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9 papers · 1 filter
Do you precondition on the left or on the right?
Nicole Spillane, Pierre Matalon, Daniel B Szyld
This work is a follow-up to a poster that was presented at the DD29 conference. Participants were asked the question: ``Do you precondition on the left or on the right?''. Here we…
Reduced Order Modeling for First Order Hyperbolic Systems with Application to Multiparameter Acoustic Waveform Inversion
Liliana Borcea, Josselin Garnier, Alexander V. Mamonov +1
Waveform inversion seeks to estimate an inaccessible heterogeneous medium from data gathered by sensors that emit probing signals and measure the generated waves. It is an inverse…
Stratified regression Monte-Carlo scheme for semilinear PDEs and BSDEs with large scale parallelization on GPUs
E. Gobet, J. G. López-Salas, P. Turkedjiev +1
In this paper, we design a novel algorithm based on Least-Squares Monte Carlo (LSMC) in order to approximate the solution of discrete time Backward Stochastic Differential Equation…
Quasi-Regression Monte-Carlo scheme for semi-linear PDEs and BSDEs with large scale parallelization on GPUs
E. Gobet, J. G. López-Salas, C. Vázquez
In this article we design a novel quasi-regression Monte Carlo algorithm in order to approximate the solution of discrete time backward stochastic differential equations (BSDEs), a…
Polygonal Faber-Krahn inequality: Local minimality via validated computing
Beniamin Bogosel, Dorin Bucur
The main result of the paper shows that the regular -gon is a local minimizer for the first Dirichlet-Laplace eigenvalue among -gons having fixed area for . Th…
Asymptotic estimations of a perturbed symmetric eigenproblem
Armand Gissler, Anne Auger, Nikolaus Hansen
We study ill-conditioned positive definite matrices that are disturbed by the sum of rank-one matrices of a specific form. We provide estimates for the eigenvalues and eigenvec…