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ORCIDCornelis W. Oosterlee
Kees Oosterlee
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- affiliation: Delft University of Technology, Netherlands
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2020 – today
- 2025
[j89]Luis Antonio Souto Arias
, Pasquale Cirillo, Cornelis W. Oosterlee:
The Heston-Queue-Hawkes process: A new self-exciting jump-diffusion model for options pricing, and an extension of the COS method for discrete distributions. J. Comput. Appl. Math. 454: 116177 (2025)- [j88]Zhipeng Huang, Balint Negyesi, Cornelis W. Oosterlee:
Convergence of the deep BSDE method for stochastic control problems formulated through the stochastic maximum principle. Math. Comput. Simul. 227: 553-568 (2025) - [i27]Balint Negyesi, Cornelis W. Oosterlee:
A numerical Fourier cosine expansion method with higher order Taylor schemes for fully coupled FBSDEs. CoRR abs/2501.10988 (2025) - 2024
- [j87]Fei Gao, Cornelis W. Oosterlee, Jiangshe Zhang:
A deep learning-based Monte Carlo simulation scheme for stochastic differential equations driven by fractional Brownian motion. Neurocomputing 574: 127245 (2024) - [i26]Yong-Liang Zhao, Xian-Ming Gu, Cornelis W. Oosterlee:
A parallel preconditioner for the all-at-once linear system from evolutionary PDEs with Crank-Nicolson discretization. CoRR abs/2401.16113 (2024) - [i25]Zhipeng Huang, Balint Negyesi, Cornelis W. Oosterlee:
Convergence of the deep BSDE method for stochastic control problems formulated through the stochastic maximum principle. CoRR abs/2401.17472 (2024) - [i24]Balint Negyesi, Zhipeng Huang, Cornelis W. Oosterlee:
Generalized convergence of the deep BSDE method: a step towards fully-coupled FBSDEs and applications in stochastic control. CoRR abs/2403.18552 (2024) - [i23]Xian-Ming Gu, Jun Liu, Cornelis W. Oosterlee:
Parallel-in-Time Iterative Methods for Pricing American Options. CoRR abs/2405.08280 (2024) - [i22]Nikolaj Takata Mücke, Sander M. Bohté, Cornelis W. Oosterlee:
The Deep Latent Space Particle Filter for Real-Time Data Assimilation with Uncertainty Quantification. CoRR abs/2406.02204 (2024) - 2023
- [j86]Nikolaj Takata Mücke, Benjamin Sanderse, Sander M. Bohté, Cornelis W. Oosterlee:
Markov chain generative adversarial neural networks for solving Bayesian inverse problems in physics applications. Comput. Math. Appl. 147: 278-299 (2023) - [j85]Fei Gao, Shuaiqiang Liu, Cornelis W. Oosterlee, Nico M. Temme:
Evaluation of integrals with fractional Brownian motion for different Hurst indices. Int. J. Comput. Math. 100(4): 847-866 (2023) - [j84]Luis Antonio Souto Arias, Cornelis W. Oosterlee, Pasquale Cirillo:
AIDA: Analytic isolation and distance-based anomaly detection algorithm. Pattern Recognit. 141: 109607 (2023) - [j83]Nikolaj Takata Mücke, Prerna Pandey, Shashi Jain, Sander M. Bohté, Cornelis W. Oosterlee:
A Probabilistic Digital Twin for Leak Localization in Water Distribution Networks Using Generative Deep Learning. Sensors 23(13): 6179 (2023) - [j82]Kristoffer Andersson, Adam Andersson, Cornelis W. Oosterlee:
Convergence of a Robust Deep FBSDE Method for Stochastic Control. SIAM J. Sci. Comput. 45(1): 226- (2023) - [i21]Shuaiqiang Liu, Graziana Colonna, Lech A. Grzelak, Cornelis W. Oosterlee:
