Related papers: Schwarz Modulus Based Matrix Splittings with Minim…
A modular method was suggested before to recover a band limited signal from the sample and hold and linearly interpolated (or, in general, an nth-order-hold) version of the regular samples. In this paper a novel approach for compensating…
We propose new linear combinations of compositions of a basic second-order scheme with appropriately chosen coefficients to construct higher order numerical integrators for differential equations. They can be considered as a generalization…
We propose a new primal-dual splitting method for solving composite inclusions involving Lipschitzian, and parallel-sum-type monotone operators. Our approach extends the framework in \cite{Siopt4} to a more general class of monotone…
In this paper we propose a new scaling method to study the Schur complements of $SDD_{1}$ matrices. Its core is related to the non-negative property of the inverse $M$-matrix, while numerically improving the Quotient formula. Based on the…
In this article we propose a novel approach to reduce the computational complexity of various approximation methods for pricing discrete time American options. Given a sequence of continuation values estimates corresponding to different…
In this paper, we present an implicit finite difference method for the numerical solution of the Black-Scholes model of American put options without dividend payments. We combine the proposed numerical method by using a front fixing…
The machine learning explosion has created a prominent trend in modern computer hardware towards low precision floating-point operations. In response, there have been growing efforts to use low and mixed precision in general scientific…
In this paper a novel hybrid approach for compensating the distortion of any interpolation has been proposed. In this hybrid method, a modular approach was incorporated in an iterative fashion. By using this approach we can get drastic…
When the obstacle problem of clamped Kirchhoff plates is discretized by a partition of unity method, the resulting discrete variational inequalities can be solved by a primal-dual active set algorithm. In this paper we develop and analyze…
We introduce a domain decomposition-based nonlinear preconditioned iteration for solving nonlinear, nonsmooth elliptic optimal control problems, with a nonlinear reaction term, $L^1$ regularization and box constraints on the control…
Parabolic optimal control problems arise in numerous scientific and engineering applications. They typically lead to large-scale coupled forward-backward systems that cannot be treated with classical time-stepping schemes and are…
In this study, we propose a simple method for fault-tolerant Strassen-like matrix multiplications. The proposed method is based on using two distinct Strassen-like algorithms instead of replicating a given one. We have realized that using…
In this paper we propose a modified Lie-type spectral splitting approximation where the external potential is of quadratic type. It is proved that we can approximate the solution to a one-dimensional nonlinear Schroedinger equation by…
The Helmholtz equation poses significant computational challenges due to its oscillatory solutions, particularly for large wavenumbers. Inspired by the Schur complement system for elliptic problems, this paper presents a novel…
We propose two variants of the overlapping additive Schwarz method for the finite element discretiza- tion of the elliptic problem in 3D with highly heterogeneous coefficients. The methods are efficient and simple to construct using the…
In this paper, we develop a new type of accelerated algorithms to solve some classes of maximally monotone equations as well as monotone inclusions. Instead of using Nesterov's accelerating approach, our methods rely on a so-called…
In the framework of Black-Scholes-Merton model of financial derivatives, a path integral approach to option pricing is presented. A general formula to price European path dependent options on multidimensional assets is obtained and…
The discretization of surface intrinsic PDEs has challenges that one might not face in the flat space. The closest point method (CPM) is an embedding method that represents surfaces using a function that maps points in the flat space to…
This paper presents and evaluates an approach for coupling together subdomain-local reduced order models (ROMs) constructed via non-intrusive operator inference (OpInf) with each other and with subdomain-local full order models (FOMs),…
A modular method was suggested before to recover a band limited signal from the sample and hold and linearly interpolated (or, in general, an nth-order-hold) version of the regular samples. In this paper a novel approach for compensating…