Exploring stabilisation techniques for the reduced basis approximation of avection-diffusion PDEs
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We introduce a novel stochastic volatility model where the squared volatility of the asset return follows a Jacobi process. It contains the Heston model as a limit case. We show that the joint density of any finite sequence of log-returns admits a Gram–Cha ...
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This paper addresses the techno-economic evaluation and optimisation of processes converting lignocellulosic biomass into liquid fuels, through the development of a suitable framework and the modelling and design of Biomass to Liquids (BTL) processes. In p ...
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The calculation of the inverse scalelengths R/LT, R/Ln may depend on the choice of the radial variable, depending on the definition of the scalelength. The value of λT and λn, as defined in [O. Sauter {\it et al}, Phys. Plasmas {\bf ...
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