126 search results - page 2 / 26 » Space Based Architecture for Numerical Solving |
DSN
2005
IEEE
13 years 8 months ago
2005
IEEE
In general, decision support is one of the main purposes of model-based analysis of systems. Response surface methodology (RSM) is an optimization technique that has been applied ...
IMCSIT
2010
13 years 3 months ago
2010
The stochastic Lotka-Volterra model is an infinite Markov population model that has applications in various life science domains. Its analysis is challenging since, besides an infi...
MCS
2008
Springer
13 years 5 months ago
2008
Springer
Dynamical low-rank approximation is a differential-equation based approach to efficiently computing low-rank approximations to time-dependent large data matrices or to solutions o...
SIAMNUM
2010
13 years 1 months ago
2010
We present and analyze an algorithm to solve numerically BSDEs based on Picard's iterations and on a sequential control variate technique. Its convergence is geometric. Moreov...
SC
2009
ACM
13 years 11 months ago
2009
ACM
It has been shown that the sparse grid combination technique can be a practical tool to solve high dimensional PDEs arising in multidimensional option pricing problems in finance...