Browsing Department of Mathematics by Document Types "Working paper"
Now showing items 1-5 of 5
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Beskrivelse av skoleforsøket: Lagring av CO2 under havbunnen
(Working paper, 2010-03-04) -
Existence of a classical solution of a parabolic PIDE associated with ruin probability
(Working paper, 2012-06-18)In this article we will prove existence of a classical solution of the integro-differential equation for ruin probability in finite time stated in Paulsen (2008). -
A Fast Continuous Max-Flow Approach to Non-Convex Multilabeling Problems
(Working paper, 2011)This work addresses a class of multilabeling problems over a spatially continuous image domain, where the data fidelity term can be any bounded function, not necessarily convex. Two total variation based regularization ... -
High order volume preserving integrators for three kinds of divergence-free vector fields via commutators
(Working paper, 2013)In this paper, we focus on construction of high order volume preserving integrators for divergence-free vector fields of the monomial basis, exponential basis and tensor product of the monomial and exponential basis. We ... -
A numerical approach to ruin probability in finite time for fitted models with investment
(Working paper, 2012)In this paper we present a numerical method for solving a partial integro-differential equation (PIDE) associated with ruin probability, when the surplus is continuously invested in stochastic assets. The method uses ...