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    SIAMSC
    2008
    115views more  SIAMSC 2008»
    A New Petrov--Galerkin Smoothed Aggregation Preconditioner for Nonsymmetric Linear Systems
    13 years 4 months ago
    A New Petrov--Galerkin Smoothed Aggregation Preconditioner for Nonsymmetric Linear Systems
    Download  www.precond07.enseeiht.fr
    Marzio Sala, Raymond S. Tuminaro
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    SIAMSC
    2008
    99views more  SIAMSC 2008»
    Monte Carlo Greeks for Financial Products via Approximative Transition Densities
    13 years 4 months ago
    Monte Carlo Greeks for Financial Products via Approximative Transition Densities
    Download  www.matheon.de
    In this paper we introduce efficient Monte Carlo estimators for the valuation of high-dimensional derivatives and their sensitivities ("Greeks"). These estimators are ba...
    Jörg Kampen, Anastasia Kolodko, John Schoenma...
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    SIAMSC
    2008
    179views more  SIAMSC 2008»
    Multigrid Algorithms for Inverse Problems with Linear Parabolic PDE Constraints
    13 years 4 months ago
    Multigrid Algorithms for Inverse Problems with Linear Parabolic PDE Constraints
    Download  www.seas.upenn.edu
    Abstract. We present a multigrid algorithm for the solution of distributed parameter inverse problems constrained by variable-coefficient linear parabolic partial differential equa...
    Santi S. Adavani, George Biros
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    SIAMSC
    2008
    104views more  SIAMSC 2008»
    Reducing Floating Point Error in Dot Product Using the Superblock Family of Algorithms
    13 years 4 months ago
    Reducing Floating Point Error in Dot Product Using the Superblock Family of Algorithms
    Download  www.cs.utsa.edu
    This paper discusses both the theoretical and statistical errors obtained by various well-known dot products, from the canonical to pairwise algorithms, and introduces a new and mo...
    Anthony M. Castaldo, R. Clint Whaley, Anthony T. C...
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    SIAMSC
    2008
    168views more  SIAMSC 2008»
    Accurate Floating-Point Summation Part II: Sign, K-Fold Faithful and Rounding to Nearest
    13 years 4 months ago
    Accurate Floating-Point Summation Part II: Sign, K-Fold Faithful and Rounding to Nearest
    Download  www.ti3.tu-harburg.de
    In this Part II of this paper we first refine the analysis of error-free vector transformations presented in Part I. Based on that we present an algorithm for calculating the round...
    Siegfried M. Rump, Takeshi Ogita, Shin'ichi Oishi
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    SIAMSC
    2008
    116views more  SIAMSC 2008»
    A New Asymptotic Preserving Scheme Based on Micro-Macro Formulation for Linear Kinetic Equations in the Diffusion Limit
    13 years 4 months ago
    A New Asymptotic Preserving Scheme Based on Micro-Macro Formulation for Linear Kinetic Equations in the Diffusion Limit
    Download  www.math.u-bordeaux1.fr
    We propose a new numerical scheme for linear transport equations. It is based on a decomposition of the distribution function into equilibrium and non-equilibrium parts. We also us...
    Mohammed Lemou, Luc Mieussens
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    SIAMSC
    2008
    131views more  SIAMSC 2008»
    Gramian-Based Model Reduction for Data-Sparse Systems
    13 years 4 months ago
    Gramian-Based Model Reduction for Data-Sparse Systems
    Download  www-user.tu-chemnitz.de
    Model order reduction (MOR) is common in simulation, control and optimization of complex dynamical systems arising in modeling of physical processes and in the spatial discretizati...
    Ulrike Baur, Peter Benner
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    SIAMSC
    2008
    114views more  SIAMSC 2008»
    Inertia-Revealing Preconditioning For Large-Scale Nonconvex Constrained Optimization
    13 years 4 months ago
    Inertia-Revealing Preconditioning For Large-Scale Nonconvex Constrained Optimization
    Download  opus.kobv.de
    Olaf Schenk, Andreas Wächter, Martin Weiser
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    SIAMSC
    2008
    167views more  SIAMSC 2008»
    New Finite Elements for Large-Scale Simulation of Optical Waves
    13 years 4 months ago
    New Finite Elements for Large-Scale Simulation of Optical Waves
    Download  www10.informatik.uni-erlangen.de
    We present a new method to simulate optical waves in large geometries. This method is based on newly developed finite elements, so-called Trigonometric Finite Wave Elements (TFWEs)...
    Britta Heubeck, Christoph Pflaum, Gunther Steinle
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    SIAMSC
    2008
    107views more  SIAMSC 2008»
    A Hybrid Phase-Flow Method for Hamiltonian Systems with Discontinuous Hamiltonians
    13 years 4 months ago
    A Hybrid Phase-Flow Method for Hamiltonian Systems with Discontinuous Hamiltonians
    Download  www.cscamm.umd.edu
    In this paper, we propose a new phase flow method for Hamiltonian systems with discontinuous Hamiltonians. In the original phase-flow method introduced by Ying and Cand`es [26], t...
    Shi Jin, Hao Wu, Zhongyi Huang
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