Buscar
Mostrando ítems 31-40 de 56
The stochastic θ-SEIHRD model: Adding randomness to the COVID-19 spread
(Elsevier, 2022)
[Abstract]: In this article we mainly extend a newly introduced deterministic model for the COVID-19 disease to a stochastic setting. More precisely, we incorporated randomness in some coefficients by assuming that they ...
Upwind Finite Element-PML Approximation of a Novel Linear Potential Model for Free Surface Flows Produced by a Floating Rigid Body
(Elsevier, 2021)
[Abstract] A novel linear potential model is presented to compute free surface flows of incompressible fluids produced by the motion of a floating rigid body in the presence of an underlying non-uniform flow. In particular, ...
A Modal-Based Partition of Unity Finite Element Method for Elastic Wave Propagation Problems in Layered Media
(Elsevier, 2022)
[Abstract] The time-harmonic propagation of elastic waves in layered media is simulated numerically by means of a modal-based Partition of Unity Finite Element Method (PUFEM). Instead of using the standard plane waves or ...
End-To-End Multi-Task Learning for Simultaneous Optic Disc and Cup Segmentation and Glaucoma Classification in Eye Fundus Images
(Elsevier, 2022)
[Abstract] The automated analysis of eye fundus images is crucial towards facilitating the screening and early diagnosis of glaucoma. Nowadays, there are two common alternatives for the diagnosis of this disease using deep ...
XVA in a multi-currency setting with stochastic foreign exchange rates
(Elsevier B.V., 2023-05)
[Abstract]: In the present article we address the modelling and the numerical computation of the total value adjustment for European options in a multi-currency setting when the foreign exchange rates between the different ...
Real quantum amplitude estimation
(Springer, 2023)
[Abstract]: We introduce the Real Quantum Amplitude Estimation (RQAE) algorithm, an extension of Quantum Amplitude Estimation (QAE) which is sensitive to the sign of the amplitude. RQAE is an iterative algorithm which ...
Pricing pension plans under jump–diffusion models for the salary
(Elsevier, 2014)
[Abstract] In this paper we consider the valuation of a defined benefit pension plan in the presence of jumps in the underlying salary and including the possibility of early retirement. We will consider that the salary ...
A second order characteristics finite element scheme for natural convection problems
(Elsevier, 2011-01-31)
[Abstract]: In this paper a second order characteristics finite element scheme is applied to the numerical solution of natural convection problems. Firstly, after recalling the mathe-matical model, a second order time ...
Second-Order Pure Lagrange-Galerkin Methods for Fluid-Structure Interaction Problems
(SIAM, Society for Industrial and Applied Mathematics, 2015-09-30)
[Abstract]: In this paper we propose a second order (both in time and in space) pure Lagrange-Galerkin method for
the numerical solution of fluid-structure interaction problems. The proposed scheme is written in material ...
Global Optimization for Automatic Model Points Selection in Life Insurance Portfolios
(MDPI AG, 2021-02-25)
[Abstract]
Starting from an original portfolio of life insurance policies, in this article we propose a methodology to select model points portfolios that reproduce the original one, preserving its market risk under a ...