This paper introduces the use of partition of unity method for the development of a high order finite volume discretization scheme on unstructured grids for solving diffusion models based on partial differential equat...This paper introduces the use of partition of unity method for the development of a high order finite volume discretization scheme on unstructured grids for solving diffusion models based on partial differential equations.The unknown function and its gradient can be accurately reconstructed using high order optimal recovery based on radial basis functions.The methodology proposed is applied to the noise removal problem in functional surfaces and images.Numerical results demonstrate the effectiveness of the new numerical approach and provide experimental order of convergence.展开更多
In this letter, a class of reaction-diffusion equations, which arise in chemical reaction or ecology and other fields of physics, are investigated. A more general analytical solution of the equation is obtained by usi...In this letter, a class of reaction-diffusion equations, which arise in chemical reaction or ecology and other fields of physics, are investigated. A more general analytical solution of the equation is obtained by using the first integral method.展开更多
We considerer partial differential equations of second order, for example the Klein-Gordon equation, the Poisson equation, on a region E = （a1, b1 ） × （a2, b2 ） x （a3, b3 ）. We will see that with a common p...We considerer partial differential equations of second order, for example the Klein-Gordon equation, the Poisson equation, on a region E = （a1, b1 ） × （a2, b2 ） x （a3, b3 ）. We will see that with a common procedure in all cases, we can write the equation in partial derivatives as an Fredholm integral equation of first kind and will solve this latter with the techniques of inverse problem moments. We will find an approximated solution and bounds for the error of the estimated solution using the techniques on problem of moments.展开更多
The Jacobian elliptic function expansion method for nonlinear differential-different equations and its algorithm are presented by using some relations among ten Jacobian elliptic functions and successfully construct m...The Jacobian elliptic function expansion method for nonlinear differential-different equations and its algorithm are presented by using some relations among ten Jacobian elliptic functions and successfully construct more new exact doubly-periodic solutions of the integrable discrete nonlinear Schrodinger equation. When the modulous m → 1or 0, doubly-periodic solutions degenerate to solitonic solutions including bright soliton, dark soliton, new solitons as well as trigonometric function solutions.展开更多
The idea of the gradient method for integrating the dynamical equations of a nonconservative system presented by Vujanovic is transplanted to a Birkhoffian system, which is a new method for the integration of Birkhoff...The idea of the gradient method for integrating the dynamical equations of a nonconservative system presented by Vujanovic is transplanted to a Birkhoffian system, which is a new method for the integration of Birkhoff＇s equations. First, the differential equations of motion of the Birkhoffian system are written out. Secondly, 2n Birkhoff＇s variables are divided into two parts, and assume that a part of the variables is the functions of the remaining part of the variables and time. Thereby, the basic quasi-linear partial differential equations are established. If a complete solution of the basic partial differential equations is sought out, the solution of the problem is given by a set of algebraic equations. Since one can choose n arbitrary Birkhoff＇s variables as the functions of n remains of variables and time in a specific problem, the method has flexibility. The major difficulty of this method lies in finding a complete solution of the basic partial differential equation. Once one finds the complete solution, the motion of the systems can be obtained without doing further integration. Finally, two examples are given to illustrate the application of the results.展开更多
混合指数跳扩散模型因其能够近似任意分布被广泛应用于刻画股价实际变动趋势.本文利用傅里叶空间时间步长(Fourier Space Time-stepping,FST)方法研究混合指数跳扩散模型下的欧式期权定价.通过傅里叶变换和特征指数将模型所满足的偏积分...混合指数跳扩散模型因其能够近似任意分布被广泛应用于刻画股价实际变动趋势.本文利用傅里叶空间时间步长(Fourier Space Time-stepping,FST)方法研究混合指数跳扩散模型下的欧式期权定价.通过傅里叶变换和特征指数将模型所满足的偏积分-微分方程转换为常微分方程并求解,得到了欧式期权价格.数值结果表明FST方法精度高、运行时间短.然后,通过搜集市场交易数据,利用非线性最小二乘方法,将得到的期权价格应用于模型校正,得到符合实际市场的模型参数.通过检验跳参数对隐含波动率图像的影响,发现混合指数跳扩散模型能够很好地体现资产收益的“波动率微笑”等特征.展开更多
基金supported by PRIN-MIUR-Cofin 2006by University of Bologna"Funds for selected research topics"
文摘This paper introduces the use of partition of unity method for the development of a high order finite volume discretization scheme on unstructured grids for solving diffusion models based on partial differential equations.The unknown function and its gradient can be accurately reconstructed using high order optimal recovery based on radial basis functions.The methodology proposed is applied to the noise removal problem in functional surfaces and images.Numerical results demonstrate the effectiveness of the new numerical approach and provide experimental order of convergence.
文摘In this letter, a class of reaction-diffusion equations, which arise in chemical reaction or ecology and other fields of physics, are investigated. A more general analytical solution of the equation is obtained by using the first integral method.
文摘We considerer partial differential equations of second order, for example the Klein-Gordon equation, the Poisson equation, on a region E = （a1, b1 ） × （a2, b2 ） x （a3, b3 ）. We will see that with a common procedure in all cases, we can write the equation in partial derivatives as an Fredholm integral equation of first kind and will solve this latter with the techniques of inverse problem moments. We will find an approximated solution and bounds for the error of the estimated solution using the techniques on problem of moments.
文摘The Jacobian elliptic function expansion method for nonlinear differential-different equations and its algorithm are presented by using some relations among ten Jacobian elliptic functions and successfully construct more new exact doubly-periodic solutions of the integrable discrete nonlinear Schrodinger equation. When the modulous m → 1or 0, doubly-periodic solutions degenerate to solitonic solutions including bright soliton, dark soliton, new solitons as well as trigonometric function solutions.
基金The National Natural Science Foundation of China(No.10972151)
文摘The idea of the gradient method for integrating the dynamical equations of a nonconservative system presented by Vujanovic is transplanted to a Birkhoffian system, which is a new method for the integration of Birkhoff＇s equations. First, the differential equations of motion of the Birkhoffian system are written out. Secondly, 2n Birkhoff＇s variables are divided into two parts, and assume that a part of the variables is the functions of the remaining part of the variables and time. Thereby, the basic quasi-linear partial differential equations are established. If a complete solution of the basic partial differential equations is sought out, the solution of the problem is given by a set of algebraic equations. Since one can choose n arbitrary Birkhoff＇s variables as the functions of n remains of variables and time in a specific problem, the method has flexibility. The major difficulty of this method lies in finding a complete solution of the basic partial differential equation. Once one finds the complete solution, the motion of the systems can be obtained without doing further integration. Finally, two examples are given to illustrate the application of the results.
文摘混合指数跳扩散模型因其能够近似任意分布被广泛应用于刻画股价实际变动趋势.本文利用傅里叶空间时间步长(Fourier Space Time-stepping,FST)方法研究混合指数跳扩散模型下的欧式期权定价.通过傅里叶变换和特征指数将模型所满足的偏积分-微分方程转换为常微分方程并求解,得到了欧式期权价格.数值结果表明FST方法精度高、运行时间短.然后,通过搜集市场交易数据,利用非线性最小二乘方法,将得到的期权价格应用于模型校正,得到符合实际市场的模型参数.通过检验跳参数对隐含波动率图像的影响,发现混合指数跳扩散模型能够很好地体现资产收益的“波动率微笑”等特征.
