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I present some applications of geometric flows in string theory and gravity. In some circumstances time evolution in string theory can be approximately identified with Ricci-flow parametric evolution...
On a class of semi-elliptic diffusion models. Part I: a constructive analytical approach for global existence, densities, and numerical schemes (with applications to the Libor market model)
Degenerate parabolic equations financial derivatives sen-sitivities Monte-Carlo methods
2010/4/27
Computational parsimony makes reduced factor Libor market models popular among practioners. However, value functions and sensitivities of such models are described by degenerate parabolic (i.e. semiel...
Magnetic fluids may be classified as ferrofluids (FF), which are colloidal suspensions of very fine (» 10 nm) magnetic particles, and magnetorheological fluids, which are suspensions of larger, ...
