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This paper discusses the correlation structure between London Interbank Offered Rates (LIBOR) by using copula function. We start from one simplified model of Brace, Gatarek & Musiela (1997) and find o...
Coevolution is a technique that not only enables simulations to represent the formation of social structure, but also facilitates their capability to emulate the processes of iterative feedback under...
This study explores a method to characterize temporal structure of intermittent phase locking in oscillatory systems. When an oscillatory system is in a weakly synchronized regime away from a synchron...
Consider a system governed by the time-dependent Schr\"odinger equation in its ground state. When subjected to weak (size $\epsilon$) parametric forcing by an "ionizing field" (time-varying), the stat...
Potential scattering problems governed by the time dependent Gross-Pitaevskii equation are investigated numerically for various values of coupling constants. The initial condition is assumed to have t...
We wish to explore a link between the Lax integrability of the q-Painleve equations and the symmetries of the q-Painleve equations. To do this, we consider the set of associated linear problems for th...

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