| 1. |
- Bordag, Ljudmila A.
(författare)
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Pricing options in illiquid markets : optimal systems, symmetry reductions and exact solutions
- 2010
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Ingår i: Lobachevskii Journal of Mathematics. - Moscow : Maik Nauka/Interperiodica. - 1995-0802 .- 1818-9962. ; 31:2, s. 90-99
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Tidskriftsartikel (refereegranskat)abstract
- We study a class of nonlinear pricing models which involves the feedback effect from the dynamic hedging strategies on the price of asset introduced by Sircar and Papanicolaou. We are first to study the case of a nonlinear demand function involved in the model. Using a Lie group analysis we investigate the symmetry properties of these nonlinear diffusion equations. We provide the optimal systems of subalgebras and the complete set of non-equivalent reductions of studied PDEs to ODEs. In most cases we obtain families of exact solutions or derive particular solutions to the equations.
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| 2. |
- Bordag, Ljudmila A.
(författare)
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Symmetry reductions and exact solutions for nonlinear diffusion equations
- 2009
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Ingår i: International Journal of Modern Physics A. - Singapore : World Scientific. - 0217-751X .- 1793-656X. ; 24:8/9, s. 1713-1716
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Tidskriftsartikel (refereegranskat)abstract
- The symmetry properties of nonlinear diffusion equations are studied using a Lie group analysis. Reductions and families of exact solutions are found for some of these equations.© 2009 World Scientific Publishing Company.
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| 3. |
- Emamizadeh, B., et al.
(författare)
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Optimal harvesting strategy based on rearrangements of functions
- 2018
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Ingår i: Applied Mathematics and Computation. - Amsterdam : Elsevier. - 0096-3003 .- 1873-5649. ; 320, s. 677-690
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Tidskriftsartikel (refereegranskat)abstract
- We study the problem of optimal harvesting of a marine species in a bounded domain, with the aim of minimizing harm to the species, under the general assumption that the fishing boats have different capacities. This is a generalization of a result of Kurata and Shi, in which the boats were assumed to have the same maximum harvesting capacity. For this generalization, we need a completely different approach. As such, we use the theory of rearrangements of functions. We prove existence of solutions, and obtain an optimality condition which indicates that the more aggressive harvesting must be pushed toward the boundary of the domain. Furthermore, we prove that radial and Steiner symmetries of the domain are preserved by the solutions. We will also devise an algorithm for numerical solution of the problem, and present the results of some numerical experiments. © 2017 Elsevier Inc.
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| 4. |
- Faraj, Maycel Isaac, 1979-, et al.
(författare)
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Motion Features from Lip Movement for Person Authentication
- 2006
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Ingår i: The 18th International Conference on Pattern Recognition. - Washington, D.C. : IEEE Computer Society. - 0769525210 ; 3, s. 1059- 1062
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Konferensbidrag (refereegranskat)abstract
- This paper describes a new motion based feature extraction technique for speaker identification using orientation estimation in 2D manifolds. The motion is estimated by computing the components of the structure tensor from which normal flows are extracted. By projecting the 3D spatiotemporal data to 2D planes, we obtain projection coefficients which we use to evaluate the 3D orientations of brightness patterns in TV like image sequences. This corresponds to the solutions of simple matrix eigenvalue problems in 2D, affording increased computational efficiency. An implementation based on joint lip movements and speech is presented along with experiments which confirm the theory, exhibiting a recognition rate of 98% on the publicly available XM2VTS database
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| 5. |
- Etbaeitabari, Amir, et al.
(författare)
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An analytical heat transfer assessment and modeling in a natural convection between two infinite vertical parallel flat plates
- 2013
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Ingår i: Journal of Molecular Liquids. - : Elsevier. - 0167-7322 .- 1873-3166. ; 188, s. 252-257
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Tidskriftsartikel (refereegranskat)abstract
- Heat transfer by natural convection occurs in many physical problems and engineering applications such as geo-thermal systems, heat exchangers, petroleum reservoirs and nuclear waste repositories. These problems and phenomena are modeled by ordinary or partial differential equations. In most cases, experimental solutions cannot be applied to these problems, so these equations should be solved using special techniques. Recently, much attention has been devoted to these methods to construct analytic solutions; such as the perturbation method. Perturbation techniques are dependent upon small parameter. Thus, it is worthwhile developing a new technique independent of small parameter. The Reconstruction of Variational Iteration Method technique is a powerful and convenient algorithm in finding the solutions for the equations. While this method is capable of reducing the size of calculation, it overcomes the difficulty of the perturbation technique or Adomian polynomials by applying Laplace Transform. In this paper an analysis has been performed to study the natural convection of a non-Newtonian fluid between two infinite parallel vertical flat plates and the effects of the non-Newtonian nature of fluid on the heat transfer are studied. In order to compare with exact solution, velocity and temperature profiles are shown graphically. The obtained results are valid with significant accuracy. (C) 2013 Elsevier B.V. All rights reserved.
