Browsing Mathematics (Faculty of) by Subject "variational approach"
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An Efficient Geometric Multigrid Solver for Viscous Liquids
(ACM, 2019-07)We present an efficient geometric Multigrid solver for simulating viscous liquids based on the variational approach of Batty and Bridson [2008]. Although the governing equations for viscosity are elliptic, the strong ... -
General Quadratic Risk Minimization: a Variational Approach
(University of Waterloo, 2016-07-05)Mean-variance portfolio selection and mean-variance hedging are mainstream research topics in mathematical nance, which can be subsumed within the framework of a general problem of quadratic risk minimization. We study ...