A Parallel Cyclic Reduction Algorithm for Pentadiagonal Systems with Application to a Convection-Dominated Heston PDE (Q4997346)
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scientific article; zbMATH DE number 7364306
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Parallel Cyclic Reduction Algorithm for Pentadiagonal Systems with Application to a Convection-Dominated Heston PDE |
scientific article; zbMATH DE number 7364306 |
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A Parallel Cyclic Reduction Algorithm for Pentadiagonal Systems with Application to a Convection-Dominated Heston PDE (English)
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29 June 2021
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parallel cyclic reduction
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convection-dominated PDE
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GPU computing
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high performance computing in finance
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ADI
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