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  • Search: subject:"Multigrid"
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Year of publication
Subject
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Multigrid 6 Nonlinear multigrid 4 Finite difference 3 Multi-grid model 3 Black-Scholes model 2 Black-Scholes-Modell 2 Conjugate gradient 2 Evacuation 2 Finite elements 2 Fourth-order compact scheme 2 Gram matrix 2 Incomplete Cholesky 2 Multigrid computation 2 Multigrid method 2 Multigrid methods 2 Option pricing theory 2 Optionspreistheorie 2 Phase separation 2 Preconditioning 2 Stochastic process 2 Stochastischer Prozess 2 3D convection diffusion equation 1 Active factor 1 Adaptive Time-stepping 1 Adaptive mesh refinement 1 Algebraic multigrid 1 Algebraic multigrid methods 1 Algorithm 1 Algorithmus 1 Allen–Cahn equation 1 Altitude factor 1 American Option Pricing 1 American option 1 American option pricing 1 Analysis 1 BALANCE MODEL 1 Black-Scholes partial differential equation (BS-PDE) 1 Block smoothing 1 C-stationarity 1 Cahn–Hilliard equation 1
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Online availability
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Undetermined 29 Free 3
Type of publication
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Article 30 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Working Paper 1
Language
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Undetermined 28 English 5
Author
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Kim, Junseok 4 Lee, Hyun Geun 3 Zhang, Jun 3 Choi, Jeong-Whan 2 Jeong, Darae 2 Song, Weiguo 2 Spitaleri, Rosa Maria 2 Xu, Xuan 2 Akian, Marianne 1 Andrade, S. González 1 Arregui, I. 1 Baňas, Ľubomír 1 Benk, Janos 1 Borzì, A. 1 Carlson, Eric S. 1 Cendán, J.J. 1 Chen, Jianqiao 1 Chen, Yingzi 1 Clarke, Nigel 1 Czado, Claudia 1 De Sterck, H. 1 Dong, Yuan 1 GILLIS, Nicolas 1 GLINEUR, François 1 Ge, Lixin 1 Guo, Xiwei 1 Hintermüller, M. 1 Janke, Wolfhard 1 Juncu, Gh. 1 Juncu, Gheorghe 1 Kang, Ning 1 Kashef, Rasha F. 1 Kopacka, I. 1 Kouatchou, Jules 1 Lee, Chaeyoung 1 Lewis, Robert 1 Li, Yibao 1 Liu, Qunfeng 1 Menaldi, Jose Luis 1 Micacchi, Valentina 1
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Institution
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Graduate School of Economics, Osaka University 1
Published in...
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Mathematics and Computers in Simulation (MATCOM) 12 Physica A: Statistical Mechanics and its Applications 8 Computational Optimization and Applications 3 Journal of Global Optimization 2 Applied Mathematical Finance 1 CORE Discussion Papers 1 Computational economics 1 Discussion Paper 1 Discussion Papers in Economics and Business 1 INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences 1 The journal of computational finance 1 Управление большими системами: сборник трудов 1
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Source
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RePEc 29 ECONIS (ZBW) 3 EconStor 1
Showing 21 - 30 of 33
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A second-order accurate non-linear difference scheme for the N -component Cahn–Hilliard system
Lee, Hyun Geun; Kim, Junseok - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 19, pp. 4787-4799
solved by an efficient and accurate nonlinear multigrid method. We numerically demonstrate the second-order accuracy of the …
Persistent link: https://www.econbiz.de/10010590405
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Algebraic multigrid methods for elastic structures with highly discontinuous coefficients
Xiao, Yingxiong; Zhang, Ping; Shu, Shi - In: Mathematics and Computers in Simulation (MATCOM) 76 (2007) 4, pp. 249-262
In this paper, we propose two types of algebraic multigrid (AMG) methods to find the numerical solution of elastic … linear interpolation and point block Gauss–Seidel smoothing is sufficient to obtain the usual rapid multigrid convergence …
Persistent link: https://www.econbiz.de/10010870747
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Simulation of evacuation processes using a multi-grid model for pedestrian dynamics
Song, Weiguo; Xu, Xuan; Wang, Bing-Hong; Ni, Shunjiang - In: Physica A: Statistical Mechanics and its Applications 363 (2006) 2, pp. 492-500
entitled “multi-grid model” is composed. In the new model, finer lattice is used; thus each pedestrian occupies multiple grids …
Persistent link: https://www.econbiz.de/10011059645
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Wavelet based Multi-grid analysis, Wavelet Galerkin method and their Applications to American option: A Survey
Mitsui, Ken-ichi; Tabata, Yoshio - Graduate School of Economics, Osaka University - 2005
developments in the multi-grid and Galerkin method with the Wavelet basis for American option. Mainly, this paper considers two … Galerkin method with the fixed point iteration method. The multi-grid method without using the Wavelet basis is also used in …
Persistent link: https://www.econbiz.de/10005774288
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A fourth-order compact difference scheme on face centered cubic grids with multigrid method for solving 2D convection diffusion equation
Sun, Haiwei; Kang, Ning; Zhang, Jun; Carlson, Eric S. - In: Mathematics and Computers in Simulation (MATCOM) 63 (2003) 6, pp. 651-661
concise. A corresponding multigrid method is developed to solve the resulting sparse linear system. Numerical experiments are …
Persistent link: https://www.econbiz.de/10010748697
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A scientific computing environment for differential field simulation
Spitaleri, Rosa Maria - In: Mathematics and Computers in Simulation (MATCOM) 63 (2003) 2, pp. 79-91
This paper deals with the development of a scientific computing environment for differential field simulation. We mean a modelling and simulation environment based on partial differential equations and their numerical solution as powerful and widely used techniques for mathematical and...
Persistent link: https://www.econbiz.de/10010749832
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Numerical experiments with preconditioning by gram matrix approximation for non-linear elliptic equations
Juncu, Gheorghe; Popa, Constantin - In: Mathematics and Computers in Simulation (MATCOM) 52 (2000) 1, pp. 53-71
iterations of an appropriate iterative scheme. Two iterative algorithms are tested: incomplete Cholesky and multigrid. Numerical …
Persistent link: https://www.econbiz.de/10010870173
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A two colorable fourth-order compact difference scheme and parallel iterative solution of the 3D convection diffusion equation
Zhang, Jun; Ge, Lixin; Kouatchou, Jules - In: Mathematics and Computers in Simulation (MATCOM) 54 (2000) 1, pp. 65-80
decouple the computational grid. Numerical results, with multigrid methods implemented on a shared memory parallel computer …
Persistent link: https://www.econbiz.de/10010749490
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Multigrid for American option pricing with stochastic volatility
Clarke, Nigel; Parrott, Kevin - In: Applied Mathematical Finance 6 (1999) 3, pp. 177-195
stochastic volatility. A multigrid procedure is described for the fast iterative solution of the discrete linear complementarity …
Persistent link: https://www.econbiz.de/10005495397
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Nonlocal Monte Carlo algorithms for statistical physics applications
Janke, Wolfhard - In: Mathematics and Computers in Simulation (MATCOM) 47 (1998) 2, pp. 329-346
multigrid algorithms. The general ideas are illustrated for simple lattice spin models and Euclidean path integrals. …
Persistent link: https://www.econbiz.de/10010869897
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