منابع مشابه
Study of Positivity Preserving Numerical Methods
The Cox-Ingersoll-Ross (CIR) interest rate model is one of the most celebrated models in financial industry. The CIR interest rate model always has been the focus of study in mathematical finance litrature [2] as well as in the financial industry. It is also the area of interest in numerical science litrature [3 4 6 8 9 10 13 14 15 16 20] because of its non-explicit analytical solution. Signifi...
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Iterative algorithms such as Belief Propagation and Survey Propagation can handle some of the largest randomly-generated satisfiability problems (SAT) created to this point. But they can make inaccurate estimates or fail to converge on instances whose underlying constraint graphs contain small loops–a particularly strong concern with structured problems. More generally, their behavior is only w...
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Tree-based multidimensional indexes are integral to efficient querying in multimedia and GIS applications. These indexes frequently use shapes in internal tree nodes to describe the data stored in a subtree below. We show that the standard Minimum Bounding Rectangle descriptor can lead to significant inefficiency during tree traversal, due to false positives. We also observe that there is often...
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ژورنال
عنوان ژورنال: Journal of Applied and Industrial Mathematics
سال: 2008
ISSN: 1990-4789,1990-4797
DOI: 10.1134/s1990478908010109