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Numerical Steepest Descent for Overlap Integrals of Semiclassical Wavepackets
(2015)Research ReportIn this report we show that classical Gauss quadrature is not adequate for a large class of correlation and overlap integrals originating from quantum mechanics. These integrals are usually highly oscillatory and therefore special methods are necessary for accurate computations. We develop and test a new, highly efficient method based on some recent results about numerical steepest descent to solve the problem stated. Our approach is built ...Report -
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Numerical approximation of statistical solutions of incompressible flow
(2015)Research ReportWe present a finite difference-(Multi-level) Monte Carlo algorithm to efficiently compute statistical solutions of the two dimensional Navier-Stokes equations, with periodic bound- ary conditions and for arbitrarily high Reynolds number. We propose a reformulation of statistical solutions in the vorticity-stream function form. The vorticity-stream function for- mulation is discretized with a finite difference scheme. We obtain a convergence ...Report -
Auxiliary Space Preconditioners for SIP-DG Discretizations of H(curl)-elliptic Problems with Discontinuous Coefficients
(2015)Research ReportWe propose a family of preconditioners for linear systems of equations arising from a piecewise polynomial symmetric Interior Penalty Discontinuous Galerkin (IP-DG) discretization of H(curl, )- elliptic boundary value problems on conforming meshes. The design and analysis of the proposed preconditioners relies on the auxiliary space method (ASM) employing an auxiliary space of H(curl, )- conforming finite element functions together with ...Report -
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Präferentielle Abkommen der Schweiz zu Warenhandel, Dienstleistungen, Auslandsinvestitionen und Doppelbesteuerung
(2015)KOF Studies ~ Der bilaterale Weg – eine ökonomische Bestandsaufnahme: Aktualisierung der Studie «Auswirkung der bilateralen Abkommen auf die Schweizer Wirtschaft»Report -
Measuring Critical Infrastructure Resilience: Possible Indicators
(2015)CSS Risk and Resilience ReportsResilienz-Ansätze gewinnen im Bevölkerungsschutz und speziell im Teilbereich Schutz Kritischer Infrastrukturen (SKI) zunehmend an Bedeutung. Der vorliegende Bericht untersucht wie Resilienz bewertet werden kann und welche Indikatoren hierfür verwendet werden können. Besonderer Fokus wird dabei auf die Anforderungen der Schweizer Strategie zum Schutz Kritischer Infrastrukturen gelegt. Hierfür wird zunächst eine Unterscheidung von absoluten ...Report -
Optimal Rebalancing Frequencies for Multidimensional Portfolios
(2015)Swiss Finance Institute Research PaperWe study optimal investment with multiple assets in the presence of small proportional transaction costs. Rather than computing an asymptotically optimal no-trade region, we optimize over suitable trading frequencies. We derive explicit formulas for these and the associated welfare losses due to small transaction costs in a general, multidimensional diffusion setting, and compare their performance to a number of alternatives using Monte ...Working Paper