Using distributed computers to deterministically approximate higher dimensional convection diffusion equations

DOI10.1023/B:SUPE.0000020180.55726.6CzbMath1067.68021OpenAlexW2040370172MaRDI QIDQ1771089

Matthew F. Dixon, Chih Jeng Kenneth Tan

Publication date: 7 April 2005

Published in: The Journal of Supercomputing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:supe.0000020180.55726.6c

zbMATH Keywords

option pricingiterative methodsdistributed algorithmsmultidimensionalhigh-order compact

Mathematics Subject Classification ID

Distributed systems (68M14) Distributed algorithms (68W15) Numerical algorithms for specific classes of architectures (65Y10)

Uses Software

• PETSc

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