Efficient Computation of Highly Oscillatory Integrals by Using QTT Tensor Approximation

Articles in the same Issue

1. Frontmatter
2. Dual-Dual Formulation for a Contact Problem with Friction
3. A Fitted Finite-Volume Method Combined with the Lagrangian Derivative for the Weather Option Pricing Model
4. Comparison of the Analytical Approximation Formula and Newton's Method for Solving a Class of Nonlinear Black–Scholes Parabolic Equations
5. Mollification in Strongly Lipschitz Domains with Application to Continuous and Discrete De Rham Complexes
6. Numerical Methods for Genetic Regulatory Network Identification Based on a Variational Approach
7. On the Numerical Solution of Some Non-Linear Stochastic Differential Equations Using the Semi-Discrete Method
8. Numerical Computation of the Inverse Born Approximation for the Nonlinear Schrödinger Equation in Two Dimensions
9. Efficient Computation of Highly Oscillatory Integrals by Using QTT Tensor Approximation
10. A Splitting Scheme to Solve an Equation for Fractional Powers of Elliptic Operators
11. Predictor-Corrector Balance Method for the Worst-Case 1D Option Pricing