4 search results - page 1 / 1 » Parallelizing a Black-Scholes solver based on finite element... |
49
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IPPS
2010
IEEE
14 years 8 months ago
2010
IEEE
111
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SC
2009
ACM
15 years 3 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...
116
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CPHYSICS
2010
14 years 10 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 4 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...