Optimal space-time adaptive wavelet methods for degenerate parabolic PDEs
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Publication:431301
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Cited in
(5)- Variational solutions of the pricing PIDEs for European options in Lévy models
- Numerical methods for the two-dimensional Fokker-Planck equation governing the probability density function of the tempered fractional Brownian motion
- A wavelet based space-time adaptive numerical method for partial differential equations
- Simultaneous space-time adaptive wavelet solution of nonlinear parabolic differential equations
- Analysis of multigrid preconditioning for implicit PDE solvers for degenerate parabolic equations
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