scholarly journals Diffusive process under Lifshitz scaling and pandemic scenarios

2020 ◽  
Vol 559 ◽  
pp. 125092
Author(s):  
M.A. Anacleto ◽  
F.A. Brito ◽  
A.R. de Queiroz ◽  
E. Passos ◽  
J.R.L. Santos
Keyword(s):  
Diffusive Process

Bounds on the critical times for the Fisher-KPP equation

2021 ◽  
Vol 63 ◽  
pp. 448-468
Author(s):  
Marianito Rodrigo
Keyword(s):  
Upper And Lower Solutions ◽  
Critical Time ◽  
Reaction Diffusion ◽  
Reaction Diffusion Equations ◽  
Diffusion Equations ◽  
Kpp Equation ◽  
Diffusive Process ◽  
Reaction Diffusion Systems ◽  
Diffusion Systems ◽  
Comparison Functions

The Fisher–Kolmogorov–Petrovsky–Piskunov (Fisher–KPP) equation is one of the prototypical reaction–diffusion equations and is encountered in many areas, primarily in population dynamics. An important consideration for the phenomena modelled by diffusion equations is the length of the diffusive process. In this paper, three definitions of the critical time are given, and bounds are obtained by a careful construction of the upper and lower solutions. The comparison functions satisfy the nonlinear, but linearizable, partial differential equations of Fisher–KPP type. Results of the numerical simulations are displayed. Extensions to some classes of reaction–diffusion systems and an application to a spatially heterogeneous harvesting model are also presented. doi:10.1017/S1446181121000365

scholarly journals Swaps de Variância na BM&F - Apreçamento e Viabilidade de Hedge

2010 ◽  
Vol 8 (2) ◽  
pp. 197
Author(s):  
Richard John Brostowicz Junior ◽  
Márcio Poletti Laurini
Keyword(s):  
Continuous Monitoring ◽  
Realized Variance ◽  
Variance Swaps ◽  
Diffusive Process ◽  
Variance Swap ◽  
Discrete Monitoring ◽  
Infinite Set

A variance swap can theoretically be priced with an infinite set of vanilla calls and puts options considering that the realized variance follows a purely diffusive process with continuous monitoring. In this article we will analyze the possible differences in pricing considering discrete monitoring of realized variance. It will analyze the pricing of variance swaps with payoff in dollars, since there is a OTC market that works this way and that potentially serve as a hedge for the variance swaps traded in BM&F. Additionally, will be tested the feasibility of hedge of variance swaps when there is liquidity in just a few exercise prices, as is the case of FX options traded in BM&F. Thus be assembled portfolios containing variance swaps and their replicating portfolios using the available exercise prices as proposed in (DEMETERFI et al., 1999). With these portfolios, the effectiveness of the hedge was not robust in mostly of tests conducted in this work.

scholarly journals Cross-field Current Closure Below the Solar Photosphere

1994 ◽  
Vol 47 (3) ◽  
pp. 361 ◽  
Author(s):  
MS Wheatland ◽  
DB Melrose
Keyword(s):  
Simple Model ◽  
Current Density ◽  
Characteristic Length ◽  
Solar Photosphere ◽  
The Sun ◽  
Diffusive Process ◽  
Turn On ◽  
First Case

A simple model is developed to describe how an externally imposed current closes as a function of time below the photosphere. A vertical current density is assumed to turn on at the photospheric boundary. The model implies that the subsequent closure of the current in the sub-photosphere depends only on the ratio RA/ R, where RA = /-LaVA is the Alfvenic impedance of the photosphere and = I/o-pI is the resistance corresponding to the conductivity O-p and a characteristic length 1. For RA/R � 1, current closure occurs at a front, propagating with the Alfven speed. For RA/ R 1, current closure is a diffusive process ahead and behind a slowly propagating Alfvenic front. The first case is the relevant one for the Sun, where RA/ R /VA, for VA in kilometres per second.

scholarly journals Turbulent Mixing in Stars: Theoretical Hurdles

2009 ◽  
Vol 5 (S265) ◽  
pp. 106-110 ◽  
Author(s):  
W. David Arnett ◽  
Casey Meakin
Keyword(s):  
Theoretical Investigation ◽  
Turbulent Mixing ◽  
Three Dimensional ◽  
Stellar Atmospheres ◽  
Time Dependent ◽  
Turbulent Convection ◽  
Diffusive Process ◽  
Hydrodynamic Turbulence ◽  
First Results

AbstractA program is outlined, and first results described, in which fully three-dimensional, time dependent simulations of hydrodynamic turbulence are used as a basis for theoretical investigation of the physics of turbulence. The inadequacy of the treatment of turbulent convection as a diffusive process is indicated. A generalization to rotation and magnetohydrodynamics is indicated, as are connections to simulations of 3D stellar atmospheres.

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