搜索结果: 1-15 共查到“理学 Expansions”相关记录46条 . 查询时间(0.046 秒)
Closed-form expansions of discretely monitored asian options in diffusion models
discretely monitored Asian options the CEV model the CIR process the Black-Scholes model the Brennan and Schwartz process small-time expansion
2016/1/20
In this paper we propose a closed-form asymptotic expansion approach to pricing discretely monitored Asian options in general one-dimensional diffusion models. Our expansion is a small-time expansion ...
Mutually algebraic structures and expansions by predicates
algebraic structures predicates
2015/9/28
We introduce the notions of a mutually algebraic structures and
theories and prove many equivalents. A theory T is mutually algebraic
if and only if it is weakly minimal and trivial if and only if n...
Computing power series expansions of modular forms
power series expansions of modular forms Number Theory
2012/5/9
We exhibit a method to numerically compute power series expansions of modular forms on a cocompact Fuchsian group, using the explicit computation a fundamental domain and linear algebra.
Convergence of many-body wavefunction expansions using a plane wave basis: from the homogeneous electron gas to the solid state
Convergence many-body wavefunction expansions plane wave basis homogeneous electron gas solid state
2012/2/29
Using the finite simulation-cell homogeneous electron gas (HEG) as a model, we investigate the convergence of the correlation energy to the complete basis set (CBS) limit in methods utilising plane-wa...
An O(N) Method for Rapidly Computing Periodic Potentials Using Accelerated Cartesian Expansions
Accelerated Cartesian Expansion (ACE) Fast Multipole Methods Periodic Systems
2011/10/8
Abstract: The evaluation of long-range potentials in periodic, many-body systems arises as a necessary step in the numerical modeling of a multitude of interesting physical problems. Direct evaluation...
An O(N) Method for Rapidly Computing Periodic Potentials Using Accelerated Cartesian Expansions
Accelerated Cartesian Expansion ACE Fast Multipole Methods Periodic Systems
2011/8/4
Abstract: The evaluation of long-range potentials in periodic, many-body systems arises as a necessary step in the numerical modeling of a multitude of interesting physical problems. Direct evaluation...
(p,q) D=3 Poincare supergravities from Lie algebra expansions
Lie algebra expansions High Energy Physics - Theory
2011/10/8
Abstract: We use the expansion of superalgebras procedure (summarized in the text) to derive Chern-Simons (CS) actions for the (p,q)-Poincare supergravities in three-dimensional spacetime. After deriv...
Spanning trees and expansions for the Potts model partition function in an external field
Tutte polynomial Potts model spanning trees V -polynomial external field Hamiltonian edge activities
2011/9/5
Abstract: We use a deletion-contraction relation for the variable field Potts model partition function to give an expansion of the variable field Potts model partition function in terms of the zero fi...
Series expansions from the corner transfer matrix renormalization group method: the hard squares model
Corner transfer matrix hard squares model series expansions
2011/9/30
Abstract: The corner transfer matrix renormalization group method is an efficient method for evaluating physical quantities in statistical mechanical models. It originates from Baxter's corner transfe...
Discrete Laguerre-Sobolev expansions: A Cohen type inequality
Laguerre polynomials Laguerre–Sobolev type polynomials Cohen type inequality Bessel functions
2011/8/25
Abstract: C. Markett proved a Cohen type inequality for the classical Laguerre expansions in the appropriate weighted $L^{p}$ spaces. In this paper, we get a Cohen type inequality for the Fourier expa...
On continuous expansions of configurations of points in Euclidean space
regular simplex expanding configuration continuous expansion
2011/8/22
Abstract: For any two configurations of ordered points $p=(p_{1},...,\p_{N})$ and $q=(q_{1},...,q_{N})$ in Euclidean space $E^d$ such that $q$ is an expansion of $p$, there exists a continuous expansi...
Accelerating cycle expansions by dynamical conjugacy
Accelerating cycle dynamical conjugacy Periodic orbit theory zeta function spectral determinant
2011/7/5
Periodic orbit theory provides two important functions—the dynamical zeta function and the
spectral determinant for the calculation of dynamical averages in a nonlinear system. Their cycle
expansion...
Expansions of subfields of the real field by a discrete set
Expansions of subfields real field discrete set
2011/2/21
Let K be a subfield of the real field, D K be a closed and discrete set and f : Dn ! K be such that f(Dn) is somewhere dense. Then (K, f) defines Z. We present several applications of this result. W...
Orthogonal polynomials and expansions for a family of weight functions in two variables
Orthogonal polynomials orthogonal expansions Jacobi polynomials
2011/2/25
Orthogonal polynomials for a family of weight functions on [1; 1]2,W ; ; (x; y) = jx + yj2 +1jx yj2 +1(1 x2) (1 y2) ; are studied and shown to be related to ...
Schur function expansions of KP tau functions associated to algebraic curves
Schur function expansions of KP tau functions algebraic curves
2010/12/28
The Schur function expansion of Sato-Segal-Wilson KP τ -functions is reviewed. The case of
τ -functions related to algebraic curves of arbitrary genus is studied in detail. Explicit expressions for t...