Results 51 to 60 of about 18,434 (156)
Fractal and FractionalTo better simulate the prices of underlying assets and improve the accuracy of pricing financial derivatives, an increasing number of new models are being proposed.
Xu Chen +3 more
doaj +1 more source
Approximation of the Pseudospectral Abscissa via Eigenvalue Perturbation Theory
Numerical Linear Algebra with Applications, Volume 33, Issue 2, April 2026.ABSTRACT Reliable and efficient computation of the pseudospectral abscissa in the large‐scale setting is still not settled. Unlike the small‐scale setting where there are globally convergent criss‐cross algorithms, all algorithms in the large‐scale setting proposed to date are at best locally convergent.
Waqar Ahmed, Emre Mengi
wiley +1 more source
Matrix exponential and Krylov subspaces for fast time domain computations: recent advances [PDF]
, 2013 We show how finite difference (or finite element) time domain computations can be accelerated by employing recent advances in the matrix exponential time integration and Krylov subspace ...
Botchev, M.A.
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Local Fourier Analysis of the Complex Shifted Laplacian preconditioner for Helmholtz problems
, 2013 In this paper we solve the Helmholtz equation with multigrid preconditioned Krylov subspace methods. The class of Shifted Laplacian preconditioners are known to significantly speed-up Krylov convergence.
Bayliss +23 more
core +1 more source
Toward Genuine Efficiency and Cluster Robustness of Preconditioned CG‐Like Eigensolvers
Numerical Linear Algebra with Applications, Volume 33, Issue 2, April 2026.ABSTRACT The locally optimal block preconditioned conjugate gradient (LOBPCG) method is a popular solver for large and sparse Hermitian eigenvalue problems. However, recently proposed alternatives for its single‐vector version LOPCG indicate certain problematic cases with less accurate preconditioners and clustered target eigenvalues.
Ming Zhou, Klaus Neymeyr
wiley +1 more source
Rosenbrock-Krylov Methods for Large Systems of Differential Equations
, 2014 This paper develops a new class of Rosenbrock-type integrators based on a Krylov space solution of the linear systems. The new family, called Rosenbrock-Krylov (Rosenbrock-K), is well suited for solving large scale systems of ODEs or semi-discrete PDEs ...
Sandu, Adrian, Tranquilli, Paul
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Universal gap growth for Lyapunov exponents of perturbed matrix products
Journal of the London Mathematical Society, Volume 113, Issue 4, April 2026.Abstract We study the quantitative simplicity of the Lyapunov spectrum of d$d$‐dimensional bounded matrix cocycles subjected to additive random perturbations. In dimensions 2 and 3, we establish explicit lower bounds on the gaps between consecutive Lyapunov exponents of the perturbed cocycle, depending only on the scale of the perturbation.
Jason Atnip +3 more
wiley +1 more source
Chebyshev semi-iteration in Preconditioning [PDF]
, 2008 It is widely believed that Krylov subspace iterative methods are better than Chebyshev semi-iterative methods. When the solution of a linear system with a symmetric and positive definite coefficient matrix is required then the Conjugate Gradient method ...
Rees, Tyrone, Wathen, A. J.
core
International Journal for Numerical Methods in Engineering, Volume 127, Issue 6, 30 March 2026.ABSTRACT The contribution deals with algebraic multigrid (AMG) based preconditioning methods for the iterative solution of a coupled linear system of equations arising in numerical simulations of failure of quasi‐brittle materials using generalized continuum approaches.
Nasser Alkmim +4 more
wiley +1 more source
Exponential-Krylov methods for ordinary differential equations
, 2014 This paper develops a new class of exponential-type integrators where all the matrix exponentiations are performed in a single Krylov space of low dimension.
Sandu, Adrian, Tranquilli, Paul
core +1 more source