A Parallel Cyclic Reduction Algorithm for Pentadiagonal Systems with Application to a Convection-Dominated Heston PDE (Q4997346)
From MaRDI portal
scientific article; zbMATH DE number 7364306
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Parallel Cyclic Reduction Algorithm for Pentadiagonal Systems with Application to a Convection-Dominated Heston PDE |
scientific article; zbMATH DE number 7364306 |
Statements
A Parallel Cyclic Reduction Algorithm for Pentadiagonal Systems with Application to a Convection-Dominated Heston PDE (English)
0 references
29 June 2021
0 references
parallel cyclic reduction
0 references
convection-dominated PDE
0 references
GPU computing
0 references
high performance computing in finance
0 references
ADI
0 references
