JCAM
2010
13 years 6 months ago
2010
Fornberg and Meyer-Spasche proposed some time ago a simple strategy to correct finite difference schemes in the presence of a free boundary that cuts across a Cartesian grid. We sh...
JCAM
2010
13 years 6 months ago
2010
Abstract. An uncertainty inequality for the Fourier
JCAM
2010
13 years 6 months ago
2010
Asian options, basket options and spread options have been extensively studied in literature. However, few papers deal with the problem of pricing general Asian basket spread opti...
JCAM
2010
2010
When do linear combinations of orthogonal polynomials yield new sequences of orthogonal polynomials?
13 years 6 months ago
JCAM
2010
13 years 6 months ago
2010
A new approach to slope limiting for discontinuous Galerkin methods on arbitrary meshes is introduced. A local Taylor basis is employed to express the approximate solution in term...
JCAM
2010
13 years 6 months ago
2010
Ill-posed problems are numerically underdetermined. It is therefore often beneficial to impose known properties of the desired solution, such as nonnegativity, during the solution...
JCAM
2010
2010
Matrix polynomials satisfying first order differential equations and three term recurrence relations
13 years 6 months ago
JCAM
2010
13 years 6 months ago
2010
In this paper, (d + 1)-pencil lattices on simplicial partitions in Rd are studied. The barycentric approach naturally extends the lattice from a simplex to a simplicial partition,...
JCAM
2010
13 years 6 months ago
2010
Mean value interpolation is a simple, fast, linearly precise method of smoothly interpolating a function given on the boundary of a domain. For planar domains, several properties ...
JCAM
2010
13 years 6 months ago
2010
In this paper, we consider a perturbed compound Poisson risk model with two-sided jumps. The downward jumps represent the claims following an arbitrary distribution, while the upw...