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The Wiener-Hopf technique, its generalizations and applications
This paper reviews the modern state of the Wiener-Hopf factorization method and its generalizations. The main constructive results for matrix Wiener-Hopf problems are presented, approximate methods are outlined and the main...
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The Wiener-Hopf technique, its generalizations and applications
This paper reviews the modern state of the Wiener-Hopf factorization method and its generalizations. The main constructive results for matrix Wiener-Hopf problems are presented, approximate methods are outlined and the main...
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A Wiener-Hopf Monte Carlo simulation technique for Lévy process
We develop a completely new and straightforward method for simulating the joint law of the position and running maximum at a fixed time of a general Levy process with a view to application in insurance and financial mathematics....
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A Wiener-Hopf Monte Carlo simulation technique for Lévy process
We develop a completely new and straightforward method for simulating the joint law of the position and running maximum at a fixed time of a general Levy process with a view to application in insurance and financial mathematics....
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On the Wiener-Hopf solution of water-wave interaction with a submerged elastic or poroelastic plate.
A solution to the problem of water-wave scattering by a semi-infinite submerged thin elastic plate, which is either porous or non-porous, is presented using the Wiener-Hopf technique. The derivation of the Wiener-Hopf equation...
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Maxwell-Stefan diffusion coefficient estimation for ternary systems
C D'Agostino
Aug 02, 2017
The Maxwell–Stefan model is a popular diffusion model originally developed to model diffusion of gases, which can be considered thermodynamically ideal mixtures, although its application has been extended to model diffusion in...
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On melting and freezing for the 2D radial Stefan problem
We consider the two dimensional free boundary Stefan problem describing the evolution of a spherically symmetric ice ball $\{r\leq \l(t)\}$. We revisit the pioneering analysis of \cite{HeVe} and prove the existence in the radial...
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Lyapunov inverse iteration for identifying Hopf bifurcations in models of incompressible flow
The identification of instability in large-scale dynamical systems caused by Hopf bifurcation is difficult because of the problem of identifying the rightmost pair of complex eigenvalues of large sparse generalized eigenvalue...
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Lyapunov inverse iteration for identifying Hopf bifurcations in models of incompressible flow
The identification of instability in large-scale dynamical systems caused by Hopf bifurcation is difficult because of the problem of identifying the rightmost pair of complex eigenvalues of large sparse generalized eigenvalue...
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Multilevel Monte Carlo simulation for Lévy processes based on the Wiener–Hopf factorisation
In Kuznetsov et al. (2011) a new Monte Carlo simulation technique was introduced for a large family of Lévy processes that is based on the Wiener–Hopf decomposition. We pursue this idea further by combining their technique with...
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Multilevel Monte Carlo simulation for Lévy processes based on the Wiener–Hopf factorisation
In Kuznetsov et al. (2011) a new Monte Carlo simulation technique was introduced for a large family of Lévy processes that is based on the Wiener–Hopf decomposition. We pursue this idea further by combining their technique with...
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Non-smooth Hopf-type bifurcations arising from impact–friction contact events in rotating machinery
We analyse the novel dynamics arising in a nonlinear rotor dynamic system by investigating the discontinuity-induced bifurcations corresponding to collisions with the rotor housing (touchdown bearing surface interactions). The...
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Non-smooth Hopf-type bifurcations arising from impact–friction contact events in rotating machinery
We analyse the novel dynamics arising in a nonlinear rotor dynamic system by investigating the discontinuity-induced bifurcations corresponding to collisions with the rotor housing (touchdown bearing surface interactions). The...
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When Emotions Rule Knowledge
Although emotions play an important role in human behavior and knowledge studies, knowledge management (KM) research considers them from specific angles and, to date, has lacked a comprehensive understanding of the emotions...
Constructing Seamless Learning Through Game-Based Learning Experiences
The goal of this paper is to explore how game-based experiences can be leveraged through mobile technology to activate learner engagement and achieve a seamless connection between formal and informal learning. The paper presents...
Social Adventure
Social environments can be challenging for people with intellectual disabilities. These challenges impact a person's social inclusion and participation in their communities. Social skills development requires training and...
A Value Framework for Technology Potentials
This paper proposes a modified approach for analyzing and presenting the value generation, capture, and distribution from organizational adoption of new technologies. The focal technology used is emotion detection, and technical...
Assessing Maturity in Data-Driven Culture
Research on assessing a group's maturity in data-driven culture is rare and fragmented. This article investigates how maturity in data-driven culture can be assessed from a historical perspective. A case study was done on how...
The extended hypergeometric class of Lévy processes
We review and extend the class of hypergeometric Lévy processes explored in Kuznetsov and Pardo (2013) with a view to computing fluctuation identities related to stable processes. We give the Wiener-Hopf factorisation of a...
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Winthrop's March 25 Organ Series to Welcome German Musicians Who Are Leading Authorities on Bach, Karg-Elert
Winthrop University
Jan 01, 0001
Winthrop University's International Organ Series brings to campus two German musicians who share a Leipzig connection for a March 25 event entitled "Bach and Beyond -- the Leipzig Organ Tradition." Christoph Wolff is considered...
Published by: Winthrop University
Double hypergeometric Lévy processes and self-similarity
Motivated by a recent paper of Budd, where a new family of positive self-similar Markov processes associated to stable processes appears, we introduce a new family of Lévy processes, called the double hypergeometric class, whose...
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Double hypergeometric Lévy processes and self-similarity
Motivated by a recent paper of Budd, where a new family of positive self-similar Markov processes associated to stable processes appears, we introduce a new family of Lévy processes, called the double hypergeometric class, whose...
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