#numerical methods
13 papers match
RIDGE: An Autonomous Framework for Validation and Method Discovery in LLM-Generated Option Pricing
Liexin Cheng, Xue Cheng, Shuaiqiang Liu +1
The paper introduces RIDGE, an autonomous framework that validates and refines option pricing implementations generated by large language models using no‑arbitrage, stress, benchma…
CAMB v2: cosmological power spectra for high-precision surveys
Antony Lewis
The paper introduces CAMB v2, an updated code that provides fast, high‑precision predictions of lensed CMB and matter power spectra for upcoming surveys, featuring a new treatment…
Computing Barycentres of Measures for Generic Transport Costs
Eloi Tanguy, Julie Delon, Nathaël Gozlan
The paper proposes and analyzes a fixed‑point algorithm for computing barycentres of probability measures under general transport costs, providing convergence guarantees and numeri…
Walk based Laplacians for Modeling Diffusion on Complex Networks
Francesca Arrigo, Fabio Durastante
The paper introduces a family of walk‑based Laplacian operators for modeling diffusion on complex networks, including variants that suppress or downweight backtracking steps, and p…
Convergence of the Markovian Iteration for Coupled FBSDEs via a Differentiation Approach
Zhipeng Huang, Cornelis W. Oosterlee
The paper presents a new differentiation-based technique to ensure convergence of a Markovian iteration method for solving fully coupled forward-backward stochastic differential eq…
GRACE-DG: A Discontinuous Galerkin Method-Based Code for General Nonlinear Coagulation-Fragmentation Equations
Jing Yang, Zhuo Chen, Xue-Ning Bai
The paper presents GRACE-DG, an open‑source high‑order discontinuous Galerkin code that solves non‑linear coagulation‑fragmentation equations for dust evolution in protoplanetary d…