Přehled deterministických a stochastických aproximačních metod pro minimalizaci funkcí
Présentation de synthèse des méthodes de gradient conjugué
Presentation geometrique des methodes de calcul des valeurs propres.
Pressure jumps in the dam problems
Pre-symptomatic Influenza Transmission, Surveillance, and School Closings: Implications for Novel Influenza A (H1N1)
Early studies of the novel swine-origin 2009 influenza A (H1N1) epidemic indicate clinical attack rates in children much higher than in adults. Non-medical interventions such as school closings are constrained by their large socio-economic costs. Here we develop a mathematical model to ascertain the roles of pre-symptomatic influenza transmission as well as symptoms surveillance of children to assess the utility of school closures. Our model analysis...
Převod přenosů ze spojité Laplaceovy transformace do transformace
Pricing for sparsity in the revised simplex method
Primal interior point method for generalized minimax functions
Primal interior-point method for large sparse minimax optimization
In this paper, we propose a primal interior-point method for large sparse minimax optimization. After a short introduction, the complete algorithm is introduced and important implementation details are given. We prove that this algorithm is globally convergent under standard mild assumptions. Thus the large sparse nonconvex minimax optimization problems can be solved successfully. The results of extensive computational experiments given in this paper confirm efficiency and robustness of the proposed...
Primena srednjih pruga na linearno programiranje
Příspěvek k přibližnému řešení algebraických rovnic třetího a čtvrtého stupně
Probabilistic interpretation and random walk on spheres algorithms for the Poisson-Boltzmann equation in molecular dynamics
Motivated by the development of efficient Monte Carlo methods for PDE models in molecular dynamics, we establish a new probabilistic interpretation of a family of divergence form operators with discontinuous coefficients at the interface of two open subsets of . This family of operators includes the case of the linearized Poisson-Boltzmann equation used to compute the electrostatic free energy of a molecule. More precisely, we explicitly construct a Markov process whose infinitesimal generator...
Probabilistic Interpretation for the Nonlinear Poisson-Boltzmann Equation in Molecular Dynamics
The Poisson-Boltzmann (PB) equation describes the electrostatic potential of a biomolecular system composed by a molecule in a solvent. The electrostatic potential is involved in biomolecular models which are used in molecular simulation. In consequence, finding an efficient method to simulate the numerical solution of PB equation is very useful. As a first step, we establish in this paper a probabilistic interpretation of the nonlinear PB equation with Backward Stochastic Differential Equations...
Probabilistic methods for semilinear partial differential equations. Applications to finance
With the pioneering work of [Pardoux and Peng, Syst. Contr. Lett.14 (1990) 55–61; Pardoux and Peng, Lecture Notes in Control and Information Sciences176 (1992) 200–217]. We have at our disposal stochastic processes which solve the so-called backward stochastic differential equations. These processes provide us with a Feynman-Kac representation for the solutions of a class of nonlinear partial differential equations (PDEs) which appear in many applications in the field of Mathematical Finance....
Probability against condition number and sampling of multivariate trigonometric random polynomials.
Probability distribution of transformed random variables with application to nonlinear features extraction
A method for estimation of probability distribution of transformed random variables is presented. The proposed approach admits an approximation of the transformation of the random variables. The approximate probability density function (pdf) is corrected to obtain a resulting pdf which incorporates a prior knowledge of approximation errors. The corrected pdf is not contaminated by any uncontrollable approximation. The method is applied to pattern recognition. It is shown that class conditional pdf...
Probing methods for saddle-point problems.
Problem of uniqueness in the renewal process generated by the uniform distribution.
Problém ohnuté kolejnice a kouzlo numerické matematiky
S rozmachem systémů pro symbolickou matematiku, kde je derivování, řešení diferenciálních rovnic či obyčejné vyjádření proměnné z komplikované rovnice otázkou jednoho kliknutí, se poněkud vytrácí důraz na efektivní řešení nejen fyzikálních problémů. Na jedné straně je dobře, že se s pomocí jazyků pro symbolickou manipulaci (jako je např. webový nástroj Wolfram Alpha nebo symbolická sada v programu MATLAB) může řešitel soustředit na fyzikální podstatu problému, na druhou stranu je jistá obratnost...
Problème aux limites pour le système de Vlasov-Maxwell