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IOR
2006
192views more  IOR 2006»
13 years 7 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya
VECPAR
1998
Springer
13 years 12 months ago
Simulating Magnetised Plasma with the Versatile Advection Code
Abstract. Matter in the universe mainly consists of plasma. The dynamics of plasmas is controlled by magnetic fields. To simulate the evolution of magnetised plasma, we solve the e...
Rony Keppens, Gábor Tóth
ENVSOFT
2011
134views more  ENVSOFT 2011»
13 years 2 months ago
Modelling and simulation of a jet fan for controlled air flow in large enclosures
Jet fans are applied for control of air flow and support of pollutant dispersal in large enclosures. In The Netherlands, application is well known for car parks as part of the fir...
B. J. M. v. d. Giesen, S. H. A. Penders, M. G. L. ...
CPHYSICS
2007
71views more  CPHYSICS 2007»
13 years 7 months ago
Simulation of n-qubit quantum systems. III. Quantum operations
During the last decade, several quantum information protocols, such as quantum key distribution, teleportation or quantum computation, have attracted a lot of interest. Despite th...
T. Radtke, S. Fritzsche
DEXAW
2003
IEEE
113views Database» more  DEXAW 2003»
14 years 1 months ago
Integrating Ontology Languages and Answer Set Programming
We integrate ontology languages and logic programming (LP) by extending disjunctive logic programs (DLPs) and their semantics in order to support inverses and an infinite univers...
Stijn Heymans, Dirk Vermeir