The aim of this paper is to investigate the mathematical properties of a continuum model for di usion of multiple species incorporating size exclusion e ects. The system for two species leads to nonlinear cross-di usion terms with double degeneracy, which creates signi cant novel challenges in the analysis of the system. We prove global existence of weak solutions and well-posedness of strong s...

A non-oscillatory numerical scheme based on a general solution of unsteady advection–di usion equations is presented. A general solution for initial value problems of linear two-dimensional unsteady advection–di usion equations is obtained using the spectral method. The resulting numerical scheme is explicit with respect to time, and ful lls the Patankar’s positive coe cients condition for any ...

The objective of this paper is to model short term interest rate data. Three problems are studied in this paper. First, if we assume that short term interest rates are discrete-time observations of a di usion process, which discretization methods are preferable for parameter estimation and prediction? Second, can we accept the assumption that the short term interest rates are from a discretely ...

Error di usion halftoning is a popular method of producing frequency modulated (FM) halftones. In FM halftoning the dot size and shape is xed (equal to one pixel) and the dot frequency is varied in accordance to the graylevel values of the underlying grayscale image. We generalize error di usion to produce FM halftones with user controlled dot size and shape using block quantization and a block...

We examine Schweizer's (1991) locally risk-minimizing (LRM) hedge approach for hedging a European call in the case when the stock price follows a Poisson jump di usion process with lognormally distributed jump sizes. In contrast to Merton's (1976) hedging strategy where di usion risk is perfectly hedged while jump risk remains un-hedged, the locally risk-minimizing strategy hedges both di usion...

Phytoplankton requires light for photosynthesis, but most phytoplankton species are heavier than water and sink. How can these sinking species persist? Here we show, by means of an advection-di usion-reaction equation of light-limited phytoplankton, that the answer lies in the turbulent motion of water that re-disperses phytoplankton over the vertical water column. More speci cally, we show tha...

Di€usion and convection coecients of the aerated ̄ow in a hydraulic jump are estimated in the framework of an optimal control problem. The speci®c gravity of air±water mixture is governed by a steady state convection di€usion partial di€erential equation. The governing equation includes the di€usion coecient and the convection coecient, which are taken as the control variables to minimize a ...

Introduction In this paper we consider cell centered nite di erence approximations for second order convection di usion equations of divergence type Our goal is to construct nite di erence methods of second order of approximation that satisfy the discrete maximum principle The error estimates are in the discrete Sobolev spaces associated with the considered boundary value problem Approximation ...

An alternative speci¢cation for the trend component of crop yield growth is developed and applied to maize yield data for Zimbabwe's large-scale farming sector. This accounts for permanent regime shifts as new technologies are discovered but allows gradual absorption as adoption follows a di¡usion path. Econometric methods are used to estimate the timing and importance of innovations, as well a...

Error di usion ordered dither and patterning are well known digital halftoning tech niques each with its advantages and disadvantages Error di usion is known for correlated artifacts looking like zebra stripes Images produced by ordered dither and patterning su er from arti cial contours in slowly varying regions of pictures Use of ordered matrices by both ordered dither and patterning results ...