An alternative approach to solving the Black–Scholes equation with time-varying parameters

Wavelets: An Alternative Approach to Solving PDEs

Phase-space approach to solving the time-independent Schrödinger equation.

We propose a method for solving the time-independent Schrödinger equation based on the von Neumann (vN) lattice of phase space Gaussians. By incorporating periodic boundary conditions into the vN lattice [F. Dimler et al., New J. Phys. 11, 105052 (2009)], we solve a longstanding problem of convergence of the vN method. This opens the door to tailoring quantum calculations to the underlying clas...

An Alternative Approach to Centroids and Connectors Pattern: Random Intra-Zonal Travel Time

In traditional traffic assignment procedure, each traffic analysis zone is represented by one point in its geometric center which is connected to the network by several connectors. Results of studies show that different connector patterns would result up to 10% change in estimated volume and up to 20% change in total travel time. Also the different patterns of connectors can change the priority...

Note on "An efficient approach for solving the lot-sizing problem with time-varying storage capacities"

In a recent paper Gutiérrez et al. (2008) show that the lot-sizing problem with inventory bounds can be solved in O(T log T ) time. In this note we show that their algorithm does not lead to an optimal solution in general. ∗Corresponding author. Tel.: +31 10 4081307; fax: +31 10 4089162

An Analytic Iterative Approach to Solving the Time-Independent Schrödinger Equation

In this article, we introduce a simple analytic method for obtaining approximate solutions of the Schrödinger equation for a wide range of potentials in oneand two-dimensions. We define an operator, called the iteration operator, which will be used to solve for the lowest order state(s) of a system. The method is simple in that it does not require the computation of any integrals in order to ob...