Pages that link to "Item:Q675718"

The following pages link to Time-stepping algorithms for semidiscretized linear parabolic PDEs based on rational approximants with distinct real poles (Q675718):

Displaying 9 items.

• Stabilized explicit Runge-Kutta methods for multi-asset American options (Q316630) (← links)
• Second-order, \(L_ 0\)-stable methods for the heat equation with time-dependent boundary conditions (Q675716) (← links)
• Smoothing schemes for reaction-diffusion systems with nonsmooth data (Q953399) (← links)
• Efficient \(L\)-stable method for parabolic problems with application to pricing American options under stochastic volatility (Q1030223) (← links)
• Numerical solution of a parabolic equation with non-local boundary specifications (Q1412437) (← links)
• Numerical procedures for a boundary value problem with a non-linear boundary condition (Q1412603) (← links)
• Numerical solution of a parabolic equation subject to specification of energy. (Q1427896) (← links)
• On the class of high order time stepping schemes based on Padé approximations for the numerical solution of Burgers' equation (Q2378786) (← links)
• An efficient ETD method for pricing American options under stochastic volatility with nonsmooth payoffs (Q2864595) (← links)