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Concept

Horizon des particules

Publications associées (24)

Numerical Approximation of Flows in Random Porous Media

Francesco Tesei

The objective of this thesis is to develop efficient numerical schemes to successfully tackle problems arising from the study of groundwater flows in a porous saturated medium; we deal therefore with partial differential equations(PDE) having random coeffi ...

EPFL2016

On holography for (pseudo-)conformal cosmology

Sergey Sibiryakov

We propose a holographic dual for (pseudo-)conformal cosmological scenario, with a scalar field that forms a moving domain wall in adS(5). The domain wall separates two vacua with unequal energy densities. Unlike in the existing construction, the 5d soluti ...

Elsevier2015

Dynamic Valuation of Delinquent Credit Card Accounts

Thomas Alois Weber

This paper introduces a dynamic model of the stochastic repayment behavior exhibited by delinquent creditcard accounts. Based on this model, we construct a dynamic collectability score (DCS) that estimates the account-specific probability of collecting a g ...

INFORMS2015

Turnpike and dissipativity properties in dynamic real-time optimization and economic MPC

Dominique Bonvin, Colin Neil Jones, Timm Faulwasser, Milan Korda

We investigate the turnpike and dissipativity properties of continuous-time optimal control problems. These properties play a key role in the analysis and design of schemes for dynamic real-time optimization and economic model predictive control. We show i ...

2014