Although variational methods are among the most accurate techniques for estimating the optical flow, they have not yet entered the field of real-time vision. Main reason is the gr...
We present a new random search method for solving simulation optimization problems. Our approach emphasizes the need for maintaining the right balance between exploration and expl...
Here we present a new, semidiscrete, central scheme for the numerical solution of one-dimensional systems of hyperbolic conservation laws. The method presented in this paper is an...
Abstract. In this paper, the approximation properties of the prolate spheroidal wave functions of order zero (PSWFs) are studied, and a set of optimal error estimates are derived f...
Mortgage-Backed-Securities (MBS), as the largest investment class of fixed income securities, have always been hard to price. Because of the following reasons, normal numerical me...