GPU acceleration of the Seven-League Scheme for large time step simulations of stochastic differential equations. CoRR abs/2302.05170 (2023) - [i20]J. F. H. Buist, Benjamin Sanderse, S. Dubinkina, Cornelis W. Oosterlee, R. A. W. M. Henkes:
Energy-stable discretization of the one-dimensional two-fluid model. CoRR abs/2310.13978 (2023) - 2022
- [j81]Remco van der Meer, Cornelis W. Oosterlee, Anastasia Borovykh:
Optimally weighted loss functions for solving PDEs with Neural Networks. J. Comput. Appl. Math. 405: 113887 (2022) - [i19]Kristoffer Andersson, Adam Andersson, Cornelis W. Oosterlee:
Convergence of a robust deep FBSDE method for stochastic control. CoRR abs/2201.06854 (2022) - [i18]Fei Gao, Shuaiqiang Liu, Cornelis W. Oosterlee, Nico M. Temme:
Solution of integrals with fractional Brownian motion for different Hurst indices. CoRR abs/2203.02323 (2022) - [i17]Luis Antonio Souto Arias, Cornelis W. Oosterlee, Pasquale Cirillo:
AIDA: Analytic Isolation and Distance-based Anomaly Detection Algorithm. CoRR abs/2212.02645 (2022) - 2021
- [j80]Beatriz Salvador, Cornelis W. Oosterlee:
Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model. Appl. Math. Comput. 391: 125489 (2021) - [j79]Thomas van der Zwaard, Lech A. Grzelak, Cornelis W. Oosterlee:
A computational approach to hedging Credit Valuation Adjustment in a jump-diffusion setting. Appl. Math. Comput. 391: 125671 (2021) - [j78]Beatriz Salvador, Cornelis W. Oosterlee:
Corrigendum to "Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model". Appl. Math. Comput. 406: 125999 (2021) - [j77]Kristoffer Andersson, Cornelis W. Oosterlee:
A deep learning approach for computations of exposure profiles for high-dimensional Bermudan options. Appl. Math. Comput. 408: 126332 (2021) - [j76]Kristoffer Andersson, Cornelis W. Oosterlee:
Deep learning for CVA computations of large portfolios of financial derivatives. Appl. Math. Comput. 409: 126399 (2021) - [j75]Boris C. Boonstra, Cornelis W. Oosterlee:
Valuation of electricity storage contracts using the COS method. Appl. Math. Comput. 410: 126416 (2021) - [j74]Nikolaj Takata Mücke, Sander M. Bohté, Cornelis W. Oosterlee:
Reduced order modeling for parameterized time-dependent PDEs using spatially and memory aware deep learning. J. Comput. Sci. 53: 101408 (2021) - [i16]Jorino van Rhijn, Cornelis W. Oosterlee, Lech A. Grzelak, Shuaiqiang Liu:
Monte Carlo Simulation of SDEs using GANs. CoRR abs/2104.01437 (2021) - [i15]J. F. H. Buist, Benjamin Sanderse, S. Dubinkina, R. A. W. M. Henkes, Cornelis W. Oosterlee:
Energy-conserving formulation of the two-fluid model for incompressible two-phase flow in channels and pipes. CoRR abs/2104.07728 (2021) - [i14]Balint Negyesi, Kristoffer Andersson, Cornelis W. Oosterlee:
The One Step Malliavin scheme: new discretization of BSDEs implemented with deep learning regressions. CoRR abs/2110.05421 (2021) - [i13]Nikolaj Takata Mücke, Benjamin Sanderse, Sander M. Bohté, Cornelis W. Oosterlee:
Markov Chain Generative Adversarial Neural Networks for Solving Bayesian Inverse Problems in Physics Applications. CoRR abs/2111.12408 (2021) - 2020
- [i12]Shuaiqiang Liu, Álvaro Leitao, Anastasia Borovykh, Cornelis W. Oosterlee:
On Calibration Neural Networks for extracting implied information from American options. CoRR abs/2001.11786 (2020) - [i11]Remco van der Meer, Cornelis W. Oosterlee, Anastasia Borovykh:
