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SIAM Journal on Scientific Computing

Table of Contents
Volume 30, Issue 4, pp. 1659-2205

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Fast Automatic Differentiation Jacobians by Compact LU Factorization

John D. Pryce and Emmanuel M. Tadjouddine

pp. 1659-1677

A Fast and Accurate FFT-Based Method for Pricing Early-Exercise Options under Lévy Processes

R. Lord, F. Fang, F. Bervoets, and C. W. Oosterlee

pp. 1678-1705

Global and Finite Termination of a Two-Phase Augmented Lagrangian Filter Method for General Quadratic Programs

Michael P. Friedlander and Sven Leyffer

pp. 1706-1729

Local Fourier Analysis of Multigrid for the Curl-Curl Equation

Tim Boonen, Jan Van lent, and Stefan Vandewalle

pp. 1730-1755

Large-Eddy Simulation of Thermal Flows based on Discrete-Velocity Models

Mapundi K. Banda, Mohammed Seaïd, and Ioan Teleaga

pp. 1756-1777

Splitting Methods Based on Algebraic Factorization for Fluid-Structure Interaction

Santiago Badia, Annalisa Quaini, and Alfio Quarteroni

pp. 1778-1805

The Compact Discontinuous Galerkin (CDG) Method for Elliptic Problems

J. Peraire and P.-O. Persson

pp. 1806-1824

High Order Numerical Quadratures to One Dimensional Delta Function Integrals

Xin Wen

pp. 1825-1846

On Analysis Error Covariances in Variational Data Assimilation

I. Yu. Gejadze, F.-X. Le Dimet, and V. Shutyaev

pp. 1847-1874

Graded Delaunay Decoupling Method for Parallel Guaranteed Quality Planar Mesh Generation

Leonidas Linardakis and Nikos Chrisochoides

pp. 1875-1891

Asynchronous Parallel Generating Set Search for Linearly Constrained Optimization

Joshua D. Griffin, Tamara G. Kolda, and Robert Michael Lewis

pp. 1892-1924

Computing Ground States of Spin-1 Bose–Einstein Condensates by the Normalized Gradient Flow

Weizhu Bao and Fong Yin Lim

pp. 1925-1948

Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model

Jari Toivanen

pp. 1949-1970

Analysis of Numerically Induced Oscillations in Two-Dimensional Finite-Element Shallow-Water Models Part II: Free Planetary Waves

Daniel Y. Le Roux and Benoit Pouliot

pp. 1971-1991

Computation of Interface Reflection and Regular or Diffuse Transmission of the Planar Symmetric Radiative Transfer Equation with Isotropic Scattering and Its Diffusion Limit

Shi Jin, Xiaomei Liao, and Xu Yang

pp. 1992-2017

Adaptive Time-Stepping for Incompressible Flow Part I: Scalar Advection-Diffusion

Philip M. Gresho, David F. Griffiths, and David J. Silvester

pp. 2018-2054

Dynamical Spatial Warping: A Novel Method for the Conformational Sampling of Biophysical Structure

Peter Minary, Mark E. Tuckerman, and Glenn J. Martyna

pp. 2055-2083

The Exact Computation of the Free Rigid Body Motion and Its Use in Splitting Methods

E. Celledoni, F. Fassò, N. Säfström, and A. Zanna

pp. 2084-2112

Highly Efficient Strong Stability-Preserving Runge–Kutta Methods with Low-Storage Implementations

David I. Ketcheson

pp. 2113-2136

Computing Transfer Function Dominant Poles of Large-Scale Second-Order Dynamical Systems

Joost Rommes and Nelson Martins

pp. 2137-2157

A Front-Fixing Finite Element Method for the Valuation of American Options

Anthony D. Holmes and Hongtao Yang

pp. 2158-2180

Stability Analysis of $\Theta$-Methods for Nonlinear Neutral Functional Differential Equations

Wansheng Wang and Shoufu Li

pp. 2181-2205