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SIAMSC
2008
13 years 9 months ago
2008
An adaptive multilevel wavelet solver for elliptic equations on an optimal spherical geodesic grid is developed. The method is based on second-generation spherical wavelets on almo...
SIAMSC
2008
13 years 9 months ago
2008
In this paper we introduce efficient Monte Carlo estimators for the valuation of high-dimensional derivatives and their sensitivities ("Greeks"). These estimators are ba...
SIAMSC
2008
13 years 9 months ago
2008
A novel multilevel algorithm is presented for implementing the widely used linear sampling method in inverse obstacle scattering problems. The new method is shown to possess asympt...
SIAMSC
2010
13 years 8 months ago
2010
Abstract. This paper is concerned with optimal control problems of partial differential equations. In particular, parameterized convection-diffusion problems are considered, wher...
SIAMSC
2008
13 years 9 months ago
2008
We address the problem of conformally mapping the unit disk to polygons with elongations. The elongations cause the derivative of the conformal map to be exponentially large in so...