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SIAMSC
2008
142views more  SIAMSC 2008»
8 years 9 months ago
Algebraic Multigrid Solvers for Complex-Valued Matrices
In the mathematical modeling of real-life applications, systems of equations with complex coefficients often arise. While many techniques of numerical linear algebra, e.g., Krylovs...
Scott MacLachlan, Cornelis W. Oosterlee
SIAMSC
2008
92views more  SIAMSC 2008»
8 years 10 months ago
A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions
Here we develop an option pricing method for European options based on the Fourier-cosine series, and call it the COS method. The key insight is in the close relation of the charac...
F. Fang, Cornelis W. Oosterlee
SIAMSC
2008
160views more  SIAMSC 2008»
8 years 10 months ago
An Adaptive Multilevel Wavelet Solver for Elliptic Equations on an Optimal Spherical Geodesic Grid
An adaptive multilevel wavelet solver for elliptic equations on an optimal spherical geodesic grid is developed. The method is based on second-generation spherical wavelets on almo...
Mani Mehra, Nicholas K.-R. Kevlahan
SIAMSC
2008
134views more  SIAMSC 2008»
8 years 10 months ago
Efficient Solution of Anisotropic Lattice Equations by the Recovery Method
In a recent paper, the authors introduced the recovery method resp. local energy matching principle for solving large systems of lattice equations. The idea is to construct a part...
Ivo Babuska, S. A. Sauter
SIAMSC
2008
127views more  SIAMSC 2008»
8 years 11 months ago
Fast (Structured) Newton Computations
Abstract. Many vector-valued functions, representing expensive computations, are also structured computations. In this case the calculation of the Newton step can be greatly accele...
Thomas F. Coleman, Wei Xu
SIAMSC
2008
193views more  SIAMSC 2008»
8 years 11 months ago
Exact and Approximate Sparse Solutions of Underdetermined Linear Equations
Abstract. In this paper, we empirically investigate the NP-hard problem of finding sparsest solutions to linear equation systems, i.e., solutions with as few nonzeros as possible. ...
Sadegh Jokar, Marc E. Pfetsch
SIAMSC
2008
230views more  SIAMSC 2008»
8 years 11 months ago
Augmented Mixed Finite Element Methods for the Stationary Stokes Equations
In this paper we introduce and analyze two augmented mixed finite element methods for a velocity-pressure-stress formulation of the stationary Stokes equations. Our approach, which...
Leonardo E. Figueroa, Gabriel N. Gatica, Antonio M...
SIAMSC
2008
151views more  SIAMSC 2008»
8 years 11 months ago
Accurate Floating-Point Summation Part I: Faithful Rounding
Given a vector of floating-point numbers with exact sum s, we present an algorithm for calculating a faithful rounding of s, i.e. the result is one of the immediate floating-point ...
Siegfried M. Rump, Takeshi Ogita, Shin'ichi Oishi
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