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    JCAM
    2010
    94views more  JCAM 2010»
    Cascadic multilevel methods for ill-posed problems
    12 years 11 months ago
    Cascadic multilevel methods for ill-posed problems
    Download  www.math.kent.edu
    Multilevel methods are popular for the solution of well-posed problems, such as certain boundary value problems for partial differential equations and Fredholm integral equations ...
    Lothar Reichel, Andriy Shyshkov
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    JCAM
    2010
    107views more  JCAM 2010»
    Pricing and hedging Asian basket spread options
    12 years 11 months ago
    Pricing and hedging Asian basket spread options
    Download  homepages.ulb.ac.be
    Asian options, basket options and spread options have been extensively studied in literature. However, few papers deal with the problem of pricing general Asian basket spread opti...
    Griselda Deelstra, Alexandre Petkovic, Michè...
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    JCAM
    2010
    82views more  JCAM 2010»
    Menke points on the real line and their connection to classical orthogonal polynomials
    12 years 11 months ago
    Menke points on the real line and their connection to classical orthogonal polynomials
    Download  www.math.vanderbilt.edu
    Abstract. We investigate the properties of extremal point systems on the real line consisting of two interlaced sets of points solving a modified minimum energy problem. We show th...
    P. Mathur, J. S. Brauchart, Edward B. Saff
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    JCAM
    2010
    116views more  JCAM 2010»
    A vertex-based hierarchical slope limiter for p-adaptive discontinuous Galerkin methods
    12 years 11 months ago
    A vertex-based hierarchical slope limiter for p-adaptive discontinuous Galerkin methods
    Download  www.mathematik.uni-dortmund.de
    A new approach to slope limiting for discontinuous Galerkin methods on arbitrary meshes is introduced. A local Taylor basis is employed to express the approximate solution in term...
    Dmitri Kuzmin
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    JCAM
    2010
    111views more  JCAM 2010»
    Finite element simulation of compressible particle-laden gas flows
    12 years 11 months ago
    Finite element simulation of compressible particle-laden gas flows
    Download  www.mathematik.uni-dortmund.de
    A macroscopic two-fluid model of compressible particle-laden gas flows is considered. The governing equations are discretized by a high-resolution finite element method based on a...
    Marcel Gurris, Dmitri Kuzmin, Stefan Turek
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