Two-scale finite element discretizations for integrodifferential equations

DOI10.1216/JIE-2011-23-3-351MaRDI QIDQ2427786zbMATH OpenOpenAlexFDO

Authors Huajie Chen, Fang Liu, Nils Reich, Christoph Winter, Aihui Zhou

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

zbMATH Keywords

algorithmsfinancefinite elementsinfinitesimal generatorintegrodifferential equationstwo-scale discretizationswavelets

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Numerical methods for integral equations (65R20) Numerical methods for wavelets (65T60) Numerical methods (including Monte Carlo methods) (91G60)

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