research
∙
09/21/2023
Wavelet-based Edge Multiscale Finite Element Methods for Singularly Perturbed Convection-Diffusion Equations
We propose a novel efficient and robust Wavelet-based Edge Multiscale Fi...
share
research
∙
09/15/2023
On Sparse Grid Interpolation for American Option Pricing with Multiple Underlying Assets
In this work, we develop a novel efficient quadrature and sparse grid ba...
research
∙
07/13/2023
Wavelet-based Edge Multiscale Parareal Algorithm for subdiffusion equations with heterogeneous coefficients in a large time domain
We present the Wavelet-based Edge Multiscale Parareal (WEMP) Algorithm, ...
research
∙
03/29/2023
Dispersion relation reconstruction for 2D Photonic Crystals based on polynomial interpolation
Dispersion relation reflects the dependence of wave frequency on its wav...
research
∙
10/27/2022
Quasi-Monte Carlo finite element approximation of the Navier-Stokes equations with initial data modeled by log-normal random fields
In this paper, we analyze the numerical approximation of the Navier-Stok...
research
∙
12/05/2021
On the Numerical Approximation of the Karhunen-Loève Expansion for Random Fields with Random Discrete Data
Many physical and mathematical models involve random fields in their inp...
research
∙
03/23/2020
Wavelet-based Edge Multiscale Parareal Algorithm for Parabolic Equations with Heterogeneous Coefficients
We propose in this paper the Wavelet-based Edge Multiscale Parareal (WEM...
research
∙
08/01/2019
On the Numerical Approximation of the Karhunen-Loève Expansion for Lognormal Random Fields
The Karhunen-Loève (KL) expansion is a popular method for approximating ...
research
∙
06/20/2019