Search results for " computational methods"
showing 4 items of 4 documents
A Unified Approach to Portfolio Optimization with Linear Transaction Costs
2004
In this paper we study the continuous time optimal portfolio selection problem for an investor with a finite horizon who maximizes expected utility of terminal wealth and faces transaction costs in the capital market. It is well known that, depending on a particular structure of transaction costs, such a problem is formulated and solved within either stochastic singular control or stochastic impulse control framework. In this paper we propose a unified framework, which generalizes the contemporary approaches and is capable to deal with any problem where transaction costs are a linear/piecewise-linear function of the volume of trade. We also discuss some methods for solving numerically the p…
Drugs Polypharmacology by in Silico Methods: New Opportunities in Drug Discovery
2016
Background Polypharmacology, defined as the modulation of multiple proteins rather than a single target to achieve a desired therapeutic effect, has been gaining increasing attention since 1990s, when industries had to withdraw several drugs due to their adverse effects, leading to permanent injuries or death, with multi-billiondollar legal damages. Therefore, if up to then the "one drug one target" paradigm had seen many researchers interest focused on the identification of selective drugs, with the strong expectation to avoid adverse drug reactions (ADRs), very recently new research strategies resulted more appealing even as attempts to overcome the decline in productivity of the drug dis…
MAST solution of advection problems in irrotational flow fields
2007
Abstract A new numerical–analytical Eulerian procedure is proposed for the solution of convection-dominated problems in the case of existing scalar potential of the flow field. The methodology is based on the conservation inside each computational elements of the 0th and 1st order effective spatial moments of the advected variable. This leads to a set of small ODE systems solved sequentially, one element after the other over all the computational domain, according to a MArching in Space and Time technique. The proposed procedure shows the following advantages: (1) it guarantees the local and global mass balance; (2) it is unconditionally stable with respect to the Courant number, (3) the so…
H−ZSM-5 Modified Zeolite: Quantum Chemical Models of Acidic Sites
2007
A ZSM-5 fragment, containing 52 tetrahedral moieties, each of them formed by one silicon or one aluminum atom surrounded by four oxygen atoms, was employed to model (52T systems) by quantum chemical calculations (i) the influence of the positions of the acidic sites on the energetics of 22 aluminum monosubstituted and bisubstituted 52T acidic zeolite (H-ZSM-5) systems and (ii) the local adsorption properties and acidic strength of the corresponding -OH sites. The energetics and the structural properties of simpler acid H-ZSM-5 systems containing only five Tetrahedral moieties (5T systems) were also modeled for comparison. B3LYP/6-31G(d,p) partial geometry optimization routines were performe…