scholarly journals Hedging and pricing early-exercise options with complex fourier series expansion

2020 ◽  
Vol 54 ◽  
pp. 100973 ◽  
Author(s):  
Tat Lung (Ron) Chan
Keyword(s):  
Fourier Series ◽  
Series Expansion ◽  
Fourier Series Expansion ◽  
Early Exercise ◽  
Complex Fourier Series

Motion Mode Decomposition Based on Discrete Fourier Series Expansion

2012 ◽  
Vol 132 (3) ◽  
pp. 366-373 ◽  
Author(s):  
Yoshiyuki Hatta ◽  
Tomoyuki Shimono
Keyword(s):  
Fourier Series ◽  
Series Expansion ◽  
Fourier Series Expansion ◽  
Discrete Fourier Series ◽  
Mode Decomposition ◽  
Motion Mode

scholarly journals Optimal multistage relaxation with automatic parameter selection

2021 ◽  
Author(s):  
Alvin Wong
Keyword(s):  
Fourier Series ◽  
Relaxation Method ◽  
Accurate Solution ◽  
Convergence Time ◽  
Fourier Series Expansion ◽  
End User ◽  
Local Flow ◽  
Flow Problems ◽  
User Expertise ◽  
Complex Fourier Series

This research developed a numerical method that solves complicated fluid flow problems without requiring end-user expertise with the solver. This method is capable of obtaining a spatially accurate solution in the same time or better as a skilled user with a conventional solver. An explicit preconditioned multigrid solver was used in this research with a multistage relaxation method. The prosposed method utilizies a database with optimized relaxation method parameters for different local flow and mesh conditions. The parameters are optimized for the relaxation such that the error modes in a complex Fourier series expansion of the residual can be quickly reduced. The convergence time and iteration count of this method was compared against the same solver using default input values, as well as a pre-optimized solver, to simulate a skilled user for various geometries. Improvements in both comparisons were demonstrated.

scholarly journals Optimal multistage relaxation with automatic parameter selection

2021 ◽  
Author(s):  
Alvin Wong
Keyword(s):  
Fourier Series ◽  
Relaxation Method ◽  
Accurate Solution ◽  
Convergence Time ◽  
Fourier Series Expansion ◽  
End User ◽  
Local Flow ◽  
Flow Problems ◽  
User Expertise ◽  
Complex Fourier Series

This research developed a numerical method that solves complicated fluid flow problems without requiring end-user expertise with the solver. This method is capable of obtaining a spatially accurate solution in the same time or better as a skilled user with a conventional solver. An explicit preconditioned multigrid solver was used in this research with a multistage relaxation method. The prosposed method utilizies a database with optimized relaxation method parameters for different local flow and mesh conditions. The parameters are optimized for the relaxation such that the error modes in a complex Fourier series expansion of the residual can be quickly reduced. The convergence time and iteration count of this method was compared against the same solver using default input values, as well as a pre-optimized solver, to simulate a skilled user for various geometries. Improvements in both comparisons were demonstrated.

A SIMPLE MODEL FOR ORIENTATIONAL ORDERING OF A SILVER MONOLAYER ELECTRODEPOSITED ON A C(0001) SURFACE

1995 ◽  
Vol 02 (04) ◽  
pp. 489-494 ◽  
Author(s):  
E.E. MOLA ◽  
A.G. APPIGNANESSI ◽  
J.L. VICENTE ◽  
L. VAZQUEZ ◽  
R.C. SALVAREZZA ◽  
...  
Keyword(s):  
Experimental Data ◽  
Fourier Series ◽  
Simple Model ◽  
Series Expansion ◽  
Unit Cell ◽  
Fourier Series Expansion ◽  
Crystal Formation ◽  
Substrate Potential ◽  
Weber Type ◽  
Orientational Ordering

The model for the angular orientational energy (AOE) has been extended to hexagonal submonolayer domains of Ag electrodeposited at a constant overpotential on a C(0001) surface. These domains which are characterized by an epitaxy angle θ=15±5° and an Ag−Ag distance d Ag−Ag =0.330± 0.016 nm, can be considered as precursors of 3D Ag crystal formation, according to a Volmer-Weber type mechanism. Calculations are based upon a simple Hamiltonian evaluated by introducing the concept of the commensurable unit cell. A Fourier series expansion for the substrate potential was used. Results from the model predict the existence of a commensurable cell in agreement with the experimental data derived from STM imaging.

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