On parallel algorithms for semidiscretized parabolic partial differential equations based on subdiagonal Padé approximations
DOI10.1002/NUM.1690090202zbMATH Open0768.65059OpenAlexW2103446321MaRDI QIDQ4033485FDOQ4033485
Authors: E. H. Twizell, A. Q. M. Khaliq, David A. Voss 
Publication date: 16 May 1993
Published in: Numerical Methods for Partial Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/num.1690090202
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Cites Work
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- Parallel techniques for a boundary value problem with non-classic boundary conditions
- Fourth-order compact schemes for the numerical simulation of coupled Burgers' equation
- A class of fourth-order Padé schemes for fractional exotic options pricing model
- Fusion higher-order parallel splitting methods for parabolic partial differential equations
- Solving complex PIDE systems for pricing American option under multi-state regime switching jump-diffusion model
- Fourth-order time stepping methods with matrix transfer technique for space-fractional reaction-diffusion equations
- Theory and numerics for Chen's flow of curves
- Parallel LOD methods for second order time dependent PDEs
- Exponential Time Differencing-Padé Finite Element Method for Nonlinear Convection-Diffusion-Reaction Equations with Time Constant Delay
- Efficient \(L\)-stable method for parabolic problems with application to pricing American options under stochastic volatility
- Incomplete partial fractions for parallel evaluation of rational matrix functions
- A parallel algorithm for the parabolic partial differential equation with a known source term
- Smoothing schemes for reaction-diffusion systems with nonsmooth data
- Higher order exponential time differencing scheme for system of coupled nonlinear Schrödinger equations
- An efficient ETD method for pricing American options under stochastic volatility with nonsmooth payoffs
- Numerical techniques for a parabolic equation subject to an overspecified boundary condition
- A linearly implicit predicator-corrector method for reaction-diffusion equations
- Title not available (Why is that?)
- A fourth-order smoothing scheme for pricing barrier options under stochastic volatility
- The numerical approximation of nonlinear Black--Scholes model for exotic path-dependent American options with transaction cost
- A sequential algorithm for the nonlinear dual-sorption model of percutaneous drug absorption
- Time-stepping algorithms for semidiscretized linear parabolic PDEs based on rational approximants with distinct real poles
- A note on the adaptive numerical solution of a Riemann-Liouville space-fractional Kawarada problem
- Time stepping via one-dimensional Padé approximation
- On the class of high order time stepping schemes based on Padé approximations for the numerical solution of Burgers' equation
- Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option
- Higher-order parallel methods for a model of percutaneous drug absorption
- Second-order predictor-corrector schemes for nonlinear distributed-order space-fractional differential equations with non-smooth initial data
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- A family of third-order parallel splitting methods for parabolic partial differential equations
- On smoothing of the Crank-Nicolson scheme and higher order schemes for pricing barrier options
- A fast third order algorithm for two dimensional inhomogeneous fractional parabolic partial differential equations
- Linearly implicit predictor-corrector methods for space-fractional reaction-diffusion equations with non-smooth initial data
- A simulation expressivity of the quenching phenomenon in a two-sided space-fractional diffusion equation
- PARALLEL L0-STABLE METHODS FOR THE MULTI-DIMENSIONAL DIFFUSION EQUATION
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