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» When Discrete Meets Differential
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SIAMSC
2008
143views more  SIAMSC 2008»
14 years 9 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»
14 years 8 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
14 years 4 months 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 4 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 3 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