B-spline-based monotone multigrid methods

SIAM Journal on Numerical Analysis

Volumn 45, Issue 3, 2007, Pages 1175-1199

  Holtz, Markus ^a   Kunoth, Angela ^a  

^a UNIVERSITY OF BONN   (Germany)

Author keywords

American option; Cardinal higher order B spline; Convergence rates; Linear complementary problem; Monotone multigrid method; Optimal complexity; Optimized coarse grid correction algorithm; System of linear inequalities; Variational inequality

Indexed keywords

BOOLEAN FUNCTIONS; BOUNDARY CONDITIONS; BOUNDARY VALUE PROBLEMS; CONTROL THEORY; DERIVATIVES; DIFFERENTIAL EQUATIONS; EIGENVALUES AND EIGENFUNCTIONS; FINITE ELEMENT METHOD; FUNCTIONS; INITIAL VALUE PROBLEMS; MILITARY DATA PROCESSING; NUMERICAL ANALYSIS; NUMERICAL METHODS; PIECEWISE LINEAR TECHNIQUES; SHIP PROPELLERS; SPLINES; STANDARDS; TREES (MATHEMATICS); VARIATIONAL TECHNIQUES; VIBRATIONS (MECHANICAL);

AMERICAN OPTIONS; APPLIED MATHEMATICS; ARBITRARY ORDERS; ASYMPTOTICALLY OPTIMAL; B SPLINES; B-SPLINE EXPANSION; B-SPLINES; BLACK SCHOLES; BOUNDARY VALUES; CLOSED CONVEX SETS; COARSE GRID CORRECTION; COARSE GRIDS; COARSER GRIDS; CONSTRAINT SET (QCS); CONVEX SETS; DEGREES OF FREEDOM; DISCRETIZATION; DISCRETIZATIONS; FREE BOUNDARIES; FUNCTION VALUES; GREEK LETTERS; HIGH PRECISION; HIGHER-ORDER APPROXIMATIONS; LOWER BOUNDS; MONOTONICITY; MULTI GRID; MULTIGRID (MG) METHOD; NUMERICAL SOLUTIONS; OPTIMAL COMPLEXITY; OPTIMALITY; PIECE-WISE LINEAR (PWL); PROBLEM INVOLVING; SECOND DERIVATIVES; STANDARD MODEL (SM); UPPER BOUNDS; VARIATIONAL INEQUALITIES;

SET THEORY;

EID: 46949091375     PISSN: 00361429     EISSN: None     Source Type: Journal    
DOI: 10.1137/050642575     Document Type: Article

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