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SIAMSC
2016
3 years 12 days ago
Sharp Boundary Electrocardiac Simulations
Shuai Xue, Hyun-Kyung Lim, James Glimm, Flavio H. ...
SIAMSC
2016
3 years 12 days ago
Exact Algorithms for L1-TV Regularization of Real-Valued or Circle-Valued Signals
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
SIAMSC
2016
3 years 12 days ago
A Highly Efficient Shannon Wavelet Inverse Fourier Technique for Pricing European Options
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
SIAMSC
2016
3 years 12 days ago
Fast Structured Direct Spectral Methods for Differential Equations with Variable Coefficients, I. The One-Dimensional Case
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
SIAMSC
2016
3 years 12 days ago
An Efficient Filtered Scheme for Some First Order Time-Dependent Hamilton-Jacobi Equations
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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