Search results for "Olson"
showing 10 items of 12 documents
Operator splitting methods for American option pricing
2004
Abstract We propose operator splitting methods for solving the linear complementarity problems arising from the pricing of American options. The space discretization of the underlying Black-Scholes Scholes equation is done using a central finite-difference scheme. The time discretization as well as the operator splittings are based on the Crank-Nicolson method and the two-step backward differentiation formula. Numerical experiments show that the operator splitting methodology is much more efficient than the projected SOR, while the accuracy of both methods are similar.
Predictive First-Principles Modeling of a Photosynthetic Antenna Protein: The Fenna–Matthews–Olson Complex
2020
High efficiency of light harvesting in photosynthetic pigment–protein complexes is governed by evolutionary-perfected protein-assisted tuning of individual pigment properties and interpigment interactions. Due to the large number of spectrally overlapping pigments in a typical photosynthetic complex, experimental methods often fail to unambiguously identify individual chromophore properties. Here, we report a first-principles-based modeling protocol capable of predicting properties of pigments in protein environment to a high precision. The technique was applied to successfully uncover electronic properties of the Fenna–Matthews–Olson (FMO) pigment–protein complex. Each of the three subunit…
DEGENERATE MATRIX METHOD FOR SOLVING NONLINEAR SYSTEMS OF DIFFERENTIAL EQUATIONS
1998
Degenerate matrix method for numerical solving nonlinear systems of ordinary differential equations is considered. The method is based on an application of special degenerate matrix and usual iteration procedure. The method, which is connected with an implicit Runge‐Kutta method, can be simply realized on computers. An estimation for the error of the method is given. First Published Online: 14 Oct 2010
Efficient numerical method for simulating static and dynamic properties of superfluid helium
2004
Density functional theory (DFT) offers computationally affordable way of describing static and dynamic properties of superfluid 4He. In general, the DFT models yield single particle-like Schrodinger equations with a nonlinear potential term that accounts for all the many-body interactions. The resulting equations can be solved for small amplitude plane wave excitations in the bulk whereas fully numerical solution must be sought in more complicated cases. In this paper we propose a numerical method that can be used in solving the time-dependent nonlinear Schrodinger equation in both real and imaginary times. The method is based on operator splitting technique where each component operator is…
Akuutin psykoosin systeeminen arvio : perheen toimintakyvyn yhteys identifioidun potilaan kliiniseen tilaan
1999
Characterizing the Phase Transitions between Stable Equilibrium and Periodic Oscillations in Predator-prey Population Dynamics: A Theoretical Apprais…
2020
Multi-phase patterns with more or less sharp phase transitions, first highlighted in thermodynamics, have progressively revealed having wider relevance, being encountered in various other contexts, for example fluid mechanics, and can even occur in the interactive dynamics in biological populations involving two or more species that share opposite interests, such as predator-prey or parasite-host pairs of species. In the latter, the pattern of abundances of both interacting species usually reaches an equilibrium level which can be either stable or cyclic (with large periodic oscillations in the latter case). Both alternative modes are separated by well-define boundaries and, accordingly, ca…
Dossier del Diàleg entre l'escriptor i els lectors joves 2016
2015
Dossier per al Diàleg entre l'escriptor i els lectors joves 2016, una activitat dirigida per Carme Gregori Soldevila i Gonçal López-Pampló a la Facultat de Filologia, Traducció i Comunicació de la Universitat de València. En aquesta edició, l'escriptor convidat va ser Ramon Solsona, amb la seua novel·la 'Línia blava'.
About the Influences of Some Major Biotic Drivers on the Population Dynamics in Host-parasite Systems: Interpretative Lessons from an Extended Nichol…
2020
Population dynamics within host-parasite systems in insects is governed by a series of factors, both endogenous and exogenous. Among them, five factors may be considered as major drivers: the respective inherent rates of increase of the host and of the parasite, the level of resource available to the host, the respective immigration rates of the host and of the parasite. While only the first two (the inherent rates of increase of host and parasite) are considered in the original Nicholson and Bailey model, an extended version of the model includes also the other three parameters, thus providing a broader (although still schematic) approach to the host-parasite population dynamics. A brief a…