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200 papers

The literature on volatility modelling and option pricing is a large and diverse area due to its importance and applications. This paper provides a review of the most significant volatility models and option pricing methods, beginning with…

Pricing of Securities · Quantitative Finance 2009-04-09 Sovan Mitra

In this contribution, I give an overview of the various approaches toward the numerical modelling of turbulence, particularly, in the interstellar medium. The discussion is placed in a physical context, i. e. computational problems are…

Astrophysics · Physics 2007-12-07 W. Schmidt

Accretion disc outbursts are re-occurring events observed in various astrophysical systems, including X-ray binaries and cataclysmic variables. These outbursts are characterized by a sudden increase in luminosity due to various…

High Energy Astrophysical Phenomena · Physics 2024-09-19 Liza Devi , Asish Jyoti Boruah , Biplob Sarkar

In this paper a review of some important impedance-induced instabilities are briefly described for both the longitudinal and transverse planes. The main tools used nowadays to predict these instabilities and some considerations about…

Accelerator Physics · Physics 2020-03-18 M. Migliorati , E. Métral , M. Zobov

This two-part review summarizes interstellar turbulence and its implications. The first part begins with diagnostics and energy sources. Turbulence theory is considered in detail, including the basic fluid equations, solenoidal and…

Astrophysics · Physics 2008-11-26 Bruce G. Elmegreen , John Scalo

Nonlinear systems with model uncertainty are often described by stochastic differential equations. Some techniques from random dynamical systems are discussed. They are relevant to better understanding of solution processes of stochastic…

Dynamical Systems · Mathematics 2008-11-25 Jinqiao Duan

These lectures present results and problems on the characterization of structurally stable dynamics. We will shed light those which do not seem to depend on the regularity class (holomorphic or differentiable). Furthermore, we will present…

Dynamical Systems · Mathematics 2017-03-02 Pierre Berger

We explore a series expansion method to calculate the modes of oscillations for a variety of uniformly rotating finite disks, either with or without a dark halo. Since all models have the same potential, this survey focuses on the role of…

Astrophysics · Physics 2011-05-23 P. Vauterin , H. Dejonghe

Software reliability analysis is performed at various stages during the process of engineering software as an attempt to evaluate if the software reliability requirements have been (or might be) met. In this report, I present a summary of…

Software Engineering · Computer Science 2013-04-17 Ganesh J. Pai

In this paper, an approach to facilitate the treatment with variabilities in system families is presented by explicitly modelling variants. The proposed method of managing variability consists of a variant part, which models variants and a…

Software Engineering · Computer Science 2010-09-28 Shamim Hasnat Ripon , Kamrul Hasan Talukder , Khademul Islam Molla

In this paper, an approach to facilitate the treatment with variabilities in system families is presented by explicitly modelling variants. The proposed method of managing variability consists of a variant part, which models variants and a…

Software Engineering · Computer Science 2013-10-02 Shamim H. Ripon

Debugging is considered as a rigorous but important feature of software engineering process. Since more than a decade, the software engineering research community is exploring different techniques for removal of faults from programs but it…

Software Engineering · Computer Science 2018-03-13 Safeeullah Soomro , Mohammad Riyaz Belgaum , Zainab Alansari , Mahdi H. Miraz

In this expository paper, which covers material presented at the NATO Advanced Study Institute "Nonlinear Analysis, Differential Equations, and Control" (Montreal, Jul/Aug 1998), we deal with several questions related to stability and…

Optimization and Control · Mathematics 2007-05-23 Eduardo D. Sontag

We discuss the problems of modeling, control, and decision support in complex dynamic systems from a general system theoretic point of view. The main characteristics of complex systems and of system approach to complex system study are…

Systems and Control · Computer Science 2013-12-30 Armen Bagdasaryan

We use reproducing kernel methods to study various rigidity problems. The methods and setting allow us to also consider the non-positive case.

Complex Variables · Mathematics 2007-09-18 Daniel Alpay , Simeon Reich , David Shoikhet

The article discusses the steady motion of a rigid disk of finite thickness rolling on its edge on a horizontal plane under the influence of gravity. The governing equations are presented and two cases allowing for a steady state solution…

Classical Physics · Physics 2014-11-18 Milan Batista

We establish stability properties of weak solutions for systems of porous medium type with respect to the exponent $m$. Thereby we treat stability for the local case as well as for Cauchy-Dirichlet problems. Both degenerate and singular…

Analysis of PDEs · Mathematics 2021-11-15 Kristian Moring , Rudolf Rainer

Dynamics of linear perturbations in a differentially rotating accretion disk with non-homogeneous vertical structure is investigated. It has been found that turbulent viscosity results in instability of both pinching oscillations, and…

Astrophysics · Physics 2007-05-23 A. V. Khoperskov , S. S. Khrapov

In this review, I discuss just three aspects of the stability and evolution of galactic discs. (1) I first review our understanding of the bar instability and how it can be controlled. Disc galaxies in which the orbital speed does not…

Astrophysics · Physics 2007-05-23 J. A. Sellwood

We present a numerical study of a two dimensional granular medium consisting of hard inelastic disks. The evolution of the medium throughout a cooling process is monitored. Two different types of instabilities (shearing and clustering…

Condensed Matter · Physics 2009-10-28 Pierre Deltour , Jean-Louis Barrat