Toivanen, Jari

name

• Toivanen, Jari

Authored works

• A high-order front-tracking finite difference method for pricing American options under jump-diffusion models
• Fictitious domain method applied to shape optimization
• Numerical experiments with coupled fictitious domain and domain decomposition method for 2D Helmholtz equation

Works contributed to

• A damping preconditioner for time-harmonic wave equations in fluid and elastic material
• A fictitious domain method for the generalized stokes problem with application to unsteady navier-stokes flow simulations
• A parallel fast direct solver for block tridiagonal systems with separable matrices of arbitrary dimension
• A parallel fictitious domain method for the three-dimensional Helmholtz equation
• Active noise control in a stochastic domain based on a finite element model
• An adaptive evolutionary algorithm with an intelligent mutation for designing multidrug therapies for HIV
• An iterative method for pricing American options under jump-diffusion models
• Building blocks for odd-even multigrid with applications to reduced systems
• Comparison of four penalty function-based methods in handling constraints with genetic algorithms
• Componentwise splitting methods for pricing American options under stochastic volatility
• Efficient numerical methods for pricing American options under stochastic volatility
• Fast direct solution of the Helmholtz equation with a perfectly matched layer/an absorbing boundary condition
• FEMPAK 1.0 -elementtiohjelmisto
• Lagrange multiplier approach with optimized finete difference stencils for pricing American options under stochastic volatility
• New variants of divide & conquer method arising from block cyclic reduction type formulation
• Operator splitting methods for pricing American options with stochastic volatility
• Parallel fictitious domain method for a nonlinear elliptic Neumann boundary value problem
• Parallