72 citations
- Bulgarian Academy of SciencesBG5 papers
- Johannes Gutenberg University MainzDE4 papers
- American University of BeirutLB1 paper
- Amirkabir University of TechnologyIR1 paper
- Institute of Physical ChemistryPL1 paper
- Institut Jean Le Rond d'AlembertFR1 paper
- Iran University of Science and TechnologyIR1 paper
- Istituto per le Applicazioni del Calcolo Mauro PiconeIT1 paper
- Max Planck Institute for Polymer ResearchDE1 paper
- Roma Tre UniversityIT1 paper
- Saint - Petersburg State Chemical Pharmaceutical AcademyRU1 paper
- Université Pierre-et-Marie-CurieFR1 paper
8 papers
A Numerical Method for Pricing Discrete Double Barrier Option by Lagrange Interpolation on Jacobi Node
Amirhossein Sobhani, Mariyan Milev
In this paper, a rapid and high accurate numerical method for pricing discrete single and double barrier knock-out call options is presented. According to the well-known Black-Scho…
A Numerical Method for Pricing Discrete Double Barrier Option by Legendre Multiwavelet
Amirhossein Sobhani, Mariyan Milev
In this Article, a fast numerical numerical algorithm for pricing discrete double barrier option is presented. According to Black-Scholes model, the price of option in each monitor…
Thermal Breakage and Self-Healing of a Polymer Chain under Tensile Stress
A. Ghosh, D. I. Dimitrov, V. G. Rostiashvili +2
We consider the thermal breakage of a tethered polymer chain of discrete segments coupled by Morse potentials under constant tensile stress. The chain dynamics at the onset of frac…
Capillary filling with wall corrugations] Capillary filling in microchannels with wall corrugations: A comparative study of the Concus-Finn criterion by continuum, kinetic and atomistic approaches
S. Chibbaro, E. Costa, D. Dimitrov +5
We study the impact of wall corrugations in microchannels on the process of capillary filling by means of three broadly used methods - Computational Fluid Dynamics (CFD), Lattice-B…
Hydrokinetic simulations of nanoscopic precursor films in rough channels
S. Chibbaro, L. Biferale, K. Binder +4
We report on simulations of capillary filling of high-wetting fluids in nano-channels with and without obstacles. We use atomistic (molecular dynamics) and hydrokinetic (lattice-Bo…
Universal properties of a single polymer chain in slit: Scaling versus MD simulations
Dimitar I. Dimitrov, Andrey Milchev, Kurt Binder +2
We revisit the classical problem of a polymer confined in a slit in both of its static and dynamic aspects. We confirm a number of well known scaling predictions and analyse their…