Found 86 Documents (Results 1–86)
Stability and complex dynamical analysis of COVID-19 epidemic model with non-singular kernel of Mittag-Leffler law. (English) Zbl 07895380
Shape and location recovery of laser excitation sources in photoacoustic imaging using topological gradient optimization. (English) Zbl 07890888
A topological derivative-based algorithm to solve optimal control problems with \(L^0(\Omega)\) control cost. (English) Zbl 07876116
Reviewer: Florian Mannel (Lübeck)
An improved numerical approach for solving shape optimization problems on convex domains. (English) Zbl 07853023
A mathematical model with fractional-order dynamics for the combined treatment of metastatic colorectal cancer. (English) Zbl 1536.92052
Speeding-up backpropagation of gradients through the Kalman filter via closed-form expressions. (English) Zbl 07811051
A sweeping gradient method for ordinary differential equations with events. (English) Zbl 1526.49017
On finite element approximations to a shape gradient flow in shape optimization of elliptic problems. (English) Zbl 1538.65532
A unified approach to shape and topological sensitivity analysis of discretized optimal design problems. (English) Zbl 1517.49026
Topology design optimization of nanophotonic devices for energy concentration. (English) Zbl 1505.49031
A BEM-based topology optimization for acoustic problems considering tangential derivative of sound pressure. (English) Zbl 1507.76144
Optimal shape of stellarators for magnetic confinement fusion. (English. French summary) Zbl 1491.49031
On distributed \(H^1\) shape gradient flows in optimal shape design of Stokes flows: convergence analysis and numerical applications. (English) Zbl 1499.49099
Identifiability, the KL property in metric spaces, and subgradient curves. arXiv:2205.02868
Preprint, arXiv:2205.02868 [math.OC] (2022).
Sensitivity analysis for the stationary distribution of reflected Brownian motion in a convex polyhedral cone. (English) Zbl 1478.60223
On a numerical shape optimization approach for a class of free boundary problems. (English) Zbl 1469.49040
An introduction to the topological derivative method. (English) Zbl 1444.49001
SpringerBriefs in Mathematics. Cham: Springer (ISBN 978-3-030-36914-9/pbk; 978-3-030-36915-6/ebook). x, 114 p. (2020).
Reviewer: Andrew Bucki (Edmond)
A Monte Carlo method for estimating sensitivities of reflected diffusions in convex polyhedral domains. (English) Zbl 07213005
Pathwise differentiability of reflected diffusions in convex polyhedral domains. (English. French summary) Zbl 1466.60076
Topological sensitivity for solving inverse multiple scattering problems in three-dimensional electromagnetism. II: Iterative method. (English) Zbl 1401.35346
Branch-locking AD techniques for nonsmooth composite functions and nonsmooth implicit functions. (English) Zbl 1401.90270
Computationally relevant generalized derivatives: theory, evaluation and applications. (English) Zbl 1401.49016
Characterization of partial derivatives with respect to material parameters in a fluid-solid interaction problem. (English) Zbl 1397.35301
Reviewer: Dongbing Zha (Shanghai)
Numerical probability. An introduction with applications to finance. (English) Zbl 1418.91016
Universitext. Cham: Springer (ISBN 978-3-319-90274-6/pbk; 978-3-319-90276-0/ebook). xxi, 579 p. (2018).
Reviewer: Aleksandr D. Borisenko (Kyïv)
Shape optimization for Stokes flows using sensitivity analysis and finite element method. (English) Zbl 1462.65200
Appl. Numer. Math. 126, 160-179 (2018); corrigendum ibid. 129, 192 (2018).
