Related papers: Finite Difference Weights, Spectral Differentiatio…
The derivation of combined prefactored compact schemes for first and second order derivatives is described here, relying on the Fourier analysis of the original prefactored compact schemes. By this approach, the order of accuracy of the…
Two kinds of approximation algorithms exist for the k-BALANCED PARTITIONING problem: those that are fast but compute unsatisfying approximation ratios, and those that guarantee high quality ratios but are slow. In this paper we prove that…
This work presents problems of constructing finite-difference formulas in the Hilbert space, i.e., setting problems of constructing finite-difference formulas using functional methods. The work presents a functional statement of the problem…
In this work we prove that a family of explicit numerical finite-difference methods is convergent when applied to a nonlinear Volterra equation with a power-type nonlinearity. In that case the kernel is not of Lipschitz type, therefore the…
This contribution proposes a new formulation to efficiently compute directional derivatives of order one to fourth. The formulation is based on automatic differentiation implemented with dual numbers. Directional derivatives are particular…
A shift-invariant system is a collection of functions $\{g_{m,n}\}$ of the form $g_{m,n}(k) = g_m(k-an)$. Such systems play an important role in time-frequency analysis and digital signal processing. A principal problem is to find a dual…
We study an old geometric optimization problem in the plane. Given a perfect matching $M$ on a set of $n$ points in the plane, we can transform it to a non-crossing perfect matching by a finite sequence of flip operations. The flip…
We investigate how to efficiently compute the difference result of two (or multiple) conjunctive queries, which is the last operator in relational algebra to be unraveled. The standard approach in practical database systems is to…
This paper presents the convergence analysis of the spatial finite difference method (FDM) for the stochastic Cahn--Hilliard equation with Lipschitz nonlinearity and multiplicative noise. Based on fine estimates of the discrete Green…
For a real sequence of length of m = nl, we may deduce its congruence derivative sequence with length of l. The discrete Fourier transform of original sequence can be calculated by the discrete Fourier transform of the congruence derivative…
We study the convergence of the new family of mimetic finite difference schemes for linear diffusion problems recently proposed in [38]. In contrast to the conventional approach, the diffusion coefficient enters both the primary mimetic…
We derive high-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids. The schemes are fourth-order accurate in space and second-order accurate in time for vanishing correlation. In…
The higher order supersymmetric partners of the Schroedinger's Hamiltonians can be explicitly constructed by iterating a simple finite difference equation corresponding to the Baecklund transformation. The method can completely replace the…
In this paper, we introduce the finite difference weighted essentially non-oscillatory (WENO) scheme based on the neural network for hyperbolic conservation laws. We employ the supervised learning and design two loss functions, one with the…
Finite difference approximations to multi-asset American put option price are considered. The assets are modelled as a multi-dimensional diffusion process with variable drift and volatility. Approximation error of order one quarter with…
The forward-backward splitting method (FBS) for minimizing a nonsmooth composite function can be interpreted as a (variable-metric) gradient method over a continuously differentiable function which we call forward-backward envelope (FBE).…
We propose some multigrid methods for solving the algebraic systems resulting from finite element approximations of space fractional partial differential equations (SFPDEs). It is shown that our multigrid methods are optimal, which means…
Higher order finite difference Weighted Essentially Non-Oscillatory (WENO) schemes for conservation laws are extremely popular because, for multidimensional problems, they offer high order accuracy at a fraction of the cost of finite volume…
We discuss combinatorial algorithms for finding a maximum weight $f$-factor on an arbitrary multigraph, for given integral weights of magnitude at most $W$. For simple bipartite graphs the best-known time bound is $O(n^{2/3}\, m\, \log nW)$…
We present a real-space formulation and higher-order finite-difference implementation of periodic Orbital-free Density Functional Theory (OF-DFT). Specifically, utilizing a local reformulation of the electrostatic and kernel terms, we…