classical explicit finite difference schemes are unsuitable for the solution of the famous black-scholes partial differential equation, since they impose severe restrictions on the time step. furthermore, they may produce spurious oscillations in the solution. we propose a new scheme that is free of spurious oscillations and guarantees the positivity of the solution for arbitrary stepsizes. the...

The Efficient Coding Hypothesis, suggests that sensory relays recode sensory messages, so that their redundancy is reduced, but little information is lost. Coding to reduce redundancy eliminates wasteful neural activity, and also organizes sensory information such than an internal model of the environment causing the past sensory inputs to built up, while the current sensory situation is repres...

We motivate and formally define dynamic multipath routing and present the problem of packet forwarding in the multipath routing context. We demonstrate that for multipath sets that are suffis matched, forwarding can be efficiently implemented with (1) a per packet overhead of a small, fixed-length path identifier, and (2) router space overhead linear in K , the number of alternate paths between...

-A new method for the sequential clustering of data, that gives better results compared to the conventional sequential clustering method, is presented in this paper. This method utilizes certainty factors and it is independent of the technique used for data representation and/or distance computation. Examples are given for cases where the data are represented as feature vectors as well as strin...

In the new digital video broadcasting standard using satellites, denoted as DVB-S2, 16-ary and 32-ary amplitude-phase shift keying APSK are applied as modulation techniques. Optimum decision algorithms for 16-APSK and 32-APSK resulting from Voronoi diagrams demand relatively complicated hardware, typically high-capacity memories for demapping tables. In this paper, the efficient method based on...

Image computation is a fundamental tool for performance assessment of astronomical instrumentation, usually implemented by Fourier transform techniques. We review the numerical implementation, evaluating a direct implementation of the discrete Fourier transform (DFT) algorithm, compared with fast Fourier transform (FFT) tools. Simulations show that the precision is quite comparable, but in the ...

This paper describes a more efficient paired comparison method that reduces the number of trials necessary for converting a table of paired comparisons into scaler data. Instead of comparing every pair of samples (the complete method), a partial method is used that makes more comparisons between closer samples than between more distant samples. A sorting algorithm is used to efficiently order t...

nowadays one of the most important energy sources is natural gas. by depletion of oil reservoirs in the world, natural gasâ will emerge as the future energy source for human life. one of the major concerns of gas suppliers is being able to supply this source of energy the entire year. this concern intensifies during more consuming seasons of the year when the demand for natural gas increases, r...