Strict upper and lower bounds for quantities of interest in static response sensitivity analysis. (English) Zbl 1480.74079
Malliavin sensitivity analysis with polynomial growth payoff functions under the Black-Scholes model. (English) Zbl 1419.91656
Topological sensitivity for solving inverse multiple scattering problems in three-dimensional electromagnetism. I: One step method. (English) Zbl 1391.35423
A new method for eigenvector derivatives of a quadratic eigenvalue problem. (English) Zbl 1380.65074
MSC:
65F15
Option pricing and sensitivity analysis in the Lévy forward process model. (English) Zbl 1398.91670
Glau, Kathrin (ed.) et al., Innovations in derivatives markets. Fixed income modeling, valuation adjustments, risk management, and regulation. Proceedings of the conference, Munich, Germany, March 30 – April 1, 2015. Cham: Springer Open (ISBN 978-3-319-33445-5/hbk; 978-3-319-33446-2/ebook). Springer Proceedings in Mathematics & Statistics 165, 285-313 (2016).
Derivative-based global sensitivity measures and their link with Sobol’ sensitivity indices. (English) Zbl 1356.65010
Cools, Ronald (ed.) et al., Monte Carlo and quasi-Monte Carlo methods. MCQMC. Proceedings of the 11th international conference on ‘Monte Carlo and quasi-Monte Carlo methods in scientific computing’, Leuven, Belgium, April 6–11, 2014. Cham: Springer (ISBN 978-3-319-33505-6/hbk; 978-3-319-33507-0/ebook). Springer Proceedings in Mathematics & Statistics 163, 455-469 (2016).
MSC:
65C05
An exact method for the sensitivity analysis of systems simulated by rejection techniques. (English) Zbl 1346.90254
Estimation of the derivative-based global sensitivity measures using a Gaussian process metamodel. (English) Zbl 1386.65059
Shape derivatives for the compressible Navier-Stokes equations in variational form. (English) Zbl 1329.49093
Derivative-free algorithm for nonlinear optimization problems with partial-bounded constraints. (Chinese. English summary) Zbl 1349.90769
A pattern search filter method for linearly equality constrained optimization problems. (English) Zbl 1349.90777
Determination of an optimal shape of domain using the topological derivative and the boundary element method. (English) Zbl 1524.80025
On an implementation of Black-Scholes model for estimation of call-and put-option via programming environment Mathematica. (English) Zbl 1313.91189
Reviewer: Petar Popivanov (Sofia)
Sensitivities of options via Malliavin calculus: applications to markets of exponential variance gamma and normal inverse Gaussian processes. (English) Zbl 1281.91179
Localization, stability, and resolution of topological derivative based imaging functionals in elasticity. (English) Zbl 1281.35085
Approximation of parametric derivatives by the empirical interpolation method. (English) Zbl 1284.65041
Reviewer: C. L. Parihar (Indore)
A derivative based sensitivity measure of failure probability in the presence of epistemic and aleatory uncertainties. (English) Zbl 1268.65004
Interface problems for quasi-linear elliptic equations by material and shape derivative methods. (English) Zbl 1278.65143
Handlovičová, Angela (ed.) et al., Algoritmy 2012. 19th conference on scientific computing, Vysoké Tatry, Podbanské, Slovakia, September 9–14, 2012. Proceedings of contributed papers and posters. Bratislava: Slovak University of Technology, Faculty of Civil Engineering, Department of Mathematics and Descriptive Geometry (ISBN 978-80-227-3742-5/pbk). 53-64 (2012).
Computing Greeks using multilevel path simulation. (English) Zbl 1270.91091
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, 281-296 (2012).
Two efficient parameterized boundaries for Večeř’s Asian option pricing PDE. (English) Zbl 1253.91189
Material and shape derivative method for quasi-linear elliptic systems with applications in inverse electromagnetic interface problems. (English) Zbl 1247.78060
Aerodynamic design using the truncated Newton algorithm and the continuous adjoint approach. (English) Zbl 1452.76209
Efficient price sensitivity estimation of financial derivatives by weak derivatives. (English) Zbl 1209.91169
A numerical method of calculating first and second derivatives of dynamic response based on Gauss precise time step integration method. (English) Zbl 1480.74295
Topological derivative-based optimization of micro-structures considering different multi-scale models. (English) Zbl 1231.74359
A new derivative based importance criterion for groups of variables and its link with the global sensitivity indices. (English) Zbl 1219.65005
MSC:
65C05
Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations. (English) Zbl 1231.91479
An approximate Malliavin weight for variance gamma process: sensitivity analysis of European style options. (English) Zbl 1239.91159
Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 71, No. 12, e-Suppl., e2814-e2823 (2009).
