Computational methods for a jump-di usion portfolio optimization application using a loguniform jump distribution are considered. In contrast to the usual geometric Brownian motion problem based upon two parameters, mean appreciation and di usive volatility, the jumpdi usion model will have at least ve, since jump process needs at least a rate, a mean and a variance, depending on the jump-ampli...

The Yale stellar evolution code has been modi ed to include the combined e ects of di usion and rotational mixing on 1 H, 4 He and the trace elements 3 He, 6 Li, 7 Li, and 9 Be. The interaction between rotational mixing and di usion is studied by calculating a number of calibrated solar models. The rotational mixing inhibits the di usion in the outer parts of the models, leading to a decrease i...

We derive a two-scale homogenization limit for reaction-di usion systems where for some species the di usion length is of order 1 whereas for the other species the di usion length is of the order of the periodic microstructure. Thus, in the limit the latter species will display di usion only on the microscale but not on the macroscale. Because of this missing compactness, the nonlinear coupling...

We propose a multilevel preconditioning strategy for the iterative solution of large sparse linear systems arising from a nite element discretization of the radiation di usion equations. In particular, these equations are solved using a mixed nite element scheme in order to make the discretization discontinuous, which is imposed by the application in which the di usion equation will be embedded...

In this paper we propose a new numerical approach to the non stationary optical di usion tomography OT problem The assumption in the method is that the absorption and or di usion coe cients are non stationary in the sense that they may exhibit signi cant changes during the time that is needed to measure data for one traditional image frame In the proposed method OT problem is formulated as a st...

Existing state-of-the-art schemes for dynamic repartitioning of adaptive meshes can be classi ed as either di usion-based schemes or scratch-remap schemes. We present a new scratch-remap scheme called Locally-Matched Multilevel Scratch-Remap (or simply LMSR). The LMSR scheme tries to compute a partitioning that has a high overlap with the existing partitioning. We show that LMSR decreases the a...

A framework that naturally uni es smoothing and enhancement processes is presented. We generalize the linear and nonlinear scale spaces in the complex domain, by combining the di usion equation with the simpli ed schrodinger equation. A fundamental solution for the linear case is developed. Preliminary analysis of the complex di usion shows that the generalized di usion has properties of both ...

We explore the determinants of research specialization and examine the e ects of technology di usion and trade on the incentives for innovation. To some extent, di usion substitutes for trade. If trade costs are low relative to di erences in comparative advantage in doing research, rapid di usion implies specialization in research activity. Country size has an ambiguous e ect on specialization ...

This study aims to explain what drives innovation di€usion in management accounting during its various phases. Based on Abrahamson [Abrahamson, E. (1991). Managerial fads and fashions: the di€usion and rejection of innovations. Academy of Management Review, 16, 586±612], four perspectives with potential to explain the di€usion of accounting innovations are identi®ed: the ecient-choice, forced ...

Subgrid-scale models for large-eddy simulation that are based on exact series expansions for ltered products are considered. In particular, if the rst two terms are retained, the result is a di usive subgrid term with a tensor di usivity. This tensor is proportional to the rate-of-strain tensor of the large-scale velocity eld. This leads to negative di usion in the stretching directions. Implic...