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MOC
1998
144views more  MOC 1998»
15 years 4 months ago
Convergence of a random walk method for a partial differential equation
Abstract. A Cauchy problem for a one–dimensional diffusion–reaction equation is solved on a grid by a random walk method, in which the diffusion part is solved by random walk...
Weidong Lu
FOCM
2010
143views more  FOCM 2010»
15 years 3 months ago
Algebraic Structures of B-series
B-series are a fundamental tool in practical and theoretical aspects of numerical integrators for ordinary differential equations. A composition law for B-series permits an elega...
Philippe Chartier, Ernst Hairer, Gilles Vilmart
116
Voted
INFORMATICALT
2010
102views more  INFORMATICALT 2010»
15 years 2 months ago
Closed-Loop System Identification with Modifications of the Instrumental Variable Method
Least-squares method is the most popular method for parameter estimation. It is easy applicable, but it has considerable drawback. Under well-known conditions in the presence of no...
Nasko Atanasov, Alexander Ichtev
ANOR
2011
124views more  ANOR 2011»
14 years 12 months ago
Stochastic dominance of portfolio insurance strategies - OBPI versus CPPI
Abstract The purpose of this article is to analyze and compare two standard portfolio insurance methods: Option-based Portfolio Insurance (OBPI) and Constant Proportion Portfolio I...
Rudi Zagst, Julia Kraus
156
Voted
MCM
2011
14 years 12 months ago
The Das-Moser commutator closure for filtering through a boundary is well-posed
When filtering through a wall with constant averaging radius, in addition to the subfilter scale stresses, a non-closed commutator term arises. We consider a proposal of Das and ...
William Layton, Catalin Trenchea