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52 results for “Numerical Scheme”
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Research ArticleOpen accessIn the abstractA Review of the Recent Advances Made in the Black-Scholes Models and Respective Solutions MethodsYasir Hamad Al Saedi, Gurudeo Anand TularamThe Black-Scholes model has been a major advance in finance over a period of time; this paper examines this model in some detail, in terms of the latest developments in both analytical and numerical solutions. The paper initially briefly examines historical aspects but quickly moves to a critical analysis of the works in the applications, solutions and implications for the … …Journal of Mathematics and Statistics, Vol. 14, Issue 1 · 8 Jan 2018 · 8,621 accessesView PDFCite
Research ArticleOpen accessIn the abstractNumerical Solution of First Order Initial Value Problems Using a Self-Starting Implicit Two-Step Obrechkoff-Type Block MethodZurni Omar, Oluwaseun AdeyeyeThe conventional two-step implicit Obrechkoff method is a discrete scheme that requires additional starting values when implemented for the numerical solution of first order initial value problems. This paper therefore presents a two-step implicit Obrechkoff-type block method which is self-starting for solving first order initial value problems, hence bypassing the rigour of developing and implementing new starting values for the … …Journal of Mathematics and Statistics, Vol. 12, Issue 2 · 13 Jun 2016 · 8,078 accessesView PDFCite
Research ArticleOpen accessIn the abstractComputing Amplify-and-Forward Relay Amplification Factor to Improve Total Capacity at DestinationOlalekan Bello, Hushairi Zen, Al-Khalid Othman, Khairuddin Abdul HamidIn this study, we propose a new Amplify-and-Forward (AF) amplification factor to improve the error performances of the current AF schemes and thus enhance the total capacity at the destination terminal. The proposed scheme has two degrees of freedom, meaning that it contains two variable parameters that can simultaneously vary the amplification factor instead of one as in traditional variable-gain … …American Journal of Applied Sciences, Vol. 12, Issue 8 · 12 Sep 2015 · 7,095 accessesView PDFCite
Research ArticleOpen accessIn the abstractLaser-Induced Breakdown and Detonation in Particle-Laden SystemsKonstantin VolkovSimulation of the interaction of a laser pulse with gas-droplet and gas-particle mixtures plays an important role in environmental and engineering applications. The injection of liquid droplets or metal particle causes optical breakdown on the individual droplet or particle and leads to a drop of the detonation minimum pulse energy of the mixture. Mathematical models of various stages of the … …American Journal of Applied Sciences, Vol. 12, Issue 1 · 4 Mar 2015 · 7,348 accessesView PDFCite
Research ArticleOpen accessIn the abstractComputational Analysis of Particulate Flow in Expansion ChannelNor Azwadi Che Sidik, Leila JahanshalooComputational prediction of fluid-solid particle interaction in an expansion horizontal channel with wide range of Reynolds numbers. Lagrangian-Lagrangian numerical technique to predict the movement of solid particle. The method is based on mesocale scheme of lattice Boltzmann method for prediction of fluid dynamics and second Newton’s law for the dynamics of solid particles. The flow behaviour at the downstream of … …American Journal of Applied Sciences, Vol. 10, Issue 4 · 20 Apr 2013 · 6,501 accessesView PDFCite
Research ArticleOpen accessIn the abstractEffects of Gas Velocity and Temperature on Nitric Oxide Conversion in Simulated Catalytic ConverterSathaporn ChuepengProblem statement: Gaseous emissions from gasoline engine such as carbon monoxide, unburned hydrocarbon and nitrogen oxides were usually reduced in three-way catalytic converter simultaneously around theoretical fuel and air combustion. Engine speed and load and other parameters were varied over a wide range of operating conditions, resulting in different exhaust gas composition and condition intake into catalytic converter. This work … …American Journal of Applied Sciences, Vol. 9, Issue 8 · 27 Jun 2012 · 7,304 accessesView PDFCite
Research ArticleOpen accessIn the abstractNumerical Solution for 2D European Option Pricing Using Quarter-Sweep Modified Gauss-Seidel MethodKoh Wei Sin, Jumat Sulaiman, Rasid MailProblem statement: This study presents the numerical solution of two-dimensional European option pricing problem based on Quarter-Sweep Modified Gauss-Seidel (QSMGS) iterative method. In fact, the pricing of European option with two-underlying assets can be governed by two-dimensional Black-Scholes Partial Differential Equation (PDE). Approach: The PDE needs to be discretized by using full-, half- and quarter-sweep second-order Crank-Nicolson schemes to generate … …Journal of Mathematics and Statistics, Vol. 8, Issue 1 · 8 Feb 2012 · 7,773 accessesView PDFCite
Research ArticleOpen accessIn the abstractOptimal Decentralized Spectral Resource Allocation for Orthogonal Frequency Division Multiple Access Downlink of Femto Networks Via Adaptive Gradient Vector Step Size ApproachLamia Benmesbah, Bingo Wing-Kuen Ling, Vikram Chandrasekhar et al.Problem statement: For the Orthogonal Frequency Division Multiple Access (OFDMA) downlink of a femto network, the resource allocation scheme would aim to maximize the Area Spectral Efficiency (ASE) subject to constraints on the radio resources per transmission interval accessible by each femtocell. Approach: An optimal resource allocation scheme for completely decentralized femtocell deployments leads to a nonlinear optimization problem because … …American Journal of Engineering and Applied Sciences, Vol. 4, Issue 4 · 14 Jan 2012 · 7,637 accessesView PDFCite
Research ArticleOpen accessIn the abstractA New Approach for Sub-Channels Assignment in Downlink Fourth Generation Mobile SystemsFakhreddine Khelifa, Abdelaziz SametProblem statement: We proposed a new heuristic method for subchannels allocation problem in the context. Approach: In this system, OFDM transmission method has been used, in order to reduce the effect of multipath fading, OFDMA to achieve multiple access schemes and flexibility in resource allocation. Results: An adaptive method for subchannels allocation is necessary in order to exploit the multiuser … …Journal of Computer Science, Vol. 7, Issue 9 · 23 Jul 2011 · 6,588 accessesView PDFCite
Research ArticleOpen accessIn the abstractFuzzy Parametric Deduction for Material Removal Rate OptimizationTian-Syung LanProblem statement: A general optimization scheme without equipment operations for CNC (computer numerical control) finish turning is deemed to be necessarily developed. Approach: In this study, four parameters (cutting depth, feed rate, speed, tool nose runoff) with three levels (low, medium, high) were considered to optimize the Material Removal Rate (MRR) based on L9(34) orthogonal array. Twenty-seven fuzzy control rules … …Journal of Mathematics and Statistics, Vol. 7, Issue 1 · 31 Jan 2011 · 7,239 accessesView PDFCite