SIAMSC
2008
13 years 10 months ago
2008
In the mathematical modeling of real-life applications, systems of equations with complex coefficients often arise. While many techniques of numerical linear algebra, e.g., Krylovs...
SIAMSC
2008
13 years 11 months ago
2008
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...
SIAMSC
2008
13 years 11 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 11 months ago
2008
SIAMSC
2008
13 years 11 months ago
2008
In a recent paper, the authors introduced the recovery method resp. local energy matching principle for solving large systems of lattice equations. The idea is to construct a part...
SIAMSC
2008
13 years 11 months ago
2008
SIAMSC
2008
13 years 11 months ago
2008
Abstract. Many vector-valued functions, representing expensive computations, are also structured computations. In this case the calculation of the Newton step can be greatly accele...
SIAMSC
2008
13 years 11 months ago
2008
Abstract. In this paper, we empirically investigate the NP-hard problem of finding sparsest solutions to linear equation systems, i.e., solutions with as few nonzeros as possible. ...
SIAMSC
2008
13 years 11 months ago
2008
In this paper we introduce and analyze two augmented mixed finite element methods for a velocity-pressure-stress formulation of the stationary Stokes equations. Our approach, which...
SIAMSC
2008
13 years 11 months ago
2008
Given a vector of floating-point numbers with exact sum s, we present an algorithm for calculating a faithful rounding of s, i.e. the result is one of the immediate floating-point ...