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Applied Mathematics research reports


1993-39Fernando Viera The evolution of cylindrical geostrophic vortices
1995-09P. Cao and C. Macaskill Iterative Techniques for Rough Surface Scattering Problems
1996-19C. Macaskill and P. Cao A New Treatment of Rough Surface Scattering
1996-25Peter W. Buchen Pricing European Barrier Options
1997-02V.A. Zheligovsky and S. Schwarz On the structure of classifications recognizable by the pattern recognition algorithm "Core-n"
1997-08Olga M. Podvigina Spatially-Periodic Steady Solutions to the Three-Dimensional Navier-Stokes Equation with the ABC-force
1997-13David Edelman and Thomas Gillespie The Stochastically Subordinated Log Normal Process Applied to Financial Time Series and Option Pricing
1998-15E. N. Glass and Jonathan Kress Solutions of Penrose's Equation
1998-32C. Macaskill Quasi-geostrophic three-dimensional flow in a cylinder
1998-33C. Macaskill, M.J. Sexton and B.F. Gray A reaction-diffusion model of stored bagasse
2000-10M.J. Sexton, C. Macaskill and B.F. Gray Thermal ignition in rectangular and triangular regions
2000-15Charles Macaskill, Andrew P. Bassom and Andrew G. Gilbert Nonlinear Wind-up in a Strained Planar Vortex
2001-07Hugh Luckock and Max Skipper Modeling the limit order book: analytic results and Monte Carlo simulations
2001-09Hugh Luckock A statistical model of a limit order market
2001-16Hossein Farajollahi and Hugh Luckock Dirac Observables and the Phase Space of General Relativity
2001-17Simon Davis and Hugh Luckock The quantum theory of a quadratic gravity theory derived from the heterotic string effective action


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