We consider optimal control problems for the flow of gas in a pipe network. The equations of motions are taken to be represented by a semi-linear model derived from the fully nonlinear isothermal Euler gas equations. ...We consider optimal control problems for the flow of gas in a pipe network. The equations of motions are taken to be represented by a semi-linear model derived from the fully nonlinear isothermal Euler gas equations. We formulate an optimal control problem on a given network and introduce a time discretization thereof. We then study the well-posedness of the corresponding time-discrete optimal control problem. In order to further reduce the complexity, we consider an instantaneous control strategy. The main part of the paper is concerned with a non-overlapping domain decomposition of the semi-linear elliptic optimal control problem on the graph into local problems on a small part of the network, ultimately on a single edge.展开更多
Photometric stereo is a fundamental technique in computer vision known to produce 3D shape with high accuracy. It uses several input images of a static scene taken from one and the same camera position but under varyi...Photometric stereo is a fundamental technique in computer vision known to produce 3D shape with high accuracy. It uses several input images of a static scene taken from one and the same camera position but under varying illumination. The vast majority of studies in this 3D reconstruction method assume orthographic projection for the camera model.In addition, they mainly use the Lambertian reflectance model as the way that light scatters at surfaces.Thus, providing reliable photometric stereo results from real world objects still remains a challenging task. We address 3D reconstruction by use of a more realistic set of assumptions, combining for the first time the complete Blinn–Phong reflectance model and perspective projection. Furthermore, we compare two different methods of incorporating the perspective projection into our model. Experiments are performed on both synthetic and real world images; the latter do not benefit from laboratory conditions. The results show the high potential of our method even for complex real world applications such as medical endoscopy images which may include many specular highlights.展开更多
One goal of financial research is to determine fair prices on the financial market.As financial models and the data sets on which they are based are becoming ever larger and thus more complex,financial instruments mus...One goal of financial research is to determine fair prices on the financial market.As financial models and the data sets on which they are based are becoming ever larger and thus more complex,financial instruments must be further developed to adapt to the new complexity,with short runtimes and efficient use of memory space.Here we show the effects of combining known strategies and incorporating new ideas to further improve numerical techniques in computational finance.In this paper we combine an ADI(alternating direction implicit)scheme for the temporal discretization with a sparse grid approach and the combination technique.The later approach considerably reduces the number of“spatial”grid points.The presented standard financial problem for the valuation of American options using the Heston model is chosen to illustrate the advantages of our approach,since it can easily be adapted to other more complex models.展开更多
文摘We consider optimal control problems for the flow of gas in a pipe network. The equations of motions are taken to be represented by a semi-linear model derived from the fully nonlinear isothermal Euler gas equations. We formulate an optimal control problem on a given network and introduce a time discretization thereof. We then study the well-posedness of the corresponding time-discrete optimal control problem. In order to further reduce the complexity, we consider an instantaneous control strategy. The main part of the paper is concerned with a non-overlapping domain decomposition of the semi-linear elliptic optimal control problem on the graph into local problems on a small part of the network, ultimately on a single edge.
基金supported by the Deutsche Forschungsgemeinschaft under grant number BR2245/4–1
文摘Photometric stereo is a fundamental technique in computer vision known to produce 3D shape with high accuracy. It uses several input images of a static scene taken from one and the same camera position but under varying illumination. The vast majority of studies in this 3D reconstruction method assume orthographic projection for the camera model.In addition, they mainly use the Lambertian reflectance model as the way that light scatters at surfaces.Thus, providing reliable photometric stereo results from real world objects still remains a challenging task. We address 3D reconstruction by use of a more realistic set of assumptions, combining for the first time the complete Blinn–Phong reflectance model and perspective projection. Furthermore, we compare two different methods of incorporating the perspective projection into our model. Experiments are performed on both synthetic and real world images; the latter do not benefit from laboratory conditions. The results show the high potential of our method even for complex real world applications such as medical endoscopy images which may include many specular highlights.
基金supported by the bilateral German-Slovakian Project MATTHIAS–Modelling and Approximation Tools and Techniques for Hamilton-Jacobi-Bellman equations in finance and Innovative Approach to their Solution,financed by DAAD and the Slovakian Ministry of Education.Further the authors acknowledge partial support from the bilateral German-Portuguese Project FRACTAL–FRActional models and CompuTationAL Finance financed by DAAD and the CRUP–Conselho de Reitores das Universidades Portuguesas.
文摘One goal of financial research is to determine fair prices on the financial market.As financial models and the data sets on which they are based are becoming ever larger and thus more complex,financial instruments must be further developed to adapt to the new complexity,with short runtimes and efficient use of memory space.Here we show the effects of combining known strategies and incorporating new ideas to further improve numerical techniques in computational finance.In this paper we combine an ADI(alternating direction implicit)scheme for the temporal discretization with a sparse grid approach and the combination technique.The later approach considerably reduces the number of“spatial”grid points.The presented standard financial problem for the valuation of American options using the Heston model is chosen to illustrate the advantages of our approach,since it can easily be adapted to other more complex models.
