Browsing by Subject "Equações diferenciais"
Now showing items 1-11 of 11
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Analysis of the Finite Element Method for the Laplace–Beltrami Equation on Surfaces with Regions of High Curvature Using Graded Meshes
2017We 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 ... -
Assessing misspecified asset pricing models with empirical likelihood estimators
2012-10Hansen and Jagannathan (1997) compare misspecified asset pricing models based on least-square projections on a family of admissible stochastic discount factors. We extend their fundamental contribution by considering Minimum ... -
A Higher order and stable method for the numerical integration of Random Differential Equations
2014-11Over the last few years there has been a growing and renovated interest in the numerical study of Random Differential Equations (RDEs). On one hand it is motivated by the fact that RDEs have played an important role in the ... -
A importância dos mecanismos comportamentais de resistência para a dinâmica populacional de abelhas Apis mellifera e o parasita Varroa destructor
2014-06-06The ectoparasitic mite Varroa destructor that parasitize honey bees has become a global problem. Although this mite is unlikely to, by itself, cause the mortality of hives, it plays an important role as a vector for many ... -
Infimum gaps for limit solutions
2015After recalling the notion of L1 limit solution for a dynamics which is affine in the (unbounded) derivative of the control, we focus on the possible occurrence of the Lavrentiev phenomenon for a related optimal control ... -
Local Linearization-Runge-Kutta methods: a class of A-stable explicit integrators for dynamical systems
2013-02A new approach for the construction of high order A-stable explicit integrators for ordinary differential equations (ODEs) is theoretically studied. Basically, the integrators are obtained by splitting, at each time step, ... -
Métodos de simulação de Monte Carlo para equações diferenciais estocásticas
2016-11Neste trabalho apresentamos técnicas de simulação de Monte Carlo (MC), para o cálculo de funcionais de soluções de Equações Diferenciais Estocásticas (EDE’s). Estudaremos também a nova metodologia Multilevel Monte Carlo ... -
A numerical scheme for the curvature equation near the singularities
2005In this paper we propose a modification in the usual numerical method for computing the solutions of the curvature equation in the plane . This modification takes place near the singularities of the image. We propose to ... -
Uma resenha sobre modelos de apreçamento de derivativos
2012-06-29I present here an approach that unify a variety of derivative pricing models that consists of attaining a Partial Differential Equation(PDE) by intuitive arguments and give its solution by Feynman-Kac method as a conditinal ... -
Second order analysis of control-affine problems with scalar state constraint
2016-01-09In this article we establish new second order necessary and sufficient opti- mality conditions for a class of control-affine problems with a scalar control and a scalar state constraint. These optimality conditions extend ...
