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Št. zadetkov: 4
Comparing algebraic and numerical solutions of classical diffusion process equations in computational financial mathematics
Andreas Ruffing, Patrick Windpassinger, Stefan Panig
Izvirni znanstveni članek
Oznake: Matematika;
We revise the interrelations between the classical Black Scholes equation, the diffusion equation and Burgers equation. Some of the algebraic properties the diffusion equation shows are elaborated and qualitatively presented. The related numerical elementary recipes are briefly elucidated in context ...
Leto: 2001 Vir: Digitalna knjižnica Univerze v Mariboru (DKUM)
Difference-differential operators for basic adaptive discretizations and their central function systems
Lucia Birk, Sophia Roßkopf, Andreas Ruffing
Izvirni znanstveni članek
Oznake: discretization;difference operator;Lie algebra;difference equations;
The concept of inherited orthogonality is motivated and an optimality statement for it is derived. Basic adaptive discretizations are introduced. Various properties of difference operators which are directly related to basic adaptive discretizations are looked at. A Lie-algebraic concept for obtaini ...
Leto: 2012 Vir: Univerza v Mariboru (UM)
Some basic difference equations of Schrodinger boundary value problems
Andreas Ruffing, Maria Meiler, Andrea Bruder
Izvirni znanstveni članek
Oznake: differential equations;discretization;Schrödinger equations;value problems;
We consider special basic difference equations which are related to discretizations of Schrödinger equations on time scales with special symmetry properties, namely, so-called basic discrete grids. These grids are of an adaptive grid type. Solving the boundary value problem of suitable Schrödinger e ...
Leto: 2009 Vir: Univerza v Mariboru (UM)
Oscillatory difference equations and moment problems
José M. Ferreira, Sandra Pinelas, Andreas Ruffing
Izvirni znanstveni članek
Oznake: difference equations;Hermite polynomials;polynomials;discretization;
In this paper, we first consider some new oscillatory results with respect to the discrete Hermite polynomials of type I, respectively, type II and the Heim-Lorek polynomials. In the second part, we investigate the oscillatory and boundedness properties of the related orthogonality measures and the ...
Leto: 2014 Vir: Univerza v Mariboru (UM)
Št. zadetkov: 4
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