On the closest distance between a point and a convex body / O najmniejszej odległości między punktem a ciałem wypukłym
Journal Title: Bulletin de la Société des sciences et des lettres de Łódź, Série: Recherches sur les déformations - Year 2017, Vol 0, Issue 2
Abstract
On a strictly convex curve we find explicitly a point realizing the shortest distance to a given point lying in the exterior of our curve. The result uses a support function of a strictly convex plane curve and can have practical applications. Moreover, we determine one of tangent lines to a strictly convex curve C passing through a given point lying in the exterior of C.
Authors and Affiliations
Waldemar Cieślak, Witold Mozgowa, Paweł Wlaź
Topological counterpart of the Noshiro-Warschawski theorem for complex-valued functions / Topologiczny odpowiednik twierdzenia Noshiro-Warschawskiego dla funkcji zespolonych
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Molecular organization in pentacene thin film on SiO2 surface using spec-troscopic ellipsometry, infrared spectroscopy, and atomic force microscopy / Organizacja molekularna w warstwie pentacenu osadzonej na powierzchni SiO2 przebadana elipsometrią , spektroskopią podczerwieni i mikroskopią sił atomowych
Thin films of pentacene of 32-nm thickness obtained by organic molecular beam depo- sition (OMBD) in high vacuum conditions onto silicon/native silica (Si/SiO2) and fused silica substrates were examined. Anisotropic opti...
No-hole λ-L (k, k – 1, …, 2,1)-labeling for square grid / BEZLUKOWE λ -L(K;K - 1; : : : ;2;1)-ETYKIETOWANIEKWADRATOWEJ KRATY
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Multi-objective optimization of vehicle routing problem using hybrid GA-PSO algorithm with modified best cost route crossover operator / Optymalizacja wielokryterialna problemu marszrutyzacji wykorzystująca hybrydowy algorytm GA-PSO wraz z zmodyfikowanym operatorem krzyżowania BCRC
The Vehicle Routing Problem (VRP) is a well-known nondeterministic polynomial (NP) hard and multi-objective optimization problem in computer science. Moreover, VRP has many implementations in everyday life problems like...
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We prove that the convergence of calibrated Cox-Ross-Rubinstein option price formulas to the Black-Scholes formula is uniform with respect to initial stock price s0 2 (∈; ∞)