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11 Result(s)

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  1. No Access

    Article

    Monte Carlo Euler approximations of HJM term structure financial models

    We present Monte Carlo-Euler methods for a weak approximation problem related to the Heath-Jarrow-Morton (HJM) term structure model, based on Itô stochastic differential equations in infinite dimensional space...

    T. Björk, A. Szepessy, R. Tempone, G. E. Zouraris in BIT Numerical Mathematics (2013)

  2. No Access

    Book

    Large Eddy Simulation for Compressible Flows

    Dr. E. Garnier, Prof. Dr. N. Adams… in Scientific Computation (2009)

  3. No Access

    Book

    A Computational Differential Geometry Approach to Grid Generation

    Vladimir D. Liseikin in Scientific Computation (2007)

  4. No Access

    Book

    Asymptotic Analysis and Boundary Layers

    Prof. Jean Cousteix… in Scientific Computation (2007)

  5. No Access

    Book

    Spectral Methods

    Evolution to Complex Geometries and Applications to Fluid Dynamics

    Claudio Canuto, Alfio Quarteroni, M. Yousuff Hussaini… in Scientific Computation (2007)

  6. No Access

    Article

    Convergence Rates for an Adaptive Dual Weighted Residual Finite Element Algorithm

    Basic convergence rates are established for an adaptive algorithm based on the dual weighted residual error representation, $$\mbox{er...

    K.-S. Moon, E. von Schwerin, A. Szepessy, R. Tempone in BIT Numerical Mathematics (2006)

  7. No Access

    Book

    Stochastic Optimization

    Johannes Josef Schneider, Scott Kirkpatrick in Scientific Computation (2006)

  8. No Access

    Book

    Mathematics of Large Eddy Simulation of Turbulent Flows

    Dr. Luigi C. Berselli… in Scientific Computation (2006)

  9. No Access

    Book

    Large Eddy Simulation for Incompressible Flows

    An Introduction

    Prof. Dr. Pierre Sagaut in Scientific Computation (2006)

  10. No Access

    Book

    Finite Element Methods and Their Applications

    Prof. Zhangxin Chen in Scientific Computation (2005)

  11. No Access

    Book

    Flux-Corrected Transport

    Principles, Algorithms, and Applications

    Dr. Dmitri Kuzmin, Prof. Rainald Löhner… in Scientific Computation (2005)