In this paper, we develop an error estimator and an adaptive algorithm for efficient solution of parabolic partial differential equations. The error estimator assesses the discreti...
A multilevel adaptive aggregation method for calculating the stationary probability vector of an irreducible stochastic matrix is described. The method is a special case of the ada...
Hans De Sterck, Thomas A. Manteuffel, Stephen F. M...
To approximate convolutions which occur in evolution equations with memory terms, a variable-stepsize algorithm is presented for which advancing N steps requires only O(N log N) op...
A novel approach to the X-ray tomography problem with sparse projection data is proposed. Non-negativity of the X-ray attenuation coefficient is enforced by modelling it as max{(x)...
We develop a computational method for simulating models of gel dynamics where the gel is described by two phases, a networked polymer and a fluid solvent. The models consist of tra...
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...
We review and compare different computational variational methods applied to a system of fourth order equations that arises as a model of cylinder buckling. We describe both the di...
We present a two-phase algorithm for solving large-scale quadratic programs (QPs). In the first phase, gradient-projection iterations approximately minimize an augmented Lagrangian...