44 search results - page 7 / 9 » Numerical Approximation of Parabolic Stochastic Partial Diff... |
AMC
1999
13 years 7 months ago
1999
We examine analytical and numerical aspects of optimal control problems for firstorder elliptic systems in three dimensions. The particular setting we use is that of divcurl syste...
AMC
2011
12 years 11 months ago
2011
The present paper studies the probability of ruin of an insurer, if excess of loss reinsurance with reinstatements is applied. In the setting of the classical CramerLundberg risk ...
AUTOMATICA
2004
13 years 7 months ago
2004
A fundamental problem in the simulation and control of complex physical systems containing distributed-parameter components concerns finite-dimensional approximation. Numerical me...
NA
2010
13 years 6 months ago
2010
In the field of spectral element approximations, the interpolation points can be chosen on the basis of different criteria, going from the minimization of the Lebesgue constant to ...
CMA
2010
13 years 5 months ago
2010
Abstract. Previous work [51] showed how to solve time-fractional diffusion equations by particle tracking. This paper extends the method to the case where the order of the fraction...