The applications of partial integro-differential equations related to adaptive wavelet collocation methods for viscosity solutions to jump-diffusion models

DOI10.1016/j.amc.2014.08.002zbMath1339.65191OpenAlexW2064780779MaRDI QIDQ295205

George Xianzhi Yuan, Lan Di, Hua Li, Antony Ware

Publication date: 17 June 2016

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2014.08.002

zbMATH Keywords

viscosity solutionwaveletjump-diffusionpartial integro-differential equationsadaptive collocation methods

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Reaction-diffusion equations (35K57) Numerical methods for wavelets (65T60) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

Related Items (2)

Isogeometric analysis in option pricing ⋮ Two dimensional wavelets collocation scheme for linear and nonlinear Volterra weakly singular partial integro-differential equations

Cites Work

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