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SIAMCOMP
2002
95views more  SIAMCOMP 2002»
13 years 9 months ago
Lower Bounds for Lucas Chains
Lucas chains are a special type of addition chains satisfying an extra condition: for the representation ak = aj + ai of each element ak in the chain, the difference aj - ai must a...
Martin Kutz
SIAMJO
2002
89views more  SIAMJO 2002»
13 years 9 months ago
A Probability-One Homotopy Algorithm for Nonsmooth Equations and Mixed Complementarity Problems
A probability-one homotopy algorithm for solving nonsmooth equations is described. This algorithm is able to solve problems involving highly nonlinear equations, where the norm of ...
Stephen C. Billups, Layne T. Watson
SIAMJO
2002
115views more  SIAMJO 2002»
13 years 9 months ago
Superlinearly Convergent Algorithms for Solving Singular Equations and Smooth Reformulations of Complementarity Problems
We propose a new algorithm for solving smooth nonlinear equations in the case where their solutions can be singular. Compared to other techniques for computing singular solutions, ...
Alexey F. Izmailov, Mikhail V. Solodov
IJPP
2010
137views more  IJPP 2010»
13 years 8 months ago
Parallel Option Price Valuations with the Explicit Finite Difference Method
Abstract. We show how computations such as those involved in American or European-style option price valuations with the explicit finite difference method can be performed in par...
Alexandros V. Gerbessiotis
SIAMAM
2010
69views more  SIAMAM 2010»
13 years 8 months ago
Spatially Localized Structures in Diblock Copolymer Mixtures
Above the critical temperature for the order-disorder transition, diblock copolymer melts have been observed to exhibit localized structures that exist within the homogeneous mixtu...
Karl B. Glasner