3 papers
math.NA2024
Explicit inverse of symmetric, tridiagonal near Toeplitz matrices Part II: with weakly diagonally dominant Toeplitz
Bakytzhan Kurmanbek, Yogi Erlangga, Yerlan Amanbek
In this paper, we provide explicit formulas for the exact inverses of the symmetric tridiagonal near-Toeplitz matrices characterized by weak diagonal dominance in the Toeplitz part…
math.NA2023
Parallel-in-time Multilevel Krylov Methods: A Prototype
Yogi A. Erlangga
This paper presents a parallel-in-time multilevel iterative method for solving differential algebraic equation, arising from a discretization of linear time-dependent partial diffe…
q-fin.CP2023
Valuation of the Convertible Bonds under Penalty TF model using Finite Element Method
Rakhymzhan Kazbek, Yogi Erlangga, Yerlan Amanbek +1
In this paper, the TF system of two-coupled Black-Scholes equations for pricing the convertible bonds is solved numerically by using the P1 and P2 finite elements with the inequali…