Search academic resources

We study a single class of traffic acting on a symmetric set of processor-sharing queues with finite buffers, and we consider the case where the load scales with the number of servers. We address the problem of giving ro...

The article concerns the generalised Cox‑Ross‑Rubinstein (CRR) option pricing model with new formulas for changes in upper and lower stock prices. The formula for option pricing in this model, which is the Black‑Sc...

We numerically and theoretically investigate the evolution of the ridges and rifts produced by the convergent and divergent motions of two substrates over which an initially uniform layer of a Newtonian liquid rests. We ...

A micromechanical study of the viscoplasticity of voided cubic crystals is presented. The microscopic void distribution is isotropic and the macroscopic loading is hydrostatic. Three different approaches are considered. ...

Recently, Perron has carried out tests of the unit-root hypothesis against the alternative hypothesis of trend stationarity with a break in the trend occurring at the Great Crash of 1929 or at the 1973 oil-price shock. H...

Abstract We define a function of two real vectors by a certain homogeneous quotient involving power sums, and show that its supremum grows asymptotically linearly w.r.t. the dimension. From this, we deduce a condition un...

Subjects / keywords: applied mathematics, integrable systems, asymptotics, numerical analysis, scientific computing, mathematics and physics; Science: Mathematics