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Optimality, computation, and interpretation of nonnegative matrix factorizations
The notion of low rank approximations arises from many important applications. When the low rank data are further required to comprise nonnegative values only, the approach by nonnegative matrixExpand
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Coupling between lumped and distributed models for blood flow problems
Abstract.In this paper we propose a method for coupling distributed and lumped models for the blood circulation. Lumped parameter models, based on an analogy between the circulatory system and anExpand
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Steady-state invariance in high-order Runge-Kutta discretization of optimal growth models
This work deals with infinite horizon optimal growth models and uses the results in the Mercenier and Michel (1994a) paper as a starting point. Mercenier and Michel (1994a) provide a one-stageExpand
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Splitting and composition methods for explicit time dependence in separable dynamical systems
We consider splitting methods for the numerical integration of separable non-autonomous differential equations. Expand
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Error Estimates for Polynomial Krylov Approximations to Matrix Functions
In this paper we are interested in the polynomial Krylov approximations for the computation of $\varphi(A)v$, where $A$ is a square matrix, $v$ represents a given vector, and $varphi$ a suitable function which can be employed in modern integrators for differential problems. Expand
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On the semigroup of standard symplectic matrices and its applications
Abstract A matrix Z∈ R 2n×2n is said to be in the standard symplectic form if Z enjoys a block LU-decomposition in the sense of A 0 −H I Z= I G 0 A T , where A is nonsingular and both G and H areExpand
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Implicit - symplectic partitioned (IMSP) Runge-Kutta schemes for predator-prey dynamics
In the study of the effects of habitat fragmentation on biodiversity the role of spatial processes reveals of great interest since both the variation of size of the domains as well as theirExpand
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Rational Krylov methods in exponential integrators for European option pricing
  • S. Ragni
  • Mathematics, Computer Science
  • Numer. Linear Algebra Appl.
  • 1 August 2014
The aim of this paper is to analyze efficient numerical methods for time integration of European option pricing models. Expand
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Exponential Lawson integration for nearly Hamiltonian systems arising in optimal control
We prove that a correct numerical treatment of the state-current costate system needs a symplectic partitioned Runge-Kutta scheme on the Hamiltonian system, where the control variables are explicitly expressed in terms of states. Expand
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Numerical Comparison between Different Lie-Group Methods for Solving Linear Oscillatory ODEs
  • F. Diele, S. Ragni
  • Computer Science, Mathematics
  • International Conference on Computational Science
  • 21 April 2002
In this paper we deal with high oscillatory systems and numerical methods for the approximation of their solutions. Expand
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