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We present a multigrid iterative algorithm for solving a system of coupled free boundary problems for pricing American put options with regime-switching. The algorithm is based on our recently developed compact finite difference scheme…

Computational Finance · Quantitative Finance 2021-11-09 Chinonso Nwankwo , Weizhong Dai

Spectral clustering approaches have led to well-accepted algorithms for finding accurate clusters in a given dataset. However, their application to large-scale datasets has been hindered by computational complexity of eigenvalue…

Machine Learning · Computer Science 2016-03-17 Shahzad Bhatti , Carolyn Beck , Angelia Nedic

Polycube segmentations for 3D models effectively support a wide variety of applications such as seamless texture mapping, spline fitting, structured multi-block grid generation, and hexahedral mesh construction. However, the automated…

Graphics · Computer Science 2025-09-03 Maxim Snoep , Bettina Speckmann , Kevin Verbeek

Sparse optimization is a central problem in machine learning and computer vision. However, this problem is inherently NP-hard and thus difficult to solve in general. Combinatorial search methods find the global optimal solution but are…

Optimization and Control · Mathematics 2020-06-30 Ganzhao Yuan , Li Shen , Wei-Shi Zheng

A fast algorithm (linear in the degrees of freedom) for the solution of linear variable-coefficient rational-order fractional integral and differential equations is described. The approach is related to the ultraspherical method for…

Numerical Analysis · Mathematics 2017-12-04 Nicholas Hale , Sheehan Olver

We consider the problem of computing univariate polynomial matrices over a field that represent minimal solution bases for a general interpolation problem, some forms of which are the vector M-Pad\'e approximation problem in [Van Barel and…

Symbolic Computation · Computer Science 2016-06-14 Claude-Pierre Jeannerod , Vincent Neiger , Éric Schost , Gilles Villard

Using a deterministic framework allows us to estimate a function with the purpose of interpolating data in spatial statistics. Radial basis functions are commonly used for scattered data interpolation in a d-dimensional space, however,…

Computation · Statistics 2024-04-03 Joaquin Cavieres , Michael Karkulik

Several problems in magnetically confined fusion, such as the computation of exterior vacuum fields or the decomposition of the total magnetic field into separate contributions from the plasma and the external sources, are best formulated…

Numerical Analysis · Mathematics 2019-11-25 Dhairya Malhotra , Antoine J. Cerfon , Michael O'Neil , Evan Toler

In this paper we present a locally and dimension-adaptive sparse grid method for interpolation and integration of high-dimensional functions with discontinuities. The proposed algorithm combines the strengths of the generalised sparse grid…

Numerical Analysis · Mathematics 2011-10-04 John D. Jakeman , Stephen G. Roberts

A new fast algorithm for clustering and classification of large collections of text documents is introduced. The new algorithm employs the bipartite graph that realizes the word-document matrix of the collection. Namely, the modularity of…

Information Retrieval · Computer Science 2011-05-31 Grigory Pivovarov , Sergei Trunov

For nonlinear reduced-order models, especially for those with non-polynomial nonlinearities, the computational complexity still depends on the dimension of the original dynamical system. As a result, the reduced-order model loses its…

Numerical Analysis · Mathematics 2013-04-30 Zhu Wang

This paper presents a generic pre-processor for expediting conventional template matching techniques. Instead of locating the best matched patch in the reference image to a query template via exhaustive search, the proposed algorithm rules…

Computer Vision and Pattern Recognition · Computer Science 2017-07-20 Bolin Liu , Xiao Shu , Xiaolin Wu

In this paper, a multiplicity preserving triangular set decomposition algorithm is proposed for a system of two polynomials. The algorithm decomposes the variety defined by the polynomial system into unmixed components represented by…

Symbolic Computation · Computer Science 2011-01-20 Jin-San Cheng , Xiao-Shan Gao

We have developed an algorithm that constructs a model of a reconfigurable optical interferometer, independent of specific architectural constraints. The programming of unitary transformations on the interferometer's optical modes relies on…

Quantum Physics · Physics 2025-06-02 Sergei S. Kuzmin , Ivan V. Dyakonov , Stanislav S. Straupe

We present a novel local improvement scheme for the perfectly balanced graph partitioning problem. This scheme encodes local searches that are not restricted to a balance constraint into a model allowing us to find combinations of these…

Data Structures and Algorithms · Computer Science 2012-10-02 Peter Sanders , Christian Schulz

We consider scattered data approximation on product regions of equal and different dimensionality. On each of these regions, we assume quasi-uniform but unstructured data sites and construct optimal sparse grids for scattered data…

Numerical Analysis · Mathematics 2026-04-24 Michael Griebel , Helmut Harbrecht , Michael Multerer

We describe an algorithm for fast multiplication of skew polynomials. It is based on fast modular multiplication of such skew polynomials, for which we give an algorithm relying on evaluation and interpolation on normal bases. Our…

Symbolic Computation · Computer Science 2017-02-07 Xavier Caruso , Jérémy Le Borgne

In the classical theory of cubic interpolation splines there exists an algorithm which works with only $O\left( n\right)$ arithmetic operations. Also, the smoothing cubic splines may be computed via the algorithm of Reinsch which reduces…

Numerical Analysis · Mathematics 2022-01-03 Ognyan Kounchev , Hermann Render , Tsvetomir Tsachev

In this paper we describe an efficient involutive algorithm for constructing Groebner bases of polynomial ideals. The algorithm is based on the concept of involutive monomial division which restricts the conventional division in a certain…

Commutative Algebra · Mathematics 2007-05-23 Vladimir P. Gerdt

Over the last two decades, several fast, robust, and high-order accurate methods have been developed for solving the Poisson equation in complicated geometry using potential theory. In this approach, rather than discretizing the partial…

Numerical Analysis · Mathematics 2024-09-19 Fredrik Fryklund , Leslie Greengard , Shidong Jiang , Samuel Potter
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