Optimally weighted loss functions for solving PDEs with Neural Networks. CoRR abs/2002.06269 (2020) - [i10]Shuaiqiang Liu, Lech A. Grzelak, Cornelis W. Oosterlee:
The Seven-League Scheme: Deep learning for large time step Monte Carlo simulations of stochastic differential equations. CoRR abs/2009.03202 (2020) - [i9]Linlin Bu, Cornelis W. Oosterlee:
On high-order schemes for tempered fractional partial differential equations. CoRR abs/2009.07321 (2020) - [i8]Nikolaj Takata Mücke, Sander M. Bohté, Cornelis W. Oosterlee:
Reduced Order Modeling for Parameterized Time-Dependent PDEs using Spatially and Memory Aware Deep Learning. CoRR abs/2011.11327 (2020) - [i7]Andrea Fontanari, Kees Oosterlee:
Dronesurance: Using AI Models to Predict Drone Damage for Insurance Policies. ERCIM News 2020(123) (2020)
2010 – 2019
- 2019
- [j73]Lina von Sydow, Slobodan Milovanovic, Elisabeth Larsson, Karel J. in 't Hout, Magnus Wiktorsson, Cornelis W. Oosterlee, Victor Shcherbakov, Maarten Wyns, Álvaro Leitao, Shashi Jain, Tinne Haentjens, Johan Waldén:
BENCHOP - SLV: the BENCHmarking project in Option Pricing - Stochastic and Local Volatility problems. Int. J. Comput. Math. 96(10): 1910-1923 (2019) - [j72]Gemma Colldeforns-Papiol, Luis Ortiz-Gracia, Cornelis W. Oosterlee:
Quantifying credit portfolio losses under multi-factor models. Int. J. Comput. Math. 96(11): 2135-2156 (2019) - [j71]Stefan N. Singor, Eric Schols, Cornelis W. Oosterlee:
Approximation of insurance liability contracts using radial basis functions. Int. J. Comput. Math. 96(11): 2245-2271 (2019) - [j70]Ki Wai Chau, Cornelis W. Oosterlee:
Stochastic grid bundling method for backward stochastic differential equations. Int. J. Comput. Math. 96(11): 2272-2301 (2019) - [j69]Shashi Jain, Álvaro Leitao, Cornelis W. Oosterlee:
Rolling Adjoints: Fast Greeks along Monte Carlo scenarios for early-exercise options. J. Comput. Sci. 33: 95-112 (2019) - [j68]Anastasia Borovykh, Cornelis W. Oosterlee, Sander M. Bohté:
Generalization in fully-connected neural networks for time series forecasting. J. Comput. Sci. 36 (2019) - [j67]Prashant Kumar, Carmen Rodrigo, Francisco José Gaspar, Cornelis W. Oosterlee:
On Local Fourier Analysis of Multigrid Methods for PDEs with Jumping and Random Coefficients. SIAM J. Sci. Comput. 41(3): A1385-A1413 (2019) - [i6]Shuaiqiang Liu, Cornelis W. Oosterlee, Sander M. Bohté:
Pricing options and computing implied volatilities using neural networks. CoRR abs/1901.08943 (2019) - [i5]Anastasia Borovykh, Cornelis W. Oosterlee, Sander M. Bohté:
Generalisation in fully-connected neural networks for time series forecasting. CoRR abs/1902.05312 (2019) - [i4]Shuaiqiang Liu, Anastasia Borovykh, Lech A. Grzelak, Cornelis W. Oosterlee:
A neural network-based framework for financial model calibration. CoRR abs/1904.10523 (2019) - [i3]Ki Wai Chau, Cornelis W. Oosterlee:
Exploration of a Cosine Expansion Lattice Scheme. CoRR abs/1907.02758 (2019) - 2018
- [j66]Álvaro Leitao, Cornelis W. Oosterlee, Luis Ortiz-Gracia, Sander M. Bohté:
On the data-driven COS method. Appl. Math. Comput. 317: 68-84 (2018) - [j65]Z. van der Have, Cornelis W. Oosterlee:
The COS method for option valuation under the SABR dynamics. Int. J. Comput. Math. 95(2): 444-464 (2018) - [j64]Peiyao Luo, Carmen Rodrigo, Francisco José Gaspar, Cornelis W. Oosterlee:
