Now showing items 1-10 of 326
Consistent initial values for DAE systems in circuit simulation
One of the difficulties of the numerical integration methods for differential-algebraic equations (DAEs) is computing consistent initial values before starting the integration, i.e. calculating values that satisfy the given ...
Global Weak Solutions and Well-Posedness of Weak Solutions for a Moving Boundary Problem for a Coupled System of Diffusion-Reaction Equations arising in the Corrosion Modeling of Concrete
The evolution of the corrosion interface separating the uncorroded concrete part and the corroded part of a partially wet concrete wall of a pipe under the influence of hydrogen sulfide can be modelled by a moving boundary ...
Error Control in h- and hp-adaptive FEM for Signorini's Problem
This paper presents a posteriori finite element error estimates for Signorini’s problem. The discretization is based on a mixed variational formulation proposed by Haslinger et al. which is extended to higher-order finite ...
LaGO - a (heuristic) Branch and Cut algorithm fornonconvex MINLPs
We present a Branch and Cut algorithm of the software package LaGO to solve nonconvex mixed-integer nonlinear programs. A linear outer approximation is constructed from a convex relaxation of the problem. Since we do not ...
Power Scheduling in a Hydro-Thermal System under Uncertainty
A multi-stage stochastic programming model for power scheduling under uncertainty in a generation system comprising thermal and pumped-storage hydro units is developed. For its computational solution two different decomposition ...
Efficient covariance estimation for asynchronous noisy high-frequency data
We focus on estimating the integrated covariance of log-price processes in the presence of market microstructure noise. We construct an efficient unbiased estimator for the quadratic covariation of two Itô processes in the ...