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MOR
2008
81views more  MOR 2008»
15 years 22 days ago
Optimal Stopping of Linear Diffusions with Random Discounting
Abstract. We propose a new solution method for optimal stopping problems with random discounting for linear diffusions whose state space has a combination of natural, absorbing, or...
Savas Dayanik
61
Voted
KES
2006
Springer
15 years 22 days ago
Temperature Field Estimation for the Pistons of Diesel Engine 4112
Abstract. This paper proposes an approach to estimating the temperature field of the pistons of Diesel Engines 4112 using the combination of experimental measurement and finite ele...
Zuoqin Qian, Honghai Liu, Guangde Zhang, David J. ...
110
Voted
MCS
2006
Springer
15 years 22 days ago
A fractional step lattice Boltzmann method for simulating high Reynolds number flows
A fractional step lattice Boltzmann scheme is presented to greatly improve the stability of the lattice Boltzmann method (LBM) in modelling incompressible flows at high Reynolds n...
C. Shu, X. D. Niu, Y. T. Chew, Q. D. Cai
102
Voted
SIAMCO
2000
148views more  SIAMCO 2000»
15 years 17 days ago
Pontryagin's Principle For Local Solutions of Control Problems with Mixed Control-State Constraints
This paper deals with optimal control problems of semilinear parabolic equations with pointwise state constraints and coupled integral state-control constraints. We obtain necessar...
E. Casas, J. P. Raymond, H. Zidani
MCS
2007
Springer
15 years 9 days ago
Computing the principal eigenvalue of the Laplace operator by a stochastic method
We describe a Monte Carlo method for the numerical computation of the principal eigenvalue of the Laplace operator in a bounded domain with Dirichlet conditions. It is based on th...
Antoine Lejay, Sylvain Maire