Monolithic multigrid method for the coupled Stokes flow and deformable porous medium system. J. Comput. Phys. 353: 148-168 (2018) - [j63]Prashant Kumar, Peiyao Luo, Francisco José Gaspar, Cornelis W. Oosterlee:
A multigrid multilevel Monte Carlo method for transport in the Darcy-Stokes system. J. Comput. Phys. 371: 382-408 (2018) - [j62]Anastasia Borovykh, Andrea Pascucci, Cornelis W. Oosterlee:
Efficient Computation of Various Valuation Adjustments Under Local Lévy Models. SIAM J. Financial Math. 9(1): 251-273 (2018) - 2017
- [j61]Álvaro Leitao, Lech A. Grzelak, Cornelis W. Oosterlee:
On a one time-step Monte Carlo simulation approach of the SABR model: Application to European options. Appl. Math. Comput. 293: 461-479 (2017) - [j60]Peiyao Luo, Carmen Rodrigo, Francisco José Gaspar, Cornelis W. Oosterlee:
On an Uzawa smoother in multigrid for poroelasticity equations. Numer. Linear Algebra Appl. 24(1) (2017) - [j59]S. C. Maree, Luis Ortiz-Gracia, Cornelis W. Oosterlee:
Pricing early-exercise and discrete barrier options by Shannon wavelet expansions. Numerische Mathematik 136(4): 1035-1070 (2017) - [j58]Peiyao Luo, Carmen Rodrigo, Francisco José Gaspar Lorenz, Cornelis W. Oosterlee:
Uzawa Smoother in Multigrid for the Coupled Porous Medium and Stokes Flow System. SIAM J. Sci. Comput. 39(5) (2017) - 2016
- [j57]T. P. Huijskens, Maria J. Ruijter, Cornelis W. Oosterlee:
Efficient numerical Fourier methods for coupled forward-backward SDEs. J. Comput. Appl. Math. 296: 593-612 (2016) - [j56]Luis Ortiz-Gracia, Cornelis W. Oosterlee:
A Highly Efficient Shannon Wavelet Inverse Fourier Technique for Pricing European Options. SIAM J. Sci. Comput. 38(1) (2016) - 2015
- [j55]Shashi Jain, Cornelis W. Oosterlee:
The Stochastic Grid Bundling Method: Efficient pricing of Bermudan options and their Greeks. Appl. Math. Comput. 269: 412-431 (2015) - [j54]Peiyao Luo, Carmen Rodrigo, Francisco José Gaspar, Cornelis W. Oosterlee:
Multigrid method for nonlinear poroelasticity equations. Comput. Vis. Sci. 17(5): 255-265 (2015) - [j53]Karel J. in 't Hout, Andrey Itkin, Cornelis W. Oosterlee, Jari Toivanen:
Editorial. Int. J. Comput. Math. 92(12): 2345-2346 (2015) - [j52]Lina von Sydow, Lars Josef Höök, Elisabeth Larsson, Erik Lindström, Slobodan Milovanovic, Jonas Persson, Victor Shcherbakov, Yuri Shpolyanskiy, Samuel Sirén, Jari Toivanen, Johan Waldén, Magnus Wiktorsson, Jeremy Levesley, Juxi Li, Cornelis W. Oosterlee, Maria J. Ruijter, Alexander Toropov, Yangzhang Zhao:
BENCHOP - The BENCHmarking project in option pricing. Int. J. Comput. Math. 92(12): 2361-2379 (2015) - [j51]Fei Cong, Cornelis W. Oosterlee:
Pricing Bermudan options under Merton jump-diffusion asset dynamics. Int. J. Comput. Math. 92(12): 2406-2432 (2015) - [j50]Álvaro Leitao, Cornelis W. Oosterlee:
GPU acceleration of the stochastic grid bundling method for early-exercise options. Int. J. Comput. Math. 92(12): 2433-2454 (2015) - [j49]Jing Zhao, Edwin A. H. Vollebregt, Cornelis W. Oosterlee:
A fast nonlinear conjugate gradient based method for 3D concentrated frictional contact problems. J. Comput. Phys. 288: 86-100 (2015) - [j48]Marjon J. Ruijter, Cornelis W. Oosterlee:
A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs. SIAM J. Sci. Comput. 37(2) (2015) - 2014
- [j47]Luis Ortiz-Gracia, Cornelis W. Oosterlee:
