953 citations
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Showing 2021 · math.NAShow all
3 papers · 2 filters
math.NA2021
Coupling and Simulation of Fluid-Structure Interaction Problems for Automotive Sun-roof on Graphics Processing Unit
Liang S. Lai, Choi-Hong Lai, Abal-Kassim Cheik Ahamed +1
In this paper, the authors propose an analysis of the frequency response function in a car compartment, subject to some fluctuating pressure distribution along the open cavity of t…
math.NA2021★ 2 cited
Parallel Sub-Structuring Methods for solving Sparse Linear Systems on a cluster of GPU
Abal-Kassim Cheik Ahamed, Frédéric Magoulès
The main objective of this work consists in analyzing sub-structuring method for the parallel solution of sparse linear systems with matrices arising from the discretization of par…
math.NA2021
On the discrete-time simulation of the rough Heston model
Alexandre Richard, Xiaolu Tan, Fan Yang
We study Euler-type discrete-time schemes for the rough Heston model, which can be described by a stochastic Volterra equation (with non-Lipschtiz coefficient functions), or by an…