The small-slope approximation to epineutral diffusion
Phase diffusion and the small-noise approximation in linear amplifiers: Limitations and beyond
... The small-noise approximation is then explained in ...this approximation leads to a closed-form expression for the phase ...the small-noise approximation—then follows quite naturally ...
27
Electromagnetic wave scattering from rough layered interfaces: analysis with the small perturbation method and the small slope approximation
... the small perturbation method and the small slope ...first-order small slope approximation are deduced from results derived from the first-order small perturbation ...
15
Electromagnetic Wave Scattering from Rough Layered Interfaces: Analysis with the Small Perturbation Method and the Small Slope Approximation
... the small perturbation method and the small slope ...first-order small slope approximation are deduced from results derived from the first-order small perturbation ...
14
On the Strong Approximation of Jump-Diffusion Processes
... time approximation of an SDE with multiplicative noise, the Zakai equation, see Elliott, Aggoun & Moore ...employ small time step sizes, as the computations may not be performed fast enough to keep pace ...
61
A Slippery Slope: The Domestic Diffusion of Ethnic Civil War
... Word Count: 10,925 Abstract Why do most civil wars occur in a relatively small number of countries? We answer this question by analyzing how civil wars diffuse in multiethnic states. Our theory outlines two ...
35
Modelling of High Frequency Roughness Scattering from Various Rough Surfaces through the Small Slope Approximation of First Order
... first-order small slope approximation is applied to model the scattering strength from a rough surface in underwater acoustics to account for seafloor for high frequencies from 10 kHz to hundreds of ...
11
Electromagnetic Scattering Analysis for Two-Dimensional Gaussian Rough Surfaces with Texture Characteristics Using Small-Slope Approximation Method
... The remainder of this paper is organized as follows. In Section 2, formulation for 2-D Gaussian rough surface, whose texture angles are adjustable, is briefly presented through the angle rotation in Fourier transform, and ...
13
A Diffusion Approximation for Selection and Drift in a Subdivided Population
... for haploidy]. The mean fixation times in the simula- panmictic. Both the mean and the variance of the change in allele frequency are approximately propor- tions are in excellent agreement with these predictions: the ...
8
A basing of the diffusion approximation derivation for the four-wave kinetic integral and properties of the approximation
... the diffusion ap- proximation (in terms of a combination of the zero, first, and second derivatives of the spectrum N (k)) by means of con- secutive analytical integration of the integral ...of ...
12
Radar Cross Sections of Sea and Ground Clutter Estimated by Two Scale Model and Small Slope Approximation in HF-VHF Bands
... Kirchhoff Approximation is based on the hypothesis that at any point, a surface can be assimilated by its ...the Small Perturbation Model. According to the Small Perturbation Model, the total ...
28
Numerical Solution of the Diffusion Equation with Restrictive Pade Approximation
... Ahmet Boz * , Fevziye Gülsever Departments of Mathematics, Dumlupinar University, Kütahya, Turkey Abstract The problem of solving the linear diffusion equation by a method related to the Re- strictive Pade ...
7
Diffusion approximation in a radiative transfer model for astrophysical flows
... In this paper, we deal with an asymptotic model for the radiative transfer known as the diffusion approxi- mation for which the mean free path of photons is assumed to be small in terms of the ...
15
A Study of the Errors of the Fixed-Node Approximation in Diffusion Monte Carlo.
... The linear increase with growing Z is very clear and is quite strik- ing considering that it covers the range from Li through Be to very highly ionized cases. Interestingly, this linear increase matches the linear ...
170
An Approximation of European Option Prices under General Diffusion Processes
... For small t, which corresponds to an option maturity, S t /S 0 is likely to be around unity, and so is (S t /S 0 ) γ 1 −1 with γ 1 �= ...the approximation formula, the SDE for the log spot price, s t = ln S ...
26
Implicit difference approximation of the Galilei invariant fractional advection diffusion
... Physical conditions impose the range 0 < γ < 1 . In this example we select three typical values γ = 0.4 , 0.5 and 0.6 in this range. Our analysis indicates a convergence order of O(τ + h 2 ) for small τ and ...
15
Stochastic Approximation Finite Element method: analytical formulas for multidimensional diffusion process
... MULTIDIMENSIONAL DIFFUSION PROCESS ...weak approximation of a multidimensional di ffusion process as coefficients or time are ...the diffusion. We call this method Stochastic Approximation ...
26
Stabilised approximation of interior-layer solutions of a singularly perturbed semilinear reaction-diffusion problem
... SOLUTIONS OF A SINGULARLY PERTURBED SEMILINEAR REACTION-DIFFUSION PROBLEM ∗ NATALIA KOPTEVA † AND MARTIN STYNES ‡ Abstract. A semilinear reaction-diffusion two-point boundary value problem, whose second- order ...
20
Exact difference schemes and schemes of higher order of approximation for convection-diffusion equation. I
... linear approximation is treated as a finite scheme y t +aαˆy x +a(1−α)y x = by (σ) xx , where a, b are the positive constants, which is monotone and stable under two conditions: ah/b < σ/α, τ ≤ h 2 / (2b(1 − σ) + ...
15
Particle approximation of the Wasserstein diffusion
... © 2009 Elsevier Inc. All rights reserved. Keywords: Measure-valued processes; Hydrodynamic limit; Nonlinear fluctuations; McKean–Vlasov limit 1. Introduction The large scale behaviour of stochastic interacting particle ...
27
Approximation of A Jump-Diffusion Process
... an approximation of a jump-diffusion process in esti- mation and ...an approximation of ARCH process when there is distributional results available for the jump-diffusion limit of the sequence of ARCH ...
21