Efficient VaR and Expected Shortfall computations for nonlinear portfolios within the delta-gamma approach. Appl. Math. Comput. 244: 16-31 (2014) - [j46]Bowen Zhang, Cornelis W. Oosterlee:
Acceleration of option pricing technique on graphics processing units. Concurr. Comput. Pract. Exp. 26(9): 1626-1639 (2014) - [j45]Jing Zhao, Edwin A. H. Vollebregt, Cornelis W. Oosterlee:
Multigrid with FFT smoother for a simplified 2D frictional contact problem. Numer. Linear Algebra Appl. 21(2): 256-274 (2014) - [j44]Francisco José Gaspar, Yvan Notay, Cornelis W. Oosterlee, Carmen Rodrigo:
A Simple and Efficient Segregated Smoother for the Discrete Stokes Equations. SIAM J. Sci. Comput. 36(3) (2014) - 2013
- [j43]Alfio Borzì, Cornelis W. Oosterlee:
Fast solvers for simulation, inversion, and control of wave propagation problems. Numer. Linear Algebra Appl. 20(4): 539-540 (2013) - [j42]Marjon J. Ruijter, Cornelis W. Oosterlee, Rob F. T. Aalbers:
On the Fourier cosine series expansion method for stochastic control problems. Numer. Linear Algebra Appl. 20(4): 598-625 (2013) - [j41]Bowen Zhang, Cornelis W. Oosterlee:
Efficient Pricing of European-Style Asian Options under Exponential Lévy Processes Based on Fourier Cosine Expansions. SIAM J. Financial Math. 4(1): 399-426 (2013) - [j40]Luis Ortiz-Gracia, Cornelis W. Oosterlee:
Robust Pricing of European Options with Wavelets and the Characteristic Function. SIAM J. Sci. Comput. 35(5) (2013) - 2012
- [j39]Jari Toivanen, Cornelis W. Oosterlee, Song-Ping Zhu:
Computational methods for PDEs in finance. Int. J. Comput. Math. 89(9): 1093 (2012) - [j38]Shashi Jain, Cornelis W. Oosterlee:
Pricing high-dimensional Bermudan options using the stochastic grid method. Int. J. Comput. Math. 89(9): 1186-1211 (2012) - [j37]S. P. van der Pijl, Cornelis W. Oosterlee:
An ENO-Based Method for Second-Order Equations and Application to the Control of Dike Levels. J. Sci. Comput. 50(2): 462-492 (2012) - [j36]Marjon J. Ruijter, Cornelis W. Oosterlee:
Two-Dimensional Fourier Cosine Series Expansion Method for Pricing Financial Options. SIAM J. Sci. Comput. 34(5) (2012) - 2011
- [j35]Alfio Borzì, Cornelis W. Oosterlee:
Special issue in computing and visualization in science (CVS) related to the European Multigrid conference, EMG 2010. Comput. Vis. Sci. 14(1): 1 (2011) - [j34]Alfio Borzì, Cornelis W. Oosterlee:
Special issue in computing and visualization in science (CVS), related to the European multigrid conference, EMG 2010. Comput. Vis. Sci. 14(2): 49 (2011) - [j33]H. Knibbe, Cornelis W. Oosterlee, Cornelis Vuik:
GPU implementation of a Helmholtz Krylov solver preconditioned by a shifted Laplace multigrid method. J. Comput. Appl. Math. 236(3): 281-293 (2011) - [j32]Scott P. MacLachlan, Cornelis W. Oosterlee:
Local Fourier analysis for multigrid with overlapping smoothers applied to systems of PDEs. Numer. Linear Algebra Appl. 18(4): 751-774 (2011) - [j31]Lech A. Grzelak, Cornelis W. Oosterlee:
On the Heston Model with Stochastic Interest Rates. SIAM J. Financial Math. 2(1): 255-286 (2011) - [j30]Fang Fang, Cornelis W. Oosterlee:
A Fourier-Based Valuation Method for Bermudan and Barrier Options under Heston's Model. SIAM J. Financial Math. 2(1): 439-463 (2011) - [j29]Xinzheng Huang, Cornelis W. Oosterlee:
Saddlepoint Approximations for Expectations and an Application to CDO Pricing. SIAM J. Financial Math. 2(1): 692-714 (2011) - 2010
