In this paper, we present a theoretical analysis of the error with three basic Monte Carlo radiosity algorithms, based on continuous collision shooting random walks, discrete coll...
Physical systemsoften exhibit complexnonlinear behaviors in continuoustime at multiple temporaland spatial scales. Abstractionssimplify behavioralanalysis and help focus on domina...
Abstract Approximate simulation relations have recently been introduced as a powerful tool for the approximation of discrete and continuous systems. In this paper, we his abstracti...
We consider multi-period portfolio selection problems for a decision maker with a specified utility function when the variance of security returns is described by a discrete time ...
The accuracy of adaptive integration algorithms for solving stiff ODE is investigated. The analysis is done by comparing the discrete and exact amplification factors of the equatio...