High-order accurate variable time step compact schemes for pricing vanilla and exotic options

Authors: Sahu, Pradeep Kumar, Patel, Kuldip Singh

Source: Journal of Applied Mathematics and Computing. 70:4021-4052

Subject Terms: time regularity, vanilla and exotic options, Actuarial science and mathematical finance, variable time step, stability, Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems, Numerical approximation and computational geometry (primarily algorithms), existence and uniqueness, compact scheme

File Description: application/xml

Access URL: https://zbmath.org/8035051
https://doi.org/10.1007/s12190-024-02118-z

Mathematical modelling for high precision ray tracing in optical design

Authors: Changmao Wu, Yuanyuan Xia, Zhengwei Xu, Li Liu, Xiongxin Tang, Qiao Chen, Fanjiang Xu

Source: Applied Mathematical Modelling. 128:103-122

Subject Terms: Computing methodologies and applications, ray tracing, floating-point arithmetic, Numerical linear algebra, high precision numerical algorithm, Numerical approximation and computational geometry (primarily algorithms), error model, optical design

File Description: application/xml

Access URL: https://zbmath.org/7996730
https://doi.org/10.1016/j.apm.2024.01.012

Three novel computational modeling frameworks of 3D-printed graphene platelets reinforced functionally graded triply periodic minimal surface (GPLR-FG-TPMS) plates

Authors: Kim Q. Tran, Tien-Dat Hoang, Jaehong Lee, H. Nguyen-Xuan

Source: Applied Mathematical Modelling. 126:667-697

Subject Terms: graphene platelets reinforcement, Numerical and other methods in solid mechanics, functional grading framework, functionally graded porous material, Thin bodies, structures, triply periodic minimal surface, Numerical approximation and computational geometry (primarily algorithms)

File Description: application/xml

Fitting a manifold of large reach to noisy data

Authors: Charles Fefferman, Sergei Ivanov, Matti Lassas, Hariharan Narayanan

Source: Journal of Topology and Analysis. 17:315-396

Subject Terms: statistics, 65C60, 0502 economics and business, 05 social sciences, FOS: Mathematics, Mathematics - Statistics Theory, Statistics Theory (math.ST), 0101 mathematics, 01 natural sciences, Numerical approximation and computational geometry (primarily algorithms), manifolds

File Description: application/xml

Access URL: http://arxiv.org/abs/1910.05084
https://zbmath.org/8035441
https://doi.org/10.1142/s1793525323500012

ACPDNLS: Adaptive convexity preserving double nonzero level set for cardiac MR image segmentation

Authors: Ji Li, Aiwen Liu, Yan Wang

Source: Applied Mathematical Modelling. 142:115975

Subject Terms: double nonzero level set, adaptive convexity preserving, Computing methodologies and applications, Communication, information, cardiac MR image segmentation, level set method, Numerical approximation and computational geometry (primarily algorithms), left and right ventricle

File Description: application/xml

Access URL: https://zbmath.org/8027080
https://doi.org/10.1016/j.apm.2025.115975

Horizontal mechanical responses of single pile induced by adjacent tunneling considering the effect of multiple factors based on Timoshenko Beam-Kerr foundation model: Horizontal mechanical responses of single pile induced by adjacent tunneling considering the effect of multiple factors based on Timoshenko beam-Kerr foundation model

Authors: Tianhua Wu, Yongtao Gao, Changfu Huang, Aibing Jin, Yu Zhou, Jianwang Li

Source: Applied Mathematical Modelling. 140:115885

Subject Terms: two-stage analysis, multiple excavation factors, lateral soil disturbance, shield tunneling, Special subfields of solid mechanics, adjacent pile response, Dynamical problems in solid mechanics, simplified solution, Numerical approximation and computational geometry (primarily algorithms)

File Description: application/xml

Access URL: https://zbmath.org/8027031
https://doi.org/10.1016/j.apm.2024.115885

Properties, Extensions and Application of Piecewise Linearization for Euclidean Norm Optimization in $$\mathbb {R}^2$$: Properties, extensions and application of piecewise linearization for Euclidean norm optimization in \(\mathbb{R}^2\)

