Pages that link to "Item:Q1612459"

The following pages link to Accuracy and stability of splitting with stabilizing corrections (Q1612459):

Displaying 36 items.

• ADI splitting schemes for a fourth-order nonlinear partial differential equation from image processing (Q379771) (← links)
• Long time stability of four methods for splitting the evolutionary Stokes-Darcy problem into Stokes and Darcy subproblems (Q421828) (← links)
• A local radial basis function method for advection-diffusion-reaction equations on complexly shaped domains (Q440974) (← links)
• A predictor-corrector scheme based on the ADI method for pricing american puts with stochastic volatility (Q651445) (← links)
• Stability of ADI schemes applied to convection--diffusion equations with mixed derivative terms (Q857022) (← links)
• Convergence of the modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term (Q898943) (← links)
• Unconditional stability of second-order ADI schemes applied to multi-dimensional diffusion equations with mixed derivative terms (Q1007389) (← links)
• Operator splitting and approximate factorization for taxis-diffusion-reaction models (Q1612455) (← links)
• PDE-W-methods for parabolic problems with mixed derivatives (Q1652804) (← links)
• ADI schemes for valuing European options under the Bates model (Q1748427) (← links)
• Numerically pricing convertible bonds under stochastic volatility or stochastic interest rate with an ADI-based predictor-corrector scheme (Q2004605) (← links)
• A second order accurate fixed-grid method for multi-dimensional Stefan problem with moving phase change materials (Q2060184) (← links)
• Competition, trait variance dynamics, and the evolution of a species' range (Q2113597) (← links)
• A unified formulation of splitting-based implicit time integration schemes (Q2134544) (← links)
• Modified Douglas splitting method for differential matrix equations (Q2222063) (← links)
• A robust spectral method for solving Heston's model (Q2247922) (← links)
• Rosenbrock-type methods with inexact AMF for the time integration of advection-diffusion-reaction PDEs (Q2252375) (← links)
• Modified Douglas splitting methods for reaction-diffusion equations (Q2359748) (← links)
• High-order ADI scheme for option pricing in stochastic volatility models (Q2406630) (← links)
• High-order ADI finite difference schemes for parabolic equations in the combination technique with application in finance (Q2406636) (← links)
• Stability of ADI schemes for multidimensional diffusion equations with mixed derivative terms (Q2448368) (← links)
• The LEM exponential integrator for advection-diffusion-reaction equations (Q2475352) (← links)
• High-order ADI schemes for diffusion equations with mixed derivatives in the combination technique (Q2634317) (← links)
• A finite volume – alternating direction implicit approach for the calibration of stochastic local volatility models (Q3174925) (← links)
• Sparse Grid High-Order ADI Scheme for Option Pricing in Stochastic Volatility Models (Q4626509) (← links)
• AMF-type W-methods for Parabolic Problems with Mixed Derivatives (Q4683933) (← links)
• A Fast Compact Exponential Time Differencing Runge-Kutta Method for Time-Dependent Advection-Diffusion-Reaction Equations (Q4983611) (← links)
• A Parallel Cyclic Reduction Algorithm for Pentadiagonal Systems with Application to a Convection-Dominated Heston PDE (Q4997346) (← links)
• W-Methods and Approximate Matrix Factorization for Parabolic PDEs with Mixed Derivative Terms (Q5014042) (← links)
• An ADI Sparse Grid method for Pricing Efficiently American Options under the Heston Model (Q5157093) (← links)
• Numerical analysis for Spread option pricing model of markets with finite liquidity: first-order feedback model (Q5175480) (← links)
• On Multistep Stabilizing Correction Splitting Methods with Applications to the Heston Model (Q5745130) (← links)
• ADI finite difference schemes for option pricing in the Heston model with correlation (Q5862255) (← links)
• A Meshfree Approach Based on Moving Kriging Interpolation for Numerical Solution of Coupled Reaction-Diffusion Problems (Q6173096) (← links)
• A gradient-based calibration method for the Heston model (Q6625126) (← links)
• High order ADI splitting scheme for stochastic volatility model with jump (Q6665171) (← links)