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 – 109 of 109

Showing per page

Numerical modelling of semi-coercive beam problem with unilateral elastic subsoil of Winkler's type

Stanislav Sysala (2010)

Applications of Mathematics

A non-linear semi-coercive beam problem is solved in this article. Suitable numerical methods are presented and their uniform convergence properties with respect to the finite element discretization parameter are proved here. The methods are based on the minimization of the total energy functional, where the descent directions of the functional are searched by solving the linear problems with a beam on bilateral elastic ``springs''. The influence of external loads on the convergence properties is...

Numerical resolution of an “unbalanced” mass transport problem

Jean-David Benamou (2003)

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

We introduce a modification of the Monge–Kantorovitch problem of exponent 2 which accommodates non balanced initial and final densities. The augmented lagrangian numerical method introduced in [6] is adapted to this “unbalanced” problem. We illustrate the usability of this method on an idealized error estimation problem in meteorology.

Numerical resolution of an “unbalanced” mass transport problem

Jean-David Benamou (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

We introduce a modification of the Monge–Kantorovitch problem of exponent 2 which accommodates non balanced initial and final densities. The augmented Lagrangian numerical method introduced in [6] is adapted to this “unbalanced” problem. We illustrate the usability of this method on an idealized error estimation problem in meteorology.

Numerical solutions of the mass transfer problem

Serge Dubuc, Issa Kagabo (2006)

RAIRO - Operations Research

Let μ and ν be two probability measures on the real line and let c be a lower semicontinuous function on the plane. The mass transfer problem consists in determining a measure ξ whose marginals coincide with μ and ν, and whose total cost ∫∫ c(x,y)dξ(x,y) is minimum. In this paper we present three algorithms to solve numerically this Monge-Kantorovitch problem when the commodity being shipped is one-dimensional and not necessarily confined to a bounded interval. We illustrate these numerical...

Numerical study of discretizations of multistage stochastic programs

Petri Hilli, Teemu Pennanen (2008)

Kybernetika

This paper presents a numerical study of a deterministic discretization procedure for multistage stochastic programs where the underlying stochastic process has a continuous probability distribution. The discretization procedure is based on quasi-Monte Carlo techniques originally developed for numerical multivariate integration. The solutions of the discretized problems are evaluated by statistical bounds obtained from random sample average approximations and out-of-sample simulations. In the numerical...

Currently displaying 101 – 109 of 109

Previous Page 6