Zobrazeno 1 - 10
of 87
pro vyhledávání: '"Jari Toivanen"'
Publikováno v:
SIAM Journal on Scientific Computing. 41:C505-C521
An efficient domain decomposition method and its parallel implementation for the solution of the Helmholtz equation in three-dimensional layered media are considered. A modified trilinear finite el...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b76c611fa0028a5dc0a8adad8c6b0dbf
https://doi.org/10.1137/18m1230906
https://doi.org/10.1137/18m1230906
Autor:
Jari Toivanen, Jussi Hernesniemi, Minna Rusanen, Ulla Kaustio, Ville Vänni, Johanna Turtiainen
Publikováno v:
Scandinavian journal of surgery : SJS : official organ for the Finnish Surgical Society and the Scandinavian Surgical Society. 110(3)
Background: The prevalence of abdominal aortic aneurysms is higher in population with other vascular comorbidities, especially among men. Utility of screening among patients with cerebrovascular disease is unclear. Objective: To determine the prevale
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cbe0409fd3f48fc7809025df355c60f8
https://pubmed.ncbi.nlm.nih.gov/32380927
https://pubmed.ncbi.nlm.nih.gov/32380927
Autor:
Monika Wolfmayr, Jari Toivanen
This article is devoted to the efficient numerical solution of the Helmholtz equation in a two‐ or three‐dimensional (2D or 3D) rectangular domain with an absorbing boundary condition (ABC). The Helmholtz problem is discretized by standard biline
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3f7b82d974c6605438512ca46030bba8
http://urn.fi/URN:NBN:fi:jyu-202001311910
http://urn.fi/URN:NBN:fi:jyu-202001311910
Publikováno v:
International Journal for Numerical Methods in Engineering. 116:661-682
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4ff3108764b73d76ab07dd344032e94e
https://doi.org/10.1002/nme.5938
https://doi.org/10.1002/nme.5938
Autor:
Karel in 't Hout, Jari Toivanen
Publikováno v:
Applied numerical mathematics
This paper is concerned with the adaptation of alternating direction implicit (ADI) time discretization schemes for the numerical solution of partial integro-differential equations (PIDEs) with application to the Bates model in finance. Three differe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7f99c362d771ea070e220786de39eb4f
https://doi.org/10.1016/j.apnum.2018.04.003
https://doi.org/10.1016/j.apnum.2018.04.003
Publikováno v:
Journal of Parallel and Distributed Computing
Partial solution variant of the cyclic reduction (PSCR) method is a direct solver that can be applied to certain types of separable block tridiagonal linear systems. Such linear systems arise, e.g., from the Poisson and the Helmholtz equations discre
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0d53d2bd4afaf17a888a1521c163d00a
https://doi.org/10.1016/j.jpdc.2018.01.004
https://doi.org/10.1016/j.jpdc.2018.01.004
Publikováno v:
SIAM Journal on Scientific Computing. 36:B817-B834
Partial integro-differential equation (PIDE) formulations are often preferable for pricing options under models with stochastic volatility and jumps, especially for American-style option contracts. We consider the pricing of options under such models
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ee16e86388a873c9c290101728c94d47
https://doi.org/10.1137/130924905
https://doi.org/10.1137/130924905
Autor:
Santtu Salmi, Jari Toivanen
Publikováno v:
Applied Numerical Mathematics. 84:33-45
We propose families of IMEX time discretization schemes for the partial integro-differential equation derived for the pricing of options under a jump-diffusion process. The schemes include the families of IMEX-midpoint, IMEX-CNAB and IMEX-BDF2 scheme
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::41bcc4b9472de6c06328ebca9c7e00ea
https://doi.org/10.1016/j.apnum.2014.05.007
https://doi.org/10.1016/j.apnum.2014.05.007
Publikováno v:
Journal of Computational Science
This special issue on computational and algorithmic finance showcases contemporary developments ranging from advanced numerical methods to machine learning techniques and efficient parallel implementations in finance and insurance. This, in particula
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0cb893e2d4bd0e4d8702cc4caebefec9
https://doi.org/10.1016/j.jocs.2017.12.009
https://doi.org/10.1016/j.jocs.2017.12.009
Autor:
Tuomas Airaksinen, Jari Toivanen
Publikováno v:
Journal of Sound and Vibration. 332(26):6924-6933
A new method is presented to obtain a local active noise control that is optimal in stochastic environment. The method uses numerical acoustical modeling that is performed in the frequency domain by using a sequence of finite element discretizations
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::26518e721f99887fa6a1d8a843d3adbd
http://juuli.fi/Record/0037396413
http://juuli.fi/Record/0037396413