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...
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. ...
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...
This paper deals with optimal control problems of semilinear parabolic equations with pointwise state constraints and coupled integral state-control constraints. We obtain necessar...
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...