Variational approach and deformed derivatives
نویسندگان
چکیده
منابع مشابه
Variational Methods in Derivatives Pricing
When underlying financial variables follow a Markov jump-diffusion process, the value function of a derivative security satisfies a partial integro-differential equation (PIDE) for European-style exercise or a partial integro-differential variational inequality (PIDVI) for American-style exercise. Unless the Markov process has a special structure, analytical solutions are generally not availabl...
متن کاملGeneralized Statistics Variational Perturbation Approximation using q-Deformed Calculus
A principled framework to generalize variational perturbation approximations (VPA’s) formulated within the ambit of the nonadditive statistics of Tsallis statistics, is introduced. This is accomplished by operating on the terms constituting the perturbation expansion of the generalized free energy (GFE) with a variational procedure formulated using q-deformed calculus. A candidate q-deformed ge...
متن کاملA Variational Approach to Cardiac Motion Estimation Based on Covariant Derivatives and Multi-scale Helmholtz Decomposition
The investigation and quantification of cardiac motion is important for assessment of cardiac abnormalities and treatment effectiveness. Therefore we consider a new method to track cardiac motion from magnetic resonance (MR) tagged images. Tracking is achieved by following the spatial maxima in scale-space of the MR images over time. Reconstruction of the velocity field is then carried out by m...
متن کاملHigher Energy Derivatives in Hilbert Space Multi- Reference Coupled Cluster Theory : A Constrained Variational Approach
In this paper, we present formulation based on constrained variational approach to compute higher energy derivatives upto third order in Hilbert Space MultiReference Coupled Cluster (HSMRCC) Theory. This is done through the use of a functional with Lagrange multipliers corresponding to HSMRCC method, as done by Helgaker, Jorgensen and Szalay. We derive explicit expressions upto third order ener...
متن کاملComparison between Discrete and Variational Approach
A numerical code for modeling crack propagation using the Cell Method is proposed. The Leon failure surface is used to compute the direction of crack propagation, and the new crack geometry is realized by an intra-element propagation technique. Automatic remeshing is then activated. Applications in Mode I, Mode II and Mixed Mode are presented to illustrate the robustness of the implementation. ...
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: Physica A: Statistical Mechanics and its Applications
سال: 2016
ISSN: 0378-4371
DOI: 10.1016/j.physa.2015.12.145