Authors: Duguet, Aloïs, Artigues, Christian, Houssin, Laurent, Ngueveu, Sandra Ulrich

Contributors: Duguet, Aloïs, Équipe Recherche Opérationnelle, Optimisation Combinatoire et Contraintes (LAAS-ROC), Laboratoire d'analyse et d'architecture des systèmes (LAAS), Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT)-Université de Toulouse (UT)-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Université Toulouse - Jean Jaurès (UT2J), Université de Toulouse (UT)-Université Toulouse III - Paul Sabatier (UT3), Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université de Toulouse (UT)-Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT), Institut Supérieur de l'Aéronautique et de l'Espace (ISAE-SUPAERO), Institut National Polytechnique (Toulouse) (Toulouse INP), ANR-19-P3IA-0004,ANITI,Artificial and Natural Intelligence Toulouse Institute(2019)

Source: Journal of Optimization Theory and Applications. 195:418-448

Subject Terms: Asymptotic approximations, asymptotic expansions (steepest descent, etc.), Computing methodologies and applications, approximation guarantee, Euclidean Norm Linearization, Approximation Guarantee, Euclidean norm linearization, 0211 other engineering and technologies, multibeam satellites, 0102 computer and information sciences, 02 engineering and technology, mixed integer linear programming, 01 natural sciences, [INFO.INFO-RO] Computer Science [cs]/Operations Research [math.OC], Numerical approximation and computational geometry (primarily algorithms), Multibeam Satellites, Mixed Integer Linear Programming, Mixed integer programming, mixed integer nonlinear programming, [INFO.INFO-RO]Computer Science [cs]/Operations Research [math.OC], Mixed Integer Nonlinear Programming

File Description: application/xml; application/pdf

Access URL: https://hal.science/hal-03356034v4/document
https://hal.science/hal-03356034v4
https://doi.org/10.1007/s10957-022-02083-2

Enabling accurate simulations of the nonlinear magnetic hysteresis behavior in ferromagnetic materials

Authors: Zheng, Jingyu, Hu, Xin, Tang, Guangze, Liu, Zhenhui, Li, She, Yan, Hanghang, Cui, Xiangyang

Source: Applied Mathematical Modelling. 138:115739

Subject Terms: Numerical and other methods in solid mechanics, ferromagnetic materials, Thin bodies, structures, Jiles-Atherton model, Numerical approximation and computational geometry (primarily algorithms), method algorithm, optimal relaxation coefficient method, stable node-based smoothed finite-element, electromagnetic simulation

File Description: application/xml

Access URL: https://zbmath.org/8005563
https://doi.org/10.1016/j.apm.2024.115739

Numerical analysis of small-strain elasto-plastic deformation using local Radial Basis Function approximation with Picard iteration: Numerical analysis of small-strain elasto-plastic deformation using local radial basis function approximation with Picard iteration

Authors: Filip Strniša, Mitja Jančič, Gregor Kosec

Source: Applied Mathematical Modelling. 137:115714

Subject Terms: von Mises model, Numerical methods for partial differential equations, boundary value problems, isotropic hardening, Numerical Analysis (math.NA), 01 natural sciences, Numerical approximation and computational geometry (primarily algorithms), Numerical and other methods in solid mechanics, plasticity, Picard iteration, 0103 physical sciences, plane strain, FOS: Mathematics, RBF-FD, Mathematics - Numerical Analysis, 0101 mathematics, meshless

File Description: application/xml

Access URL: http://arxiv.org/abs/2405.04970

Analytical properties and the box-counting dimension of nonlinear hidden variable recurrent fractal interpolation functions constructed by using Rakotch's fixed point theorem

Authors: Ro, ChungIl, Yun, CholHui

Source: Applied Mathematics and Computation. 479:128901

Subject Terms: Rakotch fixed point theorem, hidden variable, Approximations and expansions, box-counting dimension, Hölder continuous function, stability, smoothness, Classical measure theory, Numerical approximation and computational geometry (primarily algorithms), recurrent fractal interpolation function

