We develop a computational method for simulating models of gel dynamics where the gel is described by two phases, a networked polymer and a fluid solvent. The models consist of tra...
We discuss efficient Monte Carlo (MC) methods for the estimation of convex risk measures within the portfolio credit risk model CreditMetrics. Our focus lies on the Utilitybased ...
Two metaheuristic methods based on Tabu search are introduced to assign judges to individual competitions in a tournament. The complexity of the mathematical formulation accounting...
In this paper optimal control problems governed by the wave equation with control constraints are analyzed. Three types of control action are considered: distributed control, Neuma...
Stewart's Krylov-Schur algorithm offers two advantages over Sorensen's implicitly restarted Arnoldi (IRA) algorithm. The first is ease of deflation of converged Ritz vect...