Results 261 to 270 of about 179,091 (292)
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Multiple Shooting Method for Solving Black–Scholes Equation
Computational Economics, 2019In this paper, the Black–Scholes (B–S) model for the pricing of the European and the barrier call options are considered, which yields a partial differential problem. First, A numerical technique based on Crank–Nicolson (C–N) method is used to discretisize the time domain. Consequently, the partial differential equation will be converted to a system of
Somayeh Abdi-Mazraeh +2 more
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Analysis of axisymmetric composite pressure domes by the multiple shooting method
38th Structures, Structural Dynamics, and Materials Conference, 1997The governing equations for axisymmetric, composite, doubly curved shells are presented in first-order state vector form. A solution procedure is detailed for the direct numerical integration of the state vector equation by the method of multiple shooting. A number of example problems are solved.
Eric Johnson +3 more
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A Limited-Memory Multiple Shooting Method for Weakly Constrained Variational Data Assimilation
SIAM Journal on Numerical Analysis, 2016Summary: Maximum-likelihood-based state estimation for dynamical systems with model error raises computational challenges in memory usage due to the much larger number of free variables when compared to the perfect model case. To address this challenge, we present a limited-memory method for maximum-likelihood-based estimation of state space models. We
Wanting Xu, Mihai Anitescu
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Multiple solutions of boundary value problems: an elementary approach via the shooting method
Nonlinear Differential Equations and Applications NoDEA, 1994This paper dealts with the existence of multiple solutions for the two- point boundary value problems of the type \(u''+ f(t, u)= 0\), \(u(0)= 0\), \(u(\pi)= 0\), in terms of the behaviour of the ratio \(f(t, u)/u\) near \(u= 0\) and near infinity. It is assumed that \(f\) is at least a Carathéodory function in \([0, \pi]\times \mathbb{R}\).
Dinca, Gheorghe, Sanchez, Luis
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Solution of constrained optimal control problems using multiple shooting and ESDIRK methods
2012 American Control Conference (ACC), 2012In this paper, we describe a novel numerical algorithm for solution of constrained optimal control problems of the Bolza type for stiff and/or unstable systems. The numerical algorithm combines explicit singly diagonally implicit Runge-Kutta (ESDIRK) integration methods with a multiple shooting algorithm.
Andrea Capolei, John Bagterp Jørgensen
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International Journal of Bifurcation and Chaos, 2005
This paper presents a detailed study on the bifurcation of a controlled Duffing oscillator with a time delay involved in the feedback loop. The first objective is to determine the bifurcating periodic motions and to obtain the global diagrams of local bifurcations of periodic motions with respect to time delay.
Huailei Wang, Haiyan Hu
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This paper presents a detailed study on the bifurcation of a controlled Duffing oscillator with a time delay involved in the feedback loop. The first objective is to determine the bifurcating periodic motions and to obtain the global diagrams of local bifurcations of periodic motions with respect to time delay.
Huailei Wang, Haiyan Hu
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The Direct Multiple Shooting Method for Optimal Control
2011In this chapter we consider a class of continuous optimal control problems. We survey different numerical solution approaches that introduce computationally tractable variants of this problem and discuss their usefulness for the purpose of this thesis.
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Fast reduced multiple shooting methods for nonlinear model predictive control
Chemical Engineering and Processing: Process Intensification, 2007Nonlinear model predictive control (NMPC) has become an appealing control concept for chemical processes because it can directly take into account the multivariable character, nonlinearities and constraints on inputs and states. While linear MPC is frequently applied in the process industries, practical applications of NMPC are rare.
Schäfer, Andreas +4 more
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A simple method for maintaining high multiplication of Narcissus shoot cultures in vitro
Plant Cell, Tissue and Organ Culture, 1992A simple method for stimulating and maintaining high in vitro multiplication of Narcissus shoot clump cultures was developed. Shoot clumps were subjected either to ‘normal cutting’ where leaves were trimmed to 20 mm in length at the beginning of each culture passage or to ‘severe cutting’ where shoot clumps were cut down to the basal plate region ...
Y. N. Chow, C. Selby, B. M. R. Harvey
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Multiple shooting methods for parabolic optimal control problems with control constraints
PAMM, 2015AbstractIn the context of ordinary differential equations, shooting techniques are a state‐of‐the‐art solver component, whereas their application in the framework of partial differential equations (PDE) is still at an early stage. We present two multiple shooting approaches for optimal control problems (OCP) governed by parabolic PDE.
Thomas Carraro, Michael Geiger
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