A Model for Static and Dynamic Phenomena in Deposition Processes

We have developed a model for friction in a dry granular material,that allows multiple reversible transitions between stick and slipcontacts. The ultimate purpose of the model is to simulatedeposition processes. During these processes a pile structure isformed that is repeatedly destabilised by addition of new material.The present model does not yet include rotation. The model is testedfor a few simple systems. Finally we perform more extensive granulardynamics simulations using the model for 2D and 3D systems. In eachsystem, a steady flow of material is dropped onto a rough surface.DOI : http://dx.doi.org/10.22342/jims.13.2.83.173-18

Approximate solution to a hybrid model with stochastic volatility: a singular-perturbation strategy

We study a hybrid model of Sch¨obel-Zhu-Hull-White-type from a singular-perturbationanalysis perspective. The merit of the paper is twofold: On one hand, we find boundary conditions for the deterministic non-linear degenerate parabolic partial differential equation for the evolution of the stock price. On the other hand, we combine two-scales regular- and singular-perturbation techniques to find an approximate solution to the pricing PDE. The aim is to produce an expression that can be evaluated numerically very fast