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Using distributed computers to deterministically approximate higher dimensional convection diffusion equations - MaRDI portal

Using distributed computers to deterministically approximate higher dimensional convection diffusion equations (Q1771089)

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scientific article; zbMATH DE number 2153848
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Using distributed computers to deterministically approximate higher dimensional convection diffusion equations
scientific article; zbMATH DE number 2153848

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    Using distributed computers to deterministically approximate higher dimensional convection diffusion equations (English)
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    7 April 2005
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    high-order compact
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    multidimensional
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    option pricing
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    iterative methods
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    distributed algorithms
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