Stochastic Integration for the Heterogeneous Correlation Modeling Using a Diffusion Equation
نویسندگان
چکیده
منابع مشابه
an investigation about the appropriate stochastic modeling framework for agricultural insurance pricing
با توجه به اینکه بیمه محصولات کشاورزی در ایران بیشتر جنبه ای حمایتی دارد و خسارات گزارش شده عموما بیش از حق بیمه های دریافت شده است، در این پایان نامه به جهت تعیین قیمت بیمه محصولات کشاورزی (گندم دیم) از فرآیندهای نوفه شلیک به عنوان مدلی مناسب استفاده شده است. بر اساس داده های صندوق بیمه کشاورزی از خسارات اعلام شده در سال زراعی 1388-1389 گندم دیم، در این پایان نامه حق بیمه خالص و ناخالص این محص...
The streamline diffusion method with implicit integration for the multi-dimensional Fermi Pencil Beam equation
We derive error estimates in the appropriate norms, for the streamlinediffusion (SD) finite element methods for steady state, energy dependent,Fermi equation in three space dimensions. These estimates yield optimal convergencerates due to the maximal available regularity of the exact solution.High order SD method together with implicit integration are used. The formulationis strongly consistent...
متن کاملFinite integration method with RBFs for solving time-fractional convection-diffusion equation with variable coefficients
In this paper, a modification of finite integration method (FIM) is combined with the radial basis function (RBF) method to solve a time-fractional convection-diffusion equation with variable coefficients. The FIM transforms partial differential equations into integral equations and this creates some constants of integration. Unlike the usual FIM, the proposed method computes constants of integ...
متن کاملthe streamline diffusion method with implicit integration for the multi-dimensional fermi pencil beam equation
we derive error estimates in the appropriate norms, for the streamlinediffusion (sd) finite element methods for steady state, energy dependent,fermi equation in three space dimensions. these estimates yield optimal convergencerates due to the maximal available regularity of the exact solution.high order sd method together with implicit integration are used. the formulationis strongly consistent...
متن کاملA Closed-Form Solution for Two-Dimensional Diffusion Equation Using Crank-Nicolson Finite Difference Method
In this paper a finite difference method for solving 2-dimensional diffusion equation is presented. The method employs Crank-Nicolson scheme to improve finite difference formulation and its convergence and stability. The obtained solution will be a recursive formula in each step of which a system of linear equations should be solved. Given the specific form of obtained matrices, rather than sol...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Monthly Weather Review
سال: 2010
ISSN: 1520-0493,0027-0644
DOI: 10.1175/2010mwr3239.1