Zobrazeno 1 - 10
of 97
pro vyhledávání: '"Fatone, Lorella"'
Autor:
Fatone, Lorella, Funaro, Daniele
Anisotropic diffusion is a well recognized tool in digital image processing, including edge detection and denoising. We present here a particular nonlinear time-dependent operator together with an appropriate high-order discretization for the space v
Externí odkaz:
http://arxiv.org/abs/2204.13475
The accuracy and effectiveness of Hermite spectral methods for the numerical discretization of partial differential equations on unbounded domains, are strongly affected by the amplitude of the Gaussian weight function employed to describe the approx
Externí odkaz:
http://arxiv.org/abs/2104.02181
Autor:
Fatone, Lorella, Mariani, Francesca
We consider an investor that trades continuously and wants to liquidate an initial asset position within a prescribed time interval. During the execution of the liquidation order the investor is subject to execution risk. We study the problem of find
Externí odkaz:
http://arxiv.org/abs/2011.02979
Autor:
Fatone, Lorella, Mariani, Francesca
We consider the problem of governing systemic risk in an assets-liabilities dynamical model of banking system. In the model considered each bank is represented by its assets and its liabilities.The capital reserves of a bank are the difference betwee
Externí odkaz:
http://arxiv.org/abs/1905.12431
Autor:
Fatone, Lorella, Mariani, Francesca
We consider the problem of governing systemic risk in a banking system model. The banking system model consists in an initial value problem for a system of stochastic differential equations whose dependent variables are the log-monetary reserves of t
Externí odkaz:
http://arxiv.org/abs/1812.06973
In this work, we apply a semi-Lagrangian spectral method for the Vlasov-Poisson system, previously designed for periodic Fourier discretizations, by implementing Legendre polynomials and Hermite functions in the approximation of the distribution func
Externí odkaz:
http://arxiv.org/abs/1807.02418
Autor:
Fatone, Lorella, Funaro, Daniele
Publikováno v:
Journal of Scientific Computing (2018) 75:405-426
Concerning the Laplace operator with homogeneous Dirichlet boundary conditions, the classical notion of isospectrality assumes that two domains are related when they give rise to the same spectrum. In two dimensions, non isometric, isospectral domain
Externí odkaz:
http://arxiv.org/abs/1803.11108
The Vlasov-Poisson system, modeling the evolution of non-collisional plasmas in the electrostatic limit, is approx- imated by a Semi-Lagrangian technique. Spectral methods of periodic type are implemented through a collocation approach. Groups of par
Externí odkaz:
http://arxiv.org/abs/1803.09305
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Autor:
Fatone, Lorella, Funaro, Daniele
Publikováno v:
SIAM J. Scientific Computing, Vol. 37, n. 3 (2015), pp. A1504-A1524
Spectral discretizations of fractional derivative operators are examined, where the approximation basis is related to the set of Jacobi polynomials. The pseudo-spectral method is implemented by assuming that the grid, used to represent the function t
Externí odkaz:
http://arxiv.org/abs/1407.0552