Pages that link to "Item:Q1007389"

The following pages link to Unconditional stability of second-order ADI schemes applied to multi-dimensional diffusion equations with mixed derivative terms (Q1007389):

Displaying 50 items.

• ADI splitting schemes for a fourth-order nonlinear partial differential equation from image processing (Q379771) (← links)
• Stability of the modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term (Q554616) (← links)
• Improved accuracy for time-splitting methods for the numerical solution of parabolic equations (Q669688) (← links)
• Spectral direction splitting methods for two-dimensional space fractional diffusion equations (Q729272) (← links)
• High-performance computation of pricing two-asset American options under the Merton jump-diffusion model on a GPU (Q825500) (← links)
• Stability of ADI schemes applied to convection--diffusion equations with mixed derivative terms (Q857022) (← links)
• Convergence of the modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term (Q898943) (← links)
• Contractivity of domain decomposition splitting methods for nonlinear parabolic problems (Q970397) (← links)
• Locally linearized fractional step methods for nonlinear parabolic problems (Q970402) (← links)
• PDE-W-methods for parabolic problems with mixed derivatives (Q1652804) (← links)
• A new stability result for the modified Craig-Sneyd scheme applied to two-dimensional convection-diffusion equations with mixed derivatives (Q1733474) (← links)
• ADI schemes for valuing European options under the Bates model (Q1748427) (← links)
• A new fourth-order numerical algorithm for a class of nonlinear wave equations (Q1760119) (← links)
• The simulated cooling of the hot-rolled structural steel sections (Q1921206) (← links)
• Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models (Q1930397) (← links)
• Alternating direction implicit method for solving two-dimensional cubic nonlinear Schrödinger equation (Q1948867) (← links)
• Pseudospectral roaming contour integral methods for convection-diffusion equations (Q1983173) (← links)
• Operator splitting schemes for American options under the two-asset Merton jump-diffusion model (Q1986143) (← links)
• A quick operator splitting method for option pricing (Q2074881) (← links)
• A unified formulation of splitting-based implicit time integration schemes (Q2134544) (← links)
• Operator splitting schemes for the two-asset Merton jump-diffusion model (Q2223797) (← links)
• AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model (Q2223823) (← links)
• Convergence in the maximum norm of ADI-type methods for parabolic problems (Q2238833) (← links)
• Highly efficient parallel algorithms for solving the Bates PIDE for pricing options on a GPU (Q2244180) (← links)
• A robust spectral method for solving Heston's model (Q2247922) (← links)
• Rosenbrock-type methods with inexact AMF for the time integration of advection-diffusion-reaction PDEs (Q2252375) (← links)
• Modified Douglas splitting methods for reaction-diffusion equations (Q2359748) (← links)
• W-methods to stabilize standard explicit Runge-Kutta methods in the time integration of advection-diffusion-reaction PDEs (Q2406634) (← links)
• High-order ADI finite difference schemes for parabolic equations in the combination technique with application in finance (Q2406636) (← links)
• A fractional phase-field model for two-phase flows with tunable sharpness: algorithms and simulations (Q2419297) (← links)
• High-order full discretization for anisotropic wave equations (Q2423114) (← links)
• Lagged diffusivity method for the solution of nonlinear diffusion convection problems with finite differences (Q2447994) (← links)
• Stability of ADI schemes for multidimensional diffusion equations with mixed derivative terms (Q2448368) (← links)
• High-order ADI schemes for diffusion equations with mixed derivatives in the combination technique (Q2634317) (← links)
• Efficient and stable numerical solution of the Heston–Cox–Ingersoll–Ross partial differential equation by alternating direction implicit finite difference schemes (Q2874319) (← links)
• A finite volume – alternating direction implicit approach for the calibration of stochastic local volatility models (Q3174925) (← links)
• Smile and default: the role of stochastic volatility and interest rates in counterparty credit risk (Q4554240) (← links)
• Efficient exposure computation by risk factor decomposition (Q4619510) (← links)
• Numerical Study of Splitting Methods for American Option Valuation (Q4626513) (← links)
• High-Order-Compact ADI Schemes for Pricing Basket Options in the Combination Technique (Q4626514) (← links)
• The STRIKE Computational Finance Toolbox (Q4626527) (← links)
• ADI Schemes for Pricing American Options under the Heston Model (Q4682480) (← links)
• AMF-type W-methods for Parabolic Problems with Mixed Derivatives (Q4683933) (← links)
• A Parallel Cyclic Reduction Algorithm for Pentadiagonal Systems with Application to a Convection-Dominated Heston PDE (Q4997346) (← links)
• W-Methods and Approximate Matrix Factorization for Parabolic PDEs with Mixed Derivative Terms (Q5014042) (← links)
• A case study on pricing foreign exchange options using the modified Craig–Sneyd ADI scheme (Q5030646) (← links)
• BENCHOP – SLV: the BENCHmarking project in Option Pricing – Stochastic and Local Volatility problems (Q5031725) (← links)
• LOCALIZED RADIAL BASIS FUNCTIONS FOR NO-ARBITRAGE PRICING OF OPTIONS UNDER STOCHASTIC ALPHA–BETA–RHO DYNAMICS (Q5158754) (← links)
• Numerical inverse Laplace transform for convection-diffusion equations (Q5216726) (← links)
• Pricing of vanilla and first-generation exotic options in the local stochastic volatility framework: survey and new results (Q5247272) (← links)