Due to the success of dierential and linear attacks on a large number of encryption algorithms, it is important t o investigate relationships among the various cryptographic, including dierential and linear, characteristics of an S-box (substitution box). After discussing a precise relationship among three tables, namely the dierence, auto-correlation and correlation immunity distribution table...

| Matrix decomposition algorithms employing fast Fourier transforms were developed recently by the authors to solve the systems of linear algebraic equations that arise when piecewise Hermite bicubic orthogonal spline collocation (OSC) is applied to certain separable elliptic boundary value problems on a rectangle. In this paper, these algorithms are interpreted as Fourier methods in analogy wi...

In this work we introduce the notion of fuzzy volterra dierence equations and study the dynamicalproperties of some classes of this type of equations. We prove some comparison theorems for theseequations in terms of ordinary volterra dierence equations. Using these results the stability of thefuzzy nonlinear volterra dierence equations is investigated.

16 [16] S. Mallat Multiresolution approximation and wavelet orthonormal bases of L 2 (R) Transactions of AMS. vol 135 (1989) [17] K.J. Marfurt Accuracy of nite-dierence and nite-element modeling of the scalar wave equation. [21] V. Perrier & C. Basdevant La d ecomposition en ondelettes p eriodiques, un outil pour l'analyse de champs inhomog enes. Th eorie et algorithmes. La Recherche A erospati...

In this paper, for the numerical approximation of random partial differential equations (RPDEs) of parabolic type, an explicit higher order finite difference scheme is constructed. In continuation the main properties of deterministic difference schemes, i.e. consistency, stability and convergency are developed for the random cases. It is shown that the proposed random difference scheme has thes...

In this article we have applied a numerical finite difference method to solve the Black-Scholes European and American option pricing both presented by fractional differential equations in time and asset.

We analyze a simple system of conservation laws with a strong relaxation term. Well-posedness of the Cauchy problem, in the framework of BV-solutions, is proved. Furthermore, we prove that the solutions converge towards the solution of an equilibrium model as the relaxation time > 0 tends to zero. Finally, we show that the dierence between an equilibrium solution (= 0) and a non-equilibrium sol...