All a b c d e f g h i j k l m n o p q r s t u v w x y z Other

Previous Page 6

Displaying 101 – 111 of 111

Showing per page

Robust estimates of certain large deviation probabilities for controlled semi-martingales

Hideo Nagai (2015)

Banach Center Publications

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...

Robust local problem error estimation for a singularly perturbed problem on anisotropic finite element meshes

Gerd Kunert (2001)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

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...

Robust local problem error estimation for a singularly perturbed problem on anisotropic finite element meshes

Gerd Kunert (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

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...

Root growth: homogenization in domains with time dependent partial perforations

Yves Capdeboscq, Mariya Ptashnyk (2012)

ESAIM: Control, Optimisation and Calculus of Variations

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...

Root growth: homogenization in domains with time dependent partial perforations

Yves Capdeboscq, Mariya Ptashnyk (2012)

ESAIM: Control, Optimisation and Calculus of Variations

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...

Root growth: homogenization in domains with time dependent partial perforations

Yves Capdeboscq, Mariya Ptashnyk (2012)

ESAIM: Control, Optimisation and Calculus of Variations

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...

Currently displaying 101 – 111 of 111

Previous Page 6