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...
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...
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...