DOI10.1016/S0764-4442(01)02186-3zbMath0993.65108OpenAlexW4247874407MaRDI QIDQ2778040
Christoph Schwab, Dominik Schötzau
Publication date: 26 September 2002
Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0764-4442(01)02186-3
Higher order continuous Galerkin−Petrov time stepping schemes for transient convection-diffusion-reaction equations,
Numerical study of SUPG and LPS methods combined with higher order variational time discretization schemes applied to time-dependent linear convection-diffusion-reaction equations,
Fast deterministic pricing of options on Lévy driven assets,
Numerical solution of parabolic equations in high dimensions,
Continuous and discontinuous Galerkin time stepping methods for nonlinear initial value problems with application to finite time blow-up,
Exponential convergence of hp-time-stepping in space-time discretizations of parabolic PDES,
Time discretisation of monotone nonlinear evolution problems by the discontinuous Galerkin method,
The Variable-Order Discontinuous Galerkin Time Stepping Scheme for Parabolic Evolution Problems is Uniformly $L^\infty$-Stable,
ANISOTROPIC STABLE LEVY COPULA PROCESSES — ANALYTICAL AND NUMERICAL ASPECTS,
A space-time finite element method based on local projection stabilization in space and discontinuous Galerkin method in time for convection-diffusion-reaction equations,
\(hp\)-adaptive Galerkin time stepping methods for nonlinear initial value problems,
Numerical methods for Lévy processes,
A posteriori error estimation for \(hp\)-version time-stepping methods for parabolic partial differential equations,
Wavelet solution of variable order pseudodifferential equations,
Linear complexity solution of parabolic integro-differential equations,
A posteriori error bounds for fully-discrete \textit{hp}-discontinuous Galerkin timestepping methods for parabolic problems,
Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing,
Efficient preconditioning of variational time discretization methods for parabolic Partial Differential Equations