Jari Toivanen

According to our database1, Jari Toivanen authored at least 40 papers between 1994 and 2020.

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Bibliography

2020
A fast Fourier transform based direct solver for the Helmholtz problem.
Numer. Linear Algebra Appl., 2020

2019
A Parallel Domain Decomposition Method for the Helmholtz Equation in Layered Media.
SIAM J. Sci. Comput., 2019

2018
On solving separable block tridiagonal linear systems using a GPU implementation of radix-4 PSCR method.
J. Parallel Distributed Comput., 2018

Special issue - Computational and algorithmic finance.
J. Comput. Sci., 2018

2017
Reduced order models for pricing European and American options under stochastic volatility and jump-diffusion models.
J. Comput. Sci., 2017

2016
Reduced Order Models for Pricing American Options under Stochastic Volatility and Jump-Diffusion Models.
Proceedings of the International Conference on Computational Science 2016, 2016

2015
Adaptive finite differences and IMEX time-stepping to price options under Bates model.
Int. J. Comput. Math., 2015

BENCHOP - The BENCHmarking project in option pricing.
Int. J. Comput. Math., 2015

Editorial.
Int. J. Comput. Math., 2015

2014
An IMEX-Scheme for Pricing Options under Stochastic Volatility Models with Jumps.
SIAM J. Sci. Comput., 2014

2013
A Domain Decomposition Solver for the Discontinuous Enrichment Method for the Helmholtz Equation.
Proceedings of the Domain Decomposition Methods in Science and Engineering XX, 2013

Iterative Methods for Pricing American Options under the Bates Model.
Proceedings of the International Conference on Computational Science, 2013

2012
A hybrid discontinuous Galerkin method for computing the ground state solution of Bose-Einstein condensates.
J. Comput. Phys., 2012

Computational methods for PDEs in finance.
Int. J. Comput. Math., 2012

Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models.
Int. J. Comput. Math., 2012

Fast Poisson Solvers for Graphics Processing Units.
Proceedings of the Applied Parallel and Scientific Computing, 2012

2009
Lagrange Multiplier Approach with Optimized Finite Difference Stencils for Pricing American Options under Stochastic Volatility.
SIAM J. Sci. Comput., 2009

Operator splitting methods for pricing American options under stochastic volatility.
Numerische Mathematik, 2009

A damping preconditioner for time-harmonic wave equations in fluid and elastic material.
J. Comput. Phys., 2009

2008
Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model.
SIAM J. Sci. Comput., 2008

A domain decomposition solver for acoustic scattering by elastic objects in layered media.
J. Comput. Phys., 2008

2007
An Adaptive Multimeme Algorithm for Designing HIV Multidrug Therapies.
IEEE ACM Trans. Comput. Biol. Bioinform., 2007

Solution of time-independent Schrödinger equation by the imaginary time propagation method.
J. Comput. Phys., 2007

An algebraic multigrid based shifted-Laplacian preconditioner for the Helmholtz equation.
J. Comput. Phys., 2007

An adaptive evolutionary algorithm with intelligent mutation local searchers for designing multidrug therapies for HIV.
Appl. Intell., 2007

2006
Preconditioned iterative methods on sparse subspaces.
Appl. Math. Lett., 2006

2004
Operator splitting methods for American option pricing.
Appl. Math. Lett., 2004

2003
A Parallel Fictitious Domain Method for the Three-Dimensional Helmholtz Equation.
SIAM J. Sci. Comput., 2003

Efficient metacomputing of elliptic linear and non-linear problems.
J. Parallel Distributed Comput., 2003

Numerical Comparison of Some Penalty-Based Constraint Handling Techniques in Genetic Algorithms.
J. Glob. Optim., 2003

2002
A fast direct solver for elliptic problems with a divergence constraint.
Numer. Linear Algebra Appl., 2002

1999
A Parallel Fast Direct Solver for Block Tridiagonal Systems with Separable Matrices of Arbitrary Dimension.
SIAM J. Sci. Comput., 1999

A Nonstandard Cyclic Reduction Method, Its Variants and Stability.
SIAM J. Matrix Anal. Appl., 1999

Parallel fictitious domain method for a non-linear elliptic neumann boundary value problem.
Numer. Linear Algebra Appl., 1999

1998
A Parallel Fast Direct Solver with Applications.
Proceedings of the High-Performance Computing and Networking, 1998

1997
A Parallel Fast Direct Solver for the Discrete Solution of Separable Elliptic Equations.
Proceedings of the Eighth SIAM Conference on Parallel Processing for Scientific Computing, 1997

Numerical Experiments with a Parallel Fast Direct Elliptic Solver on Cray T3E.
Proceedings of the Euro-Par '97 Parallel Processing, 1997

1996
Parallel Genetic Solution for Multiobjective MDO.
Proceedings of the Conference on Parallel Computational Fluid Dynamics 1996, 1996

1995
Parallel Solution of Optimal Shape Design Problem Governed by Helmholtz/Potential Flow Equations.
Proceedings of the Seventh SIAM Conference on Parallel Processing for Scientific Computing, 1995

1994
A VHDL-based bus model for multi-PCB system design.
Proceedings of the Proceedings EURO-DAC'94, 1994


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