In this paper, we consider a new formulation for stochastic mathematical programs with complementarity constraints and recourse. We show that the new formulation is equivalent to a smooth semi-infinite program. Then, we propose a Monte Carlo sampling and penalty method for solving the problem. Comprehensive convergence analysis and numerical examples are included as well.

The influence of the analytical properties of the Black-Scholes PDE formulation for American and Asian options on the quality of the numerical solution is discussed. It appears that numerical methods for PDEs are quite robust even when the mathematical formulation is not well posed.

The mathematical formulation of calibrating color image reproduction and recording devices is presented. This formulation provides a foundation for future research in areas of characterization of devices and display of color images. The procedure outlined in this paper should become standard for displaying color images for the image processing community.

Contents Introduction 3 Chapter 1. Mathematical preliminaries 13 1.1. Functions 13 1.2. Quasi-minima 15 1.3. Measures 18 Chapter 2. Compatible systems of Young measures: the stochastic process formulation and the discrete case 25 2.1. Compatible systems of Young measures 25 2.2. The probabilistic formulation 28 2.3. The discrete case 34 Chapter 3. Globally stable quasistatic evolution 39 3.

This project is based on static power optimization of CMOS digital circuits. We will discuss the electrical engineering aspects of the static power optimization problem in the next section and present the mathematical equations that are involved in the formulation of this optimization problem. We briefly explain why our approach is different from the existent work. The main aspect of this amsc-...

Bioluminescence tomography (BLT) is a recently developed area in biomedical imaging. The goal of BLT is to quantitatively reconstruct a bioluminescent source distribution within a small animal from optical signals on the surface of the animal body. While there have been theoretical investigations of the BLT problem in the literature, in this paper, we propose a more general mathematical framewo...

In a manufacturing environment where a robotic arm is programmed to follow a specified trajectory such as in welding, painting, and soldering, it is often the case that the arm reaches a singular configuration, where the program is stopped, the arm is switched to a new configuration, and the motion is continued. This difficulty has been a long standing problem. This paper presents a mathematica...

The entropy generation for natural convection heat and mass transfer in a two dimensional porous cavity subjected to a magnetic field is selected for numerical investigation. The Darcy model is used in the mathematical formulation of the fluid flow in porous media. The mathematical model is derived in dimensionless form and the governing equations are solved using the finite volume method. The ...

In this paper, we are interested in the mathematical analysis of a geological stratigraphic model, taking into account a limited weathering condition. Firstly, we present the physical model and the mathematical formulation, which lead to an original conservation law. Then, the definition of a solution and some mathematical tools in order to resolve the problem are given. At last, we treat the 1...