scientific article; zbMATH DE number 653220

MaRDI QIDQ4309098zbMATH OpenFDO

Authors Hans-Joachim Bungartz, Michael Griebel, D. Röschke, Christoph Zenger

Publication date 12 October 1994

zbMATH Keywords

central differencingLaplace equationpointwise convergence

Mathematics Subject Classification ID

Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Finite difference methods for boundary value problems involving PDEs (65N06) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12)

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Cited in

(19)

• PDE formulation of some SABR/LIBOR market models and its numerical solution with a sparse grid combination technique
• Constructive representation of functions in low-rank tensor formats
• IGA-based multi-index stochastic collocation for random PDEs on arbitrary domains
• Multi-index stochastic collocation for random PDEs
• A sparse-grid isogeometric solver
• High-order ADI schemes for diffusion equations with mixed derivatives in the combination technique
• Multi-index Monte Carlo: when sparsity meets sampling
• Efficient parallelization for 3d-3v sparse grid particle-in-cell: shared memory architectures
• Optimal scaling parameters for sparse grid discretizations.
• Sparse grid reconstructions for particle-in-cell methods
• Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity
• AMFR-W numerical methods for solving high-dimensional SABR/LIBOR PDE models
• Opticom and the iterative combination technique for convex minimisation
• On the computation of the eigenproblems of hydrogen and helium in strong magnetic and electric fields with the sparse grid combination technique
• The sparse-grid combination technique applied to time-dependent advection problems
• Sparse grid-based adaptive noise reduction strategy for particle-in-cell schemes
• Semi-implicit particle-in-cell methods embedding sparse grid reconstructions
• The combination technique and some generalisations
• On coordinate transformation and grid stretching for sparse grid pricing of basket options

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