Publications for Lina von Sydow

Refereed

1. A multigrid preconditioner for an adaptive Black–Scholes solver. Alison Ramage and Lina von Sydow. In BIT Numerical Mathematics, volume 51, pp 217-233, 2011. (DOI).
2. Numerical option pricing in the presence of bubbles. Erik Ekström, Per Lötstedt, Lina von Sydow, and Johan Tysk. In Quantitative finance (Print), volume 11, pp 1125-1128, 2011. (DOI).
3. Pricing American options using a space-time adaptive finite difference method. Jonas Persson and Lina von Sydow. In Mathematics and Computers in Simulation, volume 80, pp 1922-1935, 2010. (DOI).
4. A highly accurate adaptive finite difference solver for the Black–Scholes equation. Gunilla Linde, Jonas Persson, and Lina von Sydow. In International Journal of Computer Mathematics, volume 86, pp 2104-2121, 2009. (DOI).
5. Pricing European multi-asset options using a space-time adaptive FD-method. Jonas Persson and Lina von Sydow. In Computing and Visualization in Science, volume 10, pp 173-183, 2007. (DOI).
6. Space-time adaptive finite difference method for European multi-asset options. Per Lötstedt, Jonas Persson, Lina von Sydow, and Johan Tysk. In Computers and Mathematics with Applications, volume 53, pp 1159-1180, 2007. (DOI).
7. Semi-Toeplitz preconditioning for the linearized Navier-Stokes equations. Samuel Sundberg and Lina von Sydow. In BIT Numerical Mathematics, volume 44, pp 307-341, 2004. (DOI).
8. Preconditioned implicit solution of linear hyperbolic equations with adaptivity. Per Lötstedt, Alison Ramage, Lina von Sydow, and Stefan Söderberg. In Journal of Computational and Applied Mathematics, volume 170, pp 269-289, 2004. (DOI).
9. Implicit solution of hyperbolic equations with space-time adaptivity. Per Lötstedt, Stefan Söderberg, Alison Ramage, and Lina Hemmingsson-Frändén. In BIT Numerical Mathematics, volume 42, pp 134-158, 2002. (DOI).
10. Deferred correction in space and time. Bertil Gustafsson and Lina Hemmingsson-Frändén. In Journal of Scientific Computing, volume 17, pp 541-550, 2002. (DOI).
11. A nearly optimal preconditioner for the Navier-Stokes equations. Lina Hemmingsson-Frändén and Andrew Wathen. In Numerical Linear Algebra with Applications, volume 8, pp 229-243, 2001. (DOI).
12. High order methods and domain decomposition. Bertil Gustafsson and Lina Hemmingsson-Frändén. In Absorbing Boundaries and Layers, Domain Decomposition Methods: Applications to Large Scale Computers, pp 341-347, Nova Science Publishers, Huntington, NY, 2001.
13. Implicit high-order difference methods and domain decomposition for hyperbolic problems. Bertil Gustafsson and Lina Hemmingsson-Frändén. In Applied Numerical Mathematics, volume 33, pp 493-500, 2000. (DOI).
14. A fast domain decomposition high order Poisson solver. Bertil Gustafsson and Lina Hemmingsson-Frändén. In Journal of Scientific Computing, volume 14, pp 223-243, 1999. (DOI).
15. A new parallel preconditioner for the Euler equations. Lina Hemmingsson and Andreas Kähäri. In Applied Parallel Computing: Large Scale Scientific and Industrial Problems, volume 1541 of Lecture Notes in Computer Science, pp 230-238, Springer-Verlag, Berlin, 1998. (DOI).
16. A semi-circulant preconditioner for the convection-diffusion equation. Lina Hemmingsson. In Numerische Mathematik, volume 81, pp 211-248, 1998. (DOI).
17. A domain decomposition method for almost incompressible flow. Lina Hemmingsson. In Computers & Fluids, volume 25, pp 771-789, 1996. (DOI).
18. Toeplitz preconditioners with block structure for first-order PDEs. Lina Hemmingsson. In Numerical Linear Algebra with Applications, volume 3, pp 21-44, 1996. (DOI).
19. Analysis of semi-Toeplitz preconditioners for first-order PDEs. Lina Hemmingsson and Kurt Otto. In SIAM Journal on Scientific Computing, volume 17, pp 47-64, 1996. (DOI).
20. A domain decomposition method for hyperbolic problems in 2D. Lina Hemmingsson. In Parallel Computational Fluid Dynamics: New Trends and Advances, pp 373-380, Elsevier Science, Amsterdam, The Netherlands, 1995. (DOI).
21. A domain decomposition method for first-order PDEs. Lina Hemmingsson. In SIAM Journal on Matrix Analysis and Applications, volume 16, pp 1241-1267, 1995. (DOI).
22. A fast modified sine transform for solving block-tridiagonal systems with Toeplitz blocks. Lina Hemmingsson. In Numerical Algorithms, volume 7, pp 375-389, 1994. (DOI).
23. Parallelization of iterative solution methods and preconditioners for non-diagonally dominant, block-tridiagonal systems of equations. Sverker Holmgren, Kurt Otto, and Lina Frändén. In Hypercube and Distributed Computers, pp 353-354, Elsevier Science, Amsterdam, The Netherlands, 1989.

Unrefereed

• High-order adaptive space-discretizations for the Black-Scholes equation. Gunilla Linde, Jonas Persson, and Lina von Sydow. Technical report / Department of Information Technology, Uppsala University nr 2006-021, 2006. (External link).
• Space-Time Adaptive Finite Difference Method for European Multi-Asset Options. Per Lötstedt, Jonas Persson, Lina von Sydow, and Johan Tysk. Technical report / Department of Information Technology, Uppsala University nr 2004-055, 2004. (External link).
• Pricing European Multi-asset Options Using a Space-time Adaptive FD-method. Jonas Persson and Lina von Sydow. Technical report / Department of Information Technology, Uppsala University nr 2003-059, 2003. (External link).
• Preconditioned implicit solution of linear hyperbolic equations with adaptivity. Per Lötstedt, Alison Ramage, Lina von Sydow, and Stefan Söderberg. Technical report / Department of Information Technology, Uppsala University nr 2003-034, 2003. (External link).
• Analysis of a semi-Toeplitz preconditioner for a convection-diffusion problem. Samuel Sundberg and Lina von Sydow. Technical report / Department of Information Technology, Uppsala University nr 2002-014, 2002. (External link).
• Implicit solution of hyperbolic equations with space-time adaptivity. Per Lötstedt, Stefan Söderberg, Alison Ramage, and Lina Hemmingsson-Frändén. Technical report / Department of Information Technology, Uppsala University nr 2000-023, 2000. (External link).
• Domain Decomposition Methods and Fast Solvers for First-order PDEs. Lina Hemmingsson. Ph.D. thesis, Comprehensive Summaries of Uppsala Dissertations from the Faculty of Science and Technology nr 114, Acta Universitatis Upsaliensis, Uppsala, 1995. (KÖP BOKEN / BUY THIS BOOK).