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SIAMSC
2008
14 years 10 months ago
2008
In this paper we consider a finite element discretization of the Oldroyd-B model of viscoelastic flows. The method uses standard continuous polynomial finite element spaces for vel...
SIAMSC
2008
14 years 10 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
14 years 10 months ago
2008
The correct formulation of numerical models for free-surface hydrodynamics often requires the solution of special linear systems whose coefficient matrix is a piecewise constant fu...
SIAMSC
2008
14 years 10 months ago
2008
We describe a hybrid algorithm that is designed to reconstruct a piecewise smooth surface mesh from noisy input. While denoising, our method simultaneously regularizes triangle me...
SIAMSC
2008
14 years 10 months ago
2008
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...