138 citations · 227 across the 18 of their papers we have counts for
19 papers
Latent-Space No-Arbitrage Geometry of Generative Models for Implied Volatility Surfaces
Jing Wang, Shuaiqiang Liu, Cornelis Vuik
Generative models for implied volatility surfaces must produce outputs that satisfy static no-arbitrage constraints. We study these constraints in latent space. For a fixed generat…
Stand-alone Multigrid for Helmholtz Revisited: Towards Convergence Using Standard Components
Vandana Dwarka, Cornelis Vuik
Getting standard multigrid to work efficiently for the high-frequency Helmholtz equation has been an open problem in applied mathematics for years. Much effort has been dedicated t…
A matrix-free parallel two-level deflation preconditioner for the two-dimensional Helmholtz problems
Jinqiang Chen, Vandana Dwarka, Cornelis Vuik
We propose a matrix-free parallel two-level-deflation preconditioner combined with the Complex Shifted Laplacian preconditioner(CSLP) for the two-dimensional Helmholtz problems. Th…
A matrix-free parallel solution method for the three-dimensional heterogeneous Helmholtz equation
Jinqiang Chen, Vandana Dwarka, Cornelis Vuik
The Helmholtz equation is related to seismic exploration, sonar, antennas, and medical imaging applications. It is one of the most challenging problems to solve in terms of accurac…
Simulation of CO2 Storage using a Parameterization Method for Essential Trapping Physics: FluidFlower Benchmark Study
Yuhang Wang, Ziliang Zhang, Cornelis Vuik +1
An efficient compositional framework is developed for simulation of CO2 storage in saline aquifers during a full-cycle injection, migration and post-migration processes. Essential…
Composite Anderson acceleration method with dynamic window-sizes and optimized damping
Kewang Chen, Cornelis Vuik
In this paper, we propose and analyze a set of fully non-stationary Anderson acceleration algorithms with dynamic window sizes and optimized damping. Although Anderson acceleration…