The following pages link to (Q4309098):
Displaying 18 items.
- Multi-index Monte Carlo: when sparsity meets sampling (Q264116) (← links)
- Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity (Q506615) (← links)
- The combination technique and some generalisations (Q860989) (← links)
- On coordinate transformation and grid stretching for sparse grid pricing of basket options (Q952093) (← links)
- PDE formulation of some SABR/LIBOR market models and its numerical solution with a sparse grid combination technique (Q1732425) (← links)
- Constructive representation of functions in low-rank tensor formats (Q1939497) (← links)
- IGA-based multi-index stochastic collocation for random PDEs on arbitrary domains (Q2173588) (← links)
- Multi-index stochastic collocation for random PDEs (Q2309190) (← links)
- A sparse-grid isogeometric solver (Q2310938) (← links)
- High-order ADI schemes for diffusion equations with mixed derivatives in the combination technique (Q2634317) (← links)
- Efficient parallelization for 3d-3v sparse grid particle-in-cell: shared memory architectures (Q2689623) (← links)
- Optimal scaling parameters for sparse grid discretizations (Q2948091) (← links)
- Sparse grid reconstructions for Particle-In-Cell methods (Q5038951) (← links)
- AMFR-W Numerical Methods for Solving High-Dimensional SABR/LIBOR PDE Models (Q5147983) (← links)
- Opticom and the Iterative Combination Technique for Convex Minimisation (Q5254902) (← links)
- On the computation of the eigenproblems of hydrogen and helium in strong magnetic and electric fields with the sparse grid combination technique (Q5928914) (← links)
- The sparse-grid combination technique applied to time-dependent advection problems (Q5946866) (← links)
- Sparse grid-based adaptive noise reduction strategy for particle-in-cell schemes (Q6186265) (← links)