Advanced Numerical Methods in Applied Sciences - Iavernaro, Felice; Brugnano, Luigi (MDPI - Multidisciplinary Digital Publishing Institute, 2019)
Keywords: adaptive methods; analytical solution; asymptotic stability; B-spline; B-splines; barrier options; Book Industry Communication; boundary element method; BS methods; Cholesky factorization; collocation method; collocation methods; conservative problems; constrained Hamiltonian problems; continuous geometric average; convergence; curl–curl operator; discontinuous Galerkin methods; discretization of systems of differential equations; displacement rank; edge-histogram; edge-preserving smoothing; elementary differential; energy-conserving methods; finite difference method; finite difference methods; floating strike Asian options; fractional derivative; Galerkin method; generalized locally Toeplitz sequences; generalized Schur algorithm; gradient system; Hamiltonian Boundary Value Methods; Hamiltonian PDEs; Hamiltonian problems; HBVMs; Hermite–Obreshkov methods; hierarchical splines; high order discontinuous Galerkin finite element schemes; high performance computing; higher-order finite element methods; highly oscillatory problems; histogram specification; hyperbolic partial differential equations; initial value problems; isogeometric analysis; limited memory; line integral methods; linear systems; local refinement; low rank completion; Mathematics & science; matrix ODEs; mean-square stability; mixed-index problems; multistep methods; null-space; numerical analysis; numerical methods; one-step methods; optimal basis; order; ordinary differential equations; Poisson problems; preconditioners; Q1-390; QA1-939; Runge–Kutta; scientific computing; shock waves and discontinuities; spectral (eigenvalue) and singular value distributions; stochastic differential equations; stochastic multistep methods; stochastic Volterra integral equations; structured matrices; stump; symplecticity; THB-splines; time fractional differential equations; time harmonic Maxwell’s equations and magnetostatic problems; tree; vectorization and parallelization; Volterra integral equations; Volterra integro–differential equations