Alternating direction implicit type preconditioners for the steady state inhomogeneous Vlasov equation
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DOI: 10.1017/s0022377817000101
Abstract: The purpose of the current work is to find numerical solutions of the steady state inhomogeneous Vlasov equation. This problem has a wide range of applications in the kinetic simulation of non-thermal plasmas. However, the… read more here.
Keywords: direction implicit; alternating direction; vlasov equation; steady state ... See more keywords
A finite volume–alternating direction implicit method for the valuation of American options under the Heston model
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DOI: 10.1080/00207160.2019.1585826
Abstract: ABSTRACT A finite volume–alternating direction implicit method is proposed for numerical valuation of the American options under the Heston model. It is based on decoupling correlated stock price process and volatility process so that corresponding… read more here.
Keywords: implicit method; direction implicit; alternating direction; volume alternating ... See more keywords
Monotone alternating direction implicit method for nonlinear integro-parabolic equations
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DOI: 10.21914/anziamj.v59i0.12633
Abstract: The paper deals with numerical solving nonlinear integro-parabolic problems based on an alternating direction implicit (ADI) scheme. A monotone iterative ADI method is constructed. An analysis of convergence of the monotone iterative ADI method is… read more here.
Keywords: direction; direction implicit; integro parabolic; alternating direction ... See more keywords