A Parallel Cyclic Reduction Algorithm for Pentadiagonal Systems with Application to a Convection-Dominated Heston PDE

Abhijit Ghosh, Chittaranjan Mishra. A Parallel Cyclic Reduction Algorithm for Pentadiagonal Systems with Application to a Convection-Dominated Heston PDE. SIAM J. Scientific Computing, 43(2), 2021. [doi]

Abstract

Abstract is missing.