B‐Spline‐Based Monotone Multigrid Methods (Q3507508)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | B‐Spline‐Based Monotone Multigrid Methods |
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B‐Spline‐Based Monotone Multigrid Methods (English)
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19 June 2008
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variational inequality
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linear complementary problem
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monotone multigrid method
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cardinal higher order B-spline
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system of linear inequalities
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optimized coarse grid correction algorithm
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convergence rates
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optimal complexity
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American option
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Gauss-Seidel relaxation
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numerical example
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pricing
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