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Now showing items 21-27 of 27
A NSFD method for the singularly perturbed Burgers-Huxley equation
(Frontiers Media, 2023)
This article focuses on a numerical solution of the singularly perturbed Burgers-Huxley equation. The simultaneous presence of a singular perturbation parameter and the nonlinearity raise the challenge of finding a reliable ...
On the exact constants in one-sided maximal inequalitiesfor Bessel processes
(Taylor and Francis Group, 2023)
In this paper, we establish a one-sided maximal moment inequalitywith exact constants for Bessel processes. As a consequence, weobtain an exact constant in the Burkholder-Gundy inequality. Theproof of our main result is ...
Binary codes from m-ary n-cubes Q(n) (m)
(American Institute of Mathematical Sciences, 2021)
We examine the binary codes from adjacency matrices of the graph with vertices the nodes
of the m-ary n-cube Qmn
and with adjacency de ned by the Lee metric. For n = 2 and m odd,
we obtain the parameters of the code and ...
A NSFD method for the singularly perturbed Burgers-Huxley equation
(Frontiers Media, 2023)
This article focuses on a numerical solution of the singularly perturbed
Burgers-Huxley equation. The simultaneous presence of a singular perturbation
parameter and the nonlinearity raise the challenge of finding a ...
Modeling the impact of combined use of Covid Alert SA app and vaccination to curb Covid-19 infections in South Africa
(Public Library of Science, 2023)
The unanticipated continued deep-rooted trend of the Severe Acute Respiratory Syndrome
Corona-virus-2 the originator pathogen of the COVID-19 persists posing concurrent anxiety
globally. More effort is affixed in the ...
One-sided maximal inequalities for a randomly stopped bessel process
(Taylor & Francis Group, LLC, 2023)
We prove a one-sided maximal inequality for a randomly stopped Bessel process of dimension (Formula presented.) For the special case when α = 1, we obtain a sharp Burkholder-Gundy inequality for Brownian motion as a ...
An efficient numerical method for pricing double-barrier options on an underlying stock governed by a fractal stochastic process.
(MDPI, 2023)
After the discovery of the fractal structures of financial markets, enormous effort has been dedicated to finding accurate and stable numerical schemes to solve fractional Black-Scholes partial differential equations. This ...