AMF-type W-methods for Parabolic Problems with Mixed Derivatives-Reference-Cited by-同舟云学术

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AMF-type W-methods for Parabolic Problems with Mixed Derivatives

Published:2018-01 Issue:5 Volume:40 Page:A2905-A2929
ISSN:1064-8275
Container-title:SIAM Journal on Scientific Computing
language:en
Short-container-title:SIAM J. Sci. Comput.

Author:

González-Pinto S.,Hairer E.,Hernández-Abreu D.^ORCID,Pérez-Rodríguez S.

Funder

Ministerio de Economía, Industria y Competitividad, Gobierno de España

Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Computational Mathematics

Link

https://epubs.siam.org/doi/pdf/10.1137/17M1163050

Reference30 articles.

1. An alternating-direction implicit scheme for parabolic equations with mixed derivatives

2. On the numerical solution of heat conduction problems in two and three space variables

3. High-order ADI scheme for option pricing in stochastic volatility models

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