Related papers: On explicit numerical schemes for the CIR process
The aim of this research is twofold: Firstly, to model and solve a complex nurse scheduling problem with an integer programming formulation and evolutionary algorithms. Secondly, to detail a novel statistical method of comparing and hence…
In this work we introduce novel numerical schemes for a penalized version of the ternary Cahn-Hilliard system for the purpose of creating accurate and efficient numerical schemes of interfacial dynamics with three components as well as some…
In this paper we design high-order positivity-preserving approximation schemes for an integro-differential model describing photochemical reactions. Specifically, we introduce and analyze three classes of dynamically consistent methods,…
Using exact computer arithmetic, it is possible to determine the (exact) solution of a numerical model without rounding error. For such purposes, a corresponding system of equations should be exactly defined, either directly or by…
Iterative Refinement (IR) is a classical computing technique for obtaining highly precise solutions to linear systems of equations, as well as linear optimization problems. In this paper, motivated by the limited precision of quantum…
We introduce a new symbolic representation based on an original generalization of counter abstraction. Unlike classical counter abstraction (used in the analysis of parameterized systems with unordered or unstructured topologies) the new…
When integrating the radiative transfer equation for polarized light, the necessity of high-order numerical methods is well known. In fact, well-performing high-order formal solvers enable higher accuracy and the use of coarser spatial…
The SIR model is a three-compartment model of the time development of an epidemic. After normalizing the dependent variables, the model is a system of two non-linear differential equations for the susceptible proportion $S$ and the infected…
The present article aims to design and analyze efficient first-order strong schemes for a generalized A\"{i}t-Sahalia type model arising in mathematical finance and evolving in a positive domain $(0, \infty)$, which possesses a diffusion…
In this paper, we investigate the convergence order in probability of a novel ergodic numerical scheme for damped stochastic nonlinear Schr\"{o}dinger equation with an additive noise. Theoretical analysis shows that our scheme is of order…
We propose a semiclassical version of Shor's quantum algorithm to factorize integer numbers, based on spin-1/2 SU(2) generalized coherent states. Surprisingly, we find evidences that the algorithm's success probability is not too severely…
We introduce Conformal Interquantile Regression (CIR), a conformal regression method that efficiently constructs near-minimal prediction intervals with guaranteed coverage. CIR leverages black-box machine learning models to estimate outcome…
We provide a general and flexible approach to LIBOR modeling based on the class of affine factor processes. Our approach respects the basic economic requirement that LIBOR rates are non-negative, and the basic requirement from mathematical…
We consider a mechanical system with impact and n degrees of freedom, written in generalized coordinates. The system is not necessarily Lagrangian. The representative point of the system must remain inside a set of constraints K; the…
Sliced Inverse Regression (SIR) is an effective method for dimension reduction in high-dimensional regression problems. The original method, however, requires the inversion of the predictors covariance matrix. In case of collinearity…
We propose a general strategy to discretize the Dyson series without applying direct numerical quadrature to high-dimensional integrals, and extend this framework to open quantum systems. The resulting discretization can also be interpreted…
We analyze composition methods with complex coefficients exhibiting the so-called ``symmetry-conjugate'' pattern in their distribution. In particular, we study their behavior with respect to preservation of qualitative properties when…
The Poisson-Nernst-Planck (PNP) system is a widely accepted model for simulation of ionic channels. In this paper, we design, analyze, and numerically validate a second order unconditional positivity-preserving scheme for solving a reduced…
The choice of the parameter value for regularized inverse problems is critical to the results and remains a topic of interest. This article explores a criterion for selecting a good parameter value by maximizing the probability of the data,…
The Semi-Implicit Root solver (SIR) is an iterative method for globally convergent solution of systems of nonlinear equations. Since publication, SIR has proven robustness for a great variety of problems. We here present MATLAB and MAPLE…