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Motivated by downside risk minimization on the wealth process in an incomplete market model, we have studied in the recent work the asymptotic behavior as time horizon T → ∞ of the minimizing probability that the empirical mean of a controlled semi-martingale falls below a certain level on the time horizon T. This asymptotic behavior relates to a risk-sensitive stochastic control problem in the risk-averse case. Indeed, we obtained an expression of the decay rate of the probability by the Legendre...
Singularly perturbed problems often yield solutions with strong directional features, e.g. with boundary layers. Such anisotropic solutions lend themselves to adapted, anisotropic discretizations. The quality of the corresponding numerical solution is a key issue in any computational simulation.
To this end we present a new robust error estimator for a singularly perturbed reaction–diffusion problem. In contrast to conventional estimators, our proposal is suitable for anisotropic finite element...
Singularly perturbed problems often yield solutions with strong directional
features, e.g. with boundary layers. Such anisotropic solutions lend themselves to adapted, anisotropic discretizations. The quality of the corresponding numerical solution is a key issue in any computational simulation.
To this end we present a new robust error estimator for a singularly perturbed reaction-diffusion problem. In contrast to conventional estimators, our proposal is suitable for anisotropic finite element...
In this article we derive a macroscopic model for the time evolution of root density, starting from a discrete mesh of roots, using homogenization techniques. In the microscopic model each root grows vertically according to an ordinary differential equation. The roots growth rates depend on the spatial distribution of nutrient in the soil, which also evolves in time, leading to a fully coupled non-linear problem. We derive an effective partial differential equation for the root tip surface and for...
In this article we derive a macroscopic model for the time evolution of root density, starting from a discrete mesh of roots, using homogenization techniques. In the microscopic model each root grows vertically according to an ordinary differential equation. The roots growth rates depend on the spatial distribution of nutrient in the soil, which also evolves in time, leading to a fully coupled non-linear problem. We derive an effective partial differential equation for the root tip surface and for...
In this article we derive a macroscopic model for the time evolution of root density, starting from a discrete mesh of roots, using homogenization techniques. In the microscopic model each root grows vertically according to an ordinary differential equation. The roots growth rates depend on the spatial distribution of nutrient in the soil, which also evolves in time, leading to a fully coupled non-linear problem. We derive an effective partial differential equation for the root tip surface and for...
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