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Subject
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Mathematical programming 2 Mathematische Optimierung 2 Algorithm 1 Algorithmus 1 Analysis 1 CE–SE scheme 1 Computation 1 Computerized method 1 Computerunterstützung 1 Electric power industry 1 Elektrizitätswirtschaft 1 Howard's improvement algorithm 1 Implicit method 1 Lager 1 Lagermanagement 1 Mathematical analysis 1 Nonlinear system 1 Nonuniform mesh 1 Option pricing theory 1 Optionspreistheorie 1 Semi-implicit method 1 Storage facility 1 Tapered ducts 1 Theorie 1 Theory 1 Warehouse management 1 advection and diffusion partial differential equations (PDEs) 1 alternating-direction implicit method 1 electricity storage 1 optimization 1 semi-Lagrangian 1
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Undetermined 2
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Article 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2 Undetermined 1
Author
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Arnau, J.M. 1 Duck, Peter W. 1 Jerez, S. 1 Johnson, Paul V. 1 Rendahl, Pontus 1 Romero, J.V. 1 Roselló, M.D. 1 Ávalos, Javier Hernández 1
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Published in...
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Journal of economic dynamics & control 1 Mathematics and Computers in Simulation (MATCOM) 1 The journal of computational finance 1
Source
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ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
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Continuous vs. discrete time : some computational insights
Rendahl, Pontus - In: Journal of economic dynamics & control 144 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013543115
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SLADI : a semi-Lagrangian alternating-direction implicit method for the numerical solution of advection-diffusion problems with application to electricity storage valuations
Ávalos, Javier Hernández; Johnson, Paul V.; Duck, Peter W. - In: The journal of computational finance 19 (2015/2016) 2, pp. 69-108
Persistent link: https://www.econbiz.de/10011442669
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A nonuniform mesh semi-implicit CE–SE method modelling unsteady flow in tapered ducts
Jerez, S.; Romero, J.V.; Roselló, M.D.; Arnau, J.M. - In: Mathematics and Computers in Simulation (MATCOM) 76 (2007) 1, pp. 94-98
Recently, a semi-implicit one-dimensional CE–SE (conservation element–solution element) method for the calculation of the unsteady flow of one and several chemical species tracking in engine ducts has been developed in Arnau et al. [J.M. Arnau, S. Jerez, L. Jódar, J.V. Romero, A...
Persistent link: https://www.econbiz.de/10011050714
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