Cascadic multigrid methods represent a class of iterative solvers that have been developed to efficiently tackle the large-scale linear systems arising from the discretisation of partial differential ...
This paper is concerned with the treatment of higher order multi-grid techniques for obtaining accurate finite difference approximations to partial differential equations. The three basic techniques ...
Partial differential equations (PDE) describe the behavior of fluids, structures, heat transfer, wave propagation, and other physical phenomena of scientific and engineering interest. This course ...
A partial differential equation (PDE) is a mathematical equation that involves multiple independent variables, an unknown function that is dependent on those variables, and partial derivatives of the ...
The moving mesh PDE (MMPDE) method for variational mesh generation and adaptation is studied theoretically at the discrete level, in particular the nonsingularity of the obtained meshes. Meshing ...
We present efficient partial differential equation (PDE) methods for continuous-time mean-variance portfolio allocation problems when the underlying risky asset follows a stochastic volatility process ...