144,190 research outputs found
Elementary Introduction to Stochastic Finance in Discrete Time
This article gives an elementary introduction to stochastic finance (in discrete time). A formalization of random variables is given and some elements of Borel sets are considered. Furthermore, special functions (for buying a present portfolio and the value of a portfolio in the future) and some statements about the relation between these functions are introduced. For details see: [8] (p. 185), [7] (pp. 12, 20), [6] (pp. 3-6).Ludwig Maximilians University of Munich, GermanyGrzegorz Bancerek. The fundamental properties of natural numbers. Formalized Mathematics, 1(1):41-46, 1990.Grzegorz Bancerek. The ordinal numbers. Formalized Mathematics, 1(1):91-96, 1990.Czesław Byliński. Functions and their basic properties. Formalized Mathematics, 1(1):55-65, 1990.Czesław Byliński. Functions from a set to a set. Formalized Mathematics, 1(1):153-164, 1990.Noboru Endou, Katsumi Wasaki, and Yasunari Shidama. Definitions and basic properties of measurable functions. Formalized Mathematics, 9(3):495-500, 2001.Hans Föllmer and Alexander Schied. Stochastic Finance: An Introduction in Discrete Time, volume 27 of Studies in Mathematics. de Gruyter, Berlin, 2nd edition, 2004.Hans-Otto Georgii. Stochastik, Einführung in die Wahrscheinlichkeitstheorie und Statistik. deGruyter, Berlin, 2 edition, 2004.Achim Klenke. Wahrscheinlichkeitstheorie. Springer-Verlag, Berlin, Heidelberg, 2006.Jarosław Kotowicz. Real sequences and basic operations on them. Formalized Mathematics, 1(2):269-272, 1990.Andrzej Nędzusiak. σ-fields and probability. Formalized Mathematics, 1(2):401-407, 1990.Konrad Raczkowski and Andrzej Nędzusiak. Series. Formalized Mathematics, 2(4):449-452, 1991.Konrad Raczkowski and Paweł Sadowski. Topological properties of subsets in real numbers. Formalized Mathematics, 1(4):777-780, 1990.Andrzej Trybulec. Binary operations applied to functions. Formalized Mathematics, 1(2):329-334, 1990.Michał J. Trybulec. Integers. Formalized Mathematics, 1(3):501-505, 1990.Zinaida Trybulec. Properties of subsets. Formalized Mathematics, 1(1):67-71, 1990
Entropy Stable Finite Volume Approximations for Ideal Magnetohydrodynamics
This article serves as a summary outlining the mathematical entropy analysis
of the ideal magnetohydrodynamic (MHD) equations. We select the ideal MHD
equations as they are particularly useful for mathematically modeling a wide
variety of magnetized fluids. In order to be self-contained we first motivate
the physical properties of a magnetic fluid and how it should behave under the
laws of thermodynamics. Next, we introduce a mathematical model built from
hyperbolic partial differential equations (PDEs) that translate physical laws
into mathematical equations. After an overview of the continuous analysis, we
thoroughly describe the derivation of a numerical approximation of the ideal
MHD system that remains consistent to the continuous thermodynamic principles.
The derivation of the method and the theorems contained within serve as the
bulk of the review article. We demonstrate that the derived numerical
approximation retains the correct entropic properties of the continuous model
and show its applicability to a variety of standard numerical test cases for
MHD schemes. We close with our conclusions and a brief discussion on future
work in the area of entropy consistent numerical methods and the modeling of
plasmas
Numerical Computation of Exponential Functions of Nabla Fractional Calculus
In this article, we illustrate the asymptotic behaviour of exponential
functions of nabla fractional calculus. For this purpose, we propose a novel
matrix technique to compute these functions numerically
Lower bounds on the number of realizations of rigid graphs
Computing the number of realizations of a minimally rigid graph is a
notoriously difficult problem. Towards this goal, for graphs that are minimally
rigid in the plane, we take advantage of a recently published algorithm, which
is the fastest available method, although its complexity is still exponential.
Combining computational results with the theory of constructing new rigid
graphs by gluing, we give a new lower bound on the maximal possible number of
(complex) realizations for graphs with a given number of vertices. We extend
these ideas to rigid graphs in three dimensions and we derive similar lower
bounds, by exploiting data from extensive Gr\"obner basis computations
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