A multigrid preconditioner for an adaptive Black-Scholes solver

Engineering

• Multigrid 100%
• Algorithm 33%
• Converges 33%
• Standard Component 33%
• Numerical Experiment 33%
• Discretization 33%
• Implicit Time 33%
• Large Number 33%
• Efficiency 33%
• Simulation 33%
• Illustrates 33%

Mathematics

• Uniform Grid 66%
• Matrix 33%
• Converges 33%
• Largest Number 33%
• Time Discretization 33%
• Algorithm 33%
• Iterative Method 33%
• Numerical Experiment 33%
• Black-Scholes Equation 33%
• Efficiency 33%
• Systems of Linear Equation 33%

Computer Science

• Iteration Matrix 33%