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RT
2000
Springer
15 years 10 months ago
Wavelet Radiosity on Arbitrary Planar Surfaces
Abstract. Wavelet radiosity is, by its nature, restricted to parallelograms or triangles. This paper presents an innovative technique enabling wavelet radiosity computations on pla...
Nicolas Holzschuch, François Cuny, Laurent ...
WSC
2008
15 years 9 months ago
Smooth flexible models of nonhomogeneous poisson processes using one or more process realizations
We develop and evaluate a semiparametric method to estimate the mean-value function of a nonhomogeneous Poisson process (NHPP) using one or more process realizations observed over...
Michael E. Kuhl, Shalaka C. Deo, James R. Wilson
EOR
2006
78views more  EOR 2006»
15 years 6 months ago
A multi-objective resource allocation problem in PERT networks
We develop a multi-objective model for resource allocation problem in PERT networks with exponentially or Erlang distributed activity durations, where the mean duration of each ac...
Amir Azaron, Hideki Katagiri, Masatoshi Sakawa, Ko...
MANSCI
2006
82views more  MANSCI 2006»
15 years 6 months ago
Pricing American-Style Derivatives with European Call Options
We present a new approach to pricing American-style derivatives that is applicable to any Markovian setting (i.e., not limited to geometric Brownian motion) for which European cal...
Scott B. Laprise, Michael C. Fu, Steven I. Marcus,...
AMC
2005
132views more  AMC 2005»
15 years 6 months ago
Higher order isoparametric finite element solution of Stokes flow
A finite element method of the penalization type, using higher order shape functions with rectangular elements, is presented for the solution of the Stokes flow. The fluid is visc...
R. Eid