- [j28]Hisham Bin Zubair, Scott P. MacLachlan, Cornelis W. Oosterlee:
A geometric multigrid method based on L-shaped coarsening for PDEs on stretched grids. Numer. Linear Algebra Appl. 17(6): 871-894 (2010) - [j27]Carmen Rodrigo, Francisco José Gaspar, Cornelis W. Oosterlee, Irad Yavneh:
Accuracy Measures and Fourier Analysis for the Full Multigrid Algorithm. SIAM J. Sci. Comput. 32(5): 3108-3129 (2010)
2000 – 2009
- 2009
- [j26]Xinzheng Huang, Cornelis W. Oosterlee:
Adaptive integration for multi-factor portfolio credit loss models. J. Comput. Appl. Math. 231(2): 506-516 (2009) - [j25]N. Umetani, Scott P. MacLachlan, Cornelis W. Oosterlee:
A multigrid-based shifted Laplacian preconditioner for a fourth-order Helmholtz discretization. Numer. Linear Algebra Appl. 16(8): 603-626 (2009) - [j24]Fang Fang, Cornelis W. Oosterlee:
Pricing early-exercise and discrete barrier options by fourier-cosine series expansions. Numerische Mathematik 114(1): 27 (2009) - [c4]Bowen Zhang, Cornelis W. Oosterlee:
Option pricing with COS method on graphics processing units. IPDPS 2009: 1-8 - [i2]Xinzheng Huang, Cornelis W. Oosterlee:
Improving Banks' Credit Risk Management. ERCIM News 2009(78) (2009) - [i1]Cornelis W. Oosterlee, Lech A. Grzelak:
Fast Pricing of Hybrid Derivative Products. ERCIM News 2009(78) (2009) - 2008
- [j23]Francisco José Gaspar, José Luis Gracia, Francisco Javier Lisbona, Cornelis W. Oosterlee:
Distributive smoothers in multigrid for problems with dominating grad-div operators. Numer. Linear Algebra Appl. 15(8): 661-683 (2008) - [j22]Scott P. MacLachlan, Cornelis W. Oosterlee:
Algebraic Multigrid Solvers for Complex-Valued Matrices. SIAM J. Sci. Comput. 30(3): 1548-1571 (2008) - [j21]R. Lord, Fang Fang, F. Bervoets, Cornelis W. Oosterlee:
A Fast and Accurate FFT-Based Method for Pricing Early-Exercise Options under L[e-acute]vy Processes. SIAM J. Sci. Comput. 30(4): 1678-1705 (2008) - [j20]Fang Fang, Cornelis W. Oosterlee:
A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions. SIAM J. Sci. Comput. 31(2): 826-848 (2008) - 2007
- [j19]Hisham Bin Zubair, Coenraad Cornelis Willem Leentvaar, Cornelis W. Oosterlee:
Greedy Tikhonov regularization for large linear ill-posed problems. Int. J. Comput. Math. 84(8): 1131-1149 (2007) - [j18]Kees Oosterlee, Barry Koren, Kees Vuik:
Preface. J. Comput. Phys. 224(1): 1-2 (2007) - [j17]C. D. Riyanti, A. Kononov, Yogi A. Erlangga, Cornelis Vuik, Cornelis W. Oosterlee, René-Edouard Plessix, Wim A. Mulder:
A parallel multigrid-based preconditioner for the 3D heterogeneous high-frequency Helmholtz equation. J. Comput. Phys. 224(1): 431-448 (2007) - [j16]Ariel Almendral, Cornelis W. Oosterlee:
Accurate Evaluation of European and American Options Under the CGMY Process. SIAM J. Sci. Comput. 29(1): 93-117 (2007) - [j15]Hisham Bin Zubair, Cornelis W. Oosterlee, Roman Wienands:
Multigrid for High-Dimensional Elliptic Partial Differential Equations on Non-equidistant Grids. SIAM J. Sci. Comput. 29(4): 1613-1636 (2007) - [c3]R. Lord, Fang Fang, F. Bervoets, Cornelis W. Oosterlee:
A Fast Method for Pricing Early-Exercise Options with the FFT. International Conference on Computational Science (2) 2007: 415-422 - 2006
- [j14]Cornelis W. Oosterlee, Francisco José Gaspar Lorenz:
