Zobrazeno 1 - 10
of 82
pro vyhledávání: '"Justin W. L. Wan"'
Autor:
Justin W. L. Wan
Publikováno v:
AIMS Mathematics, Vol 4, Iss 6, Pp 1745-1767 (2019)
We propose a fast multigrid method for solving the discrete partial integro-differential equations (PIDEs) arising from pricing European options when the underlying asset is driven by an infinite activity Lévy process. We consider the CGMY model who
Externí odkaz:
https://doaj.org/article/d8403f26b0594a0bb8ba66e8403079fa
Autor:
Andrew S. Na, Justin W. L. Wan
We propose a deep Recurrent neural network (RNN) framework for computing prices and deltas of American options in high dimensions. Our proposed framework uses two deep RNNs, where one network learns the price and the other learns the delta of the opt
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::faefa54f8f520803b3f8325d40ad247f
http://arxiv.org/abs/2301.08232
http://arxiv.org/abs/2301.08232
Fast and Scalable Solvers for the Fluid Pressure Equations with Separating Solid Boundary Conditions
Publikováno v:
Computer Graphics Forum. 39:23-33
This is the peer reviewed version of the following article: Lai, J., Chen, Y., Gu, Y., Batty, C. and Wan, J.W. (2020), Fast and Scalable Solvers for the Fluid Pressure Equations with Separating Solid Boundary Conditions. Computer Graphics Forum, 39:
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b5945881b0a55ff7f0013eb19a1eac5c
https://doi.org/10.1111/cgf.13909
https://doi.org/10.1111/cgf.13909
Publikováno v:
Applied Mathematics and Computation. 350:11-31
We propose finite difference methods for solving two dimensional Hamilton–Jacobi–Bellman (HJB) equations and systems arising from the modelling of transboundary pollution with emission permits trading. We prove that our numerical scheme for the H
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bcdd2a0d133254bc5a1840d3f8107f29
https://doi.org/10.1016/j.amc.2018.12.053
https://doi.org/10.1016/j.amc.2018.12.053
Autor:
Justin W. L. Wan, Yangang Chen
Publikováno v:
Journal of Scientific Computing. 88
In this paper, we study numerical solutions for the Hamilton-Jacobi-Bellman (HJB) and Kolmogorov–Fokker–Planck (KFP) equations arising from mean field games. In order to solve the nonlinear discretized systems efficiently, we propose a multigrid
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cc1495d7c5d52ad251e88ef8e31e6392
https://doi.org/10.1007/s10915-021-01520-0
https://doi.org/10.1007/s10915-021-01520-0
Autor:
Justin W. L. Wan, Yangang Chen
Publikováno v:
Springer Proceedings in Mathematics & Statistics ISBN: 9789811627002
In this survey, we present fast, accurate and convergent numerical methods for solving non-rigid image registration based on optimal mass transport. To solve the model equation, we first transform the nonlinear PDEs into an HJB equation. We apply a m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d8c212adb293e2684a26bccf9efc8caf
https://doi.org/10.1007/978-981-16-2701-9_11
https://doi.org/10.1007/978-981-16-2701-9_11
Autor:
Qi Mai, Justin W. L. Wan
Publikováno v:
EMBC
Metal artifacts are very common in CT scans since metal insertion or replacement is performed for enhancing certain functionality or mechanism of patient’s body. These streak artifacts could degrade CT image quality severely, and consequently, they
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a47445803241faa3924cee8f6cb086de
https://pubmed.ncbi.nlm.nih.gov/33018231
https://pubmed.ncbi.nlm.nih.gov/33018231
Autor:
Justin W. L. Wan, Qi Mai
Publikováno v:
Medical Imaging: Image Processing
Metal artifacts are very common in CT scans since many patients have metal insertion or replacement to enhance functionality or mechanism of their bodies. These streaking artifacts could degrade CT image quality severely, and consequently, they could
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e8d3041f386a21e1d7f26f4285b90fda
https://doi.org/10.1117/12.2549380
https://doi.org/10.1117/12.2549380
Autor:
Justin W. L. Wan, Yangang Chen
Publikováno v:
Inverse Problems & Imaging. 12:401-432
This paper proposes a numerical method for solving a non-rigid image registration model based on optimal mass transport. The main contribution of this paper is to address two issues. One is that we impose a proper periodic boundary condition, such th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dd54ef3b2d87a48ba87ce760165610f6
https://doi.org/10.3934/ipi.2018018
https://doi.org/10.3934/ipi.2018018
Autor:
Yangang Chen, Justin W. L. Wan
Publikováno v:
Computing and Visualization in Science. 22:27-41
We propose multigrid methods for convergent mixed finite difference discretization for the two dimensional Monge–Ampere equation. We apply mixed standard 7-point stencil and semi-Lagrangian wide stencil discretization, such that the numerical solut
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2fe9028a28c1e83506ffc70a19530ef9
https://doi.org/10.1007/s00791-017-0284-8
https://doi.org/10.1007/s00791-017-0284-8