Abstract. We present a partitioned algorithm for reducing a symmetric matrix to a tridiagonal form, with partial pivoting. That is, the algorithm computes a factorization P AP T = ...
Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
We present the design and analysis of the first fully expressive, iterative combinatorial exchange (ICE). The exchange incorporates a tree-based bidding language (TBBL) that is co...
Benjamin Lubin, Adam I. Juda, Ruggiero Cavallo, S&...
Partial differential equations (PDEs) have been successfully applied to many computer vision and image processing problems. However, designing PDEs requires high mathematical skill...
For the finite volume discretization of a second-order elliptic model problem, we derive a posteriori error estimates which take into account an inexact solution of the associated...