Related papers: Multigrid Iterative Algorithm based on Compact Fin…
We introduce a new approach for the numerical pricing of American options. The main idea is to choose a finite number of suitable excessive functions (randomly) and to find the smallest majorant of the gain function in the span of these…
We design and analyze an iterative two-grid algorithm for the finite element discretizations of strongly nonlinear elliptic boundary value problems in this paper. We propose an iterative two-grid algorithm, in which a nonlinear problem is…
In this paper, we investigate the combination of multigrid methods and neural networks, starting from a Finite Element discretization of an elliptic PDE. Multigrid methods use interpolation operators to transfer information between…
This paper is to introduce a type of full multigrid method for the nonlinear eigenvalue problem. The main idea is to transform the solution of nonlinear eigenvalue problem into a series of solutions of the corresponding linear boundary…
In this article, we present an interpolative separable density fitting (ISDF) based algorithm to calculate exact exchange in periodic mean field calculations. In the past, decomposing the two-electron integrals into tensor hypercontraction…
In this work, we study the Hermite interpolation on $n$-dimensional non-equally spaced, rectilinear grids over a field $\Bbbk $ of characteristic zero, given the values of the function at each point of the grid and the partial derivatives…
A new fast multipole formulation for solving elliptic difference equations on unbounded domains and its parallel implementation are presented. These difference equations can arise directly in the description of physical systems, e.g.…
This article introduces an iterative method for solving nonsingular non-Hermitian positive semidefinite systems of linear equations. To construct the iteration process, the coefficient matrix is split into two non-Hermitian positive…
We propose a non grid-based interpolation scheme based on the information from the data collected from the vicinity of the query point. As a non-grid-based interpolation, the data points can be distributed randomly in a small region, and…
The present work develops hybrid multigrid methods for high-order discontinuous Galerkin discretizations of elliptic problems. Fast matrix-free operator evaluation on tensor product elements is used to devise a computationally efficient PDE…
Let $z_{1},\ldots,z_{K}$ be distinct grid points. If $f_{k,0}$ is the prescribed value of a function at the grid point $z_{k}$, and $f_{k,r}$ the prescribed value of the $r$\foreignlanguage{american}{-th} derivative, for $1\leq r\leq…
This paper mainly discusses the American option's hedging strategies via binomialmodel and the basic idea of pricing and hedging American option. Although the essential scheme of hedging is almost the same as European option, small…
We develop an algebraic multigrid method for solving the non-Hermitian Wilson discretization of the 2-dimensional Dirac equation. The proposed approach uses a bootstrap setup algorithm based on a multigrid eigensolver. It computes test…
Recently, a 4th-order asymptotic preserving multiderivative implicit-explicit (IMEX) scheme was developed (Sch\"utz and Seal 2020, arXiv:2001.08268). This scheme is based on a 4th-order Hermite interpolation in time, and uses an approach…
We introduce a new iterative method for computing solutions of elliptic equations with random rapidly oscillating coefficients. Similarly to a multigrid method, each step of the iteration involves different computations meant to address…
We compute minimal bases of solutions for a general interpolation problem, which encompasses Hermite-Pad\'e approximation and constrained multivariate interpolation, and has applications in coding theory and security. This problem asks to…
In this paper two types of multgrid methods, i.e., the Rayleigh quotient iteration and the inverse iteration with fixed shift, are developed for solving the Maxwell eigenvalue problem with discontinuous relative magnetic permeability and…
Given a multigrid procedure for linear systems with coefficient matrices $A_n$, we discuss the optimality of a related multigrid procedure with the same smoother and the same projector, when applied to properly related algebraic problems…
In this paper we construct and analyse a level-dependent coarsegrid correction scheme for indefinite Helmholtz problems. This adapted multigrid method is capable of solving the Helmholtz equation on the finest grid using a series of…
Hermite methods, as introduced by Goodrich et al., combine Hermite interpolation and staggered (dual) grids to produce stable high order accurate schemes for the solution of hyperbolic PDEs. We introduce three variations of this Hermite…