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Fischer-clifford matrices and character tables of inertia groups of maximal subgroups of finite simple groups of extension type
(University of the Western Cape, 2011)
The aim of this dissertation is to calculate character tables of group extensions. There are several well–developed methods for calculating the character tables of group extensions. In this dissertation we study the method ...
Codes, graphs and designs related to iterated line graphs of complete graphs
(University of the Western Cape, 2011)
In this thesis, we describe linear codes over prime fields obtained from incidence designs of iterated line graphs of complete graphs Li(Kn) where i = 1, 2. In the binary case, results are extended to codes from neighbourhood ...
Mesh Free Methods for Differential Models In Financial Mathematics
(University of the Western Cape, 2011)
Many problems in financial world are being modeled by means of differential equation. These problems are time dependent, highly nonlinear, stochastic and heavily depend on the previous history of time. A variety of financial ...
Numerical singular perturbation approaches based on spline approximation methods for solving problems in computational finance
(University of the Western Cape, 2011)
Options are a special type of derivative securities because their values are derived from the value of some underlying security. Most options can be grouped into either of the two categories: European options which can be ...
Analysis and implementation of robust numerical methods to solve mathematical models of HIV and Malaria co-infection
(University of the Western Cape, 2011)
There is a growing interest in the dynamics of the co-infection of these two diseases. In this thesis, firstly we focus on studying the effect of a distributed delay representing the incubation period for the malaria ...
Mesh free methods for differential models in financial mathematics
(University of the Western Cape, 2011)
Many problems in financial world are being modeled by means of differential equation. These problems are time dependent, highly nonlinear, stochastic and heavily depend on the previous history of time. A variety of financial ...
Numerical singular perturbation approaches based on spline approximation methods for solving problems in computational finance
(University of the Western Cape, 2011)
Options are a special type of derivative securities because their values are derived from
the value of some underlying security. Most options can be grouped into either of
the two categories: European options which can ...