A Domain Embedding Method for Scattering Problems with an Absorbing Boundary or a Perfectly Matched Layer

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A Parallel Fictitious Domain Method for the Three-Dimensional Helmholtz Equation

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A damping preconditioner for time-harmonic wave equations in fluid and elastic material

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A domain decomposition solver for acoustic scattering by elastic objects in layered media

A fast Fourier transform based direct solver for the Helmholtz problem

A fast direct solver for elliptic problems with a divergence constraint

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A moving mesh fictitious domain approach for shape optimization problems

An IMEX-Scheme for Pricing Options under Stochastic Volatility Models with Jumps

An adaptive evolutionary algorithm with intelligent mutation local searchers for designing multidrug therapies for HIV

An adaptive multimeme algorithm for designing HIV multidrug therapies

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An algebraic multigrid based shifted-Laplacian preconditioner for the Helmholtz equation

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An iterative method for pricing American options under jump-diffusion models

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BENCHOP – The BENCHmarking project in option pricing

Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models

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Computation of a few smallest eigenvalues of elliptic operators using fast elliptic solvers

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Designing Paper Machine Headbox Using GA

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Efficient metacomputing of elliptic linear and non-linear problems

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Fast Poisson Solvers for Graphics Processing Units

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Fast direct solution of the Helmholtz equation with a perfectly matched layer or an absorbing boundary condition

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IMEX schemes for pricing options under jump–diffusion models

Iterative Methods for Pricing American Options under the Bates Model

Reduced Order Models for Pricing American Options under Stochastic Volatility and Jump-diffusion Models

Reduced order models for pricing European and American options under stochastic volatility and jump-diffusion models

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