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4 Result(s)

within A. Szepessy Remove this filter Mathematics Remove this filter

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  1. No Access

    Book

    Mathematics of Large Eddy Simulation of Turbulent Flows

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

  2. 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)

  3. 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)

  4. 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)