Smoothing with positivity-preserving Padé schemes for parabolic problems with nonsmooth data
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Cites work
- scientific article; zbMATH DE number 3911660 (Why is no real title available?)
- scientific article; zbMATH DE number 50395 (Why is no real title available?)
- scientific article; zbMATH DE number 1844147 (Why is no real title available?)
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- A-Stable Methods and Padé Approximations to the Exponential
- A Parallel and Vector Variant of the Cyclic Reduction Algorithm
- A Remark on Parabolic Smoothing and the Finite Element Method
- A Second-Order Rosenbrock Method Applied to Photochemical Dispersion Problems
- A Stability Result for Sectorial Operators in Banach Bpaces
- A finite volume approach for contingent claims valuation
- A note on the efficient implementation of certain Padé Methods for linear parabolic problems
- A positive finite-difference advection scheme
- A second order backward difference method with variable steps for a parabolic problem
- A survey of the theory of spectral operators
- An adaptive Rothe method for nonlinear reaction-diffusion systems
- Analysis of a Robust Finite Element Approximation for a Parabolic Equation with Rough Boundary Data
- Analysis of fully discrete approximations to parabolic problems with rough or distribution-valued initial data
- Continuous and discrete mathematical models of tumor-induced angiogenesis
- Convergence of semidiscrete Galerkin finite element schemes for nonhomogeneous parabolic evolution problems
- Convergence of the Peaceman-Rachford approximation for reaction-diffusion systems
- Error Estimates for Spatially Discrete Approximations of Semilinear Parabolic Equations with Initial Data of Low Regularity
- Extrapolation of difference methods in option valuation
- Finite element solution of diffusion problems with irregular data
- Fully Discrete Approximation Methods for Parabolic Poblems with Nonsmooth Initial Data
- Implicit-explicit methods for reaction-diffusion problems in pattern formation
- Incomplete Iterations in Multistep Backward Difference Methods for Parabolic Problems with Smooth and Nonsmooth Data
- Incomplete partial fractions for parallel evaluation of rational matrix functions
- Kombinationswirbelfelder in realen Strömungen
- Monotonicity-Preserving Linear Multistep Methods
- Nonlinear oscillations of inviscid free drops
- Nonlinear oscillations of pendant drops
- Nonlinear oscillations of two-dimensional, rotating inviscid drops
- Nonsmooth data error estimates for damped single step methods for parabolic equations in Banach space
- Numerical approach to fast reactions in reaction-diffusion systems: Application to buffered calcium waves in bistable models
- On Rational Approximations of Semigroups
- On parallel algorithms for semidiscretized parabolic partial differential equations based on subdiagonal Padé approximations
- On the Discretization in Time of Semilinear Parabolic Equations with Nonsmooth Initial Data
- On the Smoothing Property of the Galerkin Method for Parabolic Equations
- On the smoothing property of the crank-nicolson scheme
- Operator theory and numerical methods
- PDE methods for pricing barrier options
- Quadratic convergence for valuing American options using a penalty method
- Reduction of chemical kinetics in air pollution modeling
- Second-order methods for diffusion-convection equations
- Semidiscretization in Time for Parabolic Problems
- Shout options: A framework for pricing contracts which can be modified by the investor
- Single Step Galerkin Approximations for Parabolic Problems
- Single step methods for inhomogeneous linear differential equations in Banach space
- Smoothing properties and approximation of time derivatives for parabolic equations: constant time steps
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Cited in
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- Smoothing of Crank-Nicolson scheme for the two-dimensional diffusion with an integral condition
- A class of fourth-order Padé schemes for fractional exotic options pricing model
- A variable-\(\theta\) method for parabolic problems of nonsmooth data
- A numerical method to price discrete double barrier options under a constant elasticity of variance model with jump diffusion
- A hybrid fourth order time stepping method for space distributed order nonlinear reaction-diffusion equations
- Smoothing schemes for reaction-diffusion systems with nonsmooth data
- A fourth-order smoothing scheme for pricing barrier options under stochastic volatility
- SERK2v3: Solving mildly stiff nonlinear partial differential equations
- Fourth order positively smoothed Padé schemes for parabolic partial differential equations with nonlocal boundary conditions
- On the class of high order time stepping schemes based on Padé approximations for the numerical solution of Burgers' equation
- LSV models with stochastic interest rates and correlated jumps
- Time discretization and stability regions for dissipative-dispersive Kuramoto-Sivashinsky equation arising in turbulent gas flow over laminar liquid
- An ETD Crank-Nicolson method for reaction-diffusion systems
- On smoothing of the Crank-Nicolson scheme and higher order schemes for pricing barrier options
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