We propose an alternative to the classical post-treatment of the homogenization method for shape optimization. Rather than penalize the material density once the optimal composite ...
It has been observed by E. Eberlein and U. Keller that the hyperbolic distribution fits logarithmic rates of returns of a stock much better than the normal distribution. We give a...
This paper investigates the rate of convergence of an alternative approximation method for stochastic differential equations. The rates of convergence of the one-step and multi-st...
This paper addresses the need for nonlinear programming algorithms that provide fast local convergence guarantees no matter if a problem is feasible or infeasible. We present an a...
We propose a numerical method to approximate the solution of second order elliptic problems in nonvariational form. The method is of Galerkin type using conforming finite elements...