Iterative solutions to sequences of Helmholtz equations

We consider sequences of linear systems of equations that follow from the differential equations that describe the acoustics of a car, where the solution to a single linear system corresponds to the pressure perturbations that are caused by acoustic waves of a certain frequency. We consider several iterative numerical methods which belong to the...

Stochastic Modeling of Order Book Dynamics

In this project the order book model proposed by Cont et al. [10] is used as a starting point to model order book dynamics. This model nicely combines three desirable properties from earlier studies: it is easy to calibrate, it reproduces statistical properties of the order book and it allows to make analytical computations in the order book....

An inquiry into the limits of applicability of the refraction - diffraction equation

This study has been undertaken in order to find out what is to be understood by " rather gentle " slopes. That is, it is an inquiry into the limits of applicability of the refraction - diffraction equation. In this study, the refraction - diffraction equation, as well as the set of equations from which it has "been derived, are used to predict...