SIAM Journal on Numerical Analysis, Vol. 37, No. 3 (Feb. - Mar., 2000), pp. 772-798 (27 pages) A Newton-type approach is used to deal with bivariate polynomial Hermite interpolation problems when the ...
SIAM Journal on Numerical Analysis, Vol. 39, No. 5 (2002), pp. 1780-1793 (14 pages) A problem of Hermite interpolation by polynomials of two variables is studied. The interpolation matches preassigned ...
Abstract: In this talk we study the Hermite interpolation and approximation problem. It aims at producing a function together with its derivatives, which interpolate or approximate given discrete ...
M. Motamed and D. Appelö, A multi-order discontinuous Galerkin Monte Carlo method for hyperbolic problems with stochastic parameters. SIAM J. Numerical Analysis (Accepted), 2017. pdf A. Kornelus and D ...
Polyanalytic function theory extends the classical theory of holomorphic functions by encompassing functions that satisfy higher‐order generalisations of the Cauchy–Riemann equations. This broader ...
We investigate a practical and fast analytic framework for portfolio modeling and tail risk allocation using Hermite polynomials. This framework was first discussed in "An analytical framework for ...