Numerical techniques for surface PDEs. Review of approaches

Numerical Solution of Nonlinear PDEs by Using Two-Level Iterative Techniques and Radial Basis Functions

‎Radial basis function method has been used to handle linear and‎ ‎nonlinear equations‎. ‎The purpose of this paper is to introduce the method of RBF to‎ ‎an existing method in solving nonlinear two-level iterative‎ ‎techniques and also the method is implemented to four numerical‎ ‎examples‎. ‎The results reveal that the technique is very effective‎ ‎and simple. Th...

Numerical Methods for PDEs

Numerical Methods for PDEs

Concepts for parallel numerical solution of PDEs

The parallelization of numerical codes on unstructured grids still is a demanding programming task, which is often performed in an application-speciic manner. However, many of the algorithms used in this eld exhibit strong structural similarities. A concept exploiting the latter is developed in this paper. Furthermore, it will be shown how the abstract concepts can be implemented in a reusable ...

Numerical Methods for Nonlinear PDEs in Finance

Many problems in finance can be posed in terms of an optimal stochastic control. Some well-known examples include transaction cost/uncertain volatility models [17, 2, 25], passport options [1, 26], unequal borrowing/lending costs in option pricing [9], risk control in reinsurance [23], optimal withdrawals in variable annuities[13], optimal execution of trades [20, 19], and asset allocation [28,...