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TVCG
2011
14 years 4 months ago
2011
—This paper presents a fast parallel method to solve the radiative transport equation in inhomogeneous participating media. We apply a novel approximation scheme to find a good ...
TNN
2011
14 years 4 months ago
2011
—Prediction intervals (PIs) have been proposed in the literature to provide more information by quantifying the level of uncertainty associated to the point forecasts. Traditiona...
ANOR
2011
14 years 1 months ago
2011
The challenge of maximizing the diversity of a collection of points arises in a variety of settings, including the setting of search methods for hard optimization problems. One ver...
FS
2011
14 years 1 months ago
2011
Abstract We derive an explicit representation of the transitions of the Heston stochastic volatility model and use it for fast and accurate simulation of the model. Of particular i...
SIAMNUM
2011
14 years 15 days ago
2011
Abstract. When studying the ε-pseudospectrum of a matrix, one is often interested in computing the extremal points having maximum real part or modulus. This is a crucial step, for...