Jari Toivanen

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Person:440610

Available identifiers

zbMath Open toivanen.jariWikidataQ102175399 ScholiaQ102175399MaRDI QIDQ440610

List of research outcomes

PublicationDate of PublicationType
A fast Fourier transform based direct solver for the Helmholtz problem2020-07-02Paper
A Parallel Domain Decomposition Method for the Helmholtz Equation in Layered Media2019-10-30Paper
A fast Fourier transform based direct solver for the Helmholtz problem2018-09-11Paper
ADI schemes for valuing European options under the Bates model2018-05-11Paper
Application of Operator Splitting Methods in Finance2017-09-01Paper
A Domain Embedding Method for Scattering Problems with an Absorbing Boundary or a Perfectly Matched Layer2017-05-09Paper
BENCHOP – The BENCHmarking project in option pricing2016-04-29Paper
https://portal.mardi4nfdi.de/entity/Q51770802015-03-05Paper
An IMEX-Scheme for Pricing Options under Stochastic Volatility Models with Jumps2015-01-23Paper
IMEX schemes for pricing options under jump-diffusion models2014-07-10Paper
A high-order front-tracking finite difference method for pricing American options under jump-diffusion models2014-04-23Paper
LOCAL CONTROL OF SOUND IN STOCHASTIC DOMAINS BASED ON FINITE ELEMENT MODELS2013-08-30Paper
A Projected Algebraic Multigrid Method for Linear Complementarity Problems2013-01-24Paper
Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models2013-01-22Paper
A hybrid discontinuous Galerkin method for computing the ground state solution of Bose-Einstein condensates2012-08-19Paper
Overview of the discontinuous enrichment method, the ultra-weak variational formulation, and the partition of unity method for acoustic scattering in the medium frequency regime and performance comparisons2012-07-02Paper
An iterative method for pricing American options under jump-diffusion models2011-05-17Paper
Lagrange Multiplier Approach with Optimized Finite Difference Stencils for Pricing American Options under Stochastic Volatility2010-08-16Paper
A Componentwise Splitting Method for Pricing American Options Under the Bates Model2010-03-17Paper
Preconditioned iterative methods on sparse subspaces2009-10-30Paper
A domain decomposition method for discontinuous Galerkin discretizations of Helmholtz problems with plane waves and Lagrange multipliers2009-10-12Paper
Operator splitting methods for pricing American options under stochastic volatility2009-09-14Paper
Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model2009-07-22Paper
A damping preconditioner for time-harmonic wave equations in fluid and elastic material2009-03-09Paper
A domain decomposition solver for acoustic scattering by elastic objects in layered media2008-10-08Paper
https://portal.mardi4nfdi.de/entity/Q35266162008-09-25Paper
https://portal.mardi4nfdi.de/entity/Q54538962008-04-03Paper
Efficient numerical methods for pricing American options under stochastic volatility2008-01-23Paper
An algebraic multigrid based shifted-Laplacian preconditioner for the Helmholtz equation2007-10-19Paper
COMPONENTWISE SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY2007-06-20Paper
A fast iterative solver for scattering by elastic objects in layered media2007-05-30Paper
A fast direct solver for elliptic problems with a divergence constraint2005-09-21Paper
A multigrid preconditioner and automatic differentiation for non-equilibrium radiation diffusion problems2005-06-13Paper
Domain Embedding/Controllability Methods for the Conjugate Gradient Solution of Wave Propagation Problems2005-03-10Paper
Operator splitting methods for American option pricing.2005-03-07Paper
Numerical comparison of some penalty-based constraint handling techniques in genetic algorithms2004-05-27Paper
https://portal.mardi4nfdi.de/entity/Q44502162004-02-15Paper
https://portal.mardi4nfdi.de/entity/Q44502962004-02-15Paper
https://portal.mardi4nfdi.de/entity/Q44503242004-02-15Paper
Fast direct solution of the Helmholtz equation with a perfectly matched layer or an absorbing boundary condition2004-02-03Paper
A Parallel Fictitious Domain Method for the Three-Dimensional Helmholtz Equation2004-01-20Paper
Interactive solution approach to a multiobjective optimization problem in a paper machine headbox design2003-10-29Paper
Multilevel preconditioners for Lagrange multipliers in domain imbedding2003-09-17Paper
https://portal.mardi4nfdi.de/entity/Q44262472003-09-16Paper
Efficient metacomputing of elliptic linear and non-linear problems.2003-08-07Paper
https://portal.mardi4nfdi.de/entity/Q45370192002-11-06Paper
Computation of a few smallest eigenvalues of elliptic operators using fast elliptic solvers2002-07-14Paper
https://portal.mardi4nfdi.de/entity/Q27603392001-12-19Paper
https://portal.mardi4nfdi.de/entity/Q45180532001-11-29Paper
https://portal.mardi4nfdi.de/entity/Q27027152001-09-20Paper
A finite element method for virtual reality data2000-09-14Paper
A moving mesh fictitious domain approach for shape optimization problems2000-07-27Paper
Multidisciplinary shape optimization in aerodynamics and electromagnetics using genetic algorithms2000-01-11Paper
A Parallel Fast Direct Solver for Block Tridiagonal Systems with Separable Matrices of Arbitrary Dimension1999-06-24Paper
A Nonstandard Cyclic Reduction Method, Its Variants and Stability1999-05-18Paper
Fictitious domain methods for the numerical solution of two-dimensional scattering problems1999-03-22Paper
https://portal.mardi4nfdi.de/entity/Q43726651997-12-16Paper

Research outcomes over time


Doctoral students

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