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pro vyhledávání: '"Ascher, Uri M."'
Autor:
Longva, Andreas, Löschner, Fabian, Fernández-Fernández, José Antonio, Larionov, Egor, Ascher, Uri M., Bender, Jan
Nonlinear systems arising from time integrators like Backward Euler can sometimes be reformulated as optimization problems, known as incremental potentials. We show through a comprehensive experimental analysis that the widely used Projected Newton m
Externí odkaz:
http://arxiv.org/abs/2311.14526
Dynamics simulation with frictional contacts is important for a wide range of applications, from cloth simulation to object manipulation. Recent methods using smoothed lagged friction forces have enabled robust and differentiable simulation of elasto
Externí odkaz:
http://arxiv.org/abs/2211.10618
We examine a variety of numerical methods that arise when considering dynamical systems in the context of physics-based simulations of deformable objects. Such problems arise in various applications, including animation, robotics, control and fabrica
Externí odkaz:
http://arxiv.org/abs/2103.01891
Akademický článek
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Autor:
Ascher, Uri M.
Publikováno v:
J. Dynamics and Games 7(2), pages 123-140, 2020
The possibility that a discrete process can be fruitfully approximated by a continuous one, with the latter involving a differential system, is fascinating. Important theoretical insights, as well as significant computational efficiency gains may lie
Externí odkaz:
http://arxiv.org/abs/1910.02098
We introduce a local volatility model for the valuation of options on commodity futures by using European vanilla option prices. The corresponding calibration problem is addressed within an online framework, allowing the use of multiple price surface
Externí odkaz:
http://arxiv.org/abs/1602.04372
This paper examines issues of data completion and location uncertainty, popular in many practical PDE-based inverse problems, in the context of option calibration via recovery of local volatility surfaces. While real data is usually more accessible f
Externí odkaz:
http://arxiv.org/abs/1512.07660
Publikováno v:
Mechanics Based Design of Structures and Machines. - ISSN 1539-7742. - 23 (1995), p. 135 - 157
Many methods have been proposed for the simulation of constrained mechanical systems. The most obvious of these have mild instabilities and drift problems. Consequently, stabilization techniques have been proposed A popular stabilization method is Ba
Externí odkaz:
http://opus.kobv.de/ubp/volltexte/2007/1569/
Many methods have been proposed for the stabilization of higher index differential-algebraic equations (DAEs). Such methods often involve constraint differentiation and problem stabilization, thus obtaining a stabilized index reduction. A popular met
Externí odkaz:
http://opus.kobv.de/ubp/volltexte/2007/1562/
Autor:
Ascher, Uri M., Lin, Ping
Publikováno v:
SIAM Journal on Numerical Analysis, 1996 Oct 01. 33(5), 1921-1940.
Externí odkaz:
https://www.jstor.org/stable/2158336
