Two-scale finite element discretizations for integrodifferential equations
From MaRDI portal
Publication:2427786
DOI10.1216/JIE-2011-23-3-351zbMath1238.65125MaRDI QIDQ2427786
Aihui Zhou, Fang Liu, Huajie Chen, Nils Reich, Christoph Winter
Publication date: 18 April 2012
Published in: Journal of Integral Equations and Applications (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jiea/1313973653
wavelets; algorithms; finite elements; integrodifferential equations; infinitesimal generator; finance; two-scale discretizations
91G60: Numerical methods (including Monte Carlo methods)
65R20: Numerical methods for integral equations
45K05: Integro-partial differential equations
65T60: Numerical methods for wavelets