Search Results

• ADI Finite Difference Schemes for Option Pricing in the Heston Model with Correlation

  K. J. In't Hout, S. Foulon

  2010-07-01

  35275 2885 Pages:303-320

• Optimal Block Preconditioner for an Efficient Numerical Solution of the Elliptic Optimal Control Problems Using GMRES Solver

  K. Muzhinji

  2022-11-28

  292144 3114 Pages:47-66

• An Augmented IIM & Preconditioning Technique for Jump Embedded Boundary Conditions

  Philippe Angot, Zhilin Li

  2018-09-18

  32504 2617 Pages:712-729

• Analysis and Finite Element Approximation of Bioconvection Flows with Concentration Dependent Viscosity

  Yanzhao Cao, Song Chen

  2021-10-20

  34045 3793 Pages:86-101

• Numerical Investigation on Weak Galerkin Finite Elements

  Junping Wang, Xiu Ye, Shangyou Zhang

  2020-08-04

  33115 2692 Pages:517-531

• Finite Element Approximation of the Gradient Flow for a Class of Linear Growth Energies with Applications to Color Image Denoising

  Xiaobing Feng, Miun Yoon

  2009-08-07

  31486 2538 Pages:389-401

• A Higher-Order Ensemble/Proper Orthogonal Decomposition Method for the Nonstationary Navier-Stokes Equations

  Max Gunzburger, Nan Jiang, Michael Schneier

  2018-08-15

  33045 2525 Pages:608-627

• Spread Option Pricing Using ADI Methods

  Vida Heidarpour-Dehkordi, Christina C. Christara

  2018-08-15

  29569 2594 Pages:353-369

• Efficient Homotopy Solution and a Convex Combination of ROF and LLT Models for Image Restoration

  Fenlin Yang, Ke Chen, Bo Yu

  2012-09-01

  32776 2570 Pages:907-927

• Jumps Without Tears: A New Splitting Technology for Barrier Options

  Andrey Itkin, Peter Carr

  2011-08-01

  31489 2671 Pages:667-704

• Regularization and Rothe Discretization of Semi-Explicit Operator DAEs

  Robert Altmann, Jan Heiland

  2018-08-15

  32295 2713 Pages:452-478