SIAM Journal on Scientific Computing http://scitation.aip.org/ SIAM Journal on Scientific Computing Computation of Tail Probabilities via Extrapolation Methods and Connection with Rational and Pade Approximants http://link.aip.org/link/?SCE/34/B65/1&agg=rss Philippe Gaudreau, Richard M. Slevinsky, and Hassan Safouhi<br/> We use the recently developed algorithm for the $G_{n}^{(1)}$ transformation to approximate tail probabilities of the normal distribution, the gamma distribution, the student's $t$-distribution, the inverse Gaussian distribution, and Fisher's $F$ distribution. Using this algorithm, which can be com ... [SIAM J. Sci. Comput. 34, B65 (2012)] published Thu Feb 9, 2012. Deflation, Projector Preconditioning, and Balancing in Iterative Substructuring Methods: Connections and New Results http://link.aip.org/link/?SCE/34/A459/1&agg=rss Axel Klawonn and Oliver Rheinbach<br/> In this paper, projector preconditioning, also known as the deflation method, as well as the balancing preconditioner are applied to the dual-primal finite element tearing and interconnecting (FETI-DP) and balancing domain decomposition by constraints (BDDC) methods in order to create a second, ind ... [SIAM J. Sci. Comput. 34, A459 (2012)] published Thu Feb 9, 2012. The Optimized Schwarz Method with a Coarse Grid Correction http://link.aip.org/link/?SCE/34/A421/1&agg=rss Olivier Dubois, Martin J. Gander, Sebastien Loisel, Amik St-Cyr, and Daniel B. Szyld<br/> Optimized Schwarz methods (OSMs) use Robin transmission conditions across the subdomain interfaces. The Robin parameter can then be optimized to obtain the fastest convergence. A new formulation is presented with a coarse grid correction. The optimal parameter is computed for a model problem on a c ... [SIAM J. Sci. Comput. 34, A421 (2012)] published Thu Feb 9, 2012. On Finding Multiple Solutions to a Singularly Perturbed Neumann Problem http://link.aip.org/link/?SCE/34/A395/1&agg=rss Ziqing Xie, Yongjun Yuan, and Jianxin Zhou<br/> In this paper, in order to numerically solve for multiple positive solutions to a singularly perturbed Neumann boundary value problem in mathematical biology and other applications, a local minimax method is modified with new local mesh refinement and other strategies. Algorithm convergence and oth ... [SIAM J. Sci. Comput. 34, A395 (2012)] published Tue Feb 7, 2012. Time Implicit High-Order Discontinuous Galerkin Method with Reduced Evaluation Cost http://link.aip.org/link/?SCE/34/A370/1&agg=rss Florent Renac, Claude Marmignon, and Frederic Coquel<br/> An efficient and robust time integration procedure for a high-order discontinuous Galerkin method is introduced for solving nonlinear second-order partial differential equations. The time discretization is based on an explicit formulation for the hyperbolic term and an implicit formulation for the ... [SIAM J. Sci. Comput. 34, A370 (2012)] published Tue Feb 7, 2012. NR$xx$ Simulation of Microflows with Shakhov Model http://link.aip.org/link/?SCE/34/A339/1&agg=rss Zhenning Cai, Ruo Li, and Zhonghua Qiao<br/> In this paper, we propose a method to simulate the microflows with Shakhov model using the NR$xx$ method developed in [Z. Cai and R. Li, SIAM J. Sci. Comput., 32 (2010), pp. 28752907; Z. Cai, R. Li, and Y. Wang, Commun. Comput. Phys., 11 (2012), pp. 14151438; Z. Cai, R. Li, and Y. Wang, J. Sci. Com ... [SIAM J. Sci. Comput. 34, A339 (2012)] published Tue Feb 7, 2012. Wavelet Collocation Method and Multilevel Augmentation Method for Hammerstein Equations http://link.aip.org/link/?SCE/34/A309/1&agg=rss Hideaki Kaneko, Khomsan Neamprem, and Boriboon Novaprateep<br/> A wavelet collocation method for nonlinear Hammerstein equations is formulated. A sparsity in the Jacobian matrix is obtained which gives rise to a fast algorithm for nonlinear solvers such as the Newton's method and the quasi-Newton method. A fast multilevel augmentation method is developed on a t ... [SIAM J. Sci. Comput. 34, A309 (2012)] published Tue Feb 7, 2012. Uncertainty Quantification given Discontinuous Model Response and a Limited Number of Model Runs http://link.aip.org/link/?SCE/34/B44/1&agg=rss Khachik Sargsyan, Cosmin Safta, Bert Debusschere, and Habib Najm<br/> We outline a methodology for forward uncertainty quantification in systems with uncertain parameters, discontinuous model response, and a limited number of model runs. Our approach involves two stages. First we detect the discontinuity with Bayesian inference, thus obtaining a probabilistic represe ... [SIAM J. Sci. Comput. 34, B44 (2012)] published Thu Feb 2, 2012. Enhancing Quasi-Monte Carlo Methods by Exploiting Additive Approximation for Problems in Finance http://link.aip.org/link/?SCE/34/A283/1&agg=rss Xiaoqun Wang<br/> The valuation of many financial securities can be formulated as high-dimensional integrals for which quasi-Monte Carlo (QMC) methods are becoming indispensable numerical tools. It is known that some typical high-dimensional problems in finance and in many other fields have a strong additive nature. ... [SIAM J. Sci. Comput. 34, A283 (2012)] published Thu Feb 2, 2012. Compact and Stable Discontinuous Galerkin Methods for Convection-Diffusion Problems http://link.aip.org/link/?SCE/34/A263/1&agg=rss S. Brdar, A. Dedner, and R. Klofkorn<br/> We present a new scheme, the compact discontinuous Galerkin 2 (CDG2) method, for solving nonlinear convection-diffusion problems together with a detailed comparison to other well-accepted DG methods. The new CDG2 method is similar to the CDG method that was recently introduced in the work of Perrai ... [SIAM J. Sci. Comput. 34, A263 (2012)] published Thu Feb 2, 2012.