A semi-Lagrangian mixed finite element method for advection-diffusion variational inequalities
From MaRDI portal
Publication:2095644
Recommendations
- scientific article; zbMATH DE number 2168880
- Adaptive computational methods for variational inequalities based on mixed formulations
- Mixed hybrid finite element method for a variational inequality with a quasi-linear operator
- Primal and mixed upwind finite element approximations of control advection-diffusion problems
- Mixed finite element method for a hemivariational inequality of stationary Navier-Stokes equations
Cites work
- A posteriorierror analysis for parabolic variational inequalities
- A Characteristics-Mixed Finite Element Method for Advection-Dominated Transport Problems
- A class of projection and contraction methods for monotone variational inequalities
- A closed-form solution for options with stochastic volatility with applications to bond and currency options
- A General Quadratic Programming Algorithm
- A Moving Boundary Problem Arising from the Diffusion of Oxygen in Absorbing Tissue
- A posteriori error estimate for the mixed finite element method
- A Primal-Dual Active Set Algorithm for Three-Dimensional Contact Problems with Coulomb Friction
- A simple introduction to the mixed finite element method. Theory and applications
- A summary of numerical methods for time-dependent advection-dominated partial differential equations
- ADI schemes for pricing American options under the Heston model
- An Algorithm for Large-Scale Quadratic Programming
- An ELLAM Scheme for Advection-Diffusion Equations in Two Dimensions
- An upwind approach for an American and European option pricing model
- Automated solution of differential equations by the finite element method. The FEniCS book
- Efficient numerical methods for pricing American options under stochastic volatility
- Flexible complementarity solvers for large-scale applications
- Flux-based methods of characteristics for coupled transport equations in porous media
- scientific article; zbMATH DE number 5297600 (Why is no real title available?)
- scientific article; zbMATH DE number 3747703 (Why is no real title available?)
- scientific article; zbMATH DE number 65982 (Why is no real title available?)
- Mixed formulations for a class of variational inequalities
- Numerical Methods for Convection-Dominated Diffusion Problems Based on Combining the Method of Characteristics with Finite Element or Finite Difference Procedures
- On multigrid for linear complementarity problems with application to American-style options
- Operator splitting methods for pricing American options under stochastic volatility
- Penalty methods for American options with stochastic volatility
- Pricing American options using a space-time adaptive finite difference method
- Stability and convergence of a Galerkin-characteristics finite element scheme of lumped mass type
- Stability, monotonicity, maximum and minimum principles, and implementation of the volume corrected characteristic method
- The Primal-Dual Active Set Strategy as a Semismooth Newton Method
- The semismooth algorithm for large scale complementarity problems
- Variational inequalities and the pricing of American options
- Variational inequality approach to enforcing the non-negative constraint for advection-diffusion equations
Cited in
(2)
This page was built for publication: A semi-Lagrangian mixed finite element method for advection-diffusion variational inequalities
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2095644)
