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Finite di erence or nite element approximations of the value function of an American option usually result in discrete linear complementarity problems (LCP).
In this paper we prove Korovkin type theorem for iterates of general positive linear operators T :C [0, 1] ! C [0, 1] and derive quantitative estimates in terms of modulus of smoothness. In particular...
In this paper, we are concerned with the asymptotic behaviors of the solu-tions u"(x, t) and u"(x) of the first-order Hamilton-Jacobi-Bellman equations (H-J-Bs in short) as " = ("1, ..., "n, ..., "N)∈...
Invariant higher-order variational problems     Invariant higher-order variational problems        font style='font-size:12px;'> 2011/3/3
We investigate higher-order geometric k-splines for template matching on Lie groups. This is motivated by the need to apply diffeomorphic template matching to a series of images,e.g., in longitudinal ...
Cette thèse traite d’algèbre et de géométrie algébrique, plus précisément de théorie algébrique des D-modules, avec une forte présence de la caractéristique positive. On sait le rôle joué par la...
Given a symplectic manifold (M; !) and a Lagrangian submanifold L, we construct versions of the symplectic blow-up and blow-down which are defined relative to L.
Parent formulation at the Lagrangian level     Parent formulation  Lagrangian level       font style='font-size:12px;'> 2011/3/2
The recently proposed first-order parent formalism at the level of equations of motion is specialized to the case of Lagrangian systems. It is shown that for diffeomorphism-invariant theories the pare...
On the Stationary Distribution of Iterative Imputations     Multiple imputation  Markov chain Monte Carlo       font style='font-size:12px;'> 2011/1/21
Iterative imputation, in which variables are imputed one at a time each given a model predicting from all the others, is a popular technique that can be convenient and exible, as it replaces a potenti...
We give a method of constructing polynomials of arbitrarily large degree irreducible over a global field F but reducible modulo every finite prime of F.The method consists of finding quadratic f ∈ F[x...
A class of causal variational principles on a compact manifold is introduced and analyzed both numerically and analytically. It is proved under general assumptions that the support of a minimizing mea...
Invariant higher-order variational problems      Invariant higher-order variational problems        font style='font-size:12px;'> 2010/12/28
We investigate higher-order geometric k-splines for template matching on Lie groups. This is motivated by the need to apply diffeomorphic template matching to a series of images, e.g., in longitudin...
This paper reports investigations on the computation of mate-rial fronts in multi-fluid models using a Lagrange-Projection ap-proach. Various forms of the Projection step are considered. Par-ticular a...
A symplectic bundle over an algebraic curve has a natural invariant sLag determined by the maximal degree of its Lagrangian subbundles. This can be viewed as a generalization of the classical Segre in...
We construct a family of orthogonal characters of an algebra group which decompose the supercharacters defined by Diaconis and Isaacs [6]. Like supercharacters, these characters are given by nonnegat...
We prove a recursive identity involving formal iterated logarithms and for-mal iterated exponentials. These iterated logarithms and exponentials appear in a nat-ural extension of the logarithmic forma...

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