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SIAMSC
2016
3 years 8 months ago
Symplectic Model Reduction of Hamiltonian Systems
Abstract. In this paper, a symplectic model reduction technique, proper symplectic decomposition (PSD) with symplectic Galerkin projection, is proposed to save the computational co...
Liqian Peng, Kamran Mohseni
SIAMSC
2016
3 years 8 months 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 8 months 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 8 months ago
Constrained Optimization for Liquid Crystal Equilibria
Abstract. This paper investigates energy-minimization finite-element approaches for the computation of nematic liquid crystal equilibrium configurations. We compare the performan...
James H. Adler, D. B. Emerson, Scott P. MacLachlan...
SIAMSC
2016
3 years 8 months ago
Sharp Boundary Electrocardiac Simulations
Shuai Xue, Hyun-Kyung Lim, James Glimm, Flavio H. ...
SIAMSC
2016
3 years 8 months ago
Monolithic Multigrid Methods for Two-Dimensional Resistive Magnetohydrodynamics
Magnetohydrodynamic (MHD) representations are used to model a wide range of plasma physics applications and are characterized by a nonlinear system of partial differential equatio...
James H. Adler, Thomas R. Benson, Eric C. Cyr, Sco...
SIAMSC
2016
3 years 8 months 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
SIAMSC
2016
3 years 8 months 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
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