Discontinuous piecewise polynomial collocation in two dimensions
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Publication:4921218
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)
triangulation; collocation method; finite element method; diffusion equation; Laplace equation; Helmholtz equation; Black-Scholes equation; piecewise polynomial interpolation
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