Saved in:
| Main Authors: | Goswami, Anindya, Patel, Kuldip Singh, Sahu, Pradeep Kumar |
|---|---|
| Format: | Preprint |
| Published: |
2022
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2209.02873 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Matrix method stability and robustness of compact schemes for parabolic PDEs
by: Goswami, Anindya, et al.
Published: (2022)
by: Goswami, Anindya, et al.
Published: (2022)
Estimation of domain truncation error for a system of PDEs arising in option pricing
by: Goswami, Anindya, et al.
Published: (2024)
by: Goswami, Anindya, et al.
Published: (2024)
A second order finite volume IMEX Runge-Kutta scheme for two dimensional PDEs in finance
by: López-Salas, J. G., et al.
Published: (2024)
by: López-Salas, J. G., et al.
Published: (2024)
Boundary treatment for high-order IMEX Runge-Kutta local discontinuous Galerkin schemes for multidimensional nonlinear parabolic PDEs
by: González-Tabernero, V., et al.
Published: (2024)
by: González-Tabernero, V., et al.
Published: (2024)
A case study on different one-factor Cheyette models for short maturity caplet calibration
by: Polala, Arun Kumar, et al.
Published: (2024)
by: Polala, Arun Kumar, et al.
Published: (2024)
On the robustness of Dirichlet-Neumann coupling schemes for fluid-structure-interaction problems with nearly-closed fluid domains
by: Aissa-Berraies, A., et al.
Published: (2025)
by: Aissa-Berraies, A., et al.
Published: (2025)
A bound-preserving multinumerics scheme for steady-state convection-diffusion equations
by: Fabien, Maurice S.
Published: (2025)
by: Fabien, Maurice S.
Published: (2025)
Noise-robust multi-fidelity surrogate modelling for parametric partial differential equations
by: Kent, Benjamin M., et al.
Published: (2025)
by: Kent, Benjamin M., et al.
Published: (2025)
A stabilized Two-Step Formulation of Maxwell's Equations in the time-domain
by: Herles, Leon, et al.
Published: (2025)
by: Herles, Leon, et al.
Published: (2025)
Generalized eigenvalue stabilization for immersed explicit dynamics
by: Bürchner, Tim, et al.
Published: (2025)
by: Bürchner, Tim, et al.
Published: (2025)
Neural variance reduction for stochastic differential equations
by: Hinds, P. D., et al.
Published: (2022)
by: Hinds, P. D., et al.
Published: (2022)
HyCOP: Hybrid Composition Operators for Interpretable Learning of PDEs
by: Zhao, Jinpai, et al.
Published: (2026)
by: Zhao, Jinpai, et al.
Published: (2026)
An Uncertainty-aware, Mesh-free Numerical Method for Kolmogorov PDEs
by: Inoue, Daisuke, et al.
Published: (2024)
by: Inoue, Daisuke, et al.
Published: (2024)
Convergence of the Markovian iteration for coupled FBSDEs via a differentiation approach
by: Huang, Zhipeng, et al.
Published: (2025)
by: Huang, Zhipeng, et al.
Published: (2025)
A study of troubled-cell indicators applied to finite volume methods using a novel monotonicity parameter
by: Rao, R. Shivananda, et al.
Published: (2025)
by: Rao, R. Shivananda, et al.
Published: (2025)
Time-adaptive high-order compact finite difference schemes for option pricing in a family of stochastic volatility models
by: Düring, Bertram, et al.
Published: (2021)
by: Düring, Bertram, et al.
Published: (2021)
Unfitted hybrid high-order methods stabilized by polynomial extension for elliptic interface problems
by: Burman, Erik, et al.
Published: (2025)
by: Burman, Erik, et al.
Published: (2025)
Hybridized Projected Differential Transform Method For collisional-breakage equation
by: Shweta, et al.
Published: (2024)
by: Shweta, et al.
Published: (2024)
A local basis approximation approach for nonlinear parametric model order reduction
by: Vlachas, Konstantinos, et al.
Published: (2020)
by: Vlachas, Konstantinos, et al.
Published: (2020)
Assessing AI-Enhanced Single-Sweep Approximations for Problems with Forward-Peaked Scattering in Slab Geometry
by: Patel, Japan K., et al.
Published: (2024)
by: Patel, Japan K., et al.
Published: (2024)
A simple and efficient hybrid discretization approach to alleviate membrane locking in isogeometric thin shells
by: Sauer, Roger A., et al.
Published: (2023)
by: Sauer, Roger A., et al.
Published: (2023)
A high order multigrid-preconditioned immersed interface solver for the Poisson equation with boundary and interface conditions
by: Gabbard, James, et al.
Published: (2025)
by: Gabbard, James, et al.
Published: (2025)
Impact of spatial coarsening on Parareal convergence for the linear advection equation
by: Angel, Judith, et al.
Published: (2021)
by: Angel, Judith, et al.
Published: (2021)
Comparative study of different quadrature methods for cut elements
by: Loibl, Michael, et al.
Published: (2026)
by: Loibl, Michael, et al.
Published: (2026)
Efficient numerical methods for the Maxey-Riley-Gatignol equations with Basset history term
by: Urizarna-Carasa, Julio, et al.
Published: (2024)
by: Urizarna-Carasa, Julio, et al.
Published: (2024)
Onflow: a model free, online portfolio allocation algorithm robust to transaction fees
by: Turinici, Gabriel, et al.
Published: (2023)
by: Turinici, Gabriel, et al.
Published: (2023)
Scale-invariant Monte Carlo and multilevel Monte Carlo estimation of mean and variance: An application to simulation of linear elastic bone tissue
by: Shivanand, Sharana Kumar, et al.
Published: (2021)
by: Shivanand, Sharana Kumar, et al.
Published: (2021)
Towards a sharper phase-field method: a hybrid diffuse-semisharp approach for microstructure evolution problems
by: Dobrzanski, Jedrzej, et al.
Published: (2024)
by: Dobrzanski, Jedrzej, et al.
Published: (2024)
TOMATOES: Topology and Material Optimization for Latent Heat Thermal Energy Storage Devices
by: Padhy, Rahul Kumar, et al.
Published: (2025)
by: Padhy, Rahul Kumar, et al.
Published: (2025)
VoroTO: Multiscale Topology Optimization of Voronoi Structures using Surrogate Neural Networks
by: Padhy, Rahul Kumar, et al.
Published: (2024)
by: Padhy, Rahul Kumar, et al.
Published: (2024)
The Fourier Cosine Method for Discrete Probability Distributions
by: Shen, Xiaoyu, et al.
Published: (2024)
by: Shen, Xiaoyu, et al.
Published: (2024)
Numerical methods for solving PIDEs arising in swing option pricing under a two-factor mean-reverting model with jumps
by: Regragui, Mustapha, et al.
Published: (2025)
by: Regragui, Mustapha, et al.
Published: (2025)
Numerical valuation of European options under two-asset infinite-activity exponential Lévy models
by: Moda, Massimiliano, et al.
Published: (2025)
by: Moda, Massimiliano, et al.
Published: (2025)
Notes on the SWIFT method based on Shannon Wavelets for Option Pricing -- Revisited
by: Floc'h, Fabien Le
Published: (2024)
by: Floc'h, Fabien Le
Published: (2024)
Numerical analysis of a particle system for the calibrated Heston-type local stochastic volatility model
by: Reisinger, Christoph, et al.
Published: (2025)
by: Reisinger, Christoph, et al.
Published: (2025)
Deep Joint Learning valuation of Bermudan Swaptions
by: Casanova, Francisco Gómez, et al.
Published: (2024)
by: Casanova, Francisco Gómez, et al.
Published: (2024)
Stochastic Modelling of Symmetric Positive Definite Material Tensors
by: Shivanand, Sharana Kumar, et al.
Published: (2021)
by: Shivanand, Sharana Kumar, et al.
Published: (2021)
Nonconforming Virtual Element basis functions for space-time Discontinuous Galerkin schemes on unstructured Voronoi meshes
by: Boscheri, Walter, et al.
Published: (2023)
by: Boscheri, Walter, et al.
Published: (2023)
TreeTOp: Topology Optimization using Constructive Solid Geometry Trees
by: Padhy, Rahul Kumar, et al.
Published: (2024)
by: Padhy, Rahul Kumar, et al.
Published: (2024)
A novel design update framework for topology optimization with quantum annealing: Application to truss and continuum structures
by: Sukulthanasorn, Naruethep, et al.
Published: (2024)
by: Sukulthanasorn, Naruethep, et al.
Published: (2024)
Similar Items
-
Matrix method stability and robustness of compact schemes for parabolic PDEs
by: Goswami, Anindya, et al.
Published: (2022) -
Estimation of domain truncation error for a system of PDEs arising in option pricing
by: Goswami, Anindya, et al.
Published: (2024) -
A second order finite volume IMEX Runge-Kutta scheme for two dimensional PDEs in finance
by: López-Salas, J. G., et al.
Published: (2024) -
Boundary treatment for high-order IMEX Runge-Kutta local discontinuous Galerkin schemes for multidimensional nonlinear parabolic PDEs
by: González-Tabernero, V., et al.
Published: (2024) -
A case study on different one-factor Cheyette models for short maturity caplet calibration
by: Polala, Arun Kumar, et al.
Published: (2024)