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| 6. |
- Järpe, Eric, 1965-
(författare)
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Räkna med rester : Matematik att tillämpas inom kryptologi
- 2013
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Bok (övrigt vetenskapligt/konstnärligt)abstract
- Ämnet kryptologi, dvs. kryptering, dekryptering och kodknäckning omfattar såväl matematik, datorprogrammering som allmän finurlighet. Denna bok behandlar Caesarkrypto, substitutionskrypto, Vignèrekrypto, RSA-krypto och den bakomliggande matematiken (ekvationslösning, räkning med exponentialuttryck, resträkning, primtalsteori och rekursion) samt angränsande matematik (såsom kombinatorik, statistiska metoder för t.ex. detektering av krypterad kod och beräkning av överföringskvalitet). Boken innehåller även en så pass bred genomgång av elementär algebra (mängdlära, logik, trigonometri, komplexa tal och rekurrensekvationer) och analys (funktioner i en variabel, derivata och integraler) att den kan användas vid inledande studier i matematik inom en mängd olika utbildningar. Boken syftar till att ge en introduktion till kryptologisk problemlösning och visa på de stora synergieffekter som uppnås genom att tillämpa en välbalanserad kombination av grundläggande matematik och elementär programmering inom området. Förhoppningen är också att läsaren, sporrad av de nyvunna insikterna om kryptologi, lockas till vidare kunskapsfördjupning. Boken vänder sig i första hand till blivande IT-forensiker som kan behöva kompetensen att kryptera och knäcka krypton i sin yrkesroll men som inte har en omfattande matematisk förkunskap. Den vänder sig även till studenter på landets tekniska högskolor och universitet.
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| 7. |
- Bordag, M., et al.
(författare)
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Analytic Corrections to the Electromagnetic Casimir Interaction Between a Sphere and a Plate at Short Distances
- 2010
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Ingår i: Proceedings of the Ninth Conference on Quantum Field Theory under the Influence of External Conditions (QFEXT09). - Singapore : World Scientific. - 9789814289856 ; , s. 6-11
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Konferensbidrag (refereegranskat)abstract
- For the vacuum interaction of a sphere in front of a plane, both obeying conductor boundary conditions, we consider the approximation of small separation. We derive the next-to-leading order of the asymptotic expansion in the separation-to-radius ratio ɛ. This correction is of order ɛ. In opposite to the scalar cases it contains also contributions proportional to logarithms in first and second order, ɛ In ɛ and ɛ(ln ɛ)2. We compare this result with the available findings of numerical and experimental approaches.
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| 8. |
- Bordag, Michael, et al.
(författare)
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Beyond proximity force approximation in the casimir effect
- 2009
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Ingår i: International Journal of Modern Physics A. - Singapore : World Scientific. - 0217-751X .- 1793-656X. ; 24:8-9, s. 1743-1747
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Tidskriftsartikel (refereegranskat)abstract
- We compare the analytical and numerical results for the Casimir force for the configuration of a plane and a cylinder in front of a plane. While for Dirichlet boundary conditions on both, plane and sphere or cylinder, agreement is found, for Neumann boundary conditions on either the plane or one of the two, cylinder or sphere, disagreement is found. This holds, for a sphere, also for different boundary conditions on the interacting surfaces. From recent, new numerical results for the cylinder, a general appearance of logarithmic contributions beyond PFA can be predicted.
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| 9. |
- Bordag, Michael, et al.
(författare)
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Casimir force for a sphere in front of a plane beyond proximity force approximation
- 2008
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Ingår i: Journal of Physics A. - Bristol : Institute of Physics Publishing (IOPP). - 1751-8113 .- 1751-8121. ; 41:16, s. 164002-
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Tidskriftsartikel (refereegranskat)abstract
- For the configuration of a sphere in front of a plane, we calculate the first two terms of the asymptotic expansion for small separation of the Casimir force. We consider both Dirichlet and Neumann boundary conditions.
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| 10. |
- Duracz, Jan, 1977-, et al.
(författare)
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Function Interval Arithmetic
- 2014
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Ingår i: Mathematical software -- ICMS 2014. - Berlin, Heidelberg : Springer. - 9783662441985 - 9783662441992 ; , s. 677-684
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Konferensbidrag (refereegranskat)abstract
- We propose an arithmetic of function intervals as a basis for convenient rigorous numerical computation. Function intervals can be used as mathematical objects in their own right or as enclosures of functions over the reals. We present two areas of application of function interval arithmetic and associated software that implements the arithmetic: (1) Validated ordinary differential equation solving using the AERN library and within the Acumen hybrid system modeling tool. (2) Numerical theorem proving using the PolyPaver prover. © 2014 Springer-Verlag.
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