Some Remarks on the Approximation of Transitional Density in Stochastic Differential Equations

Aijt-Sahalia (2002) introduced a method to estimate transitional probability densities of di®usion processes by means of Hermite expansions with coe±cients determined by means of Taylor series. This note describes a numerical procedure to ¯nd these coe±cients based on the calculation of moments. One advantage of this procedure is that it can be used e®ectively when the mathematical operations required to ¯nd closed-form expressions for these coe±cients are otherwise infeasible.

Constructive development of the solutions of linear equations in introductory ordinary differential equations

The solution of linear ordinary differential equations (ODEs) is commonly taught in first year undergraduate mathematics classrooms, but the understanding of the concept of a solution is not always grasped by students until much later. Recognising what it is to be a solution of a linear ODE and how to postulate such solutions, without resorting to tables of solutions, is an important skill for students to carry with them to advanced studies in mathematics. In this study we describe a teaching and learning strategy that replaces the traditional algorithmic, transmission presentation style for solving ODEs with a constructive, discovery based approach where students employ their existing skills as a framework for constructing the solutions of first and second order linear ODEs. We elaborate on how the strategy was implemented and discuss the resulting impact on a first year undergraduate class. Finally we propose further improvements to the strategy as well as suggesting other topics which could be taught in a similar manner.

Numerical methods for fractional partial differential equations with Riesz space fractional derivatives

In this paper, we consider the numerical solution of a fractional partial differential equation with Riesz space fractional derivatives (FPDE-RSFD) on a finite domain. Two types of FPDE-RSFD are considered: the Riesz fractional diffusion equation (RFDE) and the Riesz fractional advection–dispersion equation (RFADE). The RFDE is obtained from the standard diffusion equation by replacing the second-order space derivative with the Riesz fractional derivative of order αset membership, variant(1,2]. The RFADE is obtained from the standard advection–dispersion equation by replacing the first-order and second-order space derivatives with the Riesz fractional derivatives of order βset membership, variant(0,1) and of order αset membership, variant(1,2], respectively. Firstly, analytic solutions of both the RFDE and RFADE are derived. Secondly, three numerical methods are provided to deal with the Riesz space fractional derivatives, namely, the L1/L2-approximation method, the standard/shifted Grünwald method, and the matrix transform method (MTM). Thirdly, the RFDE and RFADE are transformed into a system of ordinary differential equations, which is then solved by the method of lines. Finally, numerical results are given, which demonstrate the effectiveness and convergence of the three numerical methods.

Closed-form design equations for decoupling networks of small arrays

Small element spacing in compact arrays results in strong mutual coupling between the array elements. A decoupling network consisting of reactive cross-coupling elements can alleviate problems associated with the coupling. Closed-form design equations for the decoupling networks of symmetrical arrays with two or three elements are presented.

Thermogravimetric analysis and hot stage Raman spectroscopy of cubic indium hydroxide

The transition of cubic indium hydroxide to cubic indium oxide has been studied by thermogravimetric analysis complimented with hot stage Raman spectroscopy. Thermal analysis shows the transition of In(OH)3 to In2O3 occurs at 219°C. The structure and morphology of In(OH)3 synthesised using a soft chemical route at low temperatures was confirmed by X-ray diffraction and scanning electron microscopy. A topotactical relationship exists between the micro/nano-cubes of In(OH)3 and In2O3. The Raman spectrum of In(OH)3 is characterised by an intense sharp band at 309 cm-1 attributed to ν1 In-O symmetric stretching mode, bands at 1137 and 1155 cm-1 attributed to In-OH δ deformation modes, bands at 3083, 3215, 3123 and 3262 cm-1 assigned to the OH stretching vibrations. Upon thermal treatment of In(OH)3 new Raman bands are observed at 125, 295, 488 and 615 cm-1 attributed to In2O3. Changes in the structure of In(OH)3 with thermal treatment is readily followed by hot stage Raman spectroscopy.