Describes methods for solving a generalized version of the Feynman-Kac partial differential equation that can be used in many financial modeling applications, including Black-Scholes models.
Describes the development of modules for teaching a senior-level course, Mechanical Behavior of Materials, that incorporate the results of state-of-the-art simulation techniques.
Outlines three successful approaches taken by software development companies across a variety of industries to embed advanced analytics into their products.
Describes how to integrate third-party data mining algorithms into the Microsoft SQL Server Analysis Services (SSAS) using the IMSL C# Numerical Library Cluster K-means algorithm as an example.
Describes using the IMSL Libraries with four different scripting environments: IronPython, Jython, F# and Groovy. The traditional Python environment and Ruby are discussed as well.
Describes high-performance parallel implementations of the LU, QR, and Cholesky factorizations and their associated solvers in double precision and double precision complex for the IBM SP-2.
Provides a case study of how the University of Goettingen, Germany uses PV-WAVE as part of an image processing application for high resolution solar image data.
Presents software that was developed using PV-WAVE and IBM Data Explorer for analyzing 2-D and 3-D tomographic images of oil well cores in support of petrophysical and reservoir analysis.
Examines the capabilities of a sensor response model to evaluate object sighting measurement accuracy by implementing a selected candidate sensor design and signal/image processing technique.
Describes how, in partnership with the National Computational Science Alliance (NCSA), Virginia Tech has built a Visualization Laboratory capable of performing scientific visual data analysis of volumetric, three-dimensional data.
