Algebraic randomization techniques can be applied to hybrid symbolic-numeric algorithms. Here we consider the problem of interpolating a sparse rational function from noisy values...
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
We propose a novel surface remeshing algorithm. While many remeshing algorithms are based on global parametrization or local mesh optimization, our algorithm is closely related to...
John M. Schreiner, Carlos Eduardo Scheidegger, Sha...
Complex environmental modeling often involves a large number of unknown physical and ecological parameters. Parameter estimation is one of the most difficult steps in many modelin...
Diffusion processes taking place in social networks are used to model a number of phenomena, such as the spread of human or computer viruses, and the adoption of products in `vira...