Sciweavers

303 search results - page 14 / 61
» Developmental Partial Differential Equations
Sort
View
HYBRID
2007
Springer
15 years 1 months ago
Viability-Based Computations of Solutions to the Hamilton-Jacobi-Bellman Equation
Abstract. This article proposes a new capture basin algorithm for computing the numerical solution of a class of Hamilton-Jacobi-Bellman (HJB) partial differential equations (PDEs)...
Alexandre M. Bayen, Christian G. Claudel, Patrick ...
IVC
2006
82views more  IVC 2006»
14 years 9 months ago
Nonlinear optimisation method for image segmentation and noise reduction using geometrical intrinsic properties
This paper considers the optimisation of a nonlinear functional for image segmentation and noise reduction. Equations optimising this functional are derived and employed to detect...
Sasan Mahmoodi, Bayan S. Sharif
102
Voted
SIAMCO
2011
14 years 4 months ago
Nonlinear Black-Scholes Equations in Finance: Associated Control Problems and Properties of Solutions
We study properties of solutions to fully nonlinear versions of the standard Black– Scholes partial differential equation. These equations have been introduced in financial mat...
Rüdiger Frey, Ulrike Polte
SIAMCO
2008
66views more  SIAMCO 2008»
14 years 9 months ago
Partial Information Linear Quadratic Control for Jump Diffusions
We study a stochastic control problem where the state process is described by a stochastic differential equation driven by a Brownian motion and a Poisson random measure, being af...
Yaozhong Hu, Bernt Oksendal
AMC
2006
94views more  AMC 2006»
14 years 9 months ago
Error analysis of a specialized numerical method for mathematical models from neuroscience
The exponential Euler method is a nonstandard approximation scheme that was developed specifically for the Hodgkin-Huxley differential equation models that arise in neuroscience a...
Jiyeon Oh, Donald A. French