Computation of Gauss-Kronrod quadrature rules with non-positive weights.
Computation of Greeks for barrier and look-back options using Malliavin calculus.
Computation of Greeks using Malliavin's calculus in jump type market models.
Computation of Poisson type integrals.
Computation of radial solutions of semilinear equations.
Computation of Sommerfeld's attenuation function
Computation of the demagnetizing potential in micromagnetics using a coupled finite and infinite elements method
This paper is devoted to the practical computation of the magnetic potential induced by a distribution of magnetization in the theory of micromagnetics. The problem turns out to be a coupling of an interior and an exterior problem. The aim of this work is to describe a complete method that mixes the approaches of Ying [12] and Goldstein [6] which consists in constructing a mesh for the exterior domain composed of homothetic layers. It has the advantage of being well suited for catching the decay...
Computation of the demagnetizing potential in micromagnetics using a coupled finite and infinite elements method
This paper is devoted to the practical computation of the magnetic potential induced by a distribution of magnetization in the theory of micromagnetics. The problem turns out to be a coupling of an interior and an exterior problem. The aim of this work is to describe a complete method that mixes the approaches of Ying [12] and Goldstein [6] which consists in constructing a mesh for the exterior domain composed of homothetic layers. It has the advantage of being well suited for catching the...
Computation of the fundamental solution of electrodynamics for anisotropic materials
A new method for computation of the fundamental solution of electrodynamics for general anisotropic nondispersive materials is suggested. It consists of several steps: equations for each column of the fundamental matrix are reduced to a symmetric hyperbolic system; using the Fourier transform with respect to space variables and matrix transformations, formulae for Fourier images of the fundamental matrix columns are obtained; finally, the fundamental solution is computed by the inverse Fourier transform....
Computation of the Smallest Positive Eigenvalue of a Quadratic ..-matrix.
Computation with wavelets in higher dimensions.
Computational approaches to some inverse problems from engineering practice
Development of engineering structures and technologies frequently works with advanced materials, whose properties, because of their complicated microstructure, cannot be predicted from experience, unlike traditional materials. The quality of computational modelling of relevant physical processes, based mostly on the principles of classical thermomechanics, is conditioned by the reliability of constitutive relations, coming from simplified experiments. The paper demonstrates some possibilities of...
Computational approaches to the design of low-energy buildings
European and Czech directives and technical standards, approved in several last years, force substantial changes in thermal behaviour of all buildings, including new and reconstructed one- or more-family houses, block of fl ats, etc., especially radical decrease of their energy requirements. This stimulates the development of advanced materials, structures and technologies. Since no reliable experience with their design is available, robust and non-expensive computational simulation approaches,...
Computational aspects of DYNAMICO : a model of trade and development in the world economy
Computational comparison of two methods for finding the shortest complete cycle or circuit in a graph
Computational complexity. On the geometry of polynomials and a theory of cost. I
Computational design optimization of low-energy buildings
European directives and related national technical standards force the substantial reduction of energy consumption of all types of buildings. This can be done thanks to the massive insulation and the improvement of quality of building enclosures, using the simple evaluation assuming the one-dimensional stationary heat conduction. However, recent applications of advanced materials, structures and technologies force the proper physical, mathematical and computational analysis coming from the thermodynamic...
Computational experience with improved conjugate gradient methods for unconstrained minimization
Computational experience with improved variable metric methods for unconstrained minimization
Computational experiments with some approximation algorithms for the travelling salesman problem