135 citations · 583 across the 17 of their papers we have counts for
Showing math.NAShow all
2 papers · 1 filter
math.NA2018
A fast Fourier transform based direct solver for the Helmholtz problem
Jari Toivanen, Monika Wolfmayr
This paper is devoted to the efficient numerical solution of the Helmholtz equation in a two- or three-dimensional rectangular domain with an absorbing boundary condition (ABC). Th…
math.NA2017
ADI schemes for valuing European options under the Bates model
Karel in 't Hout, Jari Toivanen
This paper is concerned with the adaptation of alternating direction implicit (ADI) time discretization schemes for the numerical solution of partial integro-differential equations…