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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 31 - 33 of 33
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Preconditioning by approximations of the Gram matrix for convection–diffusion equations
Juncu, Gh.; Popa, C. - In: Mathematics and Computers in Simulation (MATCOM) 48 (1998) 2, pp. 225-233
tested: incomplete Cholesky and multigrid. Numerical experiments indicate that these preconditioners are efficient at …
Persistent link: https://www.econbiz.de/10010749330
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A multiblock multigrid grid generation method for complex simulations
Spitaleri, Rosa Maria; Micacchi, Valentina - In: Mathematics and Computers in Simulation (MATCOM) 46 (1998) 1, pp. 1-12
This paper deals with the aim of coupling multigrid generation of boundary-fitted grids with an effective domain … elliptic systems and the application of multigrid cycling. We assume the Laplacians of the curvilinear coordinates to be equal … block iterations along with multigrid cycling in each block. We present computed multiblock grids by Figures and evaluation …
Persistent link: https://www.econbiz.de/10010750007
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Multi-asset portfolio selection problem with transaction costs
Akian, Marianne; Menaldi, Jose Luis; Sulem, Agnès - In: Mathematics and Computers in Simulation (MATCOM) 38 (1995) 1, pp. 163-172
algorithm based on policies iterations and multigrid methods. Numerical results are displayed for n = 1 and n = 2. …
Persistent link: https://www.econbiz.de/10010750223
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