Sciweavers

1028 search results - page 58 / 206
» Stochastic Differential Equations
Sort
View
81
Voted
FOCM
2002
83views more  FOCM 2002»
15 years 12 days ago
A Rigorous ODE Solver and Smale's 14th Problem
We present an algorithm for computing rigorous solutions to a large class of ordinary differential equations. The main algorithm is based on a partitioning process and the use of i...
Warwick Tucker
102
Voted
VC
2008
115views more  VC 2008»
15 years 17 days ago
Lattice Boltzmann based PDE solver on the GPU
In this paper, we propose a hardware-accelerated PDE (partial differential equation) solver based on the lattice Boltzmann model (LBM). The LBM is initially designed to solve fluid...
Ye Zhao
93
Voted
CORR
2010
Springer
101views Education» more  CORR 2010»
15 years 24 days ago
Computing the Least Fixed Point of Positive Polynomial Systems
We consider equation systems of the form X1 = f1(X1, . . . , Xn), . . . , Xn = fn(X1, . . . , Xn) where f1, . . . , fn are polynomials with positive real coefficients. In vector fo...
Javier Esparza, Stefan Kiefer, Michael Luttenberge...
JC
1998
65views more  JC 1998»
15 years 11 days ago
Monte Carlo Complexity of Global Solution of Integral Equations
The problem of global solution of Fredholm integral equations is studied. This means that one seeks to approximate the full solution function (as opposed to the local problem, whe...
Stefan Heinrich
105
Voted
AAECC
1998
Springer
167views Algorithms» more  AAECC 1998»
15 years 12 days ago
Generalized Bezout Identity
We describe a new approach of the generalized Bezout identity for linear time-varying ordinary differential control systems. We also explain when and how it can be extended to line...
J. F. Pommaret, Alban Quadrat