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The put/call provision is modeled as a constraint on the value of the bond in the finite difference scheme. The presentation will examine general requirements of analytical models, survey of currently available models (rings, membranes, shells and 3-D), numerical simulation techniques (including survey of numerical integration finite difference and finite element techniques, and recent applications to tire simulation), survey of available numerical simulation codes and a dynamic model. The demonstrated algorithm performs finite difference acoustic modelling for a seismic application. |
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