Using the Mellin transform a new method for solving the Black-Scholes equation is proposed. Our approach does not require either variable transformations or solving diffusion equations.

Expressions for the multi-dimensional densities of Brownian excursion local time are derived by two different methods: A direct method based on Kac’s formula for Brownian functionals and an indirect one based on a limit theorem for Galton-Watson trees.

During a six-month period, we observed an increase in the incidence of presumed Legionnaires' disease (LD) due to false-positive direct immunofluorescent antibody (DFA) staining. Contamination of the DFA staining reagents with Legionella appeared to account for our pseudoepidemic. Although a positive DFA stain has been regarded as highly specific for the diagnosis of LD, the clinician must inte...

This paper presents a direct method for finding corresponding pairs of parts between two shapes. Statistical knowledge about a large number of parts from many different objects is used to find a part correspondence between two previously unseen input shapes. No class membership information is required. The knowledge-based approach is shown to produce significantly better results than a classica...

In this paper we review the status of the simulation of detonations using the direct simulation Monte Carlo method and report on progress in applications to the hydrogenchlorine system. Recent work with this stochastic approach has demonstrated successes in treating simple model systems, confirmed many of the details found in earlier analyses, and revealed new phenomena such as ultrafast detona...

The notion of Lipschitz stability of impulsive systems of differential equations (DEs) was introduced. In this paper, we will extend the notion of eventual stability to impulsive systems of DEs and extend the notion of Lipschitz stability of impulsive systems of DEs to a new type of stability called eventual Lipschitz stability. Some criteria and results are given. Our technique depends on Liap...

The Hamilton-Jacobi approach has proved to be a powerful and elegant method for extracting the skeleton of a shape. The approach is based on the fact that the dynamics of the inward evolving boundary is conservative everywhere except at skeletal points. Nonetheless this method appears to overlook the fact that the linear density of the evolving boundary front is not constant where the front is ...

This paper presents a direct method for finding corresponding pairs of parts between two shapes. Statistical knowledge about a large number of parts from many different objects is used to find a part correspondence between two previously unseen input shapes. No class membership information is required. The knowledge-based approach is shown to produce significantly better results than a classica...

This paper proposes the energy function of a power system with a Static Synchronous Series Compensator (SSSC). They make it possible for the direct method to acquire the transient stability or critical clearing time assessment of a power system. The proposed energy function of a power system with a SSSC is first derived and then it is used for SSSC control design. The proposed method is tested ...

By means of the modified CK’s direct method, we give out the relationship between variable coefficients of the fifth-order KdV equation and the corresponding constant coefficient ones. At the same time, we have studied the generalized fifth-order KdV equation with constants coefficients using the Lie symmetry group methods. By applying the nonclassical symmetry method we found that the analyzed...