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We consider elliptic and parabolic variational equations and inequalities governed by integro-differential operators of order 2s ∈ (0,2]. Our main motivation is the pricing of European or Amer...
Integral Motives and Special Values of Zeta Functions     Zeta Functions  Integral Motives       font style='font-size:12px;'> 2015/12/10
For each ˉeld k, we deˉne a category of rationally decomposed mixed motives with Z-coe±cients. When k is ˉnite, we show that the category is Tannakian, and we prove formulas relating the behaviour of...
An iteration method is described to solve one-dimensional, first-kind integral equations with finite integration limits and difference kernel, K(x − x), that decays exponentially. The method re...
In this paper we present a geometric way to extend the Shintani lift from even weight cusp forms for congruence subgroups to arbitrary modular forms, in particular Eisenstein series. This is part of o...
POSET BLOCK EQUIVALENCE OF INTEGRAL MATRICES     POSET BLOCK EQUIVALENCE  INTEGRAL MATRICES       font style='font-size:12px;'> 2015/9/29
Given square matrices B and B0 with a poset-indexed block structure (for which an ij block is zero unless i 1 j), when are there invertible matrices U and V with this required-zero-block structure suc...
We present a new method for the solution of the unsteady incompressible Navier-Stokes equations. Our goal is to achieve a robust and scalable methodology for two and three dimensional incompressible f...
This article reviews several fast algorithms for boundary integral equations. After a brief introduction of the boundary integral equations for the Laplace and Helmholtz equations, we discuss in order...
We present a high-order boundary integral equation solver for 3D elliptic boundary value problems on domains with smooth boundaries. We use Nystro ¨m’s method for discretization, and combine it with s...
This paper is concerned with the fast computation of Fourier integral operators of the general form Rd e2πıΦ(x,k)f(k)dk, where k is a frequency variable, Φ(x, k) is a phase function obeying a st...
We introduce a general purpose algorithm for rapidly computing certain types of oscillatory integrals which frequently arise in problems connected to wave propagation, general hyperbolic equations, an...
A Fredholm second kind integral equation (SKIE) formulation is constructed for the Dirichlet problem of the biharmonic equation in three dimensions. A fast numerical algorithm is developed based on th...
This paper presents a numerical method for “time upscaling” wave equations, i.e., performing time steps not limited by the Courant-FriedrichsLewy (CFL) condition. The proposed method leverages recent ...
This paper presents an efficient multiscale butterfly algorithm for computing Fourier integral operators (FIOs) of the form (Lf)(x) = Rd a(x, ξ)e2πıΦ(x,ξ)f (ξ)dξ, where Φ(x, ξ) is a phase funct...
This paper introduces the hierarchical interpolative factorization for integral equations (HIF-IE) associated with elliptic problems in two and three dimensions.This factorization takes the form of an...
Electron repulsion integral tensor has ubiquitous applications in quantum chemistry calculations. In this work, we propose an algorithm which compresses the electron repulsion tensor into the tensor h...

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