the option-pricing problem is always an important part in modern finance. assuming that the stock diffusion is a constant, some literature has introduced many stock models and given corresponding option pricing formulas within the framework of the uncertainty theory. in this paper, we propose a new stock model with uncertain stock diffusion for uncertain markets. some option pricing formulas on...

In this paper, we report on a 2D axissymmetric numerical model of the streamer-type discharge process in atmospheric air, as it can be implemented into COMSOL Multiphysics. The charge conserving Boltzmann drift-diffusion equations are solved in a logarithmic representation for improved numerical stability, whilst reducing the need for artificial diffusion terms. A charge density adaptive mesh i...

We propose to apply “worldline numerics” to a numerical calculation of quark determinants. The Gross-Neveu model with a U(1) chiral symmetry is considered as a first test. The worldline approach allows for an analytic renormalisation, and only finite parts of the determinant require a numerical calculation. It is shown that the discretisation of the worldlines, which is central to the numerical...

this work deals with the calculation of franck-condon factors using hua potential function for the first time. the advantages of this function have been mentioned, and the numerical methods are used to obtain franck-condon factors for the following band systems: agreement between the values of this work and those obtained from other works is quite good that verifies the reliability of the prese...

We consider the Maldacena conjecture applied to the near horizon geometry of a D1-brane in the supergravity approximation and present numerical results of a test of the conjecture against the boundary field theory calculation using DLCQ. We previously calculated the two-point function of the stress-energy tensor on the supergravity side; the methods of Gubser, Klebanov, Polyakov, and Witten wer...