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Stable hypothesis for mixed models with balanced cross-nesting

Dário Ferreira, João Tiago Mexia, Sandra Saraiva Ferreira (2005)

Discussiones Mathematicae Probability and Statistics

Stable hypothesis are hypothesis that may refer either for the fixed part or for the random part of the model. We will consider such hypothesis for models with balanced cross-nesting. Generalized F tests will be derived. It will be shown how to use Monte-Carlo methods to evaluate p-values for those tests.

Stable upwind schemes for the magnetic induction equation

Franz G. Fuchs, Kenneth H. Karlsen, Siddharta Mishra, Nils H. Risebro (2009)

ESAIM: Mathematical Modelling and Numerical Analysis

We consider the magnetic induction equation for the evolution of a magnetic field in a plasma where the velocity is given. The aim is to design a numerical scheme which also handles the divergence constraint in a suitable manner. We design and analyze an upwind scheme based on the symmetrized version of the equations in the non-conservative form. The scheme is shown to converge to a weak solution of the equations. Furthermore, the discrete divergence produced by the scheme is shown to be...

Staggered schemes for all speed flows

Raphaèle Herbin, Walid Kheriji, Jean-Claude Latche (2012)

ESAIM: Proceedings

We review in this paper a class of schemes for the numerical simulation of compressible flows. In order to ensure the stability of the discretizations in a wide range of Mach numbers and introduce sufficient decoupling for the numerical resolution, we choose to implement and study pressure correction schemes on staggered meshes. The implicit version of the schemes is also considered for the theoretical study. We give both algorithms for the barotropic Navier-Stokes equations, for the full Navier-Stokes...

Static hedging of barrier options with a smile : an inverse problem

Claude Bardos, Raphaël Douady, Andrei Fursikov (2002)

ESAIM: Control, Optimisation and Calculus of Variations

Let L be a parabolic second order differential operator on the domain Π ¯ = 0 , T × . Given a function u ^ : R and x ^ > 0 such that the support of u ^ is contained in ( - , - x ^ ] , we let y ^ : Π ¯ be the solution to the equation: L y ^ = 0 , y ^ | { 0 } × = u ^ . Given positive bounds 0 < x 0 < x 1 , we seek a function u with support in x 0 , x 1 such that the corresponding solution y satisfies: y ( t , 0 ) = y ^ ( t , 0 ) t 0 , T . We prove in this article that, under some regularity conditions on the coefficients of L , continuous solutions are unique and dense in the sense that y ^ | [ 0 , T ] × { 0 } can be C 0 -approximated, but an exact solution does not...

Static Hedging of Barrier Options with a Smile: An Inverse Problem

Claude Bardos, Raphaël Douady, Andrei Fursikov (2010)

ESAIM: Control, Optimisation and Calculus of Variations

Let L be a parabolic second order differential operator on the domain Π ¯ = 0 , T × . Given a function u ^ : R and x ^ > 0 such that the support of û is contained in ( - , - x ^ ] , we let y ^ : Π ¯ be the solution to the equation: L y ^ = 0 , y ^ | { 0 } × = u ^ . Given positive bounds 0 < x 0 < x 1 , we seek a function u with support in x 0 , x 1 such that the corresponding solution y satisfies: y ( t , 0 ) = y ^ ( t , 0 ) t 0 , T . We prove in this article that, under some regularity conditions on the coefficients of L, continuous solutions are unique and dense in the sense that y ^ | [ 0 , T ] × { 0 } can be C0-approximated, but an exact solution...

Stationary Schrödinger equations governing electronic states of quantum dots in the presence of spin-orbit splitting

Marta M. Betcke, Heinrich Voss (2007)

Applications of Mathematics

In this work we derive a pair of nonlinear eigenvalue problems corresponding to the one-band effective Hamiltonian accounting for the spin-orbit interaction governing the electronic states of a quantum dot. We show that the pair of nonlinear problems allows for the minmax characterization of its eigenvalues under certain conditions which are satisfied for our example of a cylindrical quantum dot and the common InAs/GaAs heterojunction. Exploiting the minmax property we devise an efficient iterative...

Statistical analysis of diabetes mellitus

Hilmar Drygas (2009)

Discussiones Mathematicae Probability and Statistics

This paper deals with an application of regression analysis to the regulation of the blood-sugar under diabetes mellitus. Section 2 gives a description of Gram-Schmidt orthogonalization, while Section 3 discusses the difference between Gauss-Markov estimation and Least Squares Estimation. Section 4 is devoted to the statistical analysis of the blood-sugar during the night. The response change of blood-sugar is explained by three variables: time, food and physical activity ("Bewegung"). At the beginning...

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