4 search results - page 1 / 1 » Parallelizing a Black-Scholes solver based on finite element... |
IPPS
2010
IEEE
14 years 9 months ago
2010
IEEE
119
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SC
2009
ACM
15 years 4 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...
120
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CPHYSICS
2010
14 years 11 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
15 years 5 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...