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[会议论文] 作者:Sandu Adrian,Guenther Michael, 来源:第八届工业与应用数学国际大会 年份:2015
  This presentation discusses a general structure of the additively partitioned Runge-Kutta methods by allowing for different stage values as arguments of dif...
[会议论文] 作者:Guenther Michael,Sandu Adrian, 来源:第八届工业与应用数学国际大会 年份:2015
Dynamical systems described by ODEs,DAEs,PDEs or,especially,coupled multiphysical systems are often equipped with multilateral behavior: components,right-hand side or signals show a drastically differ...
[会议论文] 作者:Guenther Michael,Teng Long,Ehrhardt Matthias, 来源:第八届工业与应用数学国际大会 年份:2015
  In recent years the variety and complexity of financial mathematics models has witnessed a tremendous growth.For the resulting computational complexity,adva...
[会议论文] 作者:Hachtel Christoph,Bartel Andreas,Guenther Michael, 来源:第八届工业与应用数学国际大会 年份:2015
  Multiphysical problems are often described by coupled problems with largely differing timescales.Frequently,a low dimensional subsystem is active,while the...
[会议论文] 作者:Teng Long,Guenther Michael,Ehrhardt Matthias, 来源:第八届工业与应用数学国际大会 年份:2015
  In recent years the variety and complexity of financial mathematics models has witnessed a tremendous growth.For the resulting computational complexity,adva...
[会议论文] 作者:Bartel Andreas,Hachtel Christoph,Guenther Michael, 来源:第八届工业与应用数学国际大会 年份:2015
Multiphysical problems are often described by coupled problems with largely differing timescales.Frequently,a low dimensional subsystem is active,while the majority of unknowns is latent....
[会议论文] 作者:Teng Long,Ehrhardt Wuppertal,Guenther Michael, 来源:第八届工业与应用数学国际大会 年份:2015
Financial correlation plays an essential role on pricing,hedging and is often assumed as a constant.However,market observation indicates that financial quantities are correlated in a strongly nonlinea...
[会议论文] 作者:Buckova Zuzana,Ehrhardt Matthias,Guenther Michael, 来源:第八届工业与应用数学国际大会 年份:2015
We are dealing with numerical methods for linear and nonlinear Black-Scholes model.We apply finite difference method,esp.Alternating direction explicit methods(ADE),which were suggested in 1957 by Sau...
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