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Found 107 Documents (Results 1–100)

Importance sampling estimation of joint default probability under structural-form models with stochastic correlation. (English) Zbl 1271.65023

Plaskota, Leszek (ed.) et al., Monte Carlo and quasi-Monte Carlo methods 2010. Selected papers based on the presentations at the 9th international conference on Monte Carlo and quasi Monte Carlo in scientific computing (MCQMC 2010), Warsaw, Poland, August 15–20, 2010. Berlin: Springer (ISBN 978-3-642-27439-8/hbk; 978-3-642-27440-4/ebook). Springer Proceedings in Mathematics & Statistics 23, 409-418 (2012).
MSC:  65C60 62F10 62P05
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Analysis and computation for the semiclassical limits of the ground and excited states of the Gross-Pitaevskii equation. (English) Zbl 1186.65146

Tadmor, Eitan (ed.) et al., Hyperbolic problems. Theory, numerics and applications. Plenary and invited talks. Proceedings of the 12th international conference on hyperbolic problems, June 9–13, 2008. Providence, RI: American Mathematical Society (AMS) (ISBN 978-0-8218-4729-9/hbk; 978-0-8218-4728-2/2-vol. set). Proceedings of Symposia in Applied Mathematics 67, Part 1, 195-215 (2009).

A hyperbolic model for Taylor’s dispersion. (English) Zbl 1180.35054

Simos, Theodore E. (ed.) et al., Numerical analysis and applied mathematics. International conference on numerical analysis and applied mathematics, Rethymno, Crete, Greece, September 18–22, 2009. Vol. 2. Melville, NY: American Institute of Physics (AIP) (ISBN 978-0-7354-0708-4/hbk; 978-0-7354-0709-1/set). AIP Conference Proceedings 1168, 2, 1277-1278 (2009).
MSC:  35B25 35Q35 76R50
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Asymptotically optimal controls of hybrid LQG problems: Summary of results. (English) Zbl 1042.93062

Chen, Shuping (ed.) et al., Control of distributed parameter and stochastic systems. Proceedings of the international conference (IFIP WG 7.2), Hangzhou, China, June 19–22, 1998. Boston, MA: Kluwer Academic Publishers (ISBN 0-412-83790-0). 315-322 (1999).
MSC:  93E20 93E24 93E25 93C70

Second order algorithm for time optimal control of a linear system. (English) Zbl 0813.49006

Bulirsch, R. (ed.) et al., Computational optimal control. Proceedings of the 9th IFAC workshop on control applications of optimization held at the Fachhochschule München in September 1992. Basel: Birkhäuser. ISNM, Int. Ser. Numer. Math. 115, 117-126 (1994).
MSC:  49J30 93C05 93B40

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