Explicit Finite Element Schemes for First Order Symmetric Hyperbolic Systems.
Explicit Runge-Kutta Formulas with Increased Stability Boundaries.
Exponentially convergent parallel discretization methods for the first order evolution equations.
Extrapolated alternating direction implicit methods for solving the biharmonic equation in three space variables
Extrapolation Applied to Certain Discretization Methods Solving the Initial Value Problem for Hyperbolic Differential Equations.
Extrapolation Applied to the Method of Characteristics for a first Order System of Two Partial Differential Equations. Part One : The Initial Value Problem.
Extrapolation Methods for Dynamic Partial Differential Equations.
Extrapolation to the Limit for Numerical Solutions of Hyperbolic Equations.
Facilitating the Adoption of Unstructured High-Order Methods Amongst a Wider Community of Fluid Dynamicists
Theoretical studies and numerical experiments suggest that unstructured high-order methods can provide solutions to otherwise intractable fluid flow problems within complex geometries. However, it remains the case that existing high-order schemes are generally less robust and more complex to implement than their low-order counterparts. These issues, in conjunction with difficulties generating high-order meshes, have limited the adoption of high-order...
Fast deterministic pricing of options on Lévy driven assets
Arbitrage-free prices of European contracts on risky assets whose log-returns are modelled by Lévy processes satisfy a parabolic partial integro-differential equation (PIDE) . This PIDE is localized to bounded domains and the error due to this localization is estimated. The localized PIDE is discretized by the -scheme in time and a wavelet Galerkin method with degrees of freedom in log-price space. The dense matrix for can be replaced by a sparse matrix in the wavelet basis, and the linear...
Fast deterministic pricing of options on Lévy driven assets
Arbitrage-free prices u of European contracts on risky assets whose log-returns are modelled by Lévy processes satisfy a parabolic partial integro-differential equation (PIDE) . This PIDE is localized to bounded domains and the error due to this localization is estimated. The localized PIDE is discretized by the θ-scheme in time and a wavelet Galerkin method with N degrees of freedom in log-price space. The dense matrix for can be replaced by a sparse matrix in the wavelet basis, and the...
Fast wave propagation by model order reduction.
Fattening on two dimensions obtained with a nonsymmetric anisotropy: Numerical simulations.
Fehlerabschätzungen für das Galerkinverfahren zur Lösung von Evolutionsgleichungen.
FER/SubDomain : an integrated environment for finite element analysis using object-oriented approach
Development of user-friendly and flexible scientific programs is a key to their usage, extension and maintenance. This paper presents an OOP (Object-Oriented Programming) approach for design of finite element analysis programs. General organization of the developed software system, called FER/SubDomain, is given which includes the solver and the pre/post processors with a friendly GUI (Graphical User Interfaces). A case study with graphical representations illustrates some functionalities of the...
FER/SubDomain: An Integrated Environment for Finite Element Analysis using Object-Oriented Approach
Development of user-friendly and flexible scientific programs is a key to their usage, extension and maintenance. This paper presents an OOP (Object-Oriented Programming) approach for design of finite element analysis programs. General organization of the developed software system, called FER/SubDomain, is given which includes the solver and the pre/post processors with a friendly GUI (Graphical User Interfaces). A case study with graphical representations illustrates some functionalities of the...
Fictitious domain technique for the calculation of time-periodic solutions of scattering problem.
Fifth-order numerical methods for heat equation subject to a boundary integral specification.
Finite Difference Approximation of Strong Solutions of a Parabolic Interface Problem on Disconnected Domains
Finite difference approximations for a class of nonlocal parabolic equations.