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SIAMSC
2008
13 years 9 months ago
2008
In this paper we consider a finite element discretization of the Oldroyd-B model of viscoelastic flows. The method uses standard continuous polynomial finite element spaces for vel...
SIAMSC
2008
13 years 9 months ago
2008
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...
SIAMSC
2008
13 years 9 months ago
2008
The correct formulation of numerical models for free-surface hydrodynamics often requires the solution of special linear systems whose coefficient matrix is a piecewise constant fu...
SIAMSC
2008
13 years 9 months ago
2008
We describe a hybrid algorithm that is designed to reconstruct a piecewise smooth surface mesh from noisy input. While denoising, our method simultaneously regularizes triangle me...
SIAMSC
2008
13 years 9 months ago
2008
We propose a new numerical scheme for linear transport equations. It is based on a decomposition of the distribution function into equilibrium and non-equilibrium parts. We also us...