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CIARP
2008
Springer
13 years 11 months ago
Calculating the Number of Tunnels
This report1 considers 2-regions of grid cubes and proposes an algorithm for calculating the number of tunnels of such a region. The graph-theoretical algorithm proceeds layer by l...
Fajie Li, Reinhard Klette
MCS
2008
Springer
13 years 9 months ago
Simulation of Brownian motion at first-passage times
We show how to simulate Brownian motion not on a regular time grid, but on a regular spatial grid. That is, when it first hits points in Z for some > 0. Central to our method ...
Zaeem A. Burq, Owen D. Jones
MCS
2008
Springer
13 years 9 months ago
Money and inflation in a nonlinear model
A nonlinear model of inflation and growth, with a fixed rate of money growth, is developed and its global dynamics analysed. These are compared with the local, linearised dynamics...
Donald A. R. George, Les Oxley
MCS
2008
Springer
13 years 9 months ago
Numerical study of quantum transport in carbon nanotube transistors
A deeper understanding of quantum effects in nano-electronic devices helps to improve the functionality and to develop new device types. The performance of carbon nanotube (CNT) f...
Mahdi Pourfath, Hans Kosina, Siegfried Selberherr
MCS
2007
Springer
13 years 9 months ago
The pricing of options for securities markets with delayed response
The analogue of Black–Scholes formula for vanilla call option price in conditions of (B, S)-securities market with delayed response is derived. A special case of continuous-time...
Yuriy Kazmerchuk, Anatoliy Swishchuk, Jianhong Wu