SIAMSC

2008

13 years 27 days ago
2008

In the mathematical modeling of real-life applications, systems of equations with complex coefficients often arise. While many techniques of numerical linear algebra, e.g., Krylovs...

SIAMSC

2008

13 years 1 months ago
2008

Here we develop an option pricing method for European options based on the Fourier-cosine series, and call it the COS method. The key insight is in the close relation of the charac...

SIAMSC

2008

13 years 1 months ago
2008

An adaptive multilevel wavelet solver for elliptic equations on an optimal spherical geodesic grid is developed. The method is based on second-generation spherical wavelets on almo...

SIAMSC

2008

13 years 1 months ago
2008

SIAMSC

2008

13 years 1 months ago
2008

In a recent paper, the authors introduced the recovery method resp. local energy matching principle for solving large systems of lattice equations. The idea is to construct a part...

SIAMSC

2008

13 years 1 months ago
2008

SIAMSC

2008

13 years 2 months ago
2008

Abstract. Many vector-valued functions, representing expensive computations, are also structured computations. In this case the calculation of the Newton step can be greatly accele...

SIAMSC

2008

13 years 2 months ago
2008

Abstract. In this paper, we empirically investigate the NP-hard problem of finding sparsest solutions to linear equation systems, i.e., solutions with as few nonzeros as possible. ...

SIAMSC

2008

13 years 2 months ago
2008

In this paper we introduce and analyze two augmented mixed finite element methods for a velocity-pressure-stress formulation of the stationary Stokes equations. Our approach, which...

SIAMSC

2008

13 years 2 months ago
2008

Given a vector of floating-point numbers with exact sum s, we present an algorithm for calculating a faithful rounding of s, i.e. the result is one of the immediate floating-point ...