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» Numerical Methods for the Landau-Lifshitz-Gilbert Equation
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IFIP
2005
Springer
15 years 11 months ago
Numerical Approximation of a Control Problem for Advection-Diffusion Processes
Two different approaches are proposed to enhance the efficiency of the numerical resolution of optimal control problems governed by a linear advection– diffusion equation. In ...
Alfio Quarteroni, Gianluigi Rozza, L. Dedè,...
SIAMSC
2008
143views more  SIAMSC 2008»
15 years 6 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
AAAI
1993
15 years 7 months ago
Numerical Behavior Envelopes for Qualitative Models
Semiquantitative models combine both qualitative and quantitative knowledge within a single semiquantitative qualitative differential equation (SQDE) representation. With current ...
Herbert Kay, Benjamin Kuipers
AMC
2008
86views more  AMC 2008»
15 years 6 months ago
Numerical solution of stochastic Nash games with state-dependent noise for weakly coupled large-scale systems
This paper discusses the infinite horizon stochastic Nash games with state-dependent noise. After establishing the asymptotic structure along with the positive semidefiniteness for...
Muneomi Sagara, Hiroaki Mukaidani, Toru Yamamoto
SIAMSC
2008
116views more  SIAMSC 2008»
15 years 6 months ago
A New Asymptotic Preserving Scheme Based on Micro-Macro Formulation for Linear Kinetic Equations in the Diffusion Limit
We propose a new numerical scheme for linear transport equations. It is based on a decomposition of the distribution function into equilibrium and non-equilibrium parts. We also us...
Mohammed Lemou, Luc Mieussens