stability bound
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Author(s):  
Gabriel Fernando de Melo ◽  
Klaus Franzreb ◽  
Fernando R. Ornellas

Accurate potential energy curves were constructed for a manifold of electronic states of the hydroxyl dication using a highly correlated electronic structure approach (SA-CASSCF/ MRCI+Q/aug-cc-pV5Z). The existence of a bound...


2019 ◽  
Vol 27 (3) ◽  
pp. 207-230 ◽  
Author(s):  
Fazlollah Soleymani ◽  
Ali Akgül ◽  
Esra Karatas Akgül

AbstractThe aim of this work is to tackle the three–dimensional (3D) Heston– Cox–Ingersoll–Ross (HCIR) time–dependent partial differential equation (PDE) computationally by employing a non–uniform discretization and gathering the finite difference (FD) weighting coe cients into differentiation matrices. In fact, a non–uniform discretization of the 3D computational domain is employed to achieve the second–order of accuracy for all the spatial variables. It is contributed that under what conditions the proposed procedure is stable. This stability bound is novel in literature for solving this model. Several financial experiments are worked out along with computation of the hedging quantities Delta and Gamma.


2019 ◽  
Vol 24 (1-2) ◽  
pp. 25-33
Author(s):  
Nesenchuk A.A. ◽  

Investigation of the 4 th order dynamic systems characteristic polynomials behavior in conditions of the interval parametric uncertainties is carried out on the basis of root locus portraits. The roots behavior regularities and corresponding diagrams for the root locus parameter distribution along the asymptotic stability bound are specified for the root locus portraits of the systems. On this basis the stability conditions are derived, graphic-analytical method is worked out for calculating intervals of variation for the polynomial family parameters ensuring its robust stability. The discovered regularities of the system root locus portrait behavior allow to extract hurwitz sub-families from the non-hurwitz families of interval polynomials and to determine whether there exists at least one stable polynomial in the unstable polynomial family.


2019 ◽  
Vol 43 (8) ◽  
pp. 083107 ◽  
Author(s):  
Wei-Xiang Feng ◽  
Chao-Qiang Geng ◽  
Ling-Wei Luo
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2019 ◽  
Vol 2019 (2) ◽  
Author(s):  
Aaron Held ◽  
René Sondenheimer
Keyword(s):  

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