Spectral integral representations of monostatic backscattering from three-dimensional distributions of sediment volume inhomogeneities

2003 ◽  
Vol 113 (2) ◽  
pp. 789-799 ◽  
Author(s):  
Kevin D. LePage ◽  
Henrik Schmidt
Keyword(s):  
Three Dimensional ◽  
Integral Representations ◽  
Sediment Volume ◽  
Spectral Integral

scholarly journals Fractional spectral integral methods for valuing cryptocurrency asset flow fractional differential equations.

2021 ◽  
Author(s):  
Claude Moutsinga ◽  
Edson Pindza ◽  
Eben Mare
Keyword(s):  
Differential Equation ◽  
Numerical Simulations ◽  
Fractional Differential Equations ◽  
Emerging Market ◽  
Three Dimensional ◽  
Operator Approach ◽  
Integral Methods ◽  
Spectral Integration ◽  
Spectral Integral ◽  
Fractional Differential

Since its inception in 2009, the cryptocurrency market has grown considerably. Several authors have proposed models to explain the price movements of assets in this new emerging market. However, only few researches have been done using the dynamical approach. This paper proposes a robust time fractional spectral method for studying a three dimensional fractional differential equation that models cryptocurrency asset flow obtained by utilizing the concept of liquidity price. The method relies on fractional spectral integration matrix operator approach. Numerical simulations are conducted to show efficiency of the numerical method on the fractional cryptocurrency model compared to existing methods.

scholarly journals LOW- TO MID-FREQUENCY SCATTERING FROM ELASTIC OBJECTS ON A SAND SEA FLOOR: SIMULATION OF FREQUENCY AND ASPECT DEPENDENT STRUCTURAL ECHOES

2012 ◽  
Vol 20 (02) ◽  
pp. 1240007 ◽  
Author(s):  
MARIO ZAMPOLLI ◽  
AUBREY L. ESPANA ◽  
KEVIN L. WILLIAMS ◽  
STEVEN G. KARGL ◽  
ERIC I. THORSOS ◽  
...  
Keyword(s):  
Scattering Problem ◽  
Three Dimensional ◽  
Element Model ◽  
Propagation Model ◽  
Target Strength ◽  
Unexploded Ordnance ◽  
Two Dimensional ◽  
Axially Symmetric ◽  
Sea Floor ◽  
Spectral Integral

The scattering from roughly meter-sized targets, such as pipes, cylinders and unexploded ordnance shells in the 1–30 kHz frequency band is studied by numerical simulations and compared to experimental results. The numerical tool used to compute the frequency and aspect-dependent target strength is a hybrid model, consisting of a local finite-element model for the vicinity of the target, based on the decomposition of the three-dimensional scattering problem for axially symmetric objects into a series of independent two-dimensional problems, and a propagation model based on the wavenumber spectral integral representation of the Green's functions for layered media.

Direct BEM for Three-Dimensional Transient Dynamic Piezoelectric Analysis

2014 ◽  
Vol 709 ◽  
pp. 113-116 ◽  
Author(s):  
Leonid Igumnov ◽  
I.P. Маrkov ◽  
A.A. Belov
Keyword(s):  
Boundary Element Method ◽  
Real Time ◽  
Three Dimensional ◽  
Fundamental Solutions ◽  
Integral Representations ◽  
Laplace Domain ◽  
Transient Dynamic ◽  
Linear Piezoelectricity ◽  
Method Formulation ◽  
Direct Boundary Element Method

Direct boundary element method formulation for transient dynamic linear piezoelectricity is presented. Integral representations of Laplace transformed dynamic piezoelectric fundamental solutions are used. Laplace domain BEM solutions inverted in real time by the stepping method. Numerical example of transient piezoelectric analysis is presented.

A Three-Dimensional BEM for Dynamic Analysis of Anisotropic Elastic Multi-Connected Bodies

2017 ◽  
Vol 743 ◽  
pp. 153-157 ◽  
Author(s):  
Leonid A. Igumnov ◽  
Ivan Markov
Keyword(s):  
Boundary Element Method ◽  
Dynamic Analysis ◽  
Three Dimensional ◽  
Fundamental Solutions ◽  
Anisotropic Elasticity ◽  
Integral Representations ◽  
Dynamic Problems ◽  
Laplace Domain ◽  
Anisotropic Elastic ◽  
Direct Boundary Element Method

In this paper, the direct boundary element method in the Laplace domain is applied for the solution of three-dimensional transient dynamic problems of anisotropic elasticity in multi-connected domains. The formulation is based upon the integral representations of anisotropic dynamic fundamental solutions. As numerical example the problem of an anisotropic elastic prismatic solid with cubic cavity is investigated.

scholarly journals Laminar momentum jets in a stratified fluid

1971 ◽  
Vol 45 (3) ◽  
pp. 561-574 ◽  
Author(s):  
E. J. List
Keyword(s):  
Fourier Transforms ◽  
Equations Of Motion ◽  
Finite Thickness ◽  
Three Dimensional ◽  
Stratified Fluid ◽  
Integral Representations ◽  
Return Flow ◽  
Horizontal Flows ◽  
Creeping Flows ◽  
Finite Distance

Solutions are presented for creeping flows induced by two-and three-dimensional horizontal and vertical momentum jets in a linearly stratified unbounded diffusive viscous fluid. These linear problems are solved by replacing the momentum jet by a body force singularity represented by delta functions and solving the partial differential equations of motion by use of multi-dimensional Fourier transforms. The integral representations for the physical variables are evaluated by a combination of residue theory and numerical integration.The solutions for vertical jets show the jet to be trapped within a layer of finite thickness and systems of rotors to be induced. The horizontal two-dimensional jet solution shows return flows above and below the jet and a pair of rotors. The three-dimensional horizontal jet has no return flow at finite distance and the diffusive contribution is found to be almost negligible in most situations, the primary character of the horizontal flows being given by the non-diffusive solution. Stokes's paradox is found to be non-existent in a density-stratified fluid.

Pricing American-style Parisian up-and-out call options

2017 ◽  
Vol 29 (1) ◽  
pp. 1-29 ◽  
Author(s):  
XIAOPING LU ◽  
NHAT-TAN LE ◽  
SONG PING ZHU ◽  
WENTING CHEN
Keyword(s):  
Integral Equations ◽  
Three Dimensional ◽  
Option Price ◽  
Integral Representations ◽  
Barrier Option ◽  
Call Options ◽  
Exercise Price ◽  
Fourier Sine Transform ◽  
Dynamics And Control ◽  
American Style

In this paper, we propose an integral equation approach for pricing an American-style Parisian up-and-out call option under the Black–Scholes framework. The main difficulty of pricing this option lies in the determination of its optimal exercise price, which is a three-dimensional surface, instead of a two-dimensional (2-D) curve as is the case for a “one-touch” barrier option. In our approach, we first reduce the 3-D pricing problem to a 2-D one by using the “moving window” technique developed by Zhu and Chen (2013, Pricing Parisian and Parasian options analytically. Journal of Economic Dynamics and Control, 37(4): 875-896), then apply the Fourier sine transform to the 2-D problem to obtain two coupled integral equations in terms of two unknown quantities: the option price at the asset barrier and the optimal exercise price. Once the integral equations are solved numerically by using an iterative procedure, the calculation of the option price and the hedging parameters is straightforward from their integral representations. Our approach is validated by a comparison between our results and those of the trusted finite difference method. Numerical results are also provided to show some interesting features of the prices of American-style Parisian up-and-out call options and the behaviour of the associated optimal exercise boundaries.

Sign in / Sign up

Export Citation Format

Share Document