1,645 research outputs found
A Penalty Method for the Numerical Solution of Hamilton-Jacobi-Bellman (HJB) Equations in Finance
We present a simple and easy to implement method for the numerical solution
of a rather general class of Hamilton-Jacobi-Bellman (HJB) equations. In many
cases, the considered problems have only a viscosity solution, to which,
fortunately, many intuitive (e.g. finite difference based) discretisations can
be shown to converge. However, especially when using fully implicit time
stepping schemes with their desirable stability properties, one is still faced
with the considerable task of solving the resulting nonlinear discrete system.
In this paper, we introduce a penalty method which approximates the nonlinear
discrete system to first order in the penalty parameter, and we show that an
iterative scheme can be used to solve the penalised discrete problem in
finitely many steps. We include a number of examples from mathematical finance
for which the described approach yields a rigorous numerical scheme and present
numerical results.Comment: 18 Pages, 4 Figures. This updated version has a slightly more
detailed introduction. In the current form, the paper will appear in SIAM
Journal on Numerical Analysi
Some Results on the Boundary Control of Systems of Conservation Laws
This note is concerned with the study of the initial boundary value problem
for systems of conservation laws from the point of view of control theory,
where the initial data is fixed and the boundary data are regarded as control
functions. We first consider the problem of controllability at a fixed time for
genuinely nonlinear Temple class systems, and present a description of the set
of attainable configurations of the corresponding solutions in terms of
suitable Oleinik-type estimates. We next present a result concerning the
asymptotic stabilization near a constant state for general systems.
Finally we show with an example that in general one cannot achieve exact
controllability to a constant state in finite time.Comment: 10 pages, 4 figures, conferenc
Enhancing the effectiveness of nucleoside analogs with mTORC1 blockers to treat acute myeloid leukemia patients
Powerpoint and speaker's note
Estabilidade de agregados de um Latossolo Vermelho sob diferentes plantas de coberturas de inverno e sistemas de preparo do solo.
Os sistemas de manejo agrícolas interferem nas características físicas do solo, principalmente na agregação. O objetivo deste estudo foi avaliar a estabilidade de agregados do solo de um experimento de longa duração com plantas de cobertura de inverno e sistemas de preparo do solo. O experimento teve início no ano de 1986, no Instituto Agronômico do Paraná, em Pato Branco sob um Latossolo Vermelho aluminoférrico. Os tratamentos são uma combinação entre coberturas de solo: aveia preta, centeio, ervilhaca comum, ervilhaca peluda, nabo forrageiro, tremoço azul, trigo e pousio, e sistemas de preparo: plantio direto (PD) e plantio convencional (PC), dispostos em parcelas subdivididas com três repetições. As amostras de solo foram coletadas em 2012, nas profundidades de 0 a 5, 5 a 10 e 10 a 20 cm. A estabilidade de agregados foi determinada através de tamisamento a úmido, e posteriormente calculado o índice de diâmetro médio ponderado (DMP) dos agregados. O PD apresentou maior DMP na profundidade de 0 a 5 cm, enquanto que para o PC, o maior DMP ocorreu de 10 a 20 cm de profundidade. O pousio obteve o menor DMP diferindo das espécies de cobertura de inverno, para o PD de 0 a 5 e 5 a 10 cm de profundidade. A utilização de espécies de cobertura de inverno associada a sistemas conservacionistas de preparo do solo, com mínimo revolvimento, promove maior estabilidade da agregação do solo
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