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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 1 - 10 of 33
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Efficient algebraic multigrid methods for multilevel overlapping coclustering of user-item relationships
Xu, Haifeng; Kashef, Rasha F.; De Sterck, H.; Sanders, … - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 3, pp. 1587-1605
Persistent link: https://www.econbiz.de/10013361713
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An efficient algorithm for options under Merton’s jump-diffusion model on nonuniform grids
Chen, Yingzi; Wang, Wansheng; Xiao, Aiguo - In: Computational economics 53 (2019) 4, pp. 1565-1591
Persistent link: https://www.econbiz.de/10012135577
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Pricing multidimensional financial derivatives with stochastic volatilities using the dimensional-adaptive combination technique
Benk, Janos; Pflüger, Dirk - In: The journal of computational finance 21 (2017/2018) 3, pp. 75-104
Persistent link: https://www.econbiz.de/10011848349
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A multilevel approach for nonnegative matrix factorization
GILLIS, Nicolas; GLINEUR, François - Center for Operations Research and Econometrics (CORE), … - 2010
Nonnegative Matrix Factorization (NMF) is the problem of approximating a nonnegative matrix with the product of two low-rank nonnegative matrices and has been shown to be particularly useful in many applications, e.g., in text mining, image processing, computational biology, etc. In this paper,...
Persistent link: https://www.econbiz.de/10008836122
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Многосеточные балансовые модели нестационарных потоков в сложных газотранспортных системах
ВАЛИЕВИЧ, АХМЕТЗЯНОВ АТЛАС; … - In: Управление большими … (2010) 3, pp. 230-251
Предлагаются многосеточные варианты иерархических методов моделирования распределения потоков для оптимизации нестационарных режимов транспорта газа на...
Persistent link: https://www.econbiz.de/10011227087
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Global optimization by multilevel partition
Liu, Qunfeng; Zeng, Jinping - In: Journal of Global Optimization 61 (2015) 1, pp. 47-69
of the basic partition strategy and the multigrid algorithm, which is one of the best algorithms to solve partial … differential equation. Our basic idea is to combine the multigrid algorithm with the partition-based algorithm to improve the …
Persistent link: https://www.econbiz.de/10011151231
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Adaptive numerical methods for an hydrodynamic problem arising in magnetic reading devices
Arregui, I.; Cendán, J.J.; Vázquez, C. - In: Mathematics and Computers in Simulation (MATCOM) 99 (2014) C, pp. 190-202
appropriate multigrid techniques to solve the linear systems arising at each iteration of the duality method are proposed. Finally …
Persistent link: https://www.econbiz.de/10011050987
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A fourth-order spatial accurate and practically stable compact scheme for the Cahn–Hilliard equation
Lee, Chaeyoung; Jeong, Darae; Shin, Jaemin; Li, Yibao; … - In: Physica A: Statistical Mechanics and its Applications 409 (2014) C, pp. 17-28
resulting system of discrete equations is solved by a multigrid method. Numerical experiments are conducted to verify the …
Persistent link: https://www.econbiz.de/10010872479
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Stochastic volatility models for ordinal valued time series with application to finance
Müller, Gernot J.; Czado, Claudia - 2006
parameter estimation we develop an efficient Grouped Move Multigrid Monte Carlo (GM-MGMC) sampler. We apply both models to price …
Persistent link: https://www.econbiz.de/10010275913
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Using inexact gradients in a multilevel optimization algorithm
Lewis, Robert; Nash, Stephen - In: Computational Optimization and Applications 56 (2013) 1, pp. 39-61
Many optimization algorithms require gradients of the model functions, but computing accurate gradients can be computationally expensive. We study the implications of using inexact gradients in the context of the multilevel optimization algorithm <Emphasis Type="SmallCaps">MG/Opt. <Emphasis Type="SmallCaps">MG/Opt recursively uses (typically...</emphasis></emphasis>
Persistent link: https://www.econbiz.de/10010998282
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