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math.NA2026
Quasi-Monte Carlo finite element approximation for singularly perturbed convection-diffusion problems with random velocity
Seungchan Ko, Guanglian Li, Yi Yu
This paper studies the numerical approximation of a singularly perturbed convection-diffusion problem over a bounded polygonal domain in (), where the velocit…
math.NA2026
Dual Variational Neural Network for the -Laplace Problem
Tianhao Hu, Guanglian Li, Fengru Wang +2
The reliable and accurate numerical approximation of the -Laplacian is particularly challenging in the extreme regimes and , where the operator becomes ei…
math.NA2023
On Sparse Grid Interpolation for American Option Pricing with Multiple Underlying Assets
Jiefei Yang, Guanglian Li
In this work, we develop a novel efficient quadrature and sparse grid based polynomial interpolation method to price American options with multiple underlying assets. The approach…