BIRD, BCAM's Institutional Repository Data
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Sharp bounds for the ratio of modified Bessel functions
(Mediterranean Journal of Mathematics, 20170621)Let $I_{\nu }\left( x\right) $ be the modified Bessel functions of the first kind of order $\nu $, and $S_{p,\nu }\left( x\right) =W_{\nu }\left( x\right) ^{2}2pW_{\nu }\left( x\right) x^{2}$ with $W_{\nu }\left( x\right) ... 
Lorentz estimates for asymptotically regular fully nonlinear parabolic equations
(Mathematische Nachrichten, 20170620)We prove a global Lorentz estimate of the Hessian of strong solutions to the CauchyDirichlet problem for a class of fully nonlinear parabolic equations with asymptotically regular nonlinearity over a bounded $C^{1,1}$ ... 
Numerical valuation of twoasset options under jump diffusion models using GaussHermite quadrature
(Journal of Computational and Applied Mathematics, 20170419)In this work a finite difference approach together with a bivariate Gauss–Hermite quadrature technique is developed for partial integrodifferential equations related to option pricing problems on two underlying asset ... 
From G  Equation to Michelson  Sivashinsky Equation in Turbulent Premixed Combustion Modelling
(Proceedings/Extended Abstract Book (6 pages) of the XXXIX Meeting of the Italian Section of the Combustion Institute, Naples, Italy, 20170620)It is well known that the MichelsonSivashinky equation describes hydrodynamic instabilities in turbulent premixed combustion. Here a formulation of the flame front propagation based on the Gequation and on stochastic ... 
DarrieusLandau instabilities in the framework of the Gequation
(Digital proceedings of the 8th European Combustion Meeting, 1821 April 2017, Dubrovnik, Croatia, 201704)We consider a model formulation of the flame front propagation in turbulent premixed combustion based on stochastic fluctuations imposed to the mean flame position. In particular, the mean flame motion is described by ...