This paper develops two local mesh-free methods for designing stencil weights and spatial discretization, respectively, for parabolic partial differential equations (PDEs) of ...

Abstract Waveform relaxation methods are decoupling or splitting methods for large scale ordinary differential equations. In this paper, we apply the methods directly to semi-linear parabolic partial ...

This is a preview. Log in through your library . Abstract We give error estimates for the numerical solution by means of the Galerkin finite element method of an ...

We propose a hybrid spatial finite-difference/pseudospectral discretization for European option-pricing problems under the Heston and Heston–Hull–White models. In ...