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Natanael Karjanto

Publications and source records attributed to Natanael Karjanto.

2 recordsLinked to original sources

Mathematical Aspects of Extreme Water Waves

This thesis deals with some theoretical aspects of deterministic freak wave generation in the wave basin of a hydrodynamic laboratory. We adopt the spatial nonlinear Schrödinger equation as a mathematical model to describe the deformation of the wave packet envelope while propagating downstream. We study extensively a family of exact solutions describing modulational instability, known as the Akhmediev-Eleonski\uı-Kulagin breather. Together with the Kuznetsov-Ma breather and Peregrine solution, they belong to a class of solutions called ''solitons on a non-vanishing background''. We present the dynamics using the variational formulation of the displaced phase-amplitude representation. From the corresponding physical wave field of the soliton, we observe that the linear phenomena of vanishing amplitude, phase singularity, wavefront dislocation occur simultaneously and a necessary condition for these is the unboundedness of the Chu-Mei quotient. The experimental results conducted at the high-speed wave basin of Maritime Research Institute Netherlands show a remarkable qualitative agreement with the predicted theoretical model, including an amplitude increase, phase singularity, and the preservation of wave packet frequencies. A further examination suggests some limitations of the evolution equation since it maintains a symmetry in the wave signal and wave spectrum throughout downstream propagation instead of exhibiting an asymmetric wave structure and the frequency downshift phenomenon.

nlin.PS

On a method of solving the Black-Scholes Equation

The paper proposes a different method of solving a simplified version of the Black-Scholes equation. This paper will discuss the importance of the Black-Scholes equation and its applications in finance.

q-fin.PR