Optimization of weighted Monte Carlo methods with respect to auxiliary variables.
Optimization under Nonnegativity Constraints.
Optimized Schwarz coupling of Bidomain and Monodomain models in electrocardiology
The Bidomain model is nowadays one of the most accurate mathematical descriptions of the action potential propagation in the heart. However, its numerical approximation is in general fairly expensive as a consequence of the mathematical features of this system. For this reason, a simplification of this model, called Monodomain problem is quite often adopted in order to reduce computational costs. Reliability of this model is however questionable, in particular in the presence of applied currents...
Optimized Schwarz coupling of Bidomain and Monodomain models in electrocardiology
The Bidomain model is nowadays one of the most accurate mathematical descriptions of the action potential propagation in the heart. However, its numerical approximation is in general fairly expensive as a consequence of the mathematical features of this system. For this reason, a simplification of this model, called Monodomain problem is quite often adopted in order to reduce computational costs. Reliability of this model is however questionable, in particular in the presence of applied currents...
Optimized Schwarz Methods for the Bidomain system in electrocardiology
The propagation of the action potential in the heart chambers is accurately described by the Bidomain model, which is commonly accepted and used in the specialistic literature. However, its mathematical structure of a degenerate parabolic system entails high computational costs in the numerical solution of the associated linear system. Domain decomposition methods are a natural way to reduce computational costs, and Optimized Schwarz Methods have proven in the recent years their effectiveness in...
Optimizing second-order differential equation systems.
Optimizing tensor product computations in stochastic automata networks
Optimum beam design via stochastic programming
The purpose of the paper is to discuss the applicability of stochastic programming models and methods to civil engineering design problems. In cooperation with experts in civil engineering, the problem concerning an optimal design of beam dimensions has been chosen. The corresponding mathematical model involves an ODE-type constraint, uncertain parameter related to the material characteristics and multiple criteria. As a~result, a~multi-criteria stochastic nonlinear optimization model is obtained....
Optimum choice of initial approximations in interpolation methods of solving equations
Optimum error estimates for finite-difference methods
Optimum Stationary and Nonstationary Iterative Methods for the Solution of Singular Linear Systems.
Option valuation under the VG process by a DG method
The paper presents a discontinuous Galerkin method for solving partial integro-differential equations arising from the European as well as American option pricing when the underlying asset follows an exponential variance gamma process. For practical purposes of numerical solving we introduce the modified option pricing problem resulting from a localization to a bounded domain and an approximation of small jumps, and we discuss the related error estimates. Then we employ a robust numerical procedure...
Order and Stepsize Control in Extrapolation Methods
Order Conditions for Numerical Methods for Partitioned Ordinary Differential Equations.
Order conditions for partitioned Runge-Kutta methods
We illustrate the use of the recent approach by P. Albrecht to the derivation of order conditions for partitioned Runge-Kutta methods for ordinary differential equations.
Order Conditions for Rosenbrock Type Methods.
Order results for Rosenbrock type methods on classes of stiff equations.
Ordonnancements. La notion de «parties obligatoires» et son application aux problèmes cumulatifs
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