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Reconstruction of density functions and their characteristic functions by radial basis functions with scattered data points is a popular topic in the theory of pricing of basket options. Such functions are usually entire or admit an analytic extension into an appropriate tube and "bell-shaped"...
Persistent link: https://www.econbiz.de/10010765039
We study the master equation with time-dependent coefficients, a linear kinetic equation for the Markov chains or for the monomolecular chemical kinetics. For the solution of this equation a path summation formula is proved. This formula represents the solution as a sum of solutions for simple...
Persistent link: https://www.econbiz.de/10011057541
Artificial dissipation is a well known tool for the improvement of stability of numerical algorithms. However, the use of this technique affects the accuracy of the computation. We analyse various approaches proposed for enhancement of the Lattice Boltzmann Methods’ (LBM) stability. In...
Persistent link: https://www.econbiz.de/10011060829
For many complex real physicochemical systems, the detailed mechanism includes both reversible and irreversible reactions. Such systems are typical in homogeneous combustion and heterogeneous catalytic oxidation. Most complex enzyme reactions include irreversible steps. Classical thermodynamics...
Persistent link: https://www.econbiz.de/10011061355