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Finite-Element Methods

  • Rüdiger U. Seydel

Abstract

The finite-difference approach with equidistant grids is easy to understand and straightforward to implement. The resulting uniform rectangular grids are comfortable, but in many applications not flexible enough. Steep gradients of the solution require a finer grid such that the difference quotients provide good approximations of the differentials. On the other hand, a flat gradient may be well modeled on a coarse grid. Such a flexibility of the grid is hard to obtain with finite-difference methods.

Keywords

Weak Solution Bilinear Form American Option Obstacle Problem Weighted Residual 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer 2006

Authors and Affiliations

  • Rüdiger U. Seydel
    • 1
  1. 1.Institute of MathematicsUniversity of KölnKölnGermany

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