Searched for: subject%3A%22asymptotic%255C+expansions%22
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El Hasadi, Yousef M.F. (author), Padding, J.T. (author)
At the beginning of the second half of the twentieth century, Proudman and Pearson (J. Fluid. Mech.,2(3), 1956, pp.237–262) suggested that the functional form of the drag coefficient (C<sub>D</sub>) of a single sphere subjected to uniform fluid flow consists of a series of logarithmic and power terms of the Reynolds number (Re). In this paper...
journal article 2023
document
Righolt, B.W. (author), Kenjeres, S. (author), Kalter, R. (author), Tummers, M.J. (author), Kleijn, C.R. (author)
We study the flow in a layer of conductive liquid under the influence of surface tension, gravity, and Lorentz forces due to imposed potential differences and transverse magnetic fields, as a function of the Hartmann number, the Bond number, the Reynolds number, the capillary number and the height-to-width ratio A. For aspect ratios A 1 and...
journal article 2016
document
Chen, B. (author)
One purpose of exotic derivative pricing models is to enable financial institutions to quantify and manage their financial risk, arising from large books of portfolios. These portfolios consist of many non-standard exotic financial products. Risk is managed by means of the evaluation of sensitivity parameters, i.e. the so-called Greeks, the...
doctoral thesis 2012
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Chapiro, G. (author), Mallybaev, A.A. (author), De Souza, A.J. (author), Marchesin, D. (author), Bruining, J. (author)
There is a renewed interest in using combustion for the recovery of medium viscosity oil. We consider the combustion process when air is injected into the porous medium containing some fuel and inert gas. Commonly the reaction rate is negligible at low temperatures, hence the possibility of oxygen breakthrough. In this case, the oxygen gets in...
journal article 2012
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De Jong, L. (author)
This thesis discusses the use of perturbation theory in the context of financial mathematics, in particular on the use of matched asymptotic expansions in option pricing. Our methods are applied to the ordinary Black-Scholes model for illustration. In this simple example of the Black-Scholes model an exact solution is available, so it is in fact...
master thesis 2010
document
Wesseling, P. (author)
journal article 1975
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