EuDML | Browse

This paper investigates best rank-(r 1,..., r d) Tucker tensor approximation of higher-order tensors arising from the discretization of linear operators and functions in ℝd. Super-convergence of the best rank-(r 1,..., r d) Tucker-type decomposition with respect to the relative Frobenius norm is proven. Dimensionality reduction by the two-level Tucker-to-canonical approximation is discussed. Tensor-product representation of basic multi-linear algebra operations is considered, including inner, outer...

Low Volatility Options and Numerical Diffusion of Finite Difference Schemes

Milev, Mariyan, Tagliani, Aldo (2010)

Serdica Mathematical Journal

2000 Mathematics Subject Classification: 65M06, 65M12.In this paper we explore the numerical diffusion introduced by two nonstandard finite difference schemes applied to the Black-Scholes partial differential equation for pricing discontinuous payoff and low volatility options. Discontinuities in the initial conditions require applying nonstandard non-oscillating finite difference schemes such as the exponentially fitted finite difference schemes suggested by D. Duffy and the Crank-Nicolson variant...

Low-discrepancy point sets for non-uniform measures

Christoph Aistleitner, Josef Dick (2014)

Acta Arithmetica

We prove several results concerning the existence of low-discrepancy point sets with respect to an arbitrary non-uniform measure μ on the d-dimensional unit cube. We improve a theorem of Beck, by showing that for any d ≥ 1, N ≥ 1, and any non-negative, normalized Borel measure μ on ${[0, 1]}^{d}$ there exists a point set $x_{1}, . . ., x_{N} \in {[0, 1]}^{d}$ whose star-discrepancy with respect to μ is of order $D_{N} * (x_{1}, . . ., x_{N}; μ) ≪ ({(l o g N)}^{(3 d + 1) / 2}) / N$ . For the proof we use a theorem of Banaszczyk concerning the balancing of vectors, which implies an upper bound for the linear discrepancy...

Low-discrepancy point sets obtained by digital constructions over finite fields

Harald Niederreiter (1992)

Czechoslovak Mathematical Journal

Lower Bounds for the Condition Number of Vandermonde Matrices.

Walter Gautschi, Gabriele Inglese (1987/1988)

Numerische Mathematik

Lower Bounds for the Discrepancy of Triples of Inversive Congruential Pseudorandom Numbers with Power of Two Modulus.

J. Eichenauer-Herrmann (1998)

Monatshefte für Mathematik

Lower Bounds for the Zeros of Analytic Functions.

E.K. Ifantis, C.B. Kouris (1976/1977)

Numerische Mathematik

Lower Norm Estimates for Approximate Solutions of Differential Equations with Non-Smooth Coefficients.

U. Banerjee (1987)

Numerische Mathematik

Low-Mach consistency of a class of linearly implicit schemes for the compressible Euler equations

Kučera, Václav, Lukáčová-Medviďová, Mária, Noelle, Sebastian, Schütz, Jochen (2021)

Programs and Algorithms of Numerical Mathematics

In this note, we give an overview of the authors’ paper [6] which deals with asymptotic consistency of a class of linearly implicit schemes for the compressible Euler equations. This class is based on a linearization of the nonlinear fluxes at a reference state and includes the scheme of Feistauer and Kučera [3] as well as the class of RS-IMEX schemes [8,5,1] as special cases. We prove that the linearization gives an asymptotically consistent solution in the low-Mach limit under the assumption of...

Low-rank iterative methods for projected generalized Lyapunov equations.

Stykel, Tatjana (2008)

ETNA. Electronic Transactions on Numerical Analysis [electronic only]

Low-rank tensor representation of Slater-type and Hydrogen-like orbitals

Martin Mrovec (2017)

Applications of Mathematics

The paper focuses on a low-rank tensor structured representation of Slater-type and Hydrogen-like orbital basis functions that can be used in electronic structure calculations. Standard packages use the Gaussian-type basis functions which allow us to analytically evaluate the necessary integrals. Slater-type and Hydrogen-like orbital functions are physically more appropriate, but they are not analytically integrable. A numerical integration is too expensive when using the standard discretization...

Lp estimates of boundary integral equations for some nonlinear boundary value problems.

J. Saranen, P.P.B. Eggermont (1990/1991)

Numerische Mathematik

LU Decompositions of Generalized Diagonally Dominant Matrices

R.J. Plemmons, M. Neumann, R.E. Funderlic (1982)

Numerische Mathematik

Currently displaying 181 – 196 of 196

Previous Page 10