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math.NA2014
Time-dependent Hermite-Galerkin spectral method and its applications
Xue Luo, Shing-Tung Yau, Stephen S. -T. Yau
A time-dependent Hermite-Galerkin spectral method (THGSM) is investigated in this paper for the nonlinear convection-diffusion equations in the unbounded domains. The time-dependen…
math.NA2013★ 13 cited
Hermite spectral method with hyperbolic cross approximations to high-dimensional parabolic PDEs
Xue Luo, Stephen S. -T. Yau
It is well-known that sparse grid algorithm has been widely accepted as an efficient tool to overcome the "curse of dimensionality" in some degree. In this note, we first give the…