Name
Abstract | ||
|---|---|---|
The numerical solution of parabolic problems $$u_t + \mathcal{A} u = 0$$ with a pseudo-differential operator $$\mathcal{A}$$ by wavelet discretization in space and hp discontinuous Galerkin time stepping is analyzed. It is proved that an approximation for u(T) can be obtained in N points with accuracy $$\mathcal{O}(N^{-p-1})$$ for any integer p ≥ 1 in work and memory which grows logarithmically-linear in N. |
Year | DOI | Venue |
|---|---|---|
2006 | 10.1007/s00211-006-0006-5 | Numerische Mathematik |
Keywords | Field | DocType |
parabolic integro-differential equations,linear complexity solution,wavelet discretization,parabolic problem,parabolic equations · integro-differential operators · discontinuous galerkin methods · wavelets · matrix compression · gmres · computational finance · option pricing,n point,pseudo-differential operator,integer p,hp discontinuous galerkin time,numerical solution,differential operators,computational finance,discontinuous galerkin method,parabolic equation,integro differential equation,option pricing,pseudo differential operator | Discontinuous Galerkin method,Parabolic partial differential equation,Differential equation,Discretization,Mathematical optimization,Mathematical analysis,Galerkin method,Differential operator,Partial differential equation,Mathematics,Parabola | Journal |
Volume | Issue | ISSN |
104 | 1 | 0945-3245 |
Citations | PageRank | References |
5 | 0.63 | 7 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| A.-M. Matache | 1 | 7 | 1.10 |
| C. Schwab | 2 | 99 | 19.07 |
| Thomas P. Wihler | 3 | 104 | 14.67 |