Discontinuous piecewise polynomial collocation in two dimensions

DOI10.3233/RDA-2012-0076zbMath1268.65158MaRDI QIDQ4921218

John Svadlenka, Ariel Lindorff, Scott Irwin, J. A. Loustau

Publication date: 23 May 2013

Published in: Risk and Decision Analysis (Search for Journal in Brave)

zbMATH Keywords

triangulation; collocation method; finite element method; diffusion equation; Laplace equation; Helmholtz equation; Black-Scholes equation; piecewise polynomial interpolation

Mathematics Subject Classification ID

91G60: Numerical methods (including Monte Carlo methods)

65N35: Spectral, collocation and related methods for boundary value problems involving PDEs

65N30: Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs

35J05: Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation