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Delta-sigma (ΔΣ; or sigma-delta, ΣΔ) modulation is an oversampling method for encoding signals into low bit depth digital signals at a very high sample-frequency as part of the process of delta-sigma analog-to-digital converters (ADCs) and digital-to-analog converters (DACs). Delta-sigma modulation achieves high quality by utilizing a ...
If is less than the fracture toughness , the crack has not reached its critical size and the simulation is continued with the current crack size to calculate the alternating stress intensity as Δ K = β Δ σ π a . {\displaystyle \Delta K=\beta \Delta \sigma {\sqrt {\pi a}}.}
The Black–Scholes / ˌblæk ˈʃoʊlz / [1] or Black–Scholes–Merton model is a mathematical model for the dynamics of a financial market containing derivative investment instruments. From the parabolic partial differential equation in the model, known as the Black–Scholes equation, one can deduce the Black–Scholes formula, which gives ...
Swendsen–Wang algorithm. The Swendsen–Wang algorithm is the first non-local or cluster algorithm for Monte Carlo simulation for large systems near criticality. It has been introduced by Robert Swendsen and Jian-Sheng Wang in 1987 at Carnegie Mellon. The original algorithm was designed for the Ising and Potts models, and it was later ...
In mathematical finance, the Cox–Ingersoll–Ross (CIR) model describes the evolution of interest rates. It is a type of "one factor model" (short-rate model) as it describes interest rate movements as driven by only one source of market risk. The model can be used in the valuation of interest rate derivatives.
In mathematical finance, the Black–Scholes equation, also called the Black–Scholes–Merton equation, is a partial differential equation (PDE) governing the price evolution of derivatives under the Black–Scholes model. [1] Broadly speaking, the term may refer to a similar PDE that can be derived for a variety of options, or more generally ...
Large eddy simulation (LES) is a mathematical model for turbulence used in computational fluid dynamics. It was initially proposed in 1963 by Joseph Smagorinsky to simulate atmospheric air currents, [1] and first explored by Deardorff (1970). [2] LES is currently applied in a wide variety of engineering applications, including combustion, [3 ...
SACD, 1-bit delta-sigma modulation process known as Direct Stream Digital, co-developed by Sony and Philips. 5,644,800 Hz Double-Rate DSD, 1-bit Direct Stream Digital at 2× the rate of the SACD. Used in some professional DSD recorders. 11,289,600 Hz Quad-Rate DSD, 1-bit Direct Stream Digital at 4× the rate of the SACD. Used in some uncommon ...