Stochastic Differential Equations Numerical Simulation Algorithm for Financial Problems Based on Euler Method

Author

Li, Fuyun ; Cao, Yuezu

Author_Institution

Dept. of Basic Sci., Beijing Inst. of Graphic Commun., Beijing, China

Volume

3

fYear

2010

fDate

16-18 July 2010

Firstpage

190

Lastpage

193

Abstract

The deformation resistance of composite tapes was measured through compression tests. At room temperature, composite tapes were compressed and shaped at different deformation rates to different extents, and the real stress-strain curve of the composite superconducting tapes was obtained. Regression analysis was carried out on the curve using the Nonlinear Least Square Fitting (NLSF) method to acquire the parameters and coefficients regarding the curve, and a mathematical model for the deformation resistance of the composite superconducting tapes was built.

Keywords

curve fitting; deformation; differential equations; least squares approximations; stochastic processes; stress-strain relations; superconducting tapes; Euler method; composite tape; deformation resistance; financial problem; nonlinear least square fitting; numerical simulation algorithm; regression analysis; stochastic differential equation; stress strain curve; superconducting tape; Immune system; Mathematical model; Multifilamentary superconductors; Resistance; Strain; Stress; Superconducting films; Composite tapes; NLSF; deformation resistance; mathematical model; superconducting;

fLanguage

English

Publisher

ieee

Conference_Titel

Information Technology and Applications (IFITA), 2010 International Forum on

Conference_Location

Kunming

Print_ISBN

978-1-4244-7621-3

Electronic_ISBN

978-1-4244-7622-0

Type

conf

DOI

10.1109/IFITA.2010.344

Filename

5634642