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SIAMCO
2011
14 years 7 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
105
Voted
SIAMJO
2011
14 years 7 months ago
A Unifying Polyhedral Approximation Framework for Convex Optimization
Abstract. We propose a unifying framework for polyhedral approximation in convex optimization. It subsumes classical methods, such as cutting plane and simplicial decomposition, bu...
Dimitri P. Bertsekas, Huizhen Yu
104
Voted
SIAMAM
2011
14 years 7 months ago
Electromechanical Coupling in Cardiac Dynamics: The Active Strain Approach
The coupling between cardiac mechanics and electric signaling is addressed in a nonstandard framework in which the electrical potential dictates the active strain (not stress) of t...
D. Ambrosi, G. Arioli, F. Nobile, Alfio Quarteroni
KBSE
2003
IEEE
15 years 6 months ago
Specification and Synthesis of Hybrid Automata for Physics-Based Animation
Physics-based animation programs can often be modeled in terms of hybrid automata. A hybrid automaton includes both discrete and continuous dynamical variables. The discrete varia...
Thomas Ellman
114
Voted
AC
2003
Springer
15 years 5 months ago
Petri Nets and Manufacturing Systems: An Examples-Driven Tour
Abstract. There exists ample literature on Petri nets and its potential in the modelling, analysis, synthesis and implementation of systems in the manufacturing applications domain...
Laura Recalde, Manuel Silva, Joaquin Ezpeleta, Enr...