Wavelet-optimized compact finite difference method for convection-diffusion equations (Q2235338)
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scientific article; zbMATH DE number 7412243
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| English | Wavelet-optimized compact finite difference method for convection-diffusion equations |
scientific article; zbMATH DE number 7412243 |
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Wavelet-optimized compact finite difference method for convection-diffusion equations (English)
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21 October 2021
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adaptive grids
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compact schemes
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diffusion wavelet
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option pricing
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wavelet methods for PDEs
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0.7821078300476074
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0.7639337778091431
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0.7529687881469727
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0.7511294484138489
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