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In this paper, we consider the numerical pricing of financial derivatives using Radial Basis Function generated Finite Differences in space. Such discretization methods have the advantage of not requiring Cartesian grids. Instead, the nodes…

Computational Finance · Quantitative Finance 2018-08-21 Slobodan Milovanović , Lina von Sydow

Numerous interesting properties in nonlinear systems analysis can be written as polynomial optimization problems with nonconvex sum-of-squares problems. To solve those problems efficiently, we propose a sequential approach of local…

Optimization and Control · Mathematics 2023-10-03 Torbjørn Cunis , Benoît Legat

The construction of stochastic solutions for nonlinear partial differential equations is a powerful method to obtain new exact results and to develop efficient numerical algorithms, in particular when domain decomposition techniques are…

Mathematical Physics · Physics 2012-09-17 Rui Vilela Mendes

An analytic center cutting plane method is an iterative algorithm based on the computation of analytic centers. In this paper, we propose some analytic center cutting plane methods for solving quasimonotone or pseudomonotone variational…

Optimization and Control · Mathematics 2018-11-12 Renying Zeng

We provide a general framework to construct finite dimensional approximations of the space of convex functions, which also applies to the space of c-convex functions and to the space of support functions of convex bodies. We give estimates…

Numerical Analysis · Mathematics 2014-03-11 Quentin Mérigot , Edouard Oudet

In recent publications, the author and his coworkers have proposed a multigrid method for solving linear systems arizing from the discretization of partial differential equations in isogeometric analysis and have proven that the convergence…

Numerical Analysis · Mathematics 2021-03-05 Stefan Takacs

In the square root velocity framework, the computation of shape space distances and the registration of curves requires solution of a non-convex variational problem. In this paper, we present a new PDE-based method for solving this problem…

Numerical Analysis · Mathematics 2021-03-31 Esten Nicolai Wøien , Markus Grasmair

The purpose of the present paper is to present the main applications of a new method for the determination of the fractal structure of plane curves. It is focused on the inverse problem, that is, given a curve in the plane, find its fractal…

Pattern Formation and Solitons · Physics 2023-02-01 Luiz Bevilacqua , Marcelo M. Barros , Felipe C. V. Venturelli

This paper introduces the basic concepts for physics-compatible discretization techniques. The paper gives a clear distinction between vectors and forms. Based on the difference between forms and pseudo-forms and the $\star$-operator which…

Numerical Analysis · Mathematics 2015-05-14 Artur Palha , Pedro Pinto Rebelo , René Hiemstra , Jasper Kreeft , Marc Gerritsma

The following document presents some novel numerical methods valid for one and several variables, which using the fractional derivative, allow to find solutions for some non-linear systems in the complex space using real initial conditions.…

Numerical Analysis · Mathematics 2024-04-25 A. Torres-Hernandez , F. Brambila-Paz

A collision-based hybrid method for the discrete ordinates approximation of the multigroup neutron transport equation is developed for two-dimensional time-dependent problems. At each time step, this algorithm splits the neutron transport…

Computational Physics · Physics 2025-02-17 Ben Whewell , Ryan G. McClarren

In this article we describe applications of the numerical method of discrete differential forms in computational GR. In particular we consider the initial value problem for vacuum space-times that admit plane gravitational waves. As…

General Relativity and Quantum Cosmology · Physics 2010-05-12 Ronny Richter , Jörg Frauendiener

Computational technologies for the approximate solution of multidimensional boundary value problems often rely on irregular computational meshes and finite-volume approximations. In this framework, the discrete problem represents the…

Numerical Analysis · Mathematics 2025-09-03 M. M. Chernyshov , P. N. Vabishchevich

We present an algorithm to approximate the solutions to variational problems where set of admissible functions consists of convex functions. The main motivator behind this numerical method is estimating solutions to Adverse Selection…

Optimization and Control · Mathematics 2008-03-07 Ivar Ekeland , Santiago Moreno

We present a method for electronic structure calculations that retains all of the advantages of real space and addresses the inherent inefficiency of a regular grid, which has equal precision everywhere. The computations are carried out on…

Condensed Matter · Physics 2009-10-28 Gil Zumbach , N. A. Modine , Efthimios Kaxiras

In this paper, we consider the realization of configuration of limit cycles of piecewise linear systems on the plane. We show that any configuration of Jordan curves can be realized by a discontinuous piecewise linear system with two zones…

Classical Analysis and ODEs · Mathematics 2018-03-21 Shaoqing Wang , Jiazhong Yang

Fractional polynomial models are potentially useful for response surfaces investigations. With the availability of routines for fitting nonlinear models in statistical packages they are increasingly being used. However, as in all…

Methodology · Statistics 2025-10-29 Luzia A. Trinca , Steven G. Gilmour

This article presents a general approach akin to domain-decomposition methods to solve a single linear PDE, but where each subdomain of a partitioned domain is associated to a distinct variational formulation coming from a mutually…

Numerical Analysis · Mathematics 2017-09-26 Federico Fuentes , Brendan Keith , Leszek Demkowicz , Patrick Le Tallec

In this research note we provide a variational basis for the optimal artificial diffusion method, which has been a cornerstone in developing many stabilized methods. The optimal artificial diffusion method produces exact nodal solutions…

Computational Engineering, Finance, and Science · Computer Science 2015-03-13 K. B. Nakshatrala , A. J. Valocchi

This paper focuses on the numerical solution of elliptic partial differential equations (PDEs) with Dirichlet and mixed boundary conditions, specifically addressing the challenges arising from irregular domains. Both finite element method…

Numerical Analysis · Mathematics 2024-11-11 Clarissa Astuto , Daniele Boffi , Giovanni Russo , Umberto Zerbinati
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