The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Abstract. We present a multigrid algorithm for the solution of distributed parameter inverse problems constrained by variable-coefficient linear parabolic partial differential equa...
The timely detection that a monitored variable has crossed a given threshold is a fundamental requirement for many network management applications. A challenge is the detection of ...
In distributed P2P environments, peers (i.e., users) often have to request the services from some unfamiliar peers (i.e., resources) that could be altruistic, selfish, or even ma...
We consider sensor networks where the sensor nodes are attached on entities that move in a highly dynamic, heterogeneous manner. To capture this mobility diversity we introduce a ...