Calculation of the first and second order partial derivatives of eigenpairs of quadratic eigenvalue problems. (Chinese. English summary) Zbl 1212.65156
MSC:
65F15
Derivative based global sensitivity measures and their link with global sensitivity indices. (English) Zbl 1167.62005
Partial differential equations for option pricing. (English) Zbl 1180.91311
Bensoussan, Alain (ed.) et al., Handbook of numerical analysis. Vol XV. Special Volume: Mathematical modeling and numerical methods in finance. Amsterdam: Elsevier/North-Holland (ISBN 978-0-444-51879-8/hbk). Handbook of Numerical Analysis 15, 369-495 (2009).
Sensitivity estimates for portfolio credit derivatives using Monte Carlo. (English) Zbl 1199.91203
Reviewer: Yuliya S. Mishura (Kyïv)
Robust statistical methods with R. (English) Zbl 1097.62020
Boca Raton, FL: Chapman and Hall/CRC (ISBN 1-58488-454-1/hbk). xi, 197 p. (2006).
Reviewer: Yuehua Wu (Toronto)
Probability gradient estimation by set-valued calculus and applications in network design. (English) Zbl 1114.90079
Incorporating topological derivatives into level set methods. (English) Zbl 1044.65053
Reviewer: Dinh Nho Hao (Brussels)
Quasi Monte-Carlo evaluation of sensitivities of options in commodity and energy markets. (English) Zbl 1079.91527
Structural optimization by the level-set method. (English) Zbl 1051.49028
Colli, Pierluigi (ed.) et al., Free boundary problems: theory and applications. Proceedings of a conference, Trento, Italy, June 2002. Basel: Birkhäuser (ISBN 3-7643-2193-8/hbk). ISNM, Int. Ser. Numer. Math. 147, 1-15 (2003).
An algorithm for the identification of fronts prescribed by Signorini type boundary conditions. (Un algorithme d’identification de frontières soumises à des conditions aux limites de Signorini.) (French) Zbl 0954.65050
Reviewer: J.Lovíšek (Bratislava)
The \(\mathcal{U}\)-Lagrangian of a convex function. (English) Zbl 0939.49014
Reviewer: Constantin Zălinescu (Iaşi)
The method of arbitrary lines in optimal shape design: Problems with an elliptic state equation. (English) Zbl 0935.65069
Displacement derivatives in shape optimization of thin shells. (English) Zbl 0894.49025
Cox, Steven (ed.) et al., Optimization methods in partial differential equations. Proceedings from the 1996 joint summer research conference, South Hadley, MA, USA, June 16–20, 1996. Providence, RI: American Mathematical Society. Contemp. Math. 209, 247-266 (1997).
Reviewer: R.Stavre (Bucureşti)
Semismoothness in parametrized quasi-variational inequalities. (English) Zbl 0879.49012
Doležal, Jaroslav et al., System modelling and optimization. Proceedings of the 17th IFIP TC7 conference. Prague, Czech Republic, July 10–14, 1995. London: Chapman & Hall. 203-210 (1996).
On the sensitivity of semisimple multiple eigenvalues. (English) Zbl 0764.15006
Reviewer: F.Uhlig (Auburn)
Sampling derivatives of probabilities. (English) Zbl 0677.65001
Reviewer: J.Antoch
Shape design sensitivity analysis for nonlinear anisotropic heat conducting solids and shape optimization by the BEM. (English) Zbl 0626.73104
Nonlocal sensitivity analysis, automatic derivative evaluation, and sequential nonlinear estimation. (English) Zbl 0652.62081
The material derivative (or speed) method for shape optimization. (English) Zbl 0517.73097
Optimization of distributed parameter structures, Vol. II, NATO Adv. Study Inst. Ser., E, Appl. Sci. 50, 1089-1151 (1981).