File Description: application/xml

Access URL: https://zbmath.org/8030501
https://doi.org/10.1016/j.amc.2024.128901

Numerische Approximation

Authors: Schaback, Robert

Contributors: Schaback, Robert

Subject Terms: Research exposition (monographs, survey articles) pertaining to numerical analysis, research survey, bibliography, Research exposition (monographs, survey articles) pertaining to approximations and expansions, Numerical approximation and computational geometry (primarily algorithms), numerical approximation

File Description: application/xml

Access URL: https://zbmath.org/3967777
https://resolver.sub.uni-goettingen.de/purl?gro-2/121612

Néel Walls in Low Anisotropy Symmetric Double Layers: Néel walls in low anisotropy symmetric double layers

Authors: Carlos J. García-Cervera

Source: SIAM Journal on Applied Mathematics. 65:1726-1747

Subject Terms: Statistical mechanics of semiconductors, Applications of boundary value problems involving ordinary differential equations, Nonlinear boundary value problems for ordinary differential equations, micromagnetics, Néel walls, \(\Gamma\)-limit, Optimization problems in optics and electromagnetic theory, 01 natural sciences, Numerical approximation and computational geometry (primarily algorithms), Variational principles of physics, 0101 mathematics, Asymptotic expansions of solutions to ordinary differential equations, Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.), Landau-Lifshitz

File Description: application/xml

Access URL: https://zbmath.org/2206155
https://doi.org/10.1137/s003613990343776x

Incorporating topological derivatives into level set methods: Incorporating topological derivatives into level set methods.

Authors: Martin Burger, Benjamin Hackl, Wolfgang Ring

Source: Journal of Computational Physics. 194:344-362

Subject Terms: Numerical optimization and variational techniques, numerical examples, 0211 other engineering and technologies, 02 engineering and technology, 01 natural sciences, Numerical approximation and computational geometry (primarily algorithms), topological derivative, Sensitivity analysis for optimization problems on manifolds, fixed-point iteration, shape derivative, shape reconstruction, 0101 mathematics, level set method, Hamilton-Jacobi equations, topology optimization

File Description: application/xml

Access URL: https://zbmath.org/2056193
https://doi.org/10.1016/j.jcp.2003.09.033
https://www.sciencedirect.com/science/article/pii/S0021999103004868
https://dl.acm.org/doi/10.1016/j.jcp.2003.09.033
https://core.ac.uk/display/24681788
http://wwwmath.uni-muenster.de/num/publications/2004/BHR04/cam03-46.pdf
https://ui.adsabs.harvard.edu/abs/2004JCoPh.194..344B/abstract

Projection-invariants, Gram-Schmidt operators, and wavelets

Authors: Pemba, Jean-Paul

Source: Glasnik matematički
CODEN GLMAB2
Volume 38
Issue 2

Subject Terms: reconstruction, frame, Hilbert space, Nontrigonometric harmonic analysis involving wavelets and other special systems, 0102 computer and information sciences, Gram-Schmidt operator, Quasiorthonormality, 01 natural sciences, Numerical approximation and computational geometry (primarily algorithms), Approximations and expansions, wavelet, quasiorthonormality, wavelet-decomposition, 0101 mathematics

File Description: application/xml; application/pdf

Access URL: https://zbmath.org/2068290
https://doi.org/10.3336/gm.38.2.10
http://web.math.hr/glasnik/EasyTracker.php?id=38210
https://hrcak.srce.hr/file/2294
https://hrcak.srce.hr/1324
https://hrcak.srce.hr/1324

Exponentials Reproducing Subdivision Schemes: Exponentials reproducing subdivision schemes

Authors: Ariel Luzzatto, Nira Dyn, David Levin

Source: Foundations of Computational Mathematics. 3:187-206

Subject Terms: Numerical interpolation, subdivision, exponential polynomial, Nontrigonometric harmonic analysis involving wavelets and other special systems, 0101 mathematics, Nontrigonometric harmonic analysis, 01 natural sciences, Interpolation in approximation theory, Approximation by other special function classes, Numerical approximation and computational geometry (primarily algorithms), interpolation

File Description: application/xml

A path algebra approach to the computation of exact rational parametrisations for CAD/CAM applications

Authors: T.J. Wetzel, H.E. Bez

Source: Engineering Computations. 19:501-519

Subject Terms: 0202 electrical engineering, electronic engineering, information engineering, path algebra, 02 engineering and technology, 01 natural sciences, Numerical approximation and computational geometry (primarily algorithms), Computer science aspects of computer-aided design, 0104 chemical sciences

