搜索结果: 1-2 共查到“计算数学 Jumps”相关记录2条 . 查询时间(0.015 秒)
A Discrete Weighted Helmholtz Decomposition and Applications to Non-overlapping Domain Decomposition for Saddle-point Maxwell Systems with Jumps in Coefficients
Maxwell's equations N秂d秂lec 痭ite elements weighted Helmholtz decom-position domain decomposition saddle-point system, preconditioners, condition number
font style='font-size:12px;'>
2012/8/8
We shall establish a discrete weighted Helmholtz decomposition in edge element
spaces, which is stable uniformly with respect to the jumps in the discontinuous weight
function. The stable decomposit...
Error bounds for small jumps of Lévy processes and financial applications
Approximation of small jumps L´ evy processes Skorokhod embedding
font style='font-size:12px;'>
2010/12/16
The pricing of exotic options in exponential L´evy models amounts to the computation of expectations of functionals of the whole path of a L´evy process. In many situations, Monte-Carlo me...