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...
— 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...
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...
— 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...
This paper presents the design, implementation, and evaluation of a practical voltage scaling (PDVS) algorithm for mobile devices primarily running multimedia applications. PDVS s...