scientific article; zbMATH DE number 194194
zbMATH Open0692.65008MaRDI QIDQ4040987FDOQ4040987
Authors: Günther Windisch 
Publication date: 5 June 1993
Title of this publication is not available (Why is that?)
Recommendations
conservation lawseigenvalue problemsfinite element methodsGreen's functionsmaximum principlesperturbationsmethod of linesfactorizationsmonographyM-matricesnon-negativitydifference methodsinverse M-matricesinverse monotonicity
Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Positive matrices and their generalizations; cones of matrices (15B48) Boundary value problems for second-order elliptic equations (35J25) Initial-boundary value problems for second-order parabolic equations (35K20) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Numerical linear algebra (65Fxx)
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- Positivity-preserving nonstandard finite difference schemes for simulation of advection-diffusion reaction equations
- Augmented Lagrangian active set methods for obstacle problems
- Perturbations of \(M\)-matrices via ABS methods and their applications to input-output analysis
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- Quantitative simulations by matrices
- A dynamical method for optimal control of the obstacle problem
- A new finite difference method for pricing and hedging fixed income derivatives: comparative analysis and the case of an Asian option
- On a maximum principle for inverse monotone matrices
- Area of contraction of Newton's method applied to a penalty technique for obstacle problems
- Error estimate for the Jacobi method adapted to the weak row sum resp. weak column sum criterion
- Deterministic approximation of a stochastic metapopulation model
- Monotonicity and Discretization Error Estimates
- Similarities and differences of two exponential schemes for convection-diffusion problems: the FV-CF and ENATE schemes
- About Delaunay triangulations and discrete maximum principles for the linear conforming FEM applied to the Poisson equation.
- Laplace transform and finite difference methods for the Black-Scholes equation
- A family of positive nonstandard numerical methods with application to Black-Scholes equation
- An iterative algorithm based on the piecewise linear system for solving bilateral obstacle problems
- On smoothing of the Crank-Nicolson scheme and higher order schemes for pricing barrier options
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