Zobrazeno 1 - 10
of 42
pro vyhledávání: '"Lucas Jodar"'
Publikováno v:
Technological and Economic Development of Economy, Vol 26, Iss 1 (2020)
Spanish GDP indicator figures recover while the risk of poverty has not stopped increasing since 2007 given the continuous austerity policies adopted by Governments, while labour and welfare conditions have worsened. A new phenomenon is emerging: the
Externí odkaz:
https://doaj.org/article/83509189dad5449ead603ffb4486d87f
Publikováno v:
Mathematical Modelling and Analysis, Vol 23, Iss 1 (2018)
In this work, we apply the local Wendland radial basis function (RBF) for solving the time-dependent multi dimensional option pricing nonlinear PDEs. Firstly, cross derivative terms of the PDE are removed with a change of spatial variables based in L
Externí odkaz:
https://doaj.org/article/371f4821fefa4fad99d082c342bc960e
Autor:
Pedro Almenar, Lucas Jodar
Publikováno v:
Mathematical Modelling and Analysis, Vol 22, Iss 4 (2017)
This paper presents a recursive method which yields necessary and sufficient conditions for the existence of solutions of a class of n-th order linear focal boundary value problems in the interior of a given interval, in the form of integral inequali
Externí odkaz:
https://doaj.org/article/5f023dc18d3b45f5b415425bf5726226
Publikováno v:
RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
instname
instname
[EN] Random coupled parabolic partial differential models are solved numerically using random cosine Fourier transform together with non-Gaussian random numerical integration that captures the highly oscillatory behaviour of the involved integrands.
Publikováno v:
Mathematics
Volume 9
Issue 2
Mathematics, 2021, 9(2), 160
UCrea Repositorio Abierto de la Universidad de Cantabria
instname
RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
Mathematics, Vol 9, Iss 160, p 160 (2021)
Volume 9
Issue 2
Mathematics, 2021, 9(2), 160
UCrea Repositorio Abierto de la Universidad de Cantabria
instname
RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
Mathematics, Vol 9, Iss 160, p 160 (2021)
[EN] In this paper, we consider random hyperbolic partial differential equation (PDE) problems following the mean square approach and Laplace transform technique. Randomness requires not only the computation of the approximating stochastic processes,
Publikováno v:
RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
instname
instname
[EN] This paper deals with the construction of numerical stable solutions of random mean square Fisher-Kolmogorov-Petrosky-Piskunov (Fisher-KPP) models with advection. The construction of the numerical scheme is performed in two stages. Firstly, a se
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b5269345edc83b721bf13ea8a2440e31
http://hdl.handle.net/10251/163197
http://hdl.handle.net/10251/163197
Publikováno v:
RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
instname
instname
[EN] The spatial temporal spreading of a new invasive species in a habitat has interest in ecology and is modeled by a moving boundary diffusion logistic partial differential problem, where the moving boundary represents the unknown expanding front o
Numerical Integral Transform Methods for Random Hyperbolic Models with a Finite Degree of Randomness
Publikováno v:
Mathematics, Vol 7, Iss 9, p 853 (2019)
Mathematics
Volume 7
Issue 9
RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
Universidad de Alicante (UA)
Mathematics
Volume 7
Issue 9
RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
Universidad de Alicante (UA)
[EN] This paper deals with the construction of numerical solutions of random hyperbolic models with a finite degree of randomness that make manageable the computation of its expectation and variance. The approach is based on the combination of the ra
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e0ce3c419af4e281da1103395b572ab7
https://hdl.handle.net/10251/139934
https://hdl.handle.net/10251/139934
Stable Numerical Solutions Preserving Qualitative Properties of Nonlocal Biological Dynamic Problems
Publikováno v:
Abstract and Applied Analysis, Vol 2019 (2019)
Abstr. Appl. Anal.
RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
instname
Abstr. Appl. Anal.
RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
instname
[EN] This paper deals with solving numerically partial integrodifferential equations appearing in biological dynamics models when nonlocal interaction phenomenon is considered. An explicit finite difference scheme is proposed to get a numerical solut
Publikováno v:
RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
instname
instname
[EN] A system of coupled free boundary problems describing American put option pricing under regime switching is considered. In order to build numerical solution firstly a front-fixing transformation is applied. Transformed problem is posed on multid