Finite Difference Approximation for Pricing the American Lookback Option
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Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Boundary value problems for second-order elliptic equations (35J25) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
Recommendations
- A nonconforming finite element analysis for the Darcy-Stokes problem
- A nonconforming rectangular finite element pair for the Darcy-Stokes-Brinkman model
- Conforming and nonconforming finite element methods for solving the Darcy's equations
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- Nonconforming, Anisotropic, Rectangular Finite Elements of Arbitrary Order for the Stokes Problem
- Low-order finite element method for the well-posed bidimensional Stokes problem
- Two low-order nonconforming finite element methods for the Stokes flow in three dimensions
- scientific article; zbMATH DE number 5283364
- STABLE LOW ORDER NONCONFORMING QUADRILATERAL FINITE ELEMENTS FOR THE STOKES PROBLEM
- A rectangular finite element for singular perturbed Darcy-Stokes problem
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- The nonconforming virtual element method for the Darcy-Stokes problem
- Robust preconditioning for coupled Stokes-Darcy problems with the Darcy problem in primal form
- Low-order nonconforming brick elements for the 3D Brinkman model
- Nonconforming polynomial mixed finite element for the Brinkman problem over quadrilateral meshes
- Uniformly convergent cubic nonconforming element for Darcy-Stokes problem
- Robin-Robin domain decomposition methods for the steady-state Stokes-Darcy system with the Beavers-Joseph interface condition
- Non-iterative domain decomposition methods for a non-stationary Stokes-Darcy model with Beavers-Joseph interface condition
- High accuracy analysis of a nonconforming rectangular finite element method for the Brinkman model
- A rectangular finite element for singular perturbed Darcy-Stokes problem
- Long time stability of four methods for splitting the evolutionary Stokes-Darcy problem into Stokes and Darcy subproblems
- Low-order nonconforming mixed finite element methods for stationary incompressible magnetohydrodynamics equations
- Uniformly convergent \(H(\mathrm{div})\)-conforming rectangular elements for Darcy-Stokes problem
- A nonconforming rectangular finite element pair for the Darcy-Stokes-Brinkman model
- Robust nonconforming polynomial finite elements over quadrilaterals
- A nonconforming finite element analysis for the Darcy-Stokes problem
- Parallel, non-iterative, multi-physics domain decomposition methods for time-dependent Stokes-Darcy systems
- \(H\)(div) conforming finite element methods for the coupled Stokes and Darcy problem
- A Low Order Nonconforming Mixed Finite Element Method for Non-Stationary Incompressible Magnetohydrodynamics System
- Block Preconditioners for the Marker-and-Cell Discretization of the Stokes–Darcy Equations
- Superconvergence of some nonconforming brick elements for the 3D Stokes problem
- The stabilized nonconforming virtual element method for the Darcy-Stokes problem
- Fully H(gradcurl)-nonconforming finite element method for the singularly perturbed quad-curl problem on cubical meshes
- Superconvergence of a nonconforming brick element for the quad-curl problem
- High accuracy analysis of the reduced Adini-Stokes element for the Brinkman model
- Two new nonconforming quadrilateral finite element methods for the Brinkman problem
- Monolithic multigrid for the marker-and-cell discretization of the Stokes-Darcy equations
- Conforming and nonconforming finite element methods for solving the Darcy's equations
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