File Description: application/xml

Access URL: https://www.emeraldinsight.com/doi/pdf/10.1108/02644400210435834
https://www.emerald.com/insight/content/doi/10.1108/02644400210435834/full/html

Geometric Optics in a Phase-Space-Based Level Set and Eulerian Framework: Geometric optics in a phase-space-based level set and Eulerian framework

Authors: Hyeseon Shim, Li-Tien Cheng, Stanley Osher, Myungjoo Kang, Yen-Hsi Richard Tsai

Source: Journal of Computational Physics. 179:622-648

Subject Terms: geometric optics, ray tracing, construction of wavefront, 0101 mathematics, Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems, Geometric optics, 01 natural sciences, Numerical approximation and computational geometry (primarily algorithms), Geometric theory, characteristics, transformations in context of PDEs

File Description: application/xml

Access URL: https://zbmath.org/1801847
https://doi.org/10.1006/jcph.2002.7080
https://www.sciencedirect.com/science/article/pii/S0021999102970804
https://core.ac.uk/display/20873664
http://www.sciencedirect.com/science/article/pii/S0021999102970804
http://ui.adsabs.harvard.edu/abs/2002JCoPh.179..622O/abstract
https://dl.acm.org/doi/10.1006/jcph.2002.7080

Generators of $H_1(\Gamma_{h},\mathbbZ)$ for Triangulated Surfaces: Construction and Classification: Generators of \(H_1(\Gamma_{h},\mathbb{Z})\) for triangulated surfaces: Construction and classification

Authors: J. Ostrowski, R. Hiptmair

Source: SIAM Journal on Computing. 31:1405-1423

Subject Terms: surface stream functions, cellular homology, Graph theory (including graph drawing) in computer science, computational electromagnetism, nonbounding cycles, 0103 physical sciences, linking numbers, PDEs in connection with optics and electromagnetic theory, Numerical quadrature and cubature formulas, 01 natural sciences, Numerical approximation and computational geometry (primarily algorithms), Planar graphs, geometric and topological aspects of graph theory

File Description: application/xml

Access URL: https://locus.siam.org/doi/abs/10.1137/S0097539701386526
https://dblp.uni-trier.de/db/journals/siamcomp/siamcomp31.html#HiptmairO02
https://epubs.siam.org/doi/abs/10.1137/S0097539701386526

Sequences of spanning trees and a fixed tree theorem

Authors: Oswin Aichholzer, Ferran Hurtado, Franz Aurenhammer

Source: Computational Geometry. 21:3-20

Subject Terms: Control and Optimization, Euclidean minimum spanning tree, 0211 other engineering and technologies, Constrained Delaunay triangulation, 0102 computer and information sciences, 02 engineering and technology, 01 natural sciences, Numerical approximation and computational geometry (primarily algorithms), Computer Science Applications, Computational Mathematics, Computational Theory and Mathematics, Computer graphics, computational geometry (digital and algorithmic aspects), Canonical sequence of trees, Geometry and Topology, Edge operations, Crossing-free geometric graph

File Description: application/xml

Access URL: https://dblp.uni-trier.de/db/journals/comgeo/comgeo21.html#AichholzerAH02
https://www.sciencedirect.com/science/article/pii/S0925772101000426

Approximation of the Singularities of a Bounded Function by the Partial Sums of Its Differentiated Fourier Series: Approximation of the singularities of a bounded function by the partial sums of its differentiated Fourier series

Authors: George Kvernadze

Source: Applied and Computational Harmonic Analysis. 11:439-454

Subject Terms: approximation of singularities, Applied Mathematics, Harmonic analysis in one variable, 0101 mathematics, Fourier series, 01 natural sciences, Numerical approximation and computational geometry (primarily algorithms)

File Description: application/xml

Access URL: https://www.sciencedirect.com/science/article/pii/S1063520301903628
http://www.cscamm.umd.edu/people/faculty/tadmor/Gibbs_phenomenon/Kvernadze%20ACHA2001.pdf
https://core.ac.uk/display/81940938