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Gastos transitórios para choques
(Valor Econômico, 2020-03-19)
A cooperative conjugate gradient method for linear systems permitting efficient multi-thread implementation
(Springer, 2018)
This paper revisits, in a multi-thread context, the so-called multi-parameter or block conjugate gradient (B-CG)methods, first proposed as sequential algorithms by O’Leary and Brezinski, for the solution of the linear ...
Optimal control of infinite dimensional bilinear systems: application to the heat and wave equations
(Springer Verlag, 2018)
In this paper we consider second order optimality conditions for a bilinear optimal control problem governed by a strongly continuous semigroup operator, the control entering linearly in the cost function. We derive first ...
Functional Itô calculus, path-dependence and the computation of Greeks
(Elsevier Science Bv, 2017-12)
Dupire's functional Ito calculus provides an alternative approach to the classical Malliavin calculus for the computation of sensitivities, also called Greeks, of path-dependent derivatives prices. In this paper, we introduce ...
Watchdogs in our midst: how presidents monitor coalitions in Brazil's multiparty presidential regime
(Wiley, 2017-11)
When delegating governing tasks to a coalition partner, the president would like to give a minister ample administrative powers to be able to effectively accomplish the political mission. Due to information asymmetries, ...
Cooperative concurrent asynchronous computation of the solution of symmetric linear systems
(Springer, 2017-07)
This paper extends the idea of Brezinski's hybrid acceleration procedure, for the solution of a system of linear equations with a symmetric coefficient matrix of dimension n, to a new context called cooperative computation, ...
A steam turbine dynamic model for full scope power plant simulators
(Pergamon-Elsevier Science Ltd, 2017-06-25)
The development of a steam turbine dynamic model for full scope power plant simulators is described in this work. Model completeness is one of the main features of the model developed as it attempts to completely cover the ...
Full Bayesian analysis of claims reserving uncertainty
(2017-01-05)
We revisit the gamma–gamma Bayesian chain-ladder (BCL) model for claims reserving in non-life insurance. This claims reserving model is usually used in an empirical Bayesian way using plug-in estimates for the variance ...
Analysis of the Finite Element Method for the Laplace–Beltrami Equation on Surfaces with Regions of High Curvature Using Graded Meshes
(Springer New York LLC, 2017)
We derive error estimates for the piecewise linear finite element approximation of the Laplace–Beltrami operator on a bounded, orientable, (Formula presented.), surface without boundary on general shape regular meshes. As ...
Shock fluctuations for the Hammersley process
(Springer, 2017-01)
We consider the Hammersley interacting particle system starting from a shock initial profile with densities (). The microscopic shock is taken as the position of a second-class particle initially at the origin, and the ...
