4 search results - page 1 / 1 » Parallelizing a Black-Scholes solver based on finite element... |
IPPS
2010
IEEE
13 years 2 months ago
2010
IEEE
SC
2009
ACM
13 years 9 months ago
2009
ACM
It has been shown that the sparse grid combination technique can be a practical tool to solve high dimensional PDEs arising in multidimensional option pricing problems in finance...
CPHYSICS
2010
13 years 4 months ago
2010
We investigate fully parallel Newton-Krylov-Schwarz (NKS) algorithms for solving the large sparse nonlinear systems of equations arising from the finite element discretization of ...
EUROPAR
2005
Springer
13 years 10 months ago
2005
Springer
The parallel edge-based solution of 3D incompressible Navier-Stokes equations is presented. The governing partial differential equations are discretized using the SUPG/PSPG stabili...