Search results
Results from the WOW.Com Content Network
For common optical glasses, the refractive index calculated with the three-term Sellmeier equation deviates from the actual refractive index by less than 5×10 −6 over the wavelengths' range [5] of 365 nm to 2.3 μm, which is of the order of the homogeneity of a glass sample. [6]
A closely related yet independent quantity is the group-delay dispersion (GDD), defined such that group-velocity dispersion is the group-delay dispersion per unit length. GDD is commonly used as a parameter in characterizing layered mirrors, where the group-velocity dispersion is not particularly well-defined, yet the chirp induced after ...
The flow of net fixed investment is the time derivative of the capital stock. The flow of inventory investment is the time derivative of the stock of inventories. The growth rate of the money supply is the time derivative of the money supply divided by the money supply itself. Sometimes the time derivative of a flow variable can appear in a model:
The Crank–Nicolson stencil for a 1D problem. The Crank–Nicolson method is based on the trapezoidal rule, giving second-order convergence in time.For linear equations, the trapezoidal rule is equivalent to the implicit midpoint method [citation needed] —the simplest example of a Gauss–Legendre implicit Runge–Kutta method—which also has the property of being a geometric integrator.
The function must be discretized spatially with a central difference scheme. This is an explicit method which means that, u i n + 1 {\displaystyle u_{i}^{n+1}} can be explicitly computed (no need of solving a system of algebraic equations) if values of u {\displaystyle u} at previous time level ( n ) {\displaystyle (n)} are known.
Therefore, the true derivative of f at x is the limit of the value of the difference quotient as the secant lines get closer and closer to being a tangent line: ′ = (+) (). Since immediately substituting 0 for h results in 0 0 {\displaystyle {\frac {0}{0}}} indeterminate form , calculating the derivative directly can be unintuitive.
For example, consider the ordinary differential equation ′ = + The Euler method for solving this equation uses the finite difference quotient (+) ′ to approximate the differential equation by first substituting it for u'(x) then applying a little algebra (multiplying both sides by h, and then adding u(x) to both sides) to get (+) + (() +).
The approach arises since the evolution of the option value can be modelled via a partial differential equation (PDE), as a function of (at least) time and price of underlying; see for example the Black–Scholes PDE. Once in this form, a finite difference model can be derived, and the valuation obtained. [2]