… Gryazin et al., 2000; Gryazin, 2014; Gryazin, 2014). As an example of the diversity of applications
of the developed general method, the direct parallel implementation of a compact fourth…

We consider an efficient iterative approach to the solution of the discrete Helmholtz equation
with Dirichlet, Neumann, and Sommerfeld-like boundary conditions based on a compact …

The goal of this paper is to describe a novel parallel high-resolution 3D numerical method
for the solution of high-frequency electromagnetic wave propagation. The sequential …

We develop an efficient iterative approach to the solution of the discrete three-dimensional
Helmholtz equation with variable coefficients and PML boundary conditions based on …

In this paper, a new direct parallel linear solver for a variety of pulsed power applications is
presented. This algorithm is the core of the electrical circuit simulator Screamer considered in …

In order to do OAS or SVM analysis one starts with a term-structure model that generates a
set of calibrated interest rate scenarios.(We use the two-factor Gaussian G2++ as in Brigo and …

This paper introduces a direct parallel partial FFT-type algorithm for the numerical solutions
of the two- and three-dimensional Helmholtz equations. The governing equations are …

The objective of this paper is to present an efficient parallel implementation of the iterative
compact high-order approximation numerical solver for 3D Helmholtz equation on multicore …

The recent development of parallel technologies on modern desktop computers makes
parallelization of the proposed numerical approaches a priority in algorithmic research. The main …

We deal with a stochastic programming problem that can be inconsistent. To overcome the
inconsistency we apply Tikhonov's regularization technique, and, using recent results on the …