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20132026
most citedHigh-order compact finite difference scheme for option pricing in stochastic volatility models

75 citations · 453 across the 27 of their papers we have counts for

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math.NA2013

A primal-dual approach for a total variation Wasserstein flow

Martin Benning, Luca Calatroni, Bertram Düring +1

We consider a nonlinear fourth-order diffusion equation that arises in denoising of image densities. We propose an implicit time-stepping scheme that employs a primal-dual method f…

math.NA2013★ 12 cited

ADI splitting schemes for a fourth-order nonlinear partial differential equation from image processing

Luca Calatroni, Bertram Düring, Carola-Bibiane Schönlieb

We present directional operator splitting schemes for the numerical solution of a fourth-order, nonlinear partial differential evolution equation which arises in image processing.…