Explicit Time Stepping of PDEs with Local Refinement in Space-Time

Journal of Scientific Computing ◽

10.1007/s10915-019-01065-3 ◽

2019 ◽

Vol 81 (3) ◽

pp. 1945-1962

Author(s):

Dylan Abrahamsen ◽

Bengt Fornberg

Keyword(s):

Local Refinement ◽

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Fourier space time-stepping for option pricing with Lévy models

The Journal of Computational Finance ◽

10.21314/jcf.2008.178 ◽

2008 ◽

Vol 12 (2) ◽

pp. 1-29 ◽

Author(s):

Kenneth Jackson ◽

Sebastian Jaimungal ◽

Vladimir Surkov

Keyword(s):

Option Pricing ◽

Fourier Space ◽

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Parallel Option Pricing with Fourier Space Time-Stepping Method on Graphics Processing Units

SSRN Electronic Journal ◽

10.2139/ssrn.1020207 ◽

2007 ◽

Author(s):

Vladimir Surkov

Keyword(s):

Option Pricing ◽

Graphics Processing Units ◽

Fourier Space ◽

Time Stepping ◽

Graphics Processing

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An Explicit Space-Time Discontinuous Galerkin Scheme with Local Time-Stepping for Unsteady Flows

Notes on Numerical Fluid Mechanics and Multidisciplinary Design - New Results in Numerical and Experimental Fluid Mechanics VII ◽

10.1007/978-3-642-14243-7_19 ◽

2010 ◽

pp. 151-158

Author(s):

Christoph Altmann ◽

Gregor Gassner ◽

Frieder Lörcher ◽

Arne Taube ◽

Jens Utzmann ◽

...

Keyword(s):

Discontinuous Galerkin ◽

Unsteady Flows ◽

Galerkin Scheme ◽

Time Stepping ◽

Discontinuous Galerkin Scheme ◽

Local Time Stepping

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A space-time expansion discontinuous Galerkin scheme with local time-stepping for the ideal and viscous MHD equations

2008 IEEE 35th International Conference on Plasma Science ◽

10.1109/plasma.2008.4590752 ◽

2008 ◽

Author(s):

Ch. Altmann ◽

G. Gassner ◽

F. Lorcher ◽

C.-D. Munz

Keyword(s):

Discontinuous Galerkin ◽

Mhd Equations ◽

Galerkin Scheme ◽

Time Stepping ◽

Discontinuous Galerkin Scheme ◽

Local Time Stepping ◽

Time Expansion ◽

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A Space-Time Expansion Discontinuous Galerkin Scheme With Local Time Stepping for the Ideal and Viscous MHD Equations

IEEE Transactions on Plasma Science ◽

10.1109/tps.2009.2014869 ◽

2009 ◽

Vol 37 (4) ◽

pp. 513-519 ◽

Author(s):

C. Altmann ◽

G. Gassner ◽

F. Lorcher ◽

C.-D. Munz

Keyword(s):

Discontinuous Galerkin ◽

Mhd Equations ◽

Galerkin Scheme ◽

Time Stepping ◽

Discontinuous Galerkin Scheme ◽

Local Time Stepping ◽

Time Expansion ◽

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Enabling local time stepping in the parallel implicit solution of reaction–diffusion equations via space-time finite elements on shallow tree meshes

Applied Mathematics and Computation ◽

10.1016/j.amc.2015.12.017 ◽

2016 ◽

Vol 277 ◽

pp. 164-179 ◽

Author(s):

D. Krause ◽

R. Krause

Keyword(s):

Finite Elements ◽

Reaction Diffusion ◽

Reaction Diffusion Equations ◽

Diffusion Equations ◽

Time Stepping ◽

Local Time Stepping

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TVA Computations via Fourier Space-Time Stepping

SSRN Electronic Journal ◽

10.2139/ssrn.2665318 ◽

2015 ◽

Author(s):

Philippe Casgrain

Keyword(s):

Fourier Space ◽

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Adaptive multilevel space-time-stepping scheme for transport in heterogeneous porous media (ADM-LTS)

Journal of Computational Physics X ◽

10.1016/j.jcpx.2020.100052 ◽

2020 ◽

Vol 6 ◽

pp. 100052

Author(s):

Ludovica Delpopolo Carciopolo ◽

Matteo Cusini ◽

Luca Formaggia ◽

Hadi Hajibeygi

Keyword(s):

Porous Media ◽

Heterogeneous Porous Media ◽

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Fourier Space Time-Stepping for Option Pricing With Levy Models

SSRN Electronic Journal ◽

10.2139/ssrn.1020209 ◽

2007 ◽

Author(s):

Kenneth R. Jackson ◽

Sebastian Jaimungal ◽

Vladimir Surkov

Keyword(s):

Option Pricing ◽

Fourier Space ◽

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Local time-stepping procedures for the space-time conservation element and solution element method

International Journal of Computational Fluid Dynamics ◽

10.1080/10618560500092610 ◽

2005 ◽

Vol 19 (5) ◽

pp. 359-380 ◽

Author(s):

Sin-Chung Chang ◽

Yuhui Wu ◽

Vigor Yang ◽

Xiao-Yen Wang

Keyword(s):

Time Stepping ◽

Local Time Stepping ◽

Solution Element ◽

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