2,725 research outputs found
Optimal Point Placement for Mesh Smoothing
We study the problem of moving a vertex in an unstructured mesh of
triangular, quadrilateral, or tetrahedral elements to optimize the shapes of
adjacent elements. We show that many such problems can be solved in linear time
using generalized linear programming. We also give efficient algorithms for
some mesh smoothing problems that do not fit into the generalized linear
programming paradigm.Comment: 12 pages, 3 figures. A preliminary version of this paper was
presented at the 8th ACM/SIAM Symp. on Discrete Algorithms (SODA '97). This
is the final version, and will appear in a special issue of J. Algorithms for
papers from SODA '9
Yield Curve Shapes and the Asymptotic Short Rate Distribution in Affine One-Factor Models
We consider a model for interest rates, where the short rate is given by a
time-homogenous, one-dimensional affine process in the sense of Duffie,
Filipovic and Schachermayer. We show that in such a model yield curves can only
be normal, inverse or humped (i.e. endowed with a single local maximum). Each
case can be characterized by simple conditions on the present short rate. We
give conditions under which the short rate process will converge to a limit
distribution and describe the limit distribution in terms of its cumulant
generating function. We apply our results to the Vasicek model, the CIR model,
a CIR model with added jumps and a model of Ornstein-Uhlenbeck type
Stability of the Steiner symmetrization of convex sets
The isoperimetric inequality for Steiner symmetrization of any
codimension is investigated and the equality cases are characterized. Moreover, a quantitative version of this inequality is proven for convex sets
Brunn-Minkowski inequality for the 1-Riesz capacity and level set convexity for the 1/2-Laplacian
We prove that that the 1-Riesz capacity satisfi es a Brunn-Minkowski
inequality, and that the capacitary function of the 1/2-Laplacian is level set
convex.Comment: 9 page
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