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» The Computational Complexity of Linear Optics
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COCOA
2007
Springer
14 years 4 months ago
Fundamental Domains for Integer Programs with Symmetries
We define a fundamental domain for a linear programming relaxation of a combinatorial integer program which is symmetric under a group action. We then describe a straightforward w...
Eric J. Friedman
SC
2004
ACM
14 years 3 months ago
Ultrascalable Implicit Finite Element Analyses in Solid Mechanics with over a Half a Billion Degrees of Freedom
The solution of elliptic diffusion operators is the computational bottleneck in many simulations in a wide range of engineering and scientific disciplines. We present a truly sca...
Mark F. Adams, Harun H. Bayraktar, Tony M. Keaveny...
MP
2008
117views more  MP 2008»
13 years 10 months ago
Stochastic programming approach to optimization under uncertainty
In this paper we discuss computational complexity and risk averse approaches to two and multistage stochastic programming problems. We argue that two stage (say linear) stochastic ...
Alexander Shapiro
ICASSP
2011
IEEE
13 years 1 months ago
On efficient soft-input soft-output encoding of convolutional codes
We study efficient algorithms for soft-input soft-output (SISO) encoding of convolutional codes. While the BCJR algorithm has been suggested for SISO encoding, we show that a for...
Andreas Winkelbauer, Gerald Matz
SIAMSC
2008
92views more  SIAMSC 2008»
13 years 9 months ago
A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions
Here we develop an option pricing method for European options based on the Fourier-cosine series, and call it the COS method. The key insight is in the close relation of the charac...
F. Fang, Cornelis W. Oosterlee