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Full-Text Articles in Physical Sciences and Mathematics
Boundary Element Method (Bem) And Method Of Fundamental Solutions (Mfs) For The Boundary Value Problems Of The 2-D Laplace's Equation, Ermes Anthony Salgado-Ibarra
Boundary Element Method (Bem) And Method Of Fundamental Solutions (Mfs) For The Boundary Value Problems Of The 2-D Laplace's Equation, Ermes Anthony Salgado-Ibarra
UNLV Theses, Dissertations, Professional Papers, and Capstones
In this thesis we study the solution of the two dimensional Laplace equation by the boundary Element method (BEM) and the method of fundamental solutions (MFS). Both the BEM and MFS used to solve boundary value problems involving the Laplace equation 2-D settings. Both methods rely on the use of fundamental solution of the Laplace's equation (the solution of Laplace's equation in the distributional sense). We will contrast and compare the results we get using the BEM with results we get using the MFS.
Limiting Behavior Of Nondeterministic Fillings Of The Torus By Colored Squares, Pablo Rosell Gonzalez
Limiting Behavior Of Nondeterministic Fillings Of The Torus By Colored Squares, Pablo Rosell Gonzalez
Graduate Theses and Dissertations
In this work we study different dynamic processes for filling tori and n×∞ bands with edge-to-edge black and white squares at random. First we present a simulation for the Random Sequential Adsorption (RSA) with nearest-neighbor rejection on n×n tori. We are interested in the ratio of black to total tiles once the domain is saturated for large domains. Next we study the annealing process. Given a random excited tiling of an n×n torus, we show that as t→∞ the system reaches a stable state in which no tile is excited. This stable state can either be a tiling whose tiles …
Essays On Hedge Fund Replication: Methodological Assessment And Development Of The Factor Approach, Nonlinear Modeling And Policy Perspectives, Guillaume Weisang
Essays On Hedge Fund Replication: Methodological Assessment And Development Of The Factor Approach, Nonlinear Modeling And Policy Perspectives, Guillaume Weisang
2011
This dissertation is concerned with hedge fund replication, a subject of a practical and theoretical importance, both from an investment and a risk management point of view. One of our goals is to extend known methodologies in order to enhance our understanding of an industry that is known for its secrecy and its lack of transparency. A second goal is to contribute to the quantitative finance literature with improved techniques for hedge fund replication. Hedge fund replication (HFR) is approached from the methodological as well as from practical and regulatory perspectives. The first two chapters provide the motivation and the …