نتایج جستجو برای: taylor series expansion

تعداد نتایج: 498928  

2004
Marcus Bluhm Gerhard Soff

The successful quasi-particle model is compared with recent lattice data of the coefficients in the Taylor series expansion of the excess pressure at finite temperature and baryon density. A chain of approximations, starting from QCD to arrive at the model expressions for the entropy density, is presented.

Journal: :SIAM J. Financial Math. 2014
S. M. Ould Aly

In this article, we propose an analytical approximation for the pricing of European options for some lognormal stochastic volatility models. This approximation is a second-order Taylor series expansion of the Fourier transform with respect to the "volatility of volatility". We give, using these formulas, a new method of variance reduction for the Monte-Carlo simulation of the trajectories of th...

2005
Cosmin Popa

A new CMOS current-mode pseudo-exponential circuit based on the superior-order Taylor series expansion will be presented. The advantage of the circuit with respect to the previous reported similar ones is the smaller value of the limited expansion error obtained by using a superior-order approximation of the exponential function. Because of the circuit modularity and of the small silicon area c...

2006
H. Xu S. Rahman

A new, generalized, multivariate dimension-reduction method is presented for calculating statistical moments of the response of mechanical systems subject to uncertainties in loads, material properties, and geometry. The method involves an additive decomposition of an N -dimensional response function into at most S-dimensional functions, where S>N ; an approximation of response moments by momen...

Journal: :Queueing Syst. 2001
Hayriye Ayhan François Baccelli

We give a Taylor series expansion for the joint Laplace transform of stationary waiting times in open (max,+)-linear stochastic systems with Poisson input. Probabilistic expressions are derived for coefficients of all orders. Even though the computation of these coefficients can be hard for certain systems, it is sufficient to compute only a few coefficients to obtain good approximations (espec...

2016
Victor Vinnikov

A noncommutative rational function which is regular at 0 can be expanded into a noncommutative formal power series. In fact, by the results of Kleene, Schützenberger, and Fliess, a noncommutative formal power series is rational (i.e., belongs to the smallest subring containing the noncommutative polynomials and closed under the inversion of invertible power series) if and only if the correspond...

2013
A. Murat Aksoy Dursun Irk Idris Dağ

Taylor B-spline collocation method (TCM) is proposed to obtain the numerical solution of the nonlinear Schrödinger(NLS) equation with appropriate initial and boundary conditions. Time discretization is carried out with Taylor series expansion and resulting system of equation is fully-integrated using cubic B-spline collocation method. Test problems concerning single soliton motion, interaction ...

Journal: :journal of linear and topological algebra (jlta) 0
m karimian department of mathematics, islamic azad university, abdanan branch, ilam, iran;

in this study we produced a new method for solving regular di erential equations with step size h and taylor series. this method analyzes a regular di erential equation with initial values and step size h. this types of equations include quadratic and cubic homogenous equations with constant coecients and cubic and second- level equations.

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