A numerical algorithm integrating the 3N Cartesian equations of motion of a system of N points subject to holonomic constraints is formulated. The relations of constraint remain perfectly fulfilled at each step of the trajectory despite the approximate character of numerical integration. The method

integration is [5]. More recent material can be found in [8] and [29]. Recent surveys of numerical integration with emphasis on statistical methods and applications are [10] and [9].

Abstract. We propose a new concept which allows us to apply any numerical method of weak approximation to a very broad class of stochastic differential equations (SDEs) with nonglobally Lipschitz coefficients. Following this concept, we discard the approximate trajectories which leave a

integral arising from 3D Galerkin boundary element methods (BEM) applied to hypersingular boundary integral equations. In the computation of integrals and in the numerical solution of integral equations, one often has to deal with the numerical integration of functions with endpoint weak singularities

Introduction After transformation to a canonical element\Omega 0 , typical integrals in the element stiffness or mass matrices (cf. (5.5.8)) have the forms Q = ZZ \Omega 0 ff(; j)N s N T t det(J e )ddj; (6.1.1a) where ff(; j) depends on the coefficients of the partial differential equation

I am submitting herewith a thesis written by Malachi Schram entitled ”Imple-

Abstract not found

We propose a measure of capital market integration arising from a conditional regime-switching model. Our measure allows us to describe expected returns in countries that are segmented from world capital markets in one part of the sample and become integrated later in the sample. We find that a

of discovery is not pre-determined, while for classification rule mining there is one and only one predetermined target. In this paper, we propose to integrate these two mining techniques. The integration is done by focusing on mining a special subset of association rules, called class association rules (CARs

We present and review algorithms for the numerical integration of multivariate functions defined over d-dimensional cubes using several variants of the sparse grid method first introduced by Smolyak [51]. In this approach, multivariate quadrature formulas are constructed using combinations