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SIAMAM
2008
13 years 10 months ago
2008
In this paper we derive a general system of transport equations for the moments of reflected and transmitted mode amplitudes in a randomly perturbed waveguide, in a regime where ba...
SIAMJO
2008
13 years 10 months ago
2008
We present an algorithm for large-scale equality constrained optimization. The method is based on a characterization of inexact sequential quadratic programming (SQP) steps that ca...
SIAMSC
2008
13 years 10 months ago
2008
Abstract. A new iterative algorithm for the solution of minimization problems in infinitedimensional Hilbert spaces which involve sparsity constraints in form of p-penalties is pro...
EOR
2010
13 years 5 months ago
2010
We analyze the problem of pricing and hedging contingent claims in the multi-period, discrete time, discrete state case using the concept of a sufficiently attractive expected gai...
MOC
2010
13 years 5 months ago
2010
The coupling of local discontinuous Galerkin (LDG) and boundary element methods (BEM), which has been developed recently to solve linear and nonlinear exterior transmission proble...