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Option convergence rate with geometric random walks approximations
(Taylor & Frances Online, 2016)
We describe a broad setting under which, for European options, if the underlying asset form a geometric random walk then, the error with respect to the Black–Scholes model converges to zero at a speed of 1/𝑛 for continuous ...
On phi-Dedekind rings and phi-Krull rings
(University of Houston, 2005)
The purpose of this paper is to introduce two new classes of rings that are closely related to the classes of Dedekind domains and Krull domains. Let H = {R | R is a commutative ring with 1 and Nil(R) is a divided prime ...
Effects of mechano-electrical feedback on the onset of alternans: A computational study
(AIP, 2019-06)
Cardiac alternans is a heart rhythm instability that is associated with cardiac arrhythmias and may lead to sudden cardiac death. The onset of this instability, which is linked to period-doubling bifurcation and may be a ...
A projection scheme for phase change problems with convection
(Elseiver, 2022-01)
Numerical modeling of phase change problems with convection is known to be computationally expensive. The main challenge comes from the coupling between Navier–Stokes and heat energy equations. In this paper, we develop a ...
Efficiency of semi-implicit alternating direction implicit methods for solving cardiac monodomain model
(Elsevier, 2021-01)
It is well known that numerical simulations of the cardiac monodomain model require fine mesh resolution, which increases the computational resources required. In this paper, we construct three operator-splitting alternating ...
Efficiency of parallel anisotropic mesh adaptation for the solution of the bidomain model in cardiac tissue
(Elsevier, 2022-04)
Electrocardiology models are nonlinear reaction–diffusion type systems, where the numerical simulation requires extremely fine meshes to accurately compute the heart’s electrical activity. Anisotropic mesh adaptation methods ...
Numerical modelling of hyperbolic phase change problems: Application to continuous casting
(Elsevier, 2023-03)
Heat diffusion processes are generally modeled based on Fourier’s law to estimate how the temperature propagates inside a body. This type of modeling leads to a parabolic partial differential equation, which predicts an ...
A mixed finite element method for nonlinear radiation–conduction equations in optically thick anisotropic media
(Elsevier, 2023-09)
We propose a new mixed finite element formulation for solving radiation–conduction heat transfer in optically thick anisotropic media. At this optical regime, the integro-differential equations for radiative transfer can ...
A Simulation Study of the Role of Mechanical Stretch in Arrhythmogenesis during Cardiac Alternans
(Biophysical Society, 2021-01)
The deformation of the heart tissue due to the contraction can modulate the excitation, a phenomenon referred to as mechanoelectrical feedback (MEF), via stretch-activated channels. The effects of MEF on the electrophysiology ...