1,720,976 research outputs found
Programme Packages for Implementation of Modifications of Black-Scholes Model and web Applications
Get PDF[Slavova Angela; Славова Анжела]; [Kyurkchiev Nikolay; Кюркчиев Николай]In this paper we propose new modules in programming environment MATHEMATICA for the generalizations of Black-Scholes (BS) model taking into account the market price and coefficient of variation. First we derive generalization of Black-Scholes PDE and present its explicit solution. Then we derive the Garman-Kohlhagen’s model as generalization of BS model. The proposed modules gives the possibility for visualization and hypersensitive analysis. 2000 Mathematics Subject Classification: 65M12, 65Y20
Dynamics of PEM with Nano-Inhomogeneities via Cellular Nanoscale Networks
Get PDF[Slavova Angela; Славова Анжела]; [Bobeva Galina; Бобева Галина]In this paper we study the dynamics of piezoelectrical material (PEM) with nano-inhomogeneities. The boundary value model defined by the system of two partial differential equations and the boundary conditions for the generalized stress is mapped into Cellular Nanoscale Networks architecture. We study the dynamics of the obtained CNN model via harmonic balance technique. Validation and simulations are provided which illustrate the theoretical results. 2010 Mathematics Subject Classification: 92B20,74F15, 35K57, 35Q68
Dynamics of Hysteresis CNN with Memristor Synapses
Get PDF[Slavova Angela; Славова Анжела]In this paper a new hysteresis Cellular Nonlinear Networks (CNN) model will be studied in which we shall introduce memristor in the synapses. Dynamics of such model will be investigated. Local activity theory will be applied in order to determine the edge of chaos domain of the parameter set in which the model under consideration can exhibit complexity. Simulations and applications will be provided. 2010 Mathematics Subject Classification: 92B20, 34C55, 34C28
Edge of Chaos in Reaction-Diffusion CNN Models
Get PDF[Slavova Angela; Славова Анжела]; [Bobeva Galina; Бобева Галина]In this paper different reaction-diffusion Cellular Nonlinear Networks (RDCNN) models will be presented. Dynamics of Oregonator RD-CNN model will be studied. Local activity theory will be applied in order to determine the edge of chaos domain of the parameter set in which the model under consideration can exhibit complexity. Simulations and applications will be provided. 2010 Mathematics Subject Classification: 92B20, 34C28, 35K57
Applications of Equations of Mathematical Physics in Studying Tsunami Waves
Get PDF[Slavova Angela; Славова Анжела]In this paper we present equations of mathematical physics which have applications in studying tsunami waves. First we investigate an interesting system of non-linear PDE - the viscoelastic generalization of the Burger’s equation. In the above mentioned system we are looking for travelling wave solutions and we are studying their profiles. Then we derive travelling wave solutions of the viscoelastic Burgers’ equation. Cellular Nonlinear Networks (CNN) model of this equation is constructed. Using its computer realization new wave profiles of the travelling wave solutions are obtained. 2000 Mathematics Subject Classification: 76B15, 35Q80, 92B20
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