We examine how trinomial-tree based computations such as those involved in American or European-style option price valuations can be performed in parallel. Towards this we introduce a parallel algorithm for performing such computations on trinomial trees. The algorithm is described and analyzed in an architecture independent setting and achieves optimal theoretical speedup O(p) and is thus with...

Following classical work by Freidlin [Trans. Amer. Math. Soc. (1988) 305 665–657] and subsequent works by Sowers [Ann. Probab. (1992) 20 504–537] and Peszat [Probab. Theory Related Fields (1994) 98 113–136], we prove large deviation estimates for the small noise limit of systems of stochastic reaction–diffusion equations with globally Lipschitz but unbounded diffusion coefficients, however, ass...

The characteristics of impulse bursts in remote sensing images are analyzed and a model for this noise is proposed. The model also takes into consideration other noise types, for example, the multiplicative noise present in radar images. As a case study, soft morphological filters utilizing a training-based optimization scheme are used for the noise removal. Different approaches for the trainin...

‎In this work‎, ‎we investigate admitting center map on multiplicative metric space‎ ‎and establish some fixed point theorems for such maps‎. ‎We modify the Banach contraction principle and‎ ‎the Caristi's fixed point theorem for M-contraction admitting center maps and we prove some‎ ‎useful theorems‎. ‎Our results on multiplicative metric space improve and modify‎ ‎s...

In this paper we obtain an upper bound and also a lower bound for maximum edges of strongly 2 multiplicative graphs of order n. Also we prove that triangular ladder the graph obtained by duplication of an arbitrary edge by a new vertex in path and the graphobtained by duplicating all vertices by new edges in a path and some other graphs are strongly 2 multiplicative

In this paper a reduced multiplicative tolerance a measure of sensitivity analysis in multiobjective linear programming (MOLP) is presented. By using this new measure a method for ranking the set of efficient extreme solutions is proposed. The idea is to rank these solutions by values of the reduced tolerance. This approach can be applied to many MOLP problems, where sensitivity analysis is imp...

8 This article investigates the consistency of interval fuzzy preference relations based on interval 9 arithmetic, and new definitions are introduced for additive consistent, multiplicative consistent 10 and weakly transitive interval fuzzy preference relations. Transformation functions are put 11 forward to convert normalized interval weights into consistent interval fuzzy preference relations...

We consider the problem of desynchronizing a network of synchronized, globally (all-to-all) coupled neurons using an input to a single neuron. This is done by applying the discrete time dynamic programming method to reduced phase models for neural populations. This technique numerically minimizes a certain cost function over the whole state space, and is applied to a Kuramoto model and a reduce...

We describe mechanisms to emulate multiplicative properties of prime numbers by connecting them to computationally simpler representations involving bijections from natural numbers to sequences and multisets of natural numbers. Through a generic framework, we model interesting properties of a canonical representation of factorization and its simpler equivalents. Among their shared properties, w...