We show that many time series data are governed by Geometric Brownian Motion (GBM) law. This motivates us to propose a procedure of time series model building for autocorrelated process control that might consist of two steps. First, we test whether the process data are governed by GBM law. If it is affirmative, the appropriate model is directly given by the properties of that law. Otherwise, w...

The work discussed in this paper consists of a statistical assessment of various finite difference schemes for approximating macroscopic models of traffic flow. Using VISSIM we simulated traffic flow on a section of a freeway with arbitrary characteristics. VISSIM is a traffic flow simulator that uses a microscopic model for traffic. By using data from a microscopic simulation, we are able dete...

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We consider three-dimensional convection of an incompressible fluid saturated in a parallelepiped with a porous medium. A mimetic finite-difference scheme for the Darcy convection problem in the primitive variables is developed. It consists of staggered nonuniform grids with five types of nodes, differencing and averaging operators on a two-nodes stencil. The nonlinear terms are approximated us...

To improve the embedding capacity and provide an imperceptible visual quality, a novel steganographic method based on four-pixel differencing and modified least significant bit (LSB) substitution is presented. The average difference value of a four-pixel block is exploited to classify the block as a smooth area or an edge area. Secret data are hidden into each pixel by the k-bit modified LSB su...

A semi-Lagrangian method is presented to price continuously observed fixed strike Asian options. At each timestep a set of one dimensional partial integral differential equations (PIDEs) is solved and the solution of each PIDE is updated using semi-Lagrangian timestepping. Crank-Nicolson and second order backward differencing timestepping schemes are studied. Monotonicity and stability results ...