Related papers: Faster Monotone Implied Volatility Solver
A popular version of the finite strain Maxwell fluid is considered, which is based on the multiplicative decomposition of the deformation gradient tensor. The model combines Newtonian viscosity with hyperelasticity of Mooney-Rivlin type; it…
A Newton--Kantorovich-type argument enables the a posteriori existence verification of a unique regular root near a computed approximation, purely from computable data. This framework allows for non-selfadjoint problems and extends the…
It is well known that multigrid methods are optimally efficient for solution of elliptic equations (O(N)), which means that effort is proportional to the number of points at which the solution is evaluated). Thus this is an ideal method to…
The ringdown portion of a binary black hole merger consists of a sum of modes, each containing an infinite number of tones that are exponentially damped sinusoids. In principle, these can be measured as gravitational-waves with…
We investigate the static and spherically black hole solutions in the quadratic-order extended vector-tensor theories without suffering from the Ostrogradsky instabilities, which include the quartic-order (beyond-)generalized Proca theories…
Option contracts on two underlying assets within uncertain volatility models have their worst-case and best-case prices determined by a two-dimensional (2D) Hamilton-Jacobi-Bellman (HJB) partial differential equation (PDE) with…
In this study, a fast and stable machine-learned hybrid algorithm implemented in TensorFlow for the integration of stiff chemical kinetics is introduced. Numerical solutions to differential equations are at the core of computational fluid…
In this note, Black--Scholes implied volatility is expressed in terms of various optimisation problems. From these representations, upper and lower bounds are derived which hold uniformly across moneyness and call price. Various symmetries…
On-chip DNN inference and training at the Extreme-Edge (TinyML) impose strict latency, throughput, accuracy and flexibility requirements. Heterogeneous clusters are promising solutions to meet the challenge, combining the flexibility of…
On the basis of a recently proposed strategy of finite element integration in time domain for partial differential equations with a singular source term, we present a fourth order algorithm for non-rotating black hole perturbations in the…
This paper is devoted to the study (common in many applications) of the black-box optimization problem, where the black-box represents a gradient-free oracle $\tilde{f} = f(x) + \xi$ providing the objective function value with some…
We present a new hybrid direct/iterative approach to the solution of a special class of saddle point matrices arising from the discretization of the steady incompressible Navier-Stokes equations on an Arakawa C-grid. The two-level method…
The integration of Inverter-Based Resource (IBR) model into phasor-domain short circuit (SC) solvers challenges their numerical stability. To address the challenge, this paper proposes a solver that improves numerical stability by employing…
We consider a class of extremal and non-extremal four-dimensional black-hole solutions occuring in toroidally compactified heterotic string theory, whose ten-dimensional interpretation involves a Kaluza-Klein monopole and a five-brane. We…
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.…
The Immersed Boundary method is a simple, efficient, and robust numerical scheme for solving PDE in general domains, yet it only achieves first-order spatial accuracy near embedded boundaries. In this paper, we introduce a new high-order…
We propose a novel numerical method for the solution of the shallow water equations in different regimes of the Froude number making use of general polygonal meshes. The fluxes of the governing equations are split such that advection and…
Machine learning approaches relying on such criteria as adversarial robustness or multi-agent settings have raised the need for solving game-theoretic equilibrium problems. Of particular relevance to these applications are methods targeting…
We investigate spontaneous vectorization in the Einstein-Born-Infeld-Vector (EBIV) model, where a massless vector field is nonminimally coupled to a nonlinear Born-Infeld (BI) electromagnetic field. This coupling results in an effective…
We consider the numerical solution of Poisson's equation on structured grids using geometric multigrid with nonstandard coarse grids and coarse level operators. We are motivated by the problem of developing high-order accurate numerical…