We address in this paper the issue of computing diffuse global illumination solutions for animation sequences. The principal difficulties lie in the computational complexity of gl...
Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
Analysis of technology and application trends reveals a growing imbalance in the peak compute-to-memory-capacity ratio for future servers. At the same time, the fraction contribut...
Kevin T. Lim, Jichuan Chang, Trevor N. Mudge, Part...
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Reducing power consumption has become a major challenge in the design and operation of today's computer systems. This chapter describes different techniques addressing this c...