Optimal space-time adaptive wavelet methods for degenerate parabolic PDEs
DOI10.1007/S00211-011-0432-XzbMATH Open1250.65118OpenAlexW2042181774MaRDI QIDQ431301FDOQ431301
Authors: Oleg Reichmann 
Publication date: 26 June 2012
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00211-011-0432-x
Recommendations
- Space-time adaptive wavelet methods for parabolic evolution problems
- An adaptive wavelet-Galerkin method for parabolic partial differential equations
- An adaptive wavelet method and its analysis for parabolic equations
- Wavelet Discretizations of Parabolic Integrodifferential Equations
- Adaptive wavelet schemes for parabolic problems: sparse matrices and numerical results
Numerical methods for wavelets (65T60) Degenerate parabolic equations (35K65) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)
Cites Work
- Title not available (Why is that?)
- Fractional Brownian Motions, Fractional Noises and Applications
- Title not available (Why is that?)
- Semigroups of linear operators and applications to partial differential equations
- Title not available (Why is that?)
- Title not available (Why is that?)
- Stochastic Calculus for Fractional Brownian Motion and Applications
- Error-bounds for finite element method
- FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
- Space-time adaptive wavelet methods for parabolic evolution problems
- Adaptive wavelet methods. II: Beyond the elliptic case
- Title not available (Why is that?)
- Compression of Wavelet Decompositions
- Title not available (Why is that?)
- Adaptive wavelet methods for elliptic operator equations: Convergence rates
- Biorthogonal spline wavelets on the interval -- stability and moment conditions
- Finite elements. Theory, fast solvers, and applications in solid mechanics. Transl. from the German by Larry L. Schumaker.
- Wavelet Methods for Elliptic Partial Differential Equations
- Tensor product type subspace splittings and multilevel iterative methods for anisotropic problems
- An adaptive wavelet method for solving high-dimensional elliptic PDEs
- Fast deterministic pricing of options on Lévy driven assets
- Title not available (Why is that?)
- Intertwining Multiresolution Analyses and the Construction of Piecewise-Polynomial Wavelets
- Adaptive wavelet algorithms for elliptic PDE's on product domains
- Adaptive wavelet schemes for parabolic problems: sparse matrices and numerical results
- The wavelet-based synthesis for fractional Brownian motion proposed by F. Sellan and Y. Meyer: Remarks and fast implementation
- Lenses in skew Brownian flow
- Multiresolution weighted norm equivalencies and applications
- Title not available (Why is that?)
- Stable biorthogonal spline-wavelet bases on the interval
- Orthogonal Polynomials and the Construction of Piecewise Polynomial Smooth Wavelets
- On arbitrage‐free pricing of weather derivatives based on fractional Brownian motion
Cited In (5)
- Analysis of multigrid preconditioning for implicit PDE solvers for degenerate parabolic equations
- Simultaneous space-time adaptive wavelet solution of nonlinear parabolic differential equations
- Numerical methods for the two-dimensional Fokker-Planck equation governing the probability density function of the tempered fractional Brownian motion
- Variational solutions of the pricing PIDEs for European options in Lévy models
- A wavelet based space-time adaptive numerical method for partial differential equations
This page was built for publication: Optimal space-time adaptive wavelet methods for degenerate parabolic PDEs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q431301)
