AMF-type W-methods for parabolic problems with mixed derivatives (Q4683933)
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scientific article; zbMATH DE number 6944224
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| English | AMF-type W-methods for parabolic problems with mixed derivatives |
scientific article; zbMATH DE number 6944224 |
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AMF-type W-methods for Parabolic Problems with Mixed Derivatives (English)
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26 September 2018
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parabolic PDEs
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mixed derivatives
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time integration
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W-methods
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approximate matrix factorization
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alternating direction implicit schemes
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unconditional stability
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Heston model
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0.9219083189964294
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0.9140095710754396
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0.8235683441162109
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0.8056171536445618
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