2,336 research outputs found
A construction of fractal surfaces with function scaling factors on a rectangular grid
A fractal surface is a set which is a graph of a bivariate continuous
function. In the construction of fractal surfaces using IFS, vertical scaling
factors in IFS are important one which characterizes a fractal feature of
surfaces constructed. We construct IFS with function vertical scaling factors
which are 0 on the boundaries of a rectangular grid using arbitrary data set on
a rectangular grid and give a condition for an attractor of the IFS constructed
being a surface. Finally, lower and upper bounds of Box-counting dimension of
the constructed surface are estimated.Comment: 9 pages, 2 figure
Construction of Fractal Surfaces by Recurrent Fractal Interpolation Curves
A method to construct fractal surfaces by recurrent fractal curves is
provided. First we construct fractal interpolation curves using a recurrent
iterated functions system(RIFS) with function scaling factors and estimate
their box-counting dimension. Then we present a method of construction of wider
class of fractal surfaces by fractal curves and Lipschitz functions and
calculate the box-counting dimension of the constructed surfaces. Finally, we
combine both methods to have more flexible constructions of fractal surfaces.Comment: 14 pages, 2 figure
Scattering of a Single Plasmon by Three Non-equally Spaced Quantum Dots System Coupled to One-Dimensional Waveguide
Scattering properties of a single plasm on interacting with three non-equally
spaced quantum dots coupled to one-dimensional surface plasmonic waveguide is
investigated theoretically via the real-space approach. It is demonstrated that
the transmission and reflection of a single plasmon can be switched on or off
by controlling the detuning and changing the interparticle distances between
the quantum dots. By controlling the transition frequencies and interparticle
distances of QDs, one can construct a half-transmitting mirror with three QDs
system. We also showed that controlling the transition frequencies and
interparticle distances of QDs results in the complete transmission peak near
the zero detuning
The Pricing of Multiple-Expiry Exotics
In this paper we extend Buchen's method to develop a new technique for
pricing of some exotic options with several expiry dates(more than 3 expiry
dates) using a concept of higher order binary option. At first we introduce the
concept of higher order binary option and then provide the pricing formulae of
-th order binaries using PDE method. After that, we apply them to pricing of
some multiple-expiry exotic options such as Bermudan option, multi time
extendable option, multi shout option and etc. Here, when calculating the price
of concrete multiple-expiry exotic options, we do not try to get the formal
solution to corresponding initial-boundary problem of the Black-Scholes
equation, but explain how to express the expiry payoffs of the exotic options
as a combination of the payoffs of some class of higher order binary options.
Once the expiry payoffs are expressed as a linear combination of the payoffs of
some class of higher order binary options, in order to avoid arbitrage, the
exotic option prices are obtained by static replication with respect to this
family of higher order binaries.Comment: 16 pages, 3 figures, Ver. 1 was presented in the 1st International
Conference of Pyongyang University of Science & Technology, 5~6, Oct, 2011,
in ver. 2 added proof, in ver. 3 revised and added some detail of proofs,
Ver. 4,5: latex version, Ver. 6~8: corrected typos in EJMAA
Vol.1(2)2013,247-25
Using Pi-calculus to Model Dynamic Web Services Composition Based on the Authority Model
There are lots of research works on web service, composition, modeling,
verification and other problems. Theses research works are done on the basis of
formal methods, such as petri-net, pi-calculus, automata theory, and so on.
Pi-calculus is a natural vehicle to model mobility aspect in dynamic web
services composition (DWSC). However, it has recently been shown that
pi-calculus needs to be extended suitably to specify and verify DWSC. In this
paper, we considers the authority model for DWSC, extends pi-calculus in order
to model dynamic attributes of system, and proposes a automatic method for
modeling DWSC based on extended pi-calculus.Comment: 11 pages, 3 figure
The effect of Magnetic Field on Spin Injection of DMS/FM Heterostructure
We discuss spin injection efficiency as a function of Fermi energy in DMS/FM
heterostructures by spin injection efficiency equation and Landauer formula.
The higher electric field, the stronger spin injection efficiency, and its
velocity of increase gets lower and approaches to the equilibrium state.
Additionally, the higher is interface conductivity, the weaker is spin
injection efficiency, and the transmission as a function of Fermi energy for
spin up and spin down is different from each other. This result causes the
effect of the exchange interaction term in DMS. Finally, according to the
investigation of spin injection efficiency as a function of the magnetic field
in the same structure, the spin injection efficiency vibrates sensitively with
the magnetic field. This result allows us to expect the possibility of
spintronic devices with high sensitivity to magnetic field
A generalized scheme for BSDEs based on derivative approximation and its error estimates
In this paper we propose a generalized numerical scheme for backward
stochastic differential equations(BSDEs). The scheme is based on approximation
of derivatives via Lagrange interpolation. By changing the distribution of
sample points used for interpolation, one can get various numerical schemes
with different stability and convergence order. We present a condition for the
distribution of sample points to guarantee the convergence of the scheme.Comment: 11 pages, 1 table. arXiv admin note: text overlap with
arXiv:1808.0156
Numerical analysis for a unified 2 factor model of structural and reduced form types for corporate bonds with fixed discrete coupon
Conditions of Stability for explicit finite difference scheme and some
results of numerical analysis for a unified 2 factor model of structural and
reduced form types for corporate bonds with fixed discrete coupon are provided.
It seems to be difficult to get solution formula for PDE model which
generalizes Agliardi's structural model [1] for discrete coupon bonds into a
unified 2 factor model of structural and reduced form types and we study a
numerical analysis for it by explicit finite difference scheme. These equations
are parabolic equations with 3 variables and they include mixed derivatives, so
the explicit finite difference scheme is not stable in general. We find
conditions for the explicit finite difference scheme to be stable, in the case
that it is stable, numerically compute the price of the bond and analyze its
credit spread and duration.Comment: 15 pages, 12 figure
A Numerical Scheme For High-dimensional Backward Stochastic Differential Equation Based On Modified Multi-level Picard Iteration
In this paper, we propose a new kind of numerical scheme for high-dimensional
backward stochastic differential equations based on modified multi-level Picard
iteration. The proposed scheme is very similar to the original multi-level
Picard iteration but it differs on underlying Monte-Carlo sample generation and
enables an improvement in the sense of complexity. We prove the explicit error
estimates for the case where the generator does not depend on control variate
A Condition for Hopf bifurcation to occur in Equations of Lotka - Volterra Type with Delay
It is known that Lotka - Volterra type differential equations with delays or
distributed delays have an important role in modeling ecological systems. In
this paper we study the effects of distributed delay on the dynamics of the
harvested one predator - two prey model. Using the expectation of the
distribution of the delay as a bifurcation parameter, we show that the
equilibrium that was asymptotic stable becomes unstable and Hopf bifurcation
can occur as the expectation crosses some critical values.Comment: 9 pages, in ver 2 added references and conclusion and further study,
version 2 is accepted in JTP
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