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» Numerical Methods for the Landau-Lifshitz-Gilbert Equation
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106
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IFIP
2005
Springer
15 years 6 months ago
Numerical Approximation of a Control Problem for Advection-Diffusion Processes
Two different approaches are proposed to enhance the efficiency of the numerical resolution of optimal control problems governed by a linear advection– diffusion equation. In ...
Alfio Quarteroni, Gianluigi Rozza, L. Dedè,...
SIAMSC
2008
143views more  SIAMSC 2008»
15 years 13 days ago
Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model
Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
Jari Toivanen
AAAI
1993
15 years 1 months ago
Numerical Behavior Envelopes for Qualitative Models
Semiquantitative models combine both qualitative and quantitative knowledge within a single semiquantitative qualitative differential equation (SQDE) representation. With current ...
Herbert Kay, Benjamin Kuipers
AMC
2008
86views more  AMC 2008»
15 years 20 days ago
Numerical solution of stochastic Nash games with state-dependent noise for weakly coupled large-scale systems
This paper discusses the infinite horizon stochastic Nash games with state-dependent noise. After establishing the asymptotic structure along with the positive semidefiniteness for...
Muneomi Sagara, Hiroaki Mukaidani, Toru Yamamoto
98
Voted
SIAMSC
2008
116views more  SIAMSC 2008»
15 years 13 days ago
A New Asymptotic Preserving Scheme Based on Micro-Macro Formulation for Linear Kinetic Equations in the Diffusion Limit
We propose a new numerical scheme for linear transport equations. It is based on a decomposition of the distribution function into equilibrium and non-equilibrium parts. We also us...
Mohammed Lemou, Luc Mieussens