Wavelet Discretizations of Parabolic Integrodifferential Equations (Q4443583)

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scientific article; zbMATH DE number 2027715
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Wavelet Discretizations of Parabolic Integrodifferential Equations
scientific article; zbMATH DE number 2027715

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    Wavelet Discretizations of Parabolic Integrodifferential Equations (English)
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    18 January 2004
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    parabolic integrodifferential equation
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    Lévy-process
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    wavelet compression
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    discontinuous Galerkin method
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    GMRES
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    algorithm
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    convergence
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