Abstract. A Cauchy problem for a one–dimensional diffusion–reaction equation is solved on a grid by a random walk method, in which the diffusion part is solved by random walk...
B-series are a fundamental tool in practical and theoretical aspects of numerical integrators for ordinary differential equations. A composition law for B-series permits an elega...
Least-squares method is the most popular method for parameter estimation. It is easy applicable, but it has considerable drawback. Under well-known conditions in the presence of no...
Abstract The purpose of this article is to analyze and compare two standard portfolio insurance methods: Option-based Portfolio Insurance (OBPI) and Constant Proportion Portfolio I...
When filtering through a wall with constant averaging radius, in addition to the subfilter scale stresses, a non-closed commutator term arises. We consider a proposal of Das and ...