Evolutionary Computation and Applications at Centre de Mathématiques Appliquées de l'Ecole Polytechnique
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Rate of convergence estimates for the spectral approximation of a generalized eigenvalue problem
Carlos Conca1, Mario Durán2, Jacques Rappaz3 1 Departamento de Ingenierı́a Matemática, Facultad de Ciencias Fı́sicas y Matemáticas, Universidad de Chile, Casilla 170/3 – Correo 3, Santiago, Chile 2 Facultad de Matemáticas, Pontificia Universidad Católica de Chile, Casilla 306, Santiago 22, Chile Centre de Mathématiques Appliquées, Ecole Polytechnique, F-91128 Palaiseau, France 3 Département de Ma...
متن کاملHigh-Order Entropy-Conservative Schemes andKinetic Relations for van der Waals Fluids
High-Order Entropy-Conservative Schemes and Kinetic Relations for van der Waals Fluids C. Chalons∗ and P. G. LeFloch† ∗O.N.E.R.A., B.P. 72, 29 Avenue de la Division Leclerc, 92322 Châtillon Cedex, France; and †Centre de Mathématiques Appliquées & Centre National de la Recherche Scientifique, U.M.R. 7641, Ecole Polytechnique, 91128 Palaiseau Cedex, France E-mail: [email protected], [email protected]...
متن کاملPricing Convexity Adjustment with Wiener Chaos
This paper presents an approximated formula of the convexity adjustment of Constant Maturity Swap rates, using Wiener Chaos expansion, for multi-factor lognormal zero coupon models. We derive closed formulae for CMS bond and swap and apply results to various well-known one-factor models (Ho and Lee (1986), Amin and Jarrow(1992), Hull andWhite (1990), Mercurio andMoraleda(1996)). Quasi Monte Car...
متن کاملGrammar-Based Column Generation for Personalized Multi-Activity Shift Scheduling
Multi-Activity Shift Scheduling Marie-Claude Côté Département de mathématiques appliquées et génie industriel, École Polytechnique de Montréal, Montréal, Canada Interuniversity Research Center on Enterprise Networks, Logistics and Transportation, Montréal, Canada {[email protected]} Bernard Gendron Département d’informatique et de recherche opérationnelle, Université de Montréal, Montréal, Cana...
متن کاملOptimal Design of Compliant Mechanisms by Level Set and Flexible Building Blocks Methods
(1) Centre de Mathématiques Appliquées (UMR 7641) École Polytechnique, 91128 Palaiseau Cedex, France ([email protected]). (2) Laboratoire J.L.Lions (UMR 7598), Université Paris 7 Denis Diderot, 75252 Paris Cedex 05, France ([email protected]). (3) Laboratoire de Robotique et Mésorobotique (LRM), CEA, DRT-IdF, LIST/DTSI/SRT, 18 route du Panorama, BP 6, 92265 Fontenay aux Roses C...
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تاریخ انتشار 1997