Pages that link to "Item:Q857022"

The following pages link to Stability of ADI schemes applied to convection--diffusion equations with mixed derivative terms (Q857022):

Displaying 17 items.

• ADI splitting schemes for a fourth-order nonlinear partial differential equation from image processing (Q379771) (← links)
• Variable step-size fractional step Runge-Kutta methods for time-dependent partial differential equations (Q450910) (← links)
• Stability of the modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term (Q554616) (← links)
• A predictor-corrector scheme based on the ADI method for pricing american puts with stochastic volatility (Q651445) (← links)
• Fast resolution of a single factor Heath-Jarrow-Morton model with stochastic volatility (Q654788) (← links)
• Improved accuracy for time-splitting methods for the numerical solution of parabolic equations (Q669688) (← links)
• New solvable stochastic volatility models for pricing volatility derivatives (Q744402) (← links)
• High-performance computation of pricing two-asset American options under the Merton jump-diffusion model on a GPU (Q825500) (← 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)
• A combined mixed finite element ADI scheme for solving Richards' equation with mixed derivatives on irregular grids (Q1007367) (← links)
• Unconditional stability of second-order ADI schemes applied to multi-dimensional diffusion equations with mixed derivative terms (Q1007389) (← links)
• A velocity-diffusion method for a Lotka-Volterra system with nonlinear cross and self-diffusion (Q1012250) (← links)
• Fourth order compact schemes for variable coefficient parabolic problems with mixed derivatives (Q1646981) (← 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)