On coordinate transformation and grid stretching for sparse grid pricing of basket options

We evaluate two coordinate transformation techniques in combination with a coordinate stretching for pricing basket options in a sparse grid setting. The sparse grid technique is a basic technique for solving a high-dimensional partial differential equation. By creating a small hypercube sub-grid in the 'composite' sparse grid we can also...

A novel multigrid based preconditioner for heterogeneous Helmholtz problems

An iterative solution method, in the form of a preconditioner for a Krylov subspace method, is presented for the Helmholtz equation. The preconditioner is based on a Helmholtz type differential operator with a complex term. A multigrid iteration is used for approximately inverting the preconditioner. The choice of multigrid components for the...

On a class of preconditioners for solving the Helmholtz equation

On the Robustness of a Multiple Semi-Coarsened Grid Method

Robust multigrid methods for the steady and unsteady incompressible Navier-Stokes equations in general coordinates

Multigrid schemes for time-dependent incompressible Navier-Stokes equations

On the robustness of a Multiple Semi-coarsened Grid method

A robust multigrid method for a discretization of the incompressible Navier-Stokes equations in general coordinates

Benchmark Solutions for the Incompressible Navier-Stokes Equations in General Coordinates on Staggered Grids

Multigrid schemes for time-dependent incompressible Navier-Stokes equations

Invariant Discretization of the Incompressible Navier-Stokes Equations in Boundary Fitted Coordinates

A multigrid method for an invariant formulation of the incompressible Navier-Stokes equations in gneral co-ordinates. Multigrid methods. II

A robust multigrid method for a discretization of the incompressible Navier-Stokes equations in general coordinates

Steady incompressible flow around objects in general coordinates with a multigrid solution method

A multigrid method for an invariant formulation of the incompressible Navier-Stokes equations in general coordinates

A multigrid method for a discretization of the incompressible Navier-Stokes equations in general coordinates