CWI Institutional Repository
Scholarly works by researchers at Centrum Wiskunde & Informatica (CWI), the national research institute for mathematics and computer science in the Netherlands-
An efficient multilevel splitting scheme In Proceedings
D.I. Miretskiy, W.R.W. Scheinhardt (Werner) and M.R.H. Mandjes (Michel)
January 2009 -
On the ideals of equivariant tree models Article
Mathematische Annalen, 344(0712.3230), 619-644.January 2009
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Nonnegative matrix factorization of a correlation matrix Article
Linear Algebra and its Applications, 334-349.P. Sonneveld, J.J.I.M. van Kan, X. Huang and C.W. Oosterlee (Kees)
January 2009 -
A multigrid-based shifted-Laplacian preconditioner for a fourth order Helmholtz discretization Article
Numerical Linear Algebra with Applications, 603-626.N. Umetani, S.P. MacLachlan (Scott) and C.W. Oosterlee (Kees)
January 2009 -
Pricing early-exercise and discrete barrier options by Fourier-cosine series expansions Article
Numerische Mathematik, 27-62.January 2009 -
Adaptive integration for multi-factor portfolio credit loss models Article
Journal of Computational and Applied Mathematics, 506-516.January 2009 -
Maximum permissive coordinated distributed supervisory control of nondeterministic discrete-event systems Tech Report
R. Su (Rong), J.H. van Schuppen (Jan) and J.E. Rooda (Jacobus)
January 2009
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The synthesis of time optimal supervisors by using heaps-of-pieces Tech Report
R. Su (Rong), J.E. Rooda (Jacobus) and J.H. van Schuppen (Jan)
January 2009