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  • Search: subject:"adaptive mesh refinement"
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Subject
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Adaptive mesh refinement 3 A posteriori error estimate 1 American option 1 Anisotropic meshes 1 Cahn–Hilliard equation 1 Error estimation and adaptivity 1 Finite elements 1 Fourth-order compact scheme 1 Kim's method 1 Multigrid 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Parallel computing 1 Practically stable scheme 1 RMSRE 1 Singularities 1 Stokes problem 1 Taylor–Hood element 1 Unrefinement 1 adaptive mesh refinement 1 capped call 1 non-uniform time discretisation 1 optimal exercise boundary 1 upper bound 1
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Article 4
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Article in journal 1 Aufsatz in Zeitschrift 1
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Undetermined 3 English 1
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Bozoudis, Michail 1 Burda, Pavel 1 Cecchi, M. Morandi 1 Jeong, Darae 1 Kim, Junseok 1 Lee, Chaeyoung 1 Li, Yibao 1 Marcuzzi, F. 1 Novotný, Jaroslav 1 Shin, Jaemin 1 Sousedík, Bedřich 1 Venturin, M. 1 Zeller, Thomas L. 1
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Mathematics and Computers in Simulation (MATCOM) 2 International journal of bonds and derivatives 1 Physica A: Statistical Mechanics and its Applications 1
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RePEc 3 ECONIS (ZBW) 1
Showing 1 - 4 of 4
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Adaptive mesh relocation refinement on Kim's method : enhanced approximations and upper bounds for American options
Zeller, Thomas L.; Bozoudis, Michail - In: International journal of bonds and derivatives 3 (2017) 4, pp. 335-364
Persistent link: https://www.econbiz.de/10011877185
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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
and efficient than the non-compact fourth-order scheme by applying to parallel computing and adaptive mesh refinement. …
Persistent link: https://www.econbiz.de/10010872479
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An anisotropic unstructured triangular adaptive mesh algorithm based on error and error gradient information
Marcuzzi, F.; Cecchi, M. Morandi; Venturin, M. - In: Mathematics and Computers in Simulation (MATCOM) 78 (2008) 5, pp. 645-652
In this paper, an algorithm based on unstructured triangular meshes using standard refinement patterns for anisotropic adaptive meshes is presented. It consists of three main actions: anisotropic refinement, solution-weighted smoothing and patch unrefinement. Moreover, a hierarchical mesh...
Persistent link: https://www.econbiz.de/10010749876
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A posteriori error estimates applied to flow in a channel with corners
Burda, Pavel; Novotný, Jaroslav; Sousedík, Bedřich - In: Mathematics and Computers in Simulation (MATCOM) 61 (2003) 3, pp. 375-383
constants found numerically to the technique of adaptive mesh refinement—we solve an incompressible flow problem in a domain …
Persistent link: https://www.econbiz.de/10011050214
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