Efficient<i>d</i>-multigrid preconditioners for sparse-grid solution of high-dimensional partial differential equations (Q5308814)
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scientific article; zbMATH DE number 5198272
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient<i>d</i>-multigrid preconditioners for sparse-grid solution of high-dimensional partial differential equations |
scientific article; zbMATH DE number 5198272 |
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Efficient<i>d</i>-multigrid preconditioners for sparse-grid solution of high-dimensional partial differential equations (English)
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8 October 2007
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anisotropic diffusion equation
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coarsening strategies
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sparse grids
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preconditioning
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finite difference method
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numerical examples
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Black-Scholes equation
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Krylov subspace method
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Bi-CGSTAB
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multigrid method
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option-pricing
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