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    SIAMSC
    2008
    115views more  SIAMSC 2008»
    A New Petrov--Galerkin Smoothed Aggregation Preconditioner for Nonsymmetric Linear Systems
    13 years 11 months ago
    A New Petrov--Galerkin Smoothed Aggregation Preconditioner for Nonsymmetric Linear Systems
    Download  www.precond07.enseeiht.fr
    Marzio Sala, Raymond S. Tuminaro
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    SIAMSC
    2008
    99views more  SIAMSC 2008»
    Monte Carlo Greeks for Financial Products via Approximative Transition Densities
    13 years 11 months ago
    Monte Carlo Greeks for Financial Products via Approximative Transition Densities
    Download  www.matheon.de
    In this paper we introduce efficient Monte Carlo estimators for the valuation of high-dimensional derivatives and their sensitivities ("Greeks"). These estimators are ba...
    Jörg Kampen, Anastasia Kolodko, John Schoenma...
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    SIAMSC
    2008
    179views more  SIAMSC 2008»
    Multigrid Algorithms for Inverse Problems with Linear Parabolic PDE Constraints
    13 years 11 months ago
    Multigrid Algorithms for Inverse Problems with Linear Parabolic PDE Constraints
    Download  www.seas.upenn.edu
    Abstract. We present a multigrid algorithm for the solution of distributed parameter inverse problems constrained by variable-coefficient linear parabolic partial differential equa...
    Santi S. Adavani, George Biros
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    SIAMSC
    2008
    104views more  SIAMSC 2008»
    Reducing Floating Point Error in Dot Product Using the Superblock Family of Algorithms
    13 years 11 months ago
    Reducing Floating Point Error in Dot Product Using the Superblock Family of Algorithms
    Download  www.cs.utsa.edu
    This paper discusses both the theoretical and statistical errors obtained by various well-known dot products, from the canonical to pairwise algorithms, and introduces a new and mo...
    Anthony M. Castaldo, R. Clint Whaley, Anthony T. C...
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    SIAMSC
    2008
    168views more  SIAMSC 2008»
    Accurate Floating-Point Summation Part II: Sign, K-Fold Faithful and Rounding to Nearest
    13 years 11 months ago
    Accurate Floating-Point Summation Part II: Sign, K-Fold Faithful and Rounding to Nearest
    Download  www.ti3.tu-harburg.de
    In this Part II of this paper we first refine the analysis of error-free vector transformations presented in Part I. Based on that we present an algorithm for calculating the round...
    Siegfried M. Rump, Takeshi Ogita, Shin'ichi Oishi
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    SIAMSC
    2008
    116views more  SIAMSC 2008»
    A New Asymptotic Preserving Scheme Based on Micro-Macro Formulation for Linear Kinetic Equations in the Diffusion Limit
    13 years 11 months ago
    A New Asymptotic Preserving Scheme Based on Micro-Macro Formulation for Linear Kinetic Equations in the Diffusion Limit
    Download  www.math.u-bordeaux1.fr
    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...
    Mohammed Lemou, Luc Mieussens
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    SIAMSC
    2008
    131views more  SIAMSC 2008»
    Gramian-Based Model Reduction for Data-Sparse Systems
    13 years 11 months ago
    Gramian-Based Model Reduction for Data-Sparse Systems
    Download  www-user.tu-chemnitz.de
    Model order reduction (MOR) is common in simulation, control and optimization of complex dynamical systems arising in modeling of physical processes and in the spatial discretizati...
    Ulrike Baur, Peter Benner
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    SIAMSC
    2008
    114views more  SIAMSC 2008»
    Inertia-Revealing Preconditioning For Large-Scale Nonconvex Constrained Optimization
    13 years 11 months ago
    Inertia-Revealing Preconditioning For Large-Scale Nonconvex Constrained Optimization
    Download  opus.kobv.de
    Olaf Schenk, Andreas Wächter, Martin Weiser
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    SIAMSC
    2008
    167views more  SIAMSC 2008»
    New Finite Elements for Large-Scale Simulation of Optical Waves
    13 years 11 months ago
    New Finite Elements for Large-Scale Simulation of Optical Waves
    Download  www10.informatik.uni-erlangen.de
    We present a new method to simulate optical waves in large geometries. This method is based on newly developed finite elements, so-called Trigonometric Finite Wave Elements (TFWEs)...
    Britta Heubeck, Christoph Pflaum, Gunther Steinle
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    SIAMSC
    2008
    107views more  SIAMSC 2008»
    A Hybrid Phase-Flow Method for Hamiltonian Systems with Discontinuous Hamiltonians
    13 years 11 months ago
    A Hybrid Phase-Flow Method for Hamiltonian Systems with Discontinuous Hamiltonians
    Download  www.cscamm.umd.edu
    In this paper, we propose a new phase flow method for Hamiltonian systems with discontinuous Hamiltonians. In the original phase-flow method introduced by Ying and Cand`es [26], t...
    Shi Jin, Hao Wu, Zhongyi Huang
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