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» When Discrete Meets Differential
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SIAMSC
2008
143views more  SIAMSC 2008»
15 years 5 months ago
Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model
Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
Jari Toivanen
ICRA
2010
IEEE
134views Robotics» more  ICRA 2010»
15 years 3 months ago
Design of guaranteed safe maneuvers using reachable sets: Autonomous quadrotor aerobatics in theory and practice
— For many applications, the control of a complex nonlinear system can be made easier by modeling the system as a collection of simplified hybrid modes, each representing a part...
Jeremy H. Gillula, Haomiao Huang, Michael P. Vitus...
MOC
2010
15 years 5 days ago
Integral deferred correction methods constructed with high order Runge-Kutta integrators
Spectral deferred correction (SDC) methods for solving ordinary differential equations (ODEs) were introduced by Dutt, Greengard and Rokhlin [5]. It was shown in [5] that SDC metho...
Andrew J. Christlieb, Benjamin W. Ong, Jing-Mei Qi...
GLOBECOM
2007
IEEE
15 years 11 months ago
An Analytical Model for a Book-Ahead Bandwidth Scheduler
— Optical networks with book-ahead bandwidth schedulers are being deployed to meet the high-speed and predictable-service networking requirements of applications in the scienti...
Xiangfei Zhu, Mark E. McGinley, Tao Li, Malathi Ve...
MM
2004
ACM
109views Multimedia» more  MM 2004»
15 years 10 months ago
Practical voltage scaling for mobile multimedia devices
This paper presents the design, implementation, and evaluation of a practical voltage scaling (PDVS) algorithm for mobile devices primarily running multimedia applications. PDVS s...
Wanghong Yuan, Klara Nahrstedt