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SC
2009
ACM
13 years 9 months ago
GPU based sparse grid technique for solving multidimensional options pricing PDEs
It has been shown that the sparse grid combination technique can be a practical tool to solve high dimensional PDEs arising in multidimensional option pricing problems in finance...
Abhijeet Gaikwad, Ioane Muni Toke
PE
2010
Springer
102views Optimization» more  PE 2010»
13 years 2 months ago
Extracting state-based performance metrics using asynchronous iterative techniques
Solution of large sparse linear fixed-point problems lies at the heart of many important performance analysis calculations. These calculations include steady-state, transient and...
Douglas V. de Jager, Jeremy T. Bradley
TMI
2011
127views more  TMI 2011»
12 years 11 months ago
Reconstruction of Large, Irregularly Sampled Multidimensional Images. A Tensor-Based Approach
Abstract—Many practical applications require the reconstruction of images from irregularly sampled data. The spline formalism offers an attractive framework for solving this prob...
Oleksii Vyacheslav Morozov, Michael Unser, Patrick...