Super-time-stepping acceleration of explicit schemes for parabolic problems

From MaRDI portal
Publication:4868066

DOI<31::AID-CNM950>3.0.CO;2-5 10.1002/(SICI)1099-0887(199601)12:1<31::AID-CNM950>3.0.CO;2-5zbMath0848.65061OpenAlexW1988567899MaRDI QIDQ4868066

Geneviève Amiez, Vasilios Alexiades, Pierre Alain Gremaud

Publication date: 27 October 1996

Full work available at URL: https://doi.org/10.1002/(sici)1099-0887(199601)12:1<31::aid-cnm950>3.0.co;2-5




Related Items

Super-time-stepping schemes for parabolic equations with boundary conditionsA class of high-order Runge-Kutta-Chebyshev stability polynomialsFinite element analysis of solidification using object-oriented and parallel techniquesOn the acceleration of explicit finite difference methods for option pricingStabilized explicit Runge-Kutta methods for multi-asset American optionsA stabilized Runge-Kutta-Legendre method for explicit super-time-stepping of parabolic and mixed equationsNumerical stability analysis of an acceleration scheme for step size constrained time integratorsExtrapolated stabilized explicit Runge-Kutta methodsA self-adaptive time integration algorithm for solving partial differential equationsESERK5: a fifth-order extrapolated stabilized explicit Runge-Kutta methodA conservative MHD scheme on unstructured Lagrangian grids for Z-pinch hydrodynamic simulationsA cyclic projected gradient methodSuper-time-stepping for nonlinear singular perturbation problemsCyclic schemes for PDE-based image analysisAccuracy analysis of acceleration schemes for stiff multiscale problemsA fast semi-implicit method for anisotropic diffusionPPM -- a highly efficient parallel particle-mesh library for the simulation of continuum systemsAn extended validation of the last generation of particle finite element method for free surface flowsStabilization of explicit methods for convection diffusion equations by discrete mollificationPRICING EUROPEAN AND AMERICAN OPTIONS IN THE HESTON MODEL WITH ACCELERATED EXPLICIT FINITE DIFFERENCING METHODSUnnamed ItemPRICING AMERICAN OPTIONS WITH THE RUNGE–KUTTA–LEGENDRE FINITE DIFFERENCE SCHEME



Cites Work