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ADI finite difference schemes for option pricing in the Heston model with correlation

Mathematics – Numerical Analysis
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Adversarial Smoothed Analysis

Mathematics – Numerical Analysis
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AF embeddings and the numerical computation of spectra in irrational rotation algebras

Mathematics – Numerical Analysis
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Aggregation based on graph matching and inexact coarse grid solve for algebraic multigrid

Mathematics – Numerical Analysis
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Algebraic multilevel iteration methods and the best approximation to $1/x$ in the uniform norm

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Algebraic multilevel preconditioners for the graph Laplacian based on matching in graphs

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Algebraic structure of stochastic expansions and efficient simulation

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Algorithm to compute the rank and a Cartan subalgebra of a matrix Lie algebra with Mathematica

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Algorithm to generate ideals in a Lie algebra of matrices at any particular characteristic with Mathematica

Mathematics – Numerical Analysis
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Algorithms to automatically quantify the geometric similarity of anatomical surfaces

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All-at-once Optimization for Coupled Matrix and Tensor Factorizations

Mathematics – Numerical Analysis
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Almost sure convergence of numerical approximations for Piecewise Deterministic Markov Processes

Mathematics – Numerical Analysis
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alphaCertified: certifying solutions to polynomial systems

Mathematics – Numerical Analysis
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Alternating projections on non-tangential manifolds

Mathematics – Numerical Analysis
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Alternative Orthogonal Polynomials

Mathematics – Numerical Analysis
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An ABS Algorithm for a Class of Systems of Stochastic Linear Equations

Mathematics – Numerical Analysis
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An accurate and efficient algorithm for the computation of the characteristic polynomial of a general square matrix

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An accurate finite element method for elliptic interface problems

Mathematics – Numerical Analysis
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An adaptive algebraic multigrid algorithm for low-rank canonical tensor decomposition

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An Adaptive Euler-Maruyama Scheme For SDEs: Convergence and Stability

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