SIAMSC
2008
13 years 4 months ago
2008
SIAMSC
2008
13 years 4 months ago
2008
In this paper, we develop an error estimator and an adaptive algorithm for efficient solution of parabolic partial differential equations. The error estimator assesses the discreti...
SIAMSC
2008
13 years 4 months ago
2008
A multilevel adaptive aggregation method for calculating the stationary probability vector of an irreducible stochastic matrix is described. The method is a special case of the ada...
SIAMSC
2008
13 years 4 months ago
2008
To approximate convolutions which occur in evolution equations with memory terms, a variable-stepsize algorithm is presented for which advancing N steps requires only O(N log N) op...
SIAMSC
2008
13 years 4 months ago
2008
A novel approach to the X-ray tomography problem with sparse projection data is proposed. Non-negativity of the X-ray attenuation coefficient is enforced by modelling it as max{(x)...
SIAMSC
2008
13 years 4 months ago
2008
We develop a computational method for simulating models of gel dynamics where the gel is described by two phases, a networked polymer and a fluid solvent. The models consist of tra...
SIAMSC
2008
13 years 4 months ago
2008
Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
SIAMSC
2008
13 years 4 months ago
2008
SIAMSC
2008
13 years 4 months ago
2008
We review and compare different computational variational methods applied to a system of fourth order equations that arises as a model of cylinder buckling. We describe both the di...
SIAMSC
2008
13 years 4 months ago
2008
We present a two-phase algorithm for solving large-scale quadratic programs (QPs). In the first phase, gradient-projection iterations approximately minimize an augmented Lagrangian...