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COR
2008
13 years 10 months ago
2008
In this paper we show how a multidimensional American real option may be solved using the LSM simulation method originally proposed by Longstaff and Schwartz [2001, The Review of ...
DAM
2008
13 years 10 months ago
2008
We prove that binary decision diagrams [1] can be polynomially simulated by the extended resolution rule of [2]. More precisely, for any unsatisfiable formula , there exists an ex...
ENGL
2008
13 years 10 months ago
2008
A Lagrangian front-tracking scheme incorporating Contour Advection with Surgery (CAS) is used to simulate turbulent premixed combustion. This paper presents results from calculatio...
DAM
2007
13 years 10 months ago
2007
We prove that local complementation and vertex deletion, operations from which vertexminors are defined, can simulate edge contractions. As an application, we prove that the rank...
VC
2008
13 years 10 months ago
2008
We present a remeshed vortex particle method for incompressible flow simulations on GPUs. The particles are convected in a Lagrangian frame and are periodically reinitialized on a ...