Keyword: numerical analysis

Found 201 papers in total
Necessary conditions in optimal control: a new approach
Necessary conditions in optimal control: a new approach
2003,
We present necessary conditions of optimality for a general control problem formulated...
A pivotal method for affine variational inequalities
A pivotal method for affine variational inequalities
1996,
We explain and justify a path-following algorithm for solving the equations A(C)(x)=a...
The finite element method for computing the stationary distribution of a semimartingale reflecting Brownian motion in a hypercube with applications to finite buffer queuing networks
The finite element method for computing the stationary distribution of a semimartingale reflecting Brownian motion in a hypercube with applications to finite buffer queuing networks
2002,
This paper proposes an algorithm, referred to as BNAfm (Brownian network analyzer with...
Minimum time and minimum cost-path problems in street networks with periodic traffic lights
Minimum time and minimum cost-path problems in street networks with periodic traffic lights
2002,
This paper investigates minimum time and minimum cost path problems in street networks...
Using the spectral radius to determine whether a Leontief system has a unique positive solution
Using the spectral radius to determine whether a Leontief system has a unique positive solution
2002,
The Hawkins–Simon condition is a well-known method used to determine the...
Capacity reliability of a road network: An assessment methodology and numerical results
Capacity reliability of a road network: An assessment methodology and numerical results
2002,
Existing reliability studies of road networks are mainly limited to connectivity and...
Modeling and solving the dynamic user equilibrium route and departure time choice problem in network with queues
Modeling and solving the dynamic user equilibrium route and departure time choice problem in network with queues
2002,
This paper considers a simultaneous route and departure time choice equilibrium...
In-vehicle distraction and fatal accidents in England and Wales
In-vehicle distraction and fatal accidents in England and Wales
2001,
The paper describes the coding and analysis of a database of police fatal accident...
Analysis and algorithms for the transtainer routing problem in container port operations
Analysis and algorithms for the transtainer routing problem in container port operations
2002,
The problem of minimizing the time taken to load the containers from the container...
On the local time density of the reflecting Brownian bridge
On the local time density of the reflecting Brownian bridge
2000,
Expressions for the multi-dimensional densities of Brownian bridge local time are...
Linear-implicit strong schemes for Itô–Galerkin approximations of parabolic stochastic partial differential equations
Linear-implicit strong schemes for Itô–Galerkin approximations of parabolic stochastic partial differential equations
2001,
Linear-implicit versions of strong Taylor numerical schemes for finite dimensional...
Probabilistic analysis of dynamic inventory models with general demand pattern
Probabilistic analysis of dynamic inventory models with general demand pattern
2001,
This paper discusses a probabilistic inventory model without setup costs and lead...
Computing Laplace transforms for numerical inversion via continued fractions
Computing Laplace transforms for numerical inversion via continued fractions
1999,
It is often possible to effectively calculate probability density functions (pdfs) and...
Genetic algorithm in uncertain environments for solving stochastic programming problem
Genetic algorithm in uncertain environments for solving stochastic programming problem
2000,
Many real problems with uncertainties may often be formulated as Stochastic...
Fairness and stability of congestion control mechanisms of Transfer Control Protocols
Fairness and stability of congestion control mechanisms of Transfer Control Protocols
1999,
In this paper, we focus on fairness and stability of the congestion control mechanisms...
Effects of upper-layer protocols on self-similarity of network traffic
Effects of upper-layer protocols on self-similarity of network traffic
1999,
It has been pointed out by many researchers that network traffic in LAN and WAN...
Analysis of the anomaly of ran1() generator in Monte Carlo pricing of financial derivatives
Analysis of the anomaly of ran1() generator in Monte Carlo pricing of financial derivatives
1998,
Recently, Paskov reported that the use of a certain pseudo-random number generator,...
Performance limitations of parallel simulations
Performance limitations of parallel simulations
1998,
This study shows how the performance of a parallel simulation may be affected by the...
Method of evaluating investment in inventory policy under inflation
Method of evaluating investment in inventory policy under inflation
1998,
The existence and uniqueness for the optimal reorder quantity for the inventory model...
Q-superlinear convergence of primal–dual interior point quasi-Newton methods for constrained optimization
Q-superlinear convergence of primal–dual interior point quasi-Newton methods for constrained optimization
1997,
This paper analyzes local convergence rates of primal–dual interior point...
Numerical experiments in semi-infinite programming
Numerical experiments in semi-infinite programming
1996,
A quasi-Newton algorithm for semi-infinite programming using an L ∞ exact...
Effects of simulated annealing in the resonant-tunneling resistive-fuse network for early vision
Effects of simulated annealing in the resonant-tunneling resistive-fuse network for early vision
1996,
The resistive-fuse network for early vision was studied using circuit simulation to...
Local and superlinear convergence of structured quasi-Newton methods for nonlinear optimization
Local and superlinear convergence of structured quasi-Newton methods for nonlinear optimization
1996,
This paper is concerned with local and q- superlinear convergence of structured...
The solution of a bidimensional diffusion equation
The solution of a bidimensional diffusion equation
1995,
One of the most important uses of numerical methods in nuclear engineering is in the...
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