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  • Dartboard Arrangements 
    Cohen Graeme; Tonkes Elliot (International Press, 2001)
    This note considers possible arrangements of the sectors of a generalised dartboard. The sum of the pth powers of the absolute differences of the numbers on adjacent sectors is introduced as a penalty cost function and ...
  • Derived sequences 
    Cohen Graeme; Iannucci Douglas (University of Waterloo, Ontario, Canada, 2003)
    We define a multiplicative arithmetic function D by assigning D(pa) = apa-1, when p is a prime and a is a positive integer, and, for n ¸ 1, we set D0(n) = n and Dk(n) = D(Dk-1(n)) when k ¸ 1. We term {Dk(n)}k =0 the ...
  • Dispersionless tunneling of slow light in antisymmetric photonic crystal couplers 
    Ha Sangwoo; Sukhorukov Andrey; Dossou Kokou; Botten Lindsay; Lavrinenko Andrei; Chigrin Dmitry; Kivshar Yuri (Optical Society of America, 2008)
    We suggest a novel and general approach to the design of photonic-crystal directional couplers operating in the slow-light regime. We predict, based on a general symmetry analysis, that robust tunneling of slow-light pulses ...
  • Does the market maker stabilize the market? 
    Zhu Mei; Chiarella Carl; He Xuezhong; Wang Duo (Elsevier Science BV, 2009)
    The market maker plays an important role in price formation, but his/her behavior and stabilizing impact on the market are relatively unclear, in particular in speculative markets. This paper develops a financial market ...
  • Dynamic Oligopilies, Stability and Bifurcation 
    Szidarovszky Ferenc; Chiarella Carl (Universidad De La Frontera, 2001)
    The theory of dynamic oligopolies is outlined. The asymptotical stability of the equilibrium is first verified under realistic conditions, with and without full information on the demand functions. In the presence of ...
  • Dynamic oligopolies and intertemporal demand interaction 
    Chiarella Carl; Szidarovsky Ferenc (Universidad de la Frontera, 2009)
    Dynamic oligopolies are examined with continuous time scales and under the assumption that the demand at each time period is affected by earlier demands and consumptions. After the mathematical model is introduced the local ...
  • Dynamic portfolio allocation, the dual theory of choice and probability distortion functions 
    Hamada Mahmoud; Sherris Michael; Van Der Hoek John (Peeters Publishing, 2006)
    Standard optimal portfolio choice models assume that investors maximise the expected utility of their future outcomes. However, behaviour which is inconsistent with the expected utility theory has often been observed. In ...
  • Electro/Magneto-Sensitive Elastomers and Lagrangian Electro/Magneto-Statics 
    Vertechy R; Castelli V; Waldron Kenneth (Chiang Mai University, Faculty of Science, 2004)
    NA
  • Families of rational numbers with predictable Engle product expansions`` 
    Melham Ray (University of Waterloo, Ontario, Canada, 2009)
    In 1987 Knopfmacher and Knopfmacher published new infinite product expansions for real numbers 0 < A < 1 and A > 1. They called these expansions Engel product expansions. At that time they had difficulty finding rational ...
  • Fundamental solutions, transition densities and the integration of Lie symmetries 
    Craddock Mark (Academic Press Inc Elsevier Science, 2009)
    In this paper we present some new applications of Lie symmetry analysis to problems in stochastic calculus. The major focus is on using Lie symmetries of parabolic PDEs to obtain fundamental solutions and transition ...
  • A Game Theoretical Coalition Model of International Fishing with Time Delay 
    Engel Andrew; Szidarovszky Ferenc; Chiarella Carl (Exodus Press, 2007)
    The oligopoly model of international fishing of Szidarovszky and Okuguchi [7] where the harvesting countries form a coalition is revisited with the additional assumption that there is a time lag in obtaining and ...
  • The Global Solution of an Initial Value Problem for a Generalised Boussinesq Equation 
    Lai Shaoyong; Wu Yong-Hong; Zhang Guangquan (Academic Publications, 2003)
  • A Hardware Generator of Multi-Point Distributed Random Numbers for Monte Carlo Simulation 
    Bruti Liberati Nicola; Martini Fillipo; Piccardi Massimo; Platen Eckhard (Elsevier, 2008)
    Monte Carlo simulation of weak approximation of stochastic differential equations constitutes an intensive computational task. In applications such as finance, for instance, to achieve "real time" execution, as often ...
  • Inferring the forward looking equity risk premium from derivative prices 
    Bhar Ramaprasad; Chiarella Carl; Runggaldier Wolfgang (Berkeley Electronic Press, 2004)
    This paper considers the measurement of the equity risk premium in financial markets from a new perspective that picks up on a suggestion from Merton (1980) to use implied volatility of options on a market portfolio as ...
  • Mathematics students' conceptions of mathematics 
    Reid Anna; Petocz Peter; Smith Geoff; Wood Leigh; Dortins Emma (New Zealand Mathematical Society, 2003)
    In this paper we report on the first phase of a study of mathematics students' conceptions of mathematics, their notions of professional work in the mathematical sciences and the relationship between these ideas and the ...
  • A multiobjective model of oligopolies under uncertainty 
    Chiarella Carl; Szidarovsky Ferenc (Universidad de la Frontera, 2009)
    It is assumed that in an n-firm single-product oligopoly without product differentiation the firms face an uncertain price function, which is considered random by the firms. At each time period each firm simultaneously ...
  • A Newton-GMRES Approach for the Analysis of the Postbuckling Behavior of the Solutions of the von Karman Equations 
    Dossou Kokou; Pierre Roger (SIAM (Society for Industrial & Applied Mathematics) Journals, 2003)
    We propose a Newton-GMRES¿type algorithm to solve the discrete von Karman problem. We show that this algorithm is efficient both in memory andcomputation time and robust in the neighborhood of the singular points of the ...
  • Ye olde Fibonacci curiosity shoppe revisited 
    Melham Ray (Fibonacci Association, 2004)
    There are many Fibonacci identities to be found in short informal articles in the early editions of The Fibonacci Quarterly. See, for example, [1] and [2]. The aim of the authors was to gather Fibonacci identities from ...
  • On perfect totient numbers 
    Iannucci Douglas; Moujie Deng; Cohen Graeme (University of Waterloo, Ontario, Canada, 2003)
  • On some reciprocal sums of Brousseau: An alternative approach to that of Carlitz 
    Melham Ray (Fibonacci Association, 2003)