Pages that link to "Item:Q5897157"
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The following pages link to Finite Difference Approximation for Pricing the American Lookback Option (Q5897157):
Displaying 50 items.
- Efficient computation of cubature rules with application to new asymmetric rules on the triangle (Q273397) (← links)
- Entropy-bounded discontinuous Galerkin scheme for Euler equations (Q350103) (← links)
- A triangular plate element 2343 using second-order absolute-nodal-coordinate slopes: numerical computation of shape functions (Q394527) (← links)
- Symmetric quadrature rules for tetrahedra based on a cubic close-packed lattice arrangement (Q442718) (← links)
- Smoothness-increasing accuracy-conserving (SIAC) filters for discontinuous Galerkin solutions: application to structured tetrahedral meshes (Q461249) (← links)
- An analysis of solution point coordinates for flux reconstruction schemes on triangular elements (Q475064) (← links)
- Optimization of multidimensional diagonal-norm summation-by-parts operators on simplices (Q777586) (← links)
- New fully symmetric and rotationally symmetric cubature rules on the triangle using minimal orthonormal bases (Q893110) (← links)
- On underresolved simulations of compressible turbulence using an entropy-bounded DG method: solution stabilization, scheme optimization, and benchmark against a finite-volume solver (Q1645414) (← links)
- Adaptive numerical integration in element-free Galerkin methods for elliptic boundary value problems (Q1654587) (← links)
- Modeling contact interactions between triangulated rounded bodies for the discrete element method (Q1667291) (← links)
- A robust solver for the finite element approximation of stationary incompressible MHD equations in 3D (Q1684998) (← links)
- Entropy stable high order discontinuous Galerkin methods with suitable quadrature rules for hyperbolic conservation laws (Q1692034) (← links)
- A locally \(p\)-adaptive approach for large eddy simulation of compressible flows in a DG framework (Q1695333) (← links)
- Double-grid quadrature with interpolation-projection (DoGIP) as a novel discretisation approach: an application to FEM on simplexes (Q2004415) (← links)
- Computation of moderate-degree fully-symmetric cubature rules on the triangle using symmetric polynomials and algebraic solving (Q2006047) (← links)
- On the identification of symmetric quadrature rules for finite element methods (Q2006129) (← links)
- Error estimate of a fully discrete finite element method for incompressible vector potential magnetohydrodynamic system (Q2051089) (← links)
- Schemes for cubature over the unit disk found via numerical optimization (Q2075979) (← links)
- PI-type fully symmetric quadrature rules on the 3-, \dots, 6-simplexes (Q2079757) (← links)
- Anisotropic mesh generation and adaptation for quads using the \(L_p\)-CVT method (Q2083656) (← links)
- Convergence analysis of a conservative finite element scheme for the thermally coupled incompressible inductionless MHD problem (Q2085656) (← links)
- Error analysis of a conservative finite element scheme for time-dependent inductionless MHD problem (Q2088853) (← links)
- A stable spectral difference approach for computations with triangular and hybrid grids up to the \(6^{th}\) order of accuracy (Q2136456) (← links)
- A conservative finite element solver for the induction equation of resistive MHD: vector potential method and constraint preconditioning (Q2157145) (← links)
- A nearly-conservative, high-order, forward Lagrange-Galerkin method for the resolution of compressible flows on unstructured triangular meshes (Q2162051) (← links)
- High-order maximum-entropy collocation methods (Q2186875) (← links)
- Convergence analysis of Crank-Nicolson extrapolated fully discrete scheme for thermally coupled incompressible magnetohydrodynamic system (Q2192642) (← links)
- A family of symmetric, optimized quadrature rules for pentatopes (Q2194851) (← links)
- On some numerical integration formulas on the \(d\)-dimensional simplex (Q2199748) (← links)
- Autonomous FEs (AFE) -- a stride toward personalized medicine (Q2214427) (← links)
- High-order bound-preserving discontinuous Galerkin methods for wormhole propagation on triangular meshes (Q2221363) (← links)
- High-order discontinuous Galerkin method for time-domain electromagnetics on non-conforming hybrid meshes (Q2228555) (← links)
- Towards a general interpolation scheme (Q2236985) (← links)
- NURBS-enhanced maximum-entropy schemes (Q2309043) (← links)
- \textit{Maximum-entropy} methods for time-harmonic acoustics (Q2309185) (← links)
- A 3D curvilinear discontinuous Galerkin time-domain solver for nanoscale light-matter interactions (Q2352296) (← links)
- New computationally efficient quadrature formulas for triangular prism elements (Q2362087) (← links)
- Discrete total variation with finite elements and applications to imaging (Q2417931) (← links)
- Symmetric quadrature rules for simplexes based on sphere close packed lattice arrangements (Q2511298) (← links)
- Generalization of the \(C^1\) TUBA plate finite elements to the geometrically exact Kirchhoff-Love shell model (Q2632981) (← links)
- MooAFEM: an object oriented Matlab code for higher-order adaptive FEM for (nonlinear) elliptic PDEs (Q2700349) (← links)
- Algorithm 949 (Q2828143) (← links)
- Generation of large finite-element matrices on multiple graphics processors (Q2952238) (← links)
- Comparison of high order algorithms in Aerosol and Aghora for compressible flows (Q3451683) (← links)
- Primal-Dual Active Set Method for American Lookback Put Option Pricing (Q4605731) (← links)
- Efficient Quadrature Rules for Computing the Stiffness Matrices of Mass-Lumped Tetrahedral Elements for Linear Wave Problems (Q4632006) (← links)
- The hydrodynamics of an active squirming particle inside of a porous container (Q4959239) (← links)
- Convergence analysis of a fully discrete finite element method for thermally coupled incompressible MHD problems with temperature-dependent coefficients (Q5074262) (← links)
- A Second Order Unconditionally Convergent Finite Element Method for the Thermal Equation with Joule Heating Problem (Q5079555) (← links)
