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...
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...
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...
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...
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...