A semi-Lagrangian mixed finite element method for advection-diffusion variational inequalities (Q2095644): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Automated solution of differential equations by the finite element method. The FEniCS book / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability, Monotonicity, Maximum and Minimum Principles, and Implementation of the Volume Corrected Characteristic Method / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Characteristics-Mixed Finite Element Method for Advection-Dominated Transport Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Flexible complementarity solvers for large-scale applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: A posteriori error estimate for the mixed finite element method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variational inequality approach to enforcing the non-negative constraint for advection-diffusion equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Moving Boundary Problem Arising from the Diffusion of Oxygen in Absorbing Tissue / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical Methods for Convection-Dominated Diffusion Problems Based on Combining the Method of Characteristics with Finite Element or Finite Difference Procedures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3933378 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A summary of numerical methods for time-dependent advection-dominated partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A General Quadratic Programming Algorithm / rank
 
Normal rank
Property / cites work
 
Property / cites work: Flux-based methods of characteristics for coupled transport equations in porous media / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Simple Introduction to the Mixed Finite Element Method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3511010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Algorithm for Large-Scale Quadratic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: ADI Schemes for Pricing American Options under the Heston Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A class of projection and contraction methods for monotone variational inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Primal-Dual Active Set Strategy as a Semismooth Newton Method / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Primal-Dual Active Set Algorithm for Three-Dimensional Contact Problems with Coulomb Friction / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient numerical methods for pricing American options under stochastic volatility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Operator splitting methods for pricing American options under stochastic volatility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variational inequalities and the pricing of American options / rank
 
Normal rank
Property / cites work
 
Property / cites work: <i>A posteriori</i>error analysis for parabolic variational inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Semismooth Algorithm for Large Scale Complementarity Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: On multigrid for linear complementarity problems with application to American-style options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pricing American options using a space-time adaptive finite difference method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4010566 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability and convergence of a Galerkin-characteristics finite element scheme of lumped mass type / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mixed formulations for a class of variational inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: An upwind approach for an American and European option pricing model / rank
 
Normal rank
Property / cites work
 
Property / cites work: An ELLAM Scheme for Advection-Diffusion Equations in Two Dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Penalty methods for American options with stochastic volatility / rank
 
Normal rank

Revision as of 20:25, 30 July 2024

scientific article
Language Label Description Also known as
English
A semi-Lagrangian mixed finite element method for advection-diffusion variational inequalities
scientific article

    Statements

    A semi-Lagrangian mixed finite element method for advection-diffusion variational inequalities (English)
    0 references
    0 references
    17 November 2022
    0 references
    advection-diffusion
    0 references
    variational inequalities
    0 references
    characteristics
    0 references
    mixed finite elements
    0 references
    active set strategy
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers