In classical revealed preference analysis we are given a sequence of linear prices (i.e., additive over goods) and an agent's demand at each of the prices. The problem is to d...
ct 9 A new discrete-velocity method for the numerical solution of large eddy simulation (LES) is presented based on relax10 ation type formulation. The discrete-velocity equations ...
Supply chain risk evaluation is a multi-criteria decision making problem under fuzzy environments. To tackle the problem, this paper firstly identifies and discusses some of the im...
In this article we discuss recent work on coarse-graining methods for microscopic stochastic lattice systems. We emphasize the numerical analysis of the schemes, focusing on error ...
In this paper, a moving mesh discontinuous Galerkin (DG) method is developed to solve the nonlinear conservation laws. In the mesh adaptation part, two issues have received much a...