Zobrazeno 1 - 10
of 33
pro vyhledávání: '"Marzio Sala"'
Publikováno v:
Journal of Finance and Data Science, Vol 9, Iss , Pp 100101- (2023)
The construction of replication strategies for contingent claims in the presence of risk and market friction is a key problem of financial engineering. In real markets, continuous replication, such as in the model of Black, Scholes and Merton (BSM),
Externí odkaz:
https://doaj.org/article/fc8addca19e14fd1950fbb64a32b1026
Publikováno v:
Modelling and Simulation in Engineering, Vol 2013 (2013)
A parallel adaptive pseudo transient Newton-Krylov-Schwarz (αΨNKS) method for the solution of compressible flows is presented. Multidimensional upwind residual distribution schemes are used for space discretisation, while an implicit time-marching
Externí odkaz:
https://doaj.org/article/c32e4473bdab44b887252f86d3e10b29
Autor:
Marzio Sala, Gary L. Hennigan, Roger P. Pawlowski, Raymond S. Tuminaro, John N. Shadid, Paul Lin
Publikováno v:
International Journal for Numerical Methods in Fluids. 64:1148-1179
This study considers the performance of a fully coupled algebraic multilevel preconditioner for Newton-Krylov solution methods. The performance of the preconditioner is demonstrated on a set of challenging multiphysics partial differential equation (
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b0860e05d3b27aad9c903d46ed7a14e8
https://doi.org/10.1002/fld.2402
https://doi.org/10.1002/fld.2402
Autor:
Raymond S. Tuminaro, Gary L. Hennigan, Robert J. Hoekstra, Paul Lin, John N. Shadid, Marzio Sala
Publikováno v:
Journal of Computational Physics. 228:6250-6267
In this study results are presented for the large-scale parallel performance of an algebraic multilevel preconditioner for solution of the drift-diffusion model for semiconductor devices. The preconditioner is the key numerical procedure determining
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9c4c9d58b478a5946376de6df5920330
https://doi.org/10.1016/j.jcp.2009.05.024
https://doi.org/10.1016/j.jcp.2009.05.024
Publikováno v:
ACM Transactions on Mathematical Software. 34:1-22
We discuss the design of general, flexible, consistent, reusable, and efficient interfaces to software libraries for the direct solution of systems of linear equations on both serial and distributed memory architectures. We introduce a set of abstrac
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d1fa99674044ce7ec1b860feab688359
https://doi.org/10.1145/1326548.1326551
https://doi.org/10.1145/1326548.1326551
Publikováno v:
ACM Transactions on Mathematical Software. 34:1-33
PyTrilinos is a collection of Python modules that are useful for serial and parallel scientific computing. This collection contains modules that cover serial and parallel dense linear algebra, serial and parallel sparse linear algebra, direct and ite
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ace1a7b6bde9960bb41430487e2872c9
https://doi.org/10.1145/1326548.1326549
https://doi.org/10.1145/1326548.1326549
Autor:
Marzio Sala, Raymond S. Tuminaro
Publikováno v:
SIAM Journal on Scientific Computing. 31:143-166
We propose a new variant of smoothed aggregation (SA) suitable for nonsymmetric linear systems. The new algorithm is based on two key generalizations of SA: restriction smoothing and local damping. Restriction smoothing refers to the smoothing of a t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::83163d2bbec4593cb91a95939dddec2d
https://doi.org/10.1137/060659545
https://doi.org/10.1137/060659545
Publikováno v:
International Journal for Numerical Methods in Engineering. 73:927-947
The recent advances in microarchitectural bone imaging disclose the possibility to assess both the apparent density and the trabecular microstructure of intact bones in a single measurement. Coupling these imaging possibilities with microstructural f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::38fc4d232936b9195b7abe0cc8e88239
https://doi.org/10.1002/nme.2101
https://doi.org/10.1002/nme.2101
Autor:
Marzio Sala
Publikováno v:
ACM Transactions on Mathematical Software. 32:396-416
We present the design of a high-performance object-oriented framework that enables the rapid development and usage of efficient, scalable, and portable implementations of multilevel preconditioners for distributed sparse real matrices, in both serial
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9b296669fb8baba23160c3128b2e4804
https://doi.org/10.1145/1163641.1163643
https://doi.org/10.1145/1163641.1163643
Publikováno v:
SIAM Journal on Scientific Computing. 28:498-516
In this paper we consider domain decomposition preconditioners based on a vertex-oriented (VO) decomposition of the computational domain. In element-oriented (EO) decompositions, each element of the grid belongs to a different domain, while in VO dec
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::57f6cebec0a8f310fd7f7d2e4796429a
https://doi.org/10.1137/04061057x
https://doi.org/10.1137/04061057x