Multigrid Methods for the Stokes System. Comput. Sci. Eng. 8(6): 34-43 (2006) - [j13]Yogi A. Erlangga, Cornelis W. Oosterlee, Cornelis Vuik:
A Novel Multigrid Based Preconditioner For Heterogeneous Helmholtz Problems. SIAM J. Sci. Comput. 27(4): 1471-1492 (2006) - 2004
- [j12]Roman Wienands, Francisco José Gaspar, Francisco Javier Lisbona, Cornelis W. Oosterlee:
An Efficient Multigrid Solver based on Distributive Smoothing for Poroelasticity Equations. Computing 73(2): 99-119 (2004) - [j11]Francisco José Gaspar, Francisco Javier Lisbona, Cornelis W. Oosterlee, Roman Wienands:
A systematic comparison of coupled and distributive smoothing in multigrid for the poroelasticity system. Numer. Linear Algebra Appl. 11(2-3): 93-113 (2004) - 2003
- [j10]Cornelis W. Oosterlee, Roman Wienands:
A Genetic Search for Optimal Multigrid Components Within a Fourier Analysis Setting. SIAM J. Sci. Comput. 24(3): 924-944 (2003) - 2001
- [j9]Roman Wienands, Cornelis W. Oosterlee:
On Three-Grid Fourier Analysis for Multigrid. SIAM J. Sci. Comput. 23(2): 651-671 (2001) - 2000
- [j8]Takumi Washio, Cornelis W. Oosterlee:
Error analysis for a potential problem on locally refined grids. Numerische Mathematik 86(3): 539-563 (2000) - [j7]Cornelis W. Oosterlee, Takumi Washio:
Krylov Subspace Acceleration of Nonlinear Multigrid with Application to Recirculating Flows. SIAM J. Sci. Comput. 21(5): 1670-1690 (2000) - [j6]Roman Wienands, Cornelis W. Oosterlee, Takumi Washio:
Fourier Analysis of GMRES(m) Preconditioned by Multigrid. SIAM J. Sci. Comput. 22(2): 582-603 (2000)
1990 – 1999
- 1998
- [j5]Cornelis W. Oosterlee, Takumi Washio:
An Evaluation of Parallel Multigrid as a Solver and a Preconditioner for Singularly Perturbed Problems. SIAM J. Sci. Comput. 19(1): 87-110 (1998) - [j4]Takashi Washio, Cornelis W. Oosterlee:
Flexible Multiple Semicoarsening for Three-Dimensional Singularly Perturbed Problems. SIAM J. Sci. Comput. 19(5): 1646-1666 (1998) - 1996
- [j3]Rolf Hempel, Robin Calkin, Reinhold Hess, Wolfgang Joppich, Cornelis W. Oosterlee, Hubert Ritzdorf, Peter Wypior, Wolfgang Ziegler, Nubohiko Koike, Takashi Washio, Udo Keller:
Real Applications on the New Parallel System NEC Cenju-3. Parallel Comput. 22(1): 131-148 (1996) - 1995
- [c2]Cornelis W. Oosterlee, Hubert Ritzdorf:
A Robust Parallel Solver for 3D Fluid Flow Problems Using a High-Level Communications Library. PARCO 1995: 77-84 - 1994
- [c1]Cornelis W. Oosterlee, Hubert Ritzdorf, Anton Schüller, Barbara Steckel:
Parallel Multigrid Reesults for Euler Equations and Grid Partitioning into a Large Number of Blocks. HPCN 1994: 145-150 - 1993
- [j2]Cornelis W. Oosterlee, P. Wesseling:
A Robust Multigrid Method for a Discretization of the Incompressible Navier-Stokes Equations in General Coordinates. IMPACT Comput. Sci. Eng. 5(2): 128-151 (1993) - [j1]Cornelis W. Oosterlee, P. Wesseling:
Multigrid Schemes for Time-Dependent Incompressible Navier-Stokes Equations. IMPACT Comput. Sci. Eng. 5(3): 153-175 (1993)
Coauthor Index
Francisco José Gaspar
aka: Francisco José Gaspar Lorenz
aka: Francisco José Gaspar Lorenz
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load citations from opencitations.net
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OpenAlex data
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last updated on 2025-03-04 22:27 CET by the dblp team
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