Pages that link to "Item:Q4683933"
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The following pages link to AMF-type W-methods for Parabolic Problems with Mixed Derivatives (Q4683933):
Displaying 17 items.
- PDE-W-methods for parabolic problems with mixed derivatives (Q1652804) (← links)
- High order PDE-convergence of AMF-W methods for 2D-linear parabolic problems (Q2088793) (← links)
- A unified formulation of splitting-based implicit time integration schemes (Q2134544) (← links)
- Operator splitting schemes for the two-asset Merton jump-diffusion model (Q2223797) (← links)
- AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model (Q2223823) (← links)
- A comparison of one-step and two-step W-methods and peer methods with approximate matrix factorization (Q2223824) (← links)
- Alternating directions implicit integration in a general linear method framework (Q2223835) (← links)
- Convergence in the maximum norm of ADI-type methods for parabolic problems (Q2238833) (← links)
- Convergence in $\ell_2$ and $\ell_\infty$ Norm of One-Stage AMF-W-Methods for Parabolic Problems (Q4960450) (← links)
- W-Methods and Approximate Matrix Factorization for Parabolic PDEs with Mixed Derivative Terms (Q5014042) (← links)
- Implicit-Explicit Runge-Kutta-Rosenbrock Methods with Error Analysis for Nonlinear Stiff Differential Equations (Q5079522) (← links)
- AMFR-W Numerical Methods for Solving High-Dimensional SABR/LIBOR PDE Models (Q5147983) (← links)
- Generalized TASE-RK methods for stiff problems (Q6106947) (← links)
- Boundary corrections on multi-dimensional PDEs (Q6543324) (← links)
- On approximate matrix factorization and TASE W-methods for the time integration of parabolic partial differential equations (Q6571378) (← links)
- Stability and convergence of BDF2-ADI schemes with variable step sizes for parabolic equation (Q6577614) (← links)
- PDEs for pricing interest rate derivatives under the new generalized forward market model (FMM) (Q6585361) (← links)
