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The need to evaluate natural resource investments under uncertainty has given rise to the development of real options valuation; however, the analysis of such investments has been restricted by the capabilities of existing valuation approaches. We re-visit ...
We show that the finite time blow up solutions for the co-rotational Wave Maps problem constructed in [7,15] are stable under suitably small perturbations within the co-rotational class, provided the scaling parameter λ(t)=t−1−ν is sufficiently close to ...
This article proposes a dynamical system modeling approach for the analysis of longitudinal data of self-regulated homeostatic systems experiencing multiple excitations. It focuses on the evolution of a signal (e.g., heart rate) before, during, and after e ...
The homotopy continuation method has been widely used to compute multiple solutions of nonlinear differential equations, but the computational cost grows exponentially based on the traditional finite difference and finite element discretizations. In this w ...
Multiscale problems, such as modelling flows through porous media or predicting the mechanical properties of composite materials, are of great interest in many scientific areas. Analytical models describing these phenomena are rarely available, and one mus ...
A central question in numerical homogenization of partial differential equations with multiscale coefficients is the accurate computation of effective quantities, such as the homogenized coefficients. Computing homogenized coefficients requires solving loc ...
Essentially nonoscillatory (ENO) and weighted ENO (WENO) methods on equidistant Cartesian grids are widely used to solve partial differential equations with discontinuous solutions. The RBF-ENO method is highly flexible in terms of geometry, but its stenci ...
This paper deals with the kernel-based approximation of a multivariate periodic function by interpolation at the points of an integration lattice---a setting that, as pointed out by Zeng, Leung, Hickernell (MCQMC2004, 2006) and Zeng, Kritzer, Hickernell (C ...
We present and analyze a novel wavelet-Fourier technique for the numerical treatment of multidimensional advection–diffusion–reaction equations based on the COmpRessed SolvING (CORSING) paradigm. Combining the Petrov–Galerkin technique with the compressed ...
Essentially non-oscillatory (ENO) and weighted ENO (WENO) methods on equidistant Cartesian grids are widely used to solve partial differential equations with discontinuous solutions. However, stable ENO/WENO methods on unstructured grids are less well stud ...