carlo Random Walk Simulations Based on Distributed Order Differential Equations with Applications to Cell Biology

Mathematics Subject Classification: 65C05, 60G50, 39A10, 92C37

Limit Theorems for Non-Critical Branching Processes with Continuous State Space

2000 Mathematics Subject Classification: Primary 60J80, Secondary 60G99.

A Note on the “Constructing” of Nonstationary Methods for Solving Nonlinear Equations with Raised Speed of Convergence

This paper is partially supported by project ISM-4 of Department for Scientific Research, “Paisii Hilendarski” University of Plovdiv.

Optimal Control of a Second Order Parabolic Heat Equation

In this paper, we are concerned with the optimal control boundary control of a second order parabolic heat equation. Using the results in [Evtushenko, 1997] and spatial central finite difference with diagonally implicit Runge-Kutta method (DIRK) is applied to solve the parabolic heat equation. The conjugate gradient method (CGM) is applied to solve the distributed control problem. Numerical results are reported.

A Gradient-Type Optimization Technique for the Optimal Control for Schrodinger Equations

In this paper, we are considered with the optimal control of a schrodinger equation. Based on the formulation for the variation of the cost functional, a gradient-type optimization technique utilizing the finite difference method is then developed to solve the constrained optimization problem. Finally, a numerical example is given and the results show that the method of solution is robust.

Second Order Optimality Conditions in Nonsmooth Unconstrained Optimization

AMS subject classification: 49J52, 90C30.

Groups with the Minimal Condition on Non-“Nilpotent-by-Finite” Subgroups

We characterize the groups which do not have non-trivial perfect sections and such that any strictly descending chain of non-“nilpotent-by-finite” subgroups is finite.

Caputo Derivatives in Viscoelasticity: A Non-Linear Finite-Deformation Theory for Tissue

Mathematics Subject Classification: 26A33, 74B20, 74D10, 74L15

Finite Symmetric Functions with Non-Trivial Arity Gap

Given an n-ary k-valued function f, gap(f) denotes the essential arity gap of f which is the minimal number of essential variables in f which become fictive when identifying any two distinct essential variables in f. In the present paper we study the properties of the symmetric function with non-trivial arity gap (2 ≤ gap(f)). We prove several results concerning decomposition of the symmetric functions with non-trivial arity gap with its minors or subfunctions. We show that all non-empty sets of essential variables in symmetric functions with non-trivial arity gap are separable. ACM Computing Classification System (1998): G.2.0.