In analysis phase, conceptual models are developed to understand and communicate the core knowledge of the problem. Patterns have emerged as a promising technique for software reuse. Patterns that represent conceptual models are called analysis patterns. Analysis patterns can be reused to understand similar and related problems. Real-life problems may require the integration of several analysis...

Leveraging the explicit formula for European swaptions and coupon-bond options in HJM one-factor model we develop a semi-explicit formula for 2-Bermudan options (also called Canary options). For this we first extend the European swaption formula to future times. Then we are able to reduce the valuation of a 2-Bermudan swaption to a single numerical integration. In that integration the most comp...

Evaluating whether prospective air defense systems will effectively integrate the activities of humans and computers is a pressing issue for developers and purchasers of such systems. We need effective ways of modeling human-system integration while such systems are under development and while the possibilities for action are underspecified. We present a Cognitive Work Analysis-based analytic f...

I develop a toolbox to analyze the statistical properties of multivariate Markov-switching models. I first derive analytical formulas for the evolution of first and second moments, taking into account the possibility of regime changes. The formulas are then used to characterize the evolution of expectations and uncertainty, the propagation of the shocks, the contribution of the shocks to the ov...

A new theory of the motion of Phobos – the moon of Mars – is created. The accuracy of this theory is to within one meter of the mean motion of Phobos over one year which is the best result obtained so far for the analytical approach. The perturbational analysis is of main interest. The elements of the physical interactions which are the most essential for the motion of Phobos are specified. The...

This Paper investigates the combination of numerical and visual exploration techniques focused on cluster analysis of multi-dimensional data. We describe our new developed visualization approaches and selected clustering techniques along with major concepts of the integration and parameterization of these methods. The resulting frameworks and its major features will be discussed.

objectives: this paper reviews the current literature on acquired brain injury (abi) with a focus on abi burden, importance of community integration, and community integration definitions suggested by the literature. methods: literature review results: acquired brain injury (abi) is referred to a diverse range of disabilities resulted of injury in different parts of the brain. people with abi a...

alternative legendre polynomials (alps) are used to approximate the solution of a class of nonlinear volterra-hammerstein integral equations. for this purpose, the operational matrices of integration and the product for alps are derived. then, using the collocation method, the considered problem is reduced into a set of nonlinear algebraic equations. the error analysis of the method is given an...

The time-step in integration process has two restrictions. The first one is the time step restriction due to accuracy requirement τac and the second one is the time-step restriction due to stability requirement τst. The most of explicit methods have small stability regions and consequently small τst. It obliges us to solve stiff problems with small step size τst << τac. The implicit methods wor...