Solution for the diffusion model
Asymptotic Behavior of Global Positive Solution to an Information Diffusion Model with Random Perturbation in Social Network
... Information diffusion model, Random perturbation, Social network, Positive solution, Lyapunov function, ...information diffusion models with random perturbation in social ...positive ...
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Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds
... ABSTRACT This paper argues that the reduced-form jump diffusion model may not be appropriate for credit risk modeling. To correctly value hybrid defaultable financial instruments, e.g., convertible bonds, ...
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Is the Jump Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds
... ABSTRACT This paper argues that the reduced-form jump diffusion model may not be appropriate for credit risk modeling. To correctly value hybrid defaultable financial instruments, e.g., convertible bonds, ...
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An Explicit Solution for Perpetual American Put Options in a Markov-Modulated Jump Diffusion Model
... The primary purpose of this paper is to derive the explicit solution of the value function ( 4 ) for S = 2. This is an optimal stopping problem with an infinite time horizon and with state space {(x, i)|x > 0, ...
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Drift-Diffusion Model: Introduction
... evaluated to be less than the equilibrium value, and it is easy to see that the solution at higher time steps will decay oscillating between positive and negative values of n ∆ . An excessively large t ∆ may lead, ...
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Solutions of Fractional Diffusion Equations and Cattaneo-Hristov Diffusion Model
... fractional diffusion equations using the Atangana-Baleanu fractional derivative, see others models in ...numerical solution of the Cattaneo-Hristov diffusion ...numerical solution of the ...
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Accelerated Asymptotics for Diffusion Model Estimation
... The estimation of continuous-time models, such as those described by potentially nonlinear stochas- tic differential equations, has been intensively studied in recent research. Stanton (1998) provides a recent concise ...
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Model Study for In-Situ Stabilization of Expansive Soil Deposit by Diffusion of Calcium Chloride Solution
... A. Bore Hole Method Two moulds of cross section 30cmX30cm and length 2m was design and fabricated. For swelling measurement dial gauges were fixed at 0.5 m, 1m, 1.5m and 1.9m distance from the source with help of ...
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Comparison between Non Gaussian Puff Model and a Model Based on a Time Dependent Solution of Advection Diffusion Equation
... puff model and an advanced time-dependent model to simulate the pollutant dispersion in the Planetary Boundary Layer is ...puff model is based on a general technique for solving the K-equation, using ...
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Convergence to a viscosity solution for an advection-reaction-diffusion equation arising from a chemotaxis-growth model
... We consider the case of an arbitrary time interval and prove the convergence of the solution of this problem to the unique viscosity solution of a limit free boundary problem.. Introduct[r] ...
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Existence and uniqueness of the solution to a coupled fractional diffusion system
... weak solution 1 Introduction The traditional diffusion equation has commonly been used to describe the phenomenon of Brownian ...to model the processes with fractal geometry, hereditary, and non-Markovian ...
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Analysis of advection diffusion reaction model for fish population movement with impulsive tagging: stability and traveling wave solution
... Our model is, therefore, expected to shed lights on how fish movement dynamics vary with the physical parameters, which affects the design of effective alternatives to managing highly mobile stocks in the open ...
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2 Model Development of the Diffusion Process
... concentrated solution theory can be used to treat the transport of the ...concentrated solution theory [11], the driving force for mass transfer at constant temperature and pressure is the gradient of the ...
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Numerical solution of the advective-diffusion equation
... Numerical Laplace inversion techniques are required to solve the system of simultaneous equations that result from the application of the Laplace time finite analytic space method. Two well known methods were examined, ...
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Solution of a modified fractional diffusion equation
... fractional diffusion equation, ...the diffusion term. In this letter we give the solution of the modified equation on an infinite ...the solution of the traditional fractional diffusion ...
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On the solution of reaction diffusion equations with double diffusivity
... In this paper we solve a pair of coupled Partial Differential Equations, which pair may arise in a number of physical situations, including, e.g., flow of homogeneous liquids in fissured[r] ...
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Solution of the diffusion equation using Adomain decomposition
... atmospheric diffusion equation (ADE) using Adomain decomposition method. The solution depends on eddy diffusivity profile (K) and wind speed at the released point ...
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Solute diffusion into cell walls in solution-impregnated wood under conditioning process II: effect of solution concentration on solute diffusion
... The bulking effect prevents intrusion of water into the amorphous region by introducing the bulking agent into the region and swelling it. When the chemical substance is hydrophobic, solid, has high viscosity, or has ...
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A Schistosomiasis Model with Diffusion Effects
... schistosomiasis model with diffusion effect and saturated incidence function, in which two groups of human share the water contaminated by schistosomiasis and migrate each ...the diffusion rates and ...
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Reaction/Diffusion at Electrode/Solution Interfaces: The EC2 Reaction
... of diffusion processes with concurrent chemical reaction is well established in electrochemistry ...reactant diffusion and first order homogeneous chemical reaction and the mathematical analysis of the CE ...
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