Zobrazeno 1 - 10
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pro vyhledávání: '"Hale, Nicholas"'
Autor:
Hale, Nicholas
A framework for Chebyshev spectral collocation methods for the numerical solution of functional and delay differential equations (FDEs and DDEs) is described. The framework combines interpolation via the barycentric resampling matrix with a multidoma
Externí odkaz:
http://arxiv.org/abs/2402.12952
A functional differential equation related to the logistic equation is studied by a combination of numerical and perturbation methods. Parameter regions are identified where the solution to the nonlinear problem is approximated well by known series s
Externí odkaz:
http://arxiv.org/abs/2401.11733
We introduce a novel spectral element method based on the ultraspherical spectral method and the hierarchical Poincar\'{e}-Steklov scheme for solving second-order linear partial differential equations on polygonal domains with unstructured quadrilate
Externí odkaz:
http://arxiv.org/abs/2006.08756
Autor:
Chan, Tat Lung, Hale, Nicholas
This paper applies an algorithm for the convolution of compactly supported Legendre series (the CONLeg method) (cf. Hale and Townsend 2014a), to pricing/hedging European-type, early-exercise and discrete-monitored barrier options under a Levy process
Externí odkaz:
http://arxiv.org/abs/1811.09257
Autor:
Hale, Nicholas
The Legendre-based ultraspherical spectral method for ordinary differential equations is combined with a formula for the convolution of two Legendre series to produce a new technique for solving linear Fredholm and Volterra integro-differential equat
Externí odkaz:
http://arxiv.org/abs/1712.00304
Publikováno v:
In Expert Systems With Applications 1 September 2022 201
Autor:
Hale, Nicholas, Olver, Sheehan
A fast algorithm (linear in the degrees of freedom) for the solution of linear variable-coefficient rational-order fractional integral and differential equations is described. The approach is related to the ultraspherical method for ordinary differen
Externí odkaz:
http://arxiv.org/abs/1611.08028
Publikováno v:
In Journal of Computational Physics 1 July 2021 436
Autor:
Hale, Nicholas, Townsend, Alex
An $\mathcal{O}(N(\log N)^2/\log\!\log N)$ algorithm for computing the discrete Legendre transform and its inverse is described. The algorithm combines a recently developed fast transform for converting between Legendre and Chebyshev coefficients wit
Externí odkaz:
http://arxiv.org/abs/1505.00354