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SIAMSC
2008
87views more  SIAMSC 2008»
13 years 11 months ago
Performance and Accuracy of LAPACK's Symmetric Tridiagonal Eigensolvers
James Demmel, Osni Marques, Beresford N. Parlett, ...
SIAMSC
2008
188views more  SIAMSC 2008»
13 years 11 months ago
Adaptivity with Dynamic Meshes for Space-Time Finite Element Discretizations of Parabolic Equations
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...
Michael Schmich, Boris Vexler
SIAMSC
2008
148views more  SIAMSC 2008»
13 years 11 months ago
Multilevel Adaptive Aggregation for Markov Chains, with Application to Web Ranking
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...
SIAMSC
2008
117views more  SIAMSC 2008»
13 years 11 months ago
Adaptive, Fast, and Oblivious Convolution in Evolution Equations with Memory
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...
María López-Fernández, Christ...
SIAMSC
2008
113views more  SIAMSC 2008»
13 years 11 months ago
Limited Data X-Ray Tomography Using Nonlinear Evolution Equations
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)...
Ville Kolehmainen, Matti Lassas, Samuli Siltanen
SIAMSC
2008
113views more  SIAMSC 2008»
13 years 11 months ago
An Efficient and Robust Method for Simulating Two-Phase Gel Dynamics
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...
Grady B. Wright, Robert D. Guy, Aaron L. Fogelson
SIAMSC
2008
143views more  SIAMSC 2008»
13 years 11 months ago
Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model
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...
Jari Toivanen
SIAMSC
2008
133views more  SIAMSC 2008»
13 years 11 months ago
Numerical Variational Methods Applied to Cylinder Buckling
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...
Jirí Horák, Gabriel J. Lord, Mark A....
SIAMSC
2008
147views more  SIAMSC 2008»
13 years 11 months ago
Global and Finite Termination of a Two-Phase Augmented Lagrangian Filter Method for General Quadratic Programs
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...
Michael P. Friedlander, Sven Leyffer