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APPML
2006
84views more  APPML 2006»
14 years 9 months ago
Approximate deconvolution boundary conditions for large eddy simulation
We introduce new boundary conditions for Large Eddy Simulation. These boundary conditions are based on an approximate deconvolution approach. They are computationally efficient an...
Jeff Borggaard, T. Iliescu
WSC
2004
14 years 11 months ago
Approximating Free Exercise Boundaries for American-Style Options Using Simulation and Optimization
Monte Carlo simulation can be readily applied to asset pricing problems with multiple state variables and possible path dependencies because convergence of Monte Carlo methods is ...
Barry R. Cobb, John M. Charnes
WSC
2004
14 years 11 months ago
Experimental Performance Evaluation of Histogram Approximation for Simulation Output Analysis
We summarize the results of an experimental performance evaluation of using an empirical histogram to approximate the steady-state distribution of the underlying stochastic proces...
E. Jack Chen, W. David Kelton
69
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WSC
2007
14 years 12 months ago
The optimizing-simulator: merging simulation and optimization using approximate dynamic programming
There has long been a competition between simulation and optimization in the modeling of problems in transportation and logistics, machine scheduling and similar highdimensional p...
Warren B. Powell
86
Voted
CAD
2006
Springer
14 years 9 months ago
An efficient, error-bounded approximation algorithm for simulating quasi-statics of complex linkages
Design and analysis of articulated mechanical structures, commonly referred to as linkages, is an integral part of any CAD/CAM system. The most common approaches formulate the pro...
Stephane Redon, Ming C. Lin