The construction of hopscotch methods for parabolic and elliptic equations in two space dimensions with a mixed derivative
From MaRDI portal
Publication:1241975
DOI10.1016/S0377-0427(77)80009-5zbMath0366.65046MaRDI QIDQ1241975
Publication date: 1977
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Related Items
Pricing algorithms of multivariate path dependent options, Comparing time integrators for parabolic equations in two space dimensions with a mixed derivative, Valuation of variable annuities with guaranteed minimum withdrawal benefit under stochastic interest rate, Pricing of swaps with default risk, Stock index dynamics and derivatives pricing with stochastic interest rates, A new stable, explicit, and generic third‐order method for simulating conductive heat transfer, A class of new stable, explicit methods to solve the non‐stationary heat equation, On acceleration parameters for the odd-even hopscotch method, VALUATION OF EXCHANGEABLE CONVERTIBLE BONDS, One-step splitting methods for semi-discrete parabolic equations, Locally one-dimensional hopscotch methods, Hopscotch methods for elliptic partial differential equations, A polynomial based iterative method for linear parabolic equations, Peripheral and ADI hopscotch methods for two dimensional parabolic and elliptic equations with a mixed term, A correct derivation of acceleration parameter for hopscotch and checkerboard (P,Q)-cyclic relaxation schemes, Valuing flexibility: An impulse control framework
Cites Work
- Unnamed Item
- A general formulation of alternating direction methods. I: Parabolic and hyperbolic problems
- The Numerical Solution of Parabolic and Elliptic Differential Equations
- Nonsymmetric Difference Equations
- Alternating direction methods for parabolic equations in two space dimensions with a mixed derivative
- Hopscotch: a Fast Second-order Partial Differential Equation Solver
- General Hopscotch Algorithm for the Numerical Solution of Partial Differential Equations
