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  • Search: subject:"Dirichlet problem"
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Year of publication
Subject
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Dirichlet problem 4 Riemann-Hilbert problem 2 head-of-the-line processor-sharing 2 many queues 2 permanent customers 2 pseudo conservation law 2 sojourn times 2 Conformal mapping 1 Differential game 1 Euler scheme for Brownian motion 1 First eigenvalue of the Dirichlet problem 1 Game theory 1 Hamilton-Jacobi equation 1 Inverse Dirichlet problem 1 Laplace equation 1 Lévy operators 1 Random walk on rectangles 1 Random walk on spheres 1 Spieltheorie 1 Suboptimal strategy 1 Time-optimal problem 1 Value of the game 1 general nonlocal operators 1 integro-differential equations 1 viscosity solutions 1
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Online availability
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Undetermined 5
Type of publication
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Article 5 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 5 English 1
Author
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Brandt, Andreas 2 Brandt, Manfred 2 Barles, Guy 1 Chasseigne, Emmanuel 1 Imbert, Cyril 1 Kolpakova, Ekaterina 1 Kress, R. 1 Lejay, Antoine 1 Maire, Sylvain 1
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Institution
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Université Paris-Dauphine (Paris IX) 1
Published in...
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Mathematics and Computers in Simulation (MATCOM) 2 Computational Statistics 1 Dynamic games and applications : DGA 1 Economics Papers from University Paris Dauphine 1 Mathematical Methods of Operations Research 1
Source
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RePEc 5 ECONIS (ZBW) 1
Showing 1 - 6 of 6
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A zero-sum differential game with exit time
Kolpakova, Ekaterina - In: Dynamic games and applications : DGA 15 (2025) 5, pp. 1685-1710
Persistent link: https://www.econbiz.de/10015515495
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On the Dirichlet Problem for Second-Order Elliptic Integro-Differential Equations
Imbert, Cyril; Chasseigne, Emmanuel; Barles, Guy - Université Paris-Dauphine (Paris IX) - 2008
In this article, we consider the analogue of the Dirichlet problem for second-order elliptic integro … of the domain. We also provide a general existence result of a continuous viscosity solution of the nonlocal Dirichlet … problem by using Perron's method. …
Persistent link: https://www.econbiz.de/10010707460
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Computing the principal eigenvalue of the Laplace operator by a stochastic method
Lejay, Antoine; Maire, Sylvain - In: Mathematics and Computers in Simulation (MATCOM) 73 (2007) 6, pp. 351-363
We describe a Monte Carlo method for the numerical computation of the principal eigenvalue of the Laplace operator in a bounded domain with Dirichlet conditions. It is based on the estimation of the speed of absorption of the Brownian motion by the boundary of the domain. Various tools of...
Persistent link: https://www.econbiz.de/10010748858
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Inverse Dirichlet problem and conformal mapping
Kress, R. - In: Mathematics and Computers in Simulation (MATCOM) 66 (2004) 4, pp. 255-265
In this exposition we consider an inverse Dirichlet problem for harmonic functions that arises in the mathematical …
Persistent link: https://www.econbiz.de/10010748496
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On the sojourn times for many-queue head-of-the-line Processor-sharing systems with permanent customers
Brandt, Andreas; Brandt, Manfred - In: Mathematical Methods of Operations Research 47 (1998) 2, pp. 181-220
satisfies a functional equation being a Riemann-Hilbert problem which can be reduced to a Dirichlet problem for a circle. The …
Persistent link: https://www.econbiz.de/10010999913
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On the sojourn times for many-queue head-of-the-line Processor-sharing systems with permanent customers
Brandt, Andreas; Brandt, Manfred - In: Computational Statistics 47 (1998) 2, pp. 181-220
satisfies a functional equation being a Riemann-Hilbert problem which can be reduced to a Dirichlet problem for a circle. The …
Persistent link: https://www.econbiz.de/10010847907
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