A multigrid preconditioner for an adaptive Black-Scholes solver (Q533713): Difference between revisions

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+Fourier analysis of multigrid for a model two-dimensional convection-diffusion equation
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+QMR: A quasi-minimal residual method for non-Hermitian linear systems
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+A highly accurate adaptive finite difference solver for the Black–Scholes equation
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+Fourier Analysis of GMRES(<i>m</i>) Preconditioned by Multigrid
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+Efficient<i>d</i>-multigrid preconditioners for sparse-grid solution of high-dimensional partial differential equations
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+Publication:533713