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Now showing items 11-20 of 41
A robust spectral method for solving Heston’s model
(Springer Verlag, 2014)
In this paper, we consider the Heston’s volatility model (Heston in Rev.
Financ. Stud. 6: 327–343, 1993]. We simulate this model using a combination of the
spectral collocation method and the Laplace transforms method. ...
New parameter-uniform discretisations of singularly perturbed Volterra integro-differential equations
(Natural Sciences Publishing, 2018)
We design and analyse two numerical methods namely a fitted mesh and a fitted operator finite difference methods for
solving singularly perturbed Volterra integro-differential equations. The fitted mesh method we propose ...
A model of population dynamics of TB in a prison system and application to South Africa
(BioMed Central, 2017)
BACKGROUND: Tuberculosis (TB) continues to spread in South African prisons in particular, as prisons are over-capacitated
and have poor ventilation. The awaiting trial detainees are not screened on admission and are at ...
An SEIRS epidemic model with stochastic transmission
(Springer, 2017)
For an SEIRS epidemic model with stochastic perturbations on transmission from the susceptible class to the latent and infectious classes, we prove the existence of global positive solutions. For sufficiently small values ...
A stochastic TB model for a crowded environment
(Hindawi, 2018)
We propose a stochastic compartmental model for the population dynamics of tuberculosis. The model is applicable to crowded
environments such as for people in high density camps or in prisons. We start off with a known ...
Modelling the effect of bednet coverage on malaria transmission in South Sudan
(Public Library of Science, 2018)
A campaign for malaria control, using Long Lasting Insecticide Nets (LLINs) was launched
in South Sudan in 2009. The success of such a campaign often depends upon adequate available
resources and reliable surveillance ...
Effect of spatial configuration of an extended nonlinear Kierstead-Slobodkin reaction-transport model with adaptive numerical scheme
(SpringerOpen, 2016)
In this paper, we consider the numerical simulations of an extended nonlinear form
of Kierstead-Slobodkin reaction-transport system in one and two dimensions. We
employ the popular fourth-order exponential time differencing ...
Stability of an SEIR epidemic model with indepenent stochastic perturbations
(Elsevier, 2013)
For an epidemic model of the type mentioned, we prove a theorem on almost sure exponential
stability of the disease-free equilibrium. For small values of the diffusion parameter,
σ, we describe the stability of the disease ...
A fitted numerical method for singularly perturbed parabolic reaction-diffusion problems
(Spring Verlag, 2013)
This paper treats a time-dependent singularly perturbed reaction-diffusion problem. We semidiscretize the problem in time by means of the classical backward Euler method. We develop a fitted operator finite difference ...
Contour integral method for European options with jumps
(Elsevier, 2013)
We develop an efficient method for pricing European options with jump on a single asset. Our approach is based on the combination of two powerful numerical methods, the spectral domain decomposition method and the Laplace ...