[图书][B] Computational methods in finance
A Hirsa - 2013 - api.taylorfrancis.com
“In order to make any progress, it is necessary to think of approximate techniques, and
above all, numerical algorithms... Once again, what became a major endeavor of mine, the …
above all, numerical algorithms... Once again, what became a major endeavor of mine, the …
[图书][B] Iterative splitting methods for differential equations
J Geiser - 2011 - books.google.com
This work explains how to solve evolution equations via novel iterative-based splitting
methods that efficiently use computational and memory resources. It focuses on systems of …
methods that efficiently use computational and memory resources. It focuses on systems of …
[HTML][HTML] Iterative operator-splitting methods with higher-order time integration methods and applications for parabolic partial differential equations
J Geiser - Journal of Computational and Applied Mathematics, 2008 - Elsevier
In this paper we design higher-order time integrators for systems of stiff ordinary differential
equations. We combine implicit Runge–Kutta and BDF methods with iterative operator …
equations. We combine implicit Runge–Kutta and BDF methods with iterative operator …
[图书][B] Multicomponent and Multiscale Systems
J Geiser - 2016 - Springer
When I started this book project, I proposed to write a book about my recent advances in
mathematical modelling problems to multicomponent and multiscale systems. I considered …
mathematical modelling problems to multicomponent and multiscale systems. I considered …
Adaptive split-operator methods for modeling transport phenomena in porous medium systems
Split-operator methods are commonly used to approximate environmental models. These
methods facilitate the tailoring of different approximation approaches to different portions of …
methods facilitate the tailoring of different approximation approaches to different portions of …
[HTML][HTML] Additive and iterative operator splitting methods and their numerical investigation
As an alternative to the classical splitting methods, two new splitting schemes have been
developed recently: the additive and the iterative splitting. In this paper we discuss the most …
developed recently: the additive and the iterative splitting. In this paper we discuss the most …
[图书][B] Coupled Systems: Theory, Models, and Applications in Engineering
J Geiser - 2014 - books.google.com
Efficient Methods to Solve Complex Coupled Systems Coupled Systems: Theory, Models,
and Applications in Engineering explains how to solve complicated coupled models in …
and Applications in Engineering explains how to solve complicated coupled models in …
[HTML][HTML] Higher order operator splitting methods via Zassenhaus product formula: theory and applications
In this paper, we contribute higher order operator splitting methods improved by Zassenhaus
product. We apply the contribution to classical and iterative splitting methods. The …
product. We apply the contribution to classical and iterative splitting methods. The …
[HTML][HTML] Richardson-extrapolated sequential splitting and its application
During numerical time integration, the accuracy of the numerical solution obtained with a
given step size often proves unsatisfactory. In this case one usually reduces the step size …
given step size often proves unsatisfactory. In this case one usually reduces the step size …
[PDF][PDF] Three-dimensional modelling of the DC glow discharge using the second order fluid model
This paper presents the development of a three dimensional second order fluid model, used
to properly describe a DC glow discharge, maintained by secondary emission at cathode, at …
to properly describe a DC glow discharge, maintained by secondary emission at cathode, at …