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This overview is devoted to splitting methods, a class of numerical integrators intended for differential equations that can be subdivided into different problems easier to solve than the original system. Closely connected with this class…

Numerical Analysis · Mathematics 2024-05-08 Sergio Blanes , Fernando Casas , Ander Murua

We consider the solution to the biharmonic equation in mixed form discretized by the Hybrid High-Order (HHO) methods. The two resulting second-order elliptic problems can be decoupled via the introduction of a new unknown, corresponding to…

Numerical Analysis · Mathematics 2024-09-06 Paola F. Antonietti , Pierre Matalon , Marco Verani

In this paper, we introduce a higher-order multiscale method for time-dependent problems with highly oscillatory coefficients. Building on the localized orthogonal decomposition (LOD) framework, we construct enriched correction operators to…

Numerical Analysis · Mathematics 2026-05-15 Balaje Kalyanaraman , Felix Krumbiegel , Roland Maier , Siyang Wang

The time-fractional Black-Scholes equation (TFBSE) is intended to price the options for which the underlying price fluctuates within a correlated fractal transmission system. Although the TFBSE is an influential approach for grasping the…

Numerical Analysis · Mathematics 2025-08-12 Nizamudheen V , Riyasudheen TK , Noufal Asharaf , Shefeeq T

The Black-Scholes framework is crucial in pricing a vast number of financial instruments that permeate the complex dynamics of world markets. Associated with this framework, we consider a second-order differential operator $L(x,…

Numerical Analysis · Mathematics 2025-05-30 Jorge P. Zubelli , Kuldeep Singh , Vinicius Albani , Ioannis Kourakis

We are concerned in designing a suitable numerical scheme based on the equal-order hybrid high-order (HHO) method for the linear parabolic integro-differential equations. The spatial discretization is made using the equal-order HHO method…

Numerical Analysis · Mathematics 2026-04-17 Achyuta Ranjan Dutta Mohapatra

It is well known that the exponential time differencing (ETD) method has been successfully applied to the classic Cahn-Hilliard equation with double well potential. However, this numerical method can not be extended to the Cahn-Hilliard…

Numerical Analysis · Mathematics 2026-04-07 Yingying Wang , Xiao Li , Zhengru Zhang

We investigate qualitative and quantitative behavior of a solution of the mathematical model for pricing American style of perpetual put options. We assume the option price is a solution to the stationary generalized Black-Scholes equation…

Mathematical Finance · Quantitative Finance 2017-11-09 Maria do Rosario Grossinho , Yaser Kord Faghan , Daniel Sevcovic

We propose a novel variant of the Localized Orthogonal Decomposition (LOD) method for time-harmonic scattering problems of Helmholtz type with high wavenumber $\kappa$. On a coarse mesh of width $H$, the proposed method identifies local…

Numerical Analysis · Mathematics 2024-08-05 Philip Freese , Moritz Hauck , Daniel Peterseim

In this paper, we propose and analyze a multiscale method for a class of quasilinear elliptic problems of nonmonotone type with spatially multiscale coefficient. The numerical approach is inspired by the Localized Orthogonal Decomposition…

Numerical Analysis · Mathematics 2025-07-28 Maher Khrais , Barbara Verfürth

This paper concerns the numerical valuation of swing options with discrete action times under a linear two-factor mean-reverting model with jumps. The resulting sequence of two-dimensional partial integro-differential equations (PIDEs) are…

Numerical Analysis · Mathematics 2026-02-05 Mustapha Regragui , Karel J. in 't Hout , Michèle Vanmaele , Fred Espen Benth

The Cahn-Hilliard equation is related with a number of interesting physical phenomena like the spinodal decomposition, phase separation and phase ordering dynamics. On the other hand this equation is very stiff an the difficulty to solve it…

Statistical Mechanics · Physics 2009-11-10 E. V. L. de Mello , Otton Teixeira da Silveira Filho

The splitting method is a powerful method for solving partial differential equations. Various splitting methods have been designed to separate different physics, nonlinearities, and so on. Recently, a new splitting approach has been…

Numerical Analysis · Mathematics 2023-03-22 Yalchin Efendiev , Wing Tat Leung , Wenyuan Li , Zecheng Zhang

A high-order numerical method is developed for solving the Cahn-Hilliard-Navier-Stokes equations with the Flory-Huggins potential. The scheme is based on the $Q_k$ finite element with mass lumping on rectangular grids, the second-order…

Numerical Analysis · Mathematics 2024-07-24 Yali Gao , Daozhi Han , Sayantan Sarkar

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

In this article, we consider the stochastic Cahn--Hilliard equation driven by space-time white noise. We discretize this equation by using a spatial spectral Galerkin method and a temporal accelerated implicit Euler method. The optimal…

Numerical Analysis · Mathematics 2020-06-23 Jianbo Cui , Jialin Hong , Liying Sun

Splitting methods for the numerical integration of differential equations of order greater than two involve necessarily negative coefficients. This order barrier can be overcome by considering complex coefficients with positive real part.…

Numerical Analysis · Mathematics 2015-04-10 Sergio Blanes , Fernando Casas , Ander Murua

The purpose of this survey chapter is to present a transformation technique that can be used in analysis and numerical computation of the early exercise boundary for an American style of vanilla options that can be modelled by class of…

Computational Finance · Quantitative Finance 2008-12-10 Daniel Sevcovic

We propose a hydridizable discontinuous Galerkin (HDG) method for solving the Cahn-Hilliard equation. The temporal discretization can be based on either the backward Euler method or the convex-splitting method. We show that the fully…

Numerical Analysis · Mathematics 2024-12-20 Gang Chen , Daozhi Han , John Singler , Yangwen Zhang

The purpose of this paper is to analyze solutions of a non-local nonlinear partial integro-differential equation (PIDE) in multidimensional spaces. Such class of PIDE often arises in financial modeling. We employ the theory of abstract…

Mathematical Finance · Quantitative Finance 2021-06-22 Daniel Sevcovic , Cyril Izuchukwu Udeani