A fast adaptive wavelet collocation algorithm for multidimensional PDEs

Wavelet Methods in PDE Valuation of Financial Derivatives

IDEAL '00 Proceedings of the Second International Conference on Intelligent Data Engineering and Automated Learning, Data Mining, Financial Engineering, and Intelligent Agents

An adaptive multilevel wavelet collocation method for elliptic problems

Journal of Computational Physics

Simultaneous space-time adaptive wavelet solution of nonlinear parabolic differential equations

Journal of Computational Physics

An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations

Journal of Computational Physics

Symplectic wavelet collocation method for Hamiltonian wave equations

Journal of Computational Physics

Simulating 2D Waves Propagation in Elastic Solid Media Using Wavelet Based Adaptive Method

Journal of Scientific Computing

Symplectic and multi-symplectic wavelet collocation methods for two-dimensional Schrödinger equations

Applied Numerical Mathematics

Multiscale modelling of bubbly systems using wavelet-based mesh adaptation

ICCS'05 Proceedings of the 5th international conference on Computational Science - Volume Part III