Zobrazeno 1 - 10
of 73
pro vyhledávání: '"Granville Sewell"'
Autor:
Granville Sewell
Publikováno v:
Bulletin of Computational Applied Mathematics, Vol 1, Iss 1, Pp 55-71 (2013)
The Kadomtsev-Petviashvili I (KPI) equation is the difficult nonlinear wave equation $U_{xt} + 6U_x^2 + 6UU_{xx} + U_{xxxx} = 3U_{yy}.$ We solve this equation using PDE2D (www.pde2d.com) with initial conditions consisting of two lump solitons, which
Externí odkaz:
https://doaj.org/article/438dc74d100040f8ad87628319f0f70b
Autor:
Granville Sewell
Publikováno v:
Bulletin of Computational Applied Mathematics, Vol 1, Iss 1, Pp 51-54 (2013)
PDE2D is a general-purpose partial differential equation solver which solves very general systems of nonlinear, steady-state, time-dependent and eigenvalue PDEs in 1D intervals, general 2D regions (see Figure 1), and a wide range of simple 3D region
Externí odkaz:
https://doaj.org/article/75a7fda5528044d9b7755066a878a5b2
Autor:
Edward Granville Sewell
In Christianity for Doubters, mathematician Granville Sewell looks at a series of issues that cause Christians to doubt. The first two chapters effectively counter the widely believed idea that science can explain how we got here without design. The
Variation of subduction parameters (i.e., plate age and velocity) along trenches show in general a smooth spatial variation. However, despite these gradual changes heat flow measurements show large variations. For example, previous studies show that
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::17e1af1259d0faa9a3820bafe59a2ac8
https://doi.org/10.5194/egusphere-egu23-4999
https://doi.org/10.5194/egusphere-egu23-4999
Autor:
Granville Sewell
Publikováno v:
The College Mathematics Journal. 49:212-215
The Black–Scholes partial differential equation, used for pricing options, is derived here from basic principles, in a way which we believe is unique in that it does not require any background in f...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::24ec2e29f21398e62091c265d072b2a5
https://doi.org/10.1080/07468342.2018.1439634
https://doi.org/10.1080/07468342.2018.1439634
Autor:
Granville Sewell
Publikováno v:
Physics Essays. 30:70-74
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::670cd9941fe25e13b14acb15bdc2e8b6
https://doi.org/10.4006/0836-1398-30.1.70
https://doi.org/10.4006/0836-1398-30.1.70
Publikováno v:
Computers & Mathematics with Applications. 71:443-458
We propose numerical schemes for pricing Asian options when the underlying asset price follows a very general state-dependent regime-switching jump-diffusion process. Under this model, the price of the option can be obtained by solving a highly compl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9973138b74dbedd3e040ffca22b62c5d
https://doi.org/10.1016/j.camwa.2015.12.017
https://doi.org/10.1016/j.camwa.2015.12.017
Autor:
Granville Sewell
Solve engineering and scientific partial differential equation applications using the PDE2D software developed by the author Solving Partial Differential Equation Applications with PDE2D derives and solves a range of ordinary and partial differential
Publikováno v:
Quantitative Finance. 15:1417-1424
In this paper, we solve a complex partial differential equation motivated by applications in finance where the solution of the system gives the price of European options, including transaction costs and stochastic volatility. The model is based on th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e203fbea7187859e721a205e0bb1cdca
https://doi.org/10.1080/14697688.2015.1032548
https://doi.org/10.1080/14697688.2015.1032548