Parametric model reduction via interpolating orthonormal bases
DOI10.1007/978-3-319-96415-7_63zbMath1427.65274OpenAlexW2784901573MaRDI QIDQ2008742
Ralf Zimmermann, Kristian Debrabant
Publication date: 26 November 2019
Full work available at URL: https://portal.findresearcher.sdu.dk/da/publications/b16ea70c-df88-44c4-9a64-a596efbb9254
Numerical methods (including Monte Carlo methods) (91G60) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Derivative securities (option pricing, hedging, etc.) (91G20) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Interpolation in approximation theory (41A05)
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