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Some of the material in is restricted to members of the community. By logging in, you may be able to gain additional access to certain collections or items. If you have questions about access or logging in, please use the form on the Contact Page.
Standard spatial discretization schemes for dynamical system (DS), usually lead to large-scale, high-dimensional, and in general, nonlinear systems of ordinary differential equations.Due to limited computational and storage capabilities, ...
The principles of optimal control of distributed parameter systems are used to derive a powerful class of numerical methods for solutions of inverse problems, called data assimilation (DA) methods. Using these DA methods one can...
There are two themes in this thesis: local volatility models and their calibration, and Proper Orthogonal Decomposition (POD) reduced order modeling with application in stochastic volatility models, which has a potential in the...
Some of the material in is restricted to members of the community. By logging in, you may be able to gain additional access to certain collections or items. If you have questions about access or logging in, please use the form on the Contact Page.