Filter Results by …
Document Type
- Journal Articles (73)
- Collection Articles (9)
- Books (3)
- arXiv Preprints (1)
all
top 5
Author
- Novotny, Antonio André (4)
- Kucherenko, Sergei S. (3)
- Lipshutz, David (3)
- Ramanan, Kavita (3)
- Allaire, Grégoire (2)
- Bayazıt, Derviş (2)
- Chakib, Abdelkrim (2)
- Cimrák, Ivan (2)
- Jouve, François (2)
- Khan, Kamil A. (2)
- Le Louër, Frédérique (2)
- Nolder, Craig A. (2)
- Pflug, Georg (2)
- Pham, Ha Thanh (2)
- Rapún, María-Luisa (2)
- Sadik, Azeddine (2)
- Sobol’, Il’ya Meerovich (2)
- Sokołowski, Jan (2)
- Toader, Anca-Maria (2)
- Xie, Huiqing (2)
- Zhu, Shengfeng (2)
- Achdou, Yves (1)
- Amilo, David (1)
- Ammari, Habib (1)
- Amstutz, Samuel (1)
- Azaïez, Mejdi (1)
- Azpiroz, Izar (1)
- Balzer, Jonathan (1)
- Barrau, Axel (1)
- Barton, Paul I. (1)
- Barucq, Hélène (1)
- Benth, Fred Espen (1)
- Bonnabel, Silvère (1)
- Boulkhemair, Abdesslam (1)
- Bretin, Elie (1)
- Burger, Martin (1)
- Burgos, Sylvestre (1)
- Chaabane, Slim (1)
- Chen, Ning (1)
- Chen, Zhiyong (1)
- Cheng, Gengdong (1)
- Cherif, Sidi Mohamed Lalaoui Ben (1)
- Chleboun, Jan (1)
- Choi, Kyung Kook (1)
- Clark, Lloyd D. (1)
- Dahl, Lars O. (1)
- Dai, Hua (1)
- De Lozzo, Matthias (1)
- de Souza Neto, Eduardo Alberto (1)
- Djellouli, Rabia (1)
- Eberlein, Ernst W. (1)
- Eddahbi, M’hamed (1)
- Eftang, Jens L. (1)
- El-Shal, Shendy M. (1)
- Farman, Muhammad (1)
- Feijóo, Raúl Antonino (1)
- Freus, Katarzyna (1)
- Freus, Sebastian (1)
- Gabrielli, L. H. (1)
- Gangl, Peter (1)
- Ganie, Abdul Hamid (1)
- Gao, Haifeng (1)
- Garnier, Josselin (1)
- Gauger, Nicolas R. (1)
- Gfrerer, Michael Helmut (1)
- Giannakoglou, Kyriakos C. (1)
- Giles, Michael B. (1)
- Giusti, Sebastián M. (1)
- Glasserman, Paul (1)
- Grepl, Martin A. (1)
- Guo, Mengwu (1)
- Hackl, Benjamin (1)
- Heidergott, Bernd F. (1)
- Hınçal, Evren (1)
- Hinduja, Srichand (1)
- Hu, Wenbin (1)
- Jacobson, Sheldon H. (1)
- Jamil, Saba (1)
- Jaoua, Mohamed (1)
- Jimack, Peter K. (1)
- Jing, Wenjia (1)
- Joshi, Mark S. (1)
- Jurečková, Jana (1)
- Kalaba, Robert E. (1)
- Kang, Hyeonbae (1)
- Kang, Wanmo (1)
- Karlsen, Kenneth Hvistendahl (1)
- Kaymakamzade, Bilgen (1)
- Khalil, Ibrahim (1)
- Kloeden, Peter Eris (1)
- Kyurkchiev, Nikolaĭ Veselinov (1)
- Laurain, Antoine (1)
- Le, Van Chien (1)
- Lee, Jong Mun (1)
- Lemaréchal, Claude (1)
- Lewis, Adrian S. (1)
- Li, Jiajie (1)
- Li, Shenghong (1)
- Lian, Haojie (1)
- Liang, Jianguo (1)
- and 65 more Authors
all
top 5
Serial
- J. Comput. Appl. Math. (4)
- Comput. Methods Appl. Mech. Eng. (3)
- Int. J. Numer. Methods Eng. (3)
- J. Comput. Math. (3)
- SIAM J. Imaging Sci. (3)
- J. Comput. Phys. (2)
- Math. Oper. Res. (2)
- Appl. Math. Modelling (2)
- Optim. Methods Softw. (2)
- Comput. Math. Appl. (1)
- Comput. Phys. Commun. (1)
- Int. J. Numer. Methods Fluids (1)
- J. Franklin Inst. (1)
- J. Math. Anal. Appl. (1)
- Appl. Math. Optim. (1)
- BIT (1)
- Computing (1)
- IEEE Trans. Autom. Control (1)
- J. Optim. Theory Appl. (1)
- Math. Comput. Simul. (1)
- Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods (1)
- SIAM J. Numer. Anal. (1)
- Trans. Am. Math. Soc. (1)
- J. Math., Wuhan Univ. (1)
- Appl. Numer. Math. (1)
- Acta Math. Appl. Sin., Engl. Ser. (1)
- Ann. Oper. Res. (1)
- Numer. Algorithms (1)
- C. R. Acad. Bulg. Sci. (1)
- Eur. J. Oper. Res. (1)
- J. Math. Pures Appl. (9) (1)
- SIAM J. Math. Anal. (1)
- Ann. Inst. Henri Poincaré, Probab. Stat. (1)
- Comput. Stat. Data Anal. (1)
- SIAM J. Optim. (1)
- Comput. Optim. Appl. (1)
- ETNA, Electron. Trans. Numer. Anal. (1)
- Monte Carlo Methods Appl. (1)
- Finance Stoch. (1)
- Int. J. Theor. Appl. Finance (1)
- Eur. J. Mech., A, Solids (1)
- M2AN, Math. Model. Numer. Anal. (1)
- Commun. Nonlinear Sci. Numer. Simul. (1)
- Probab. Eng. Inf. Sci. (1)
- CMES, Comput. Model. Eng. Sci. (1)
- J. Evol. Equ. (1)
- Quant. Finance (1)
- Found. Comput. Math. (1)
- J. Appl. Math. Comput. (1)
- Int. J. Numer. Anal. Model. (1)
- Inverse Probl. Sci. Eng. (1)
- Commun. Appl. Math. Comput. (1)
- Oper. Res. Trans. (1)
- Stoch. Syst. (1)
- JSIAM Lett. (1)
- SIAM/ASA J. Uncertain. Quantif. (1)
- J. Appl. Math. Comput. Mech. (1)
- Universitext (1)
- SpringerBriefs Math. (1)
- J. Nonsmooth Anal. Optim. (1)
all
top 3
Software
- FreeFem++ (4)
- Python (2)
- SciPy (2)
- dcc (2)
- libMC (2)
- CutFEM (1)
- DiceKriging (1)
- DiceOptim (1)
- DistMesh (1)
- Eigen (1)
- FEINS (1)
- FastDer++ (1)
- GitHub (1)
- JIFEX (1)
- LBFGS-B (1)
- Mathematica (1)
- Matlab (1)
- Matplotlib (1)
- MayaVi (1)
- Mayavi (1)
- NAG (1)
- NDA (1)
- NumPy (1)
- OTIS (1)
- PATH Solver (1)
- PNEW (1)
- R (1)
- ROBETH (1)
- SOCS (1)
- SimuPy (1)
- Spalart-Allmaras (1)
- SymPy (1)
- ToolboxLS (1)
- amodMC (1)
- nag (1)
- opt_einsum (1)
- tn (1)
