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This work presents a hybrid approach to solve the maximum stable set problem, using constraint and semidefinite programming. The approach consists of two steps: subproblem generation and subproblem solution. First we rank the variable…

Combinatorics · Mathematics 2007-05-23 W. J. van Hoeve

The flux reconstruction (FR) method has gained popularity in the research community as it recovers promising high-order methods through modally filtered correction fields, such as the discontinuous Galerkin method, amongst others, on…

Numerical Analysis · Mathematics 2022-04-13 Alexander Cicchino , Siva Nadarajah , David C. Del Rey Fernández

In this paper, we present a reduced basis method for pricing European and American options based on the Black-Scholes and Heston model. To tackle each model numerically, we formulate the problem in terms of a time dependent variational…

Numerical Analysis · Mathematics 2014-08-07 Olena Burkovska , Bernard Haasdonk , Julien Salomon , Barbara Wohlmuth

In this paper we describe splitting methods for solving Levitron, which is motivated to simulate magnetostatic traps of neutral atoms or ion traps. The idea is to levitate a magnetic spinning top in the air repelled by a base magnet. The…

Mathematical Physics · Physics 2012-01-10 Juergen Geiser , Karl Lueskow

Splitting methods constitute a widely used class of numerical integrators for ordinary and partial differential equations, particularly well suited to problems that can be decomposed into simpler subproblems. High-order splitting schemes…

Numerical Analysis · Mathematics 2026-04-02 Fernando Casas , Ander Murua

We propose a hybrid tree-finite difference method in order to approximate the Heston model. We prove the convergence by embedding the procedure in a bivariate Markov chain and we study the convergence of European and American option prices.…

Computational Finance · Quantitative Finance 2017-09-29 Maya Briani , Lucia Caramellino , Antonino Zanette

A general method to construct recombinant tree approximations for stochastic volatility models is developed and applied to the Heston model for stock price dynamics. In this application, the resulting approximation is a four tuple Markov…

Computational Finance · Quantitative Finance 2016-08-14 Erdinç Akyıldırım , Yan Dolinsky , H. Mete Soner

In this paper we investigate the relationship between stabilized and enriched finite element formulations for the Stokes problem. We also present a new stabilized mixed formulation for which the stability parameter is derived purely by the…

Numerical Analysis · Computer Science 2015-05-13 D. Z. Turner , K. B. Nakshatrala , K. D. Hjelmstad

In the numerical solution of partial differential equations using a method-of-lines approach, the availability of high order spatial discretization schemes motivates the development of sophisticated high order time integration methods. For…

Numerical Analysis · Computer Science 2016-11-25 Hong Zhang , Adrian Sandu , Sebastien Blaise

We consider a class of relaxation problems mixing slow and fast variations which can describe population dynamics models or hyperbolic systems, with varying stiffness (from non-stiff to strongly dissipative), and develop a multi-scale…

Analysis of PDEs · Mathematics 2020-05-27 Philippe Chartier , Mohammed Lemou , Léopold Trémant

This paper deals with the numerical solution of the Heston partial differential equation that plays an important role in financial option pricing, Heston (1993, Rev. Finan. Stud. 6). A feature of this time-dependent, two-dimensional…

Numerical Analysis · Mathematics 2011-04-11 K. J. in 't Hout , S. Foulon

Non-intrusive methods have been used since two decades to derive reduced-order models for geometrically nonlinear structures, with a particular emphasis on the so-called STiffness Evaluation Procedure (STEP), relying on the static…

Computational Engineering, Finance, and Science · Computer Science 2022-05-26 Alessandra Vizzaccaro , Arthur Givois , Pierluigi Longobardi , Yichang Shen , Jean-François Deü , Loïc Salles , Cyril Touzé , Olivier Thomas

Multilinear systems play an important role in scientific calculations of practical problems. In this paper, we consider a tensor splitting method with a relaxed Anderson acceleration for solving multilinear systems. The new method preserves…

Numerical Analysis · Mathematics 2024-10-18 Dongdong Liu Ting Hua nd Xifu Liu

A stable numerical solution of the steady Stokes problem requires compatibility between the choice of velocity and pressure approximation that has traditionally proven problematic for meshless methods. In this work, we present a…

Numerical Analysis · Mathematics 2016-11-15 Nathaniel Trask , Martin Maxey , Xiaozhe Hu

In this work, we study the application the classical Richardson extrapolation (RE) technique to accelerate the convergence of sequences resulting from linear multistep methods (LMMs) for solving initial-value problems of systems of ordinary…

Numerical Analysis · Mathematics 2022-06-22 Imre Fekete , Lajos Lóczi

Jump penalty stabilisation techniques have been recently proposed for continuous and discontinuous high order Galerkin schemes [1,2,3]. The stabilisation relies on the gradient or solution discontinuity at element interfaces to incorporate…

Fluid Dynamics · Physics 2022-08-25 Jiaqing Kou , Oscar A. Marino , Esteban Ferrer

Stochastic versions of proximal methods have gained much attention in statistics and machine learning. These algorithms tend to admit simple, scalable forms, and enjoy numerical stability via implicit updates. In this work, we propose and…

Machine Learning · Statistics 2024-09-09 Haoyu Jiang , Jason Xu

We explore a class of splitting schemes employing implicit-explicit (IMEX) time-stepping to achieve accurate and energy-stable solutions for thin-film equations and Cahn-Hilliard models with variable mobility. This splitting method…

Numerical Analysis · Mathematics 2024-05-31 Saulo Orizaga , Thomas Witelski

Operator-splitting methods are widely used to solve differential equations, especially those that arise from multi-scale or multi-physics models, because a monolithic (single-method) approach may be inefficient or even infeasible. The most…

Numerical Analysis · Mathematics 2025-01-07 Siqi Wei , Victoria Guenter , Raymond J. Spiteri

This paper presents stability and accuracy analysis of a high-order explicit time stepping scheme introduced by \cite[Section 2.2]{Buvoli2019}, which exhibits superior stability compared to classical Adams-Bashforth. A conjecture that is…

Numerical Analysis · Mathematics 2026-04-01 Daopeng Yin , Liquan Mei