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SIAMAM
2008
74views more  SIAMAM 2008»
15 years 4 months ago
Optimal Liquidation by a Large Investor
Abstract. We develop a partial equilibrium model to investigate the problem of optimal liquidation over a finite or infinite time horizon for an investor with large holdings in a r...
Ajay Subramanian
SIAMAM
2008
94views more  SIAMAM 2008»
15 years 4 months ago
Self-Similar Solutions for the Triple Point Paradox in Gasdynamics
Abstract. We present numerical solutions of a two-dimensional Riemann problem for the compressible Euler equations that describes the Mach reflection of weak shock waves. High reso...
Allen M. Tesdall, Richard Sanders, Barbara L. Keyf...
SIAMSC
2008
127views more  SIAMSC 2008»
15 years 4 months ago
Restoration of Chopped and Nodded Images by Framelets
In infrared astronomy, an observed image from a chop and nod process can be considered as the result of passing the original image through a highpass filter. Here we propose a rest...
Jian-Feng Cai, Raymond H. Chan, Lixin Shen, Zuowei...
SIAMSC
2008
167views more  SIAMSC 2008»
15 years 4 months ago
Low-Dimensional Polytope Approximation and Its Applications to Nonnegative Matrix Factorization
In this study, nonnegative matrix factorization is recast as the problem of approximating a polytope on the probability simplex by another polytope with fewer facets. Working on th...
Moody T. Chu, Matthew M. Lin
SIAMSC
2008
146views more  SIAMSC 2008»
15 years 4 months ago
A Continuous Interior Penalty Method for Viscoelastic Flows
In this paper we consider a finite element discretization of the Oldroyd-B model of viscoelastic flows. The method uses standard continuous polynomial finite element spaces for vel...
Andrea Bonito, Erik Burman