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    SIAMSC
    2016
    72views Computer Graphics» more  SIAMSC 2016»
    Symplectic Model Reduction of Hamiltonian Systems
    8 years 10 months ago
    Symplectic Model Reduction of Hamiltonian Systems
    Download  enstrophy.mae.ufl.edu
    Abstract. In this paper, a symplectic model reduction technique, proper symplectic decomposition (PSD) with symplectic Galerkin projection, is proposed to save the computational co...
    Liqian Peng, Kamran Mohseni
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    SIAMSC
    2016
    87views Computer Graphics» more  SIAMSC 2016»
    A Highly Efficient Shannon Wavelet Inverse Fourier Technique for Pricing European Options
    8 years 10 months ago
    A Highly Efficient Shannon Wavelet Inverse Fourier Technique for Pricing European Options
    Download  oai.cwi.nl
    In the search for robust, accurate, and highly efficient financial option valuation techniques, we here present the SWIFT method (Shannon wavelets inverse Fourier technique), base...
    Luis Ortiz-Gracia, Cornelis W. Oosterlee
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    SIAMSC
    2016
    86views Computer Graphics» more  SIAMSC 2016»
    Exact Algorithms for L1-TV Regularization of Real-Valued or Circle-Valued Signals
    8 years 10 months ago
    Exact Algorithms for L1-TV Regularization of Real-Valued or Circle-Valued Signals
    Download  bigwww.epfl.ch
    We consider L1-TV regularization of univariate signals with values on the real line or on the unit circle. While the real data space leads to a convex optimization problem, the pr...
    Martin Storath, Andreas Weinmann, Michael Unser
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    SIAMSC
    2016
    136views Computer Graphics» more  SIAMSC 2016»
    Constrained Optimization for Liquid Crystal Equilibria
    8 years 10 months ago
    Constrained Optimization for Liquid Crystal Equilibria
    Download  www.math.mun.ca
    Abstract. This paper investigates energy-minimization finite-element approaches for the computation of nematic liquid crystal equilibrium configurations. We compare the performan...
    James H. Adler, D. B. Emerson, Scott P. MacLachlan...
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    SIAMSC
    2016
    79views Computer Graphics» more  SIAMSC 2016»
    Sharp Boundary Electrocardiac Simulations
    8 years 10 months ago
    Sharp Boundary Electrocardiac Simulations
    Download  ftp.ams.sunysb.edu
    Shuai Xue, Hyun-Kyung Lim, James Glimm, Flavio H. ...
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    SIAMSC
    2016
    90views Computer Graphics» more  SIAMSC 2016»
    Monolithic Multigrid Methods for Two-Dimensional Resistive Magnetohydrodynamics
    8 years 10 months ago
    Monolithic Multigrid Methods for Two-Dimensional Resistive Magnetohydrodynamics
    Download  jadler.math.tufts.edu
    Magnetohydrodynamic (MHD) representations are used to model a wide range of plasma physics applications and are characterized by a nonlinear system of partial differential equatio...
    James H. Adler, Thomas R. Benson, Eric C. Cyr, Sco...
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    SIAMSC
    2016
    83views Computer Graphics» more  SIAMSC 2016»
    An Efficient Filtered Scheme for Some First Order Time-Dependent Hamilton-Jacobi Equations
    8 years 10 months ago
    An Efficient Filtered Scheme for Some First Order Time-Dependent Hamilton-Jacobi Equations
    Download  www.ljll.math.upmc.fr
    We introduce a new class of “filtered” schemes for some first order non-linear Hamilton-Jacobi equations. The work follows recent ideas of Froese and Oberman (SIAM J. Numer. ...
    Olivier Bokanowski, Maurizio Falcone, Smita Sahu
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    SIAMSC
    2016
    64views Computer Graphics» more  SIAMSC 2016»
    Fast Structured Direct Spectral Methods for Differential Equations with Variable Coefficients, I. The One-Dimensional Case
    8 years 10 months ago
    Fast Structured Direct Spectral Methods for Differential Equations with Variable Coefficients, I. The One-Dimensional Case
    Download  www.math.purdue.edu
    We study the rank structures of the matrices in Fourier- and Chebyshev-spectral methods for differential equations with variable coefficients in one dimension. We show analyticall...
    Jie Shen, Yingwei Wang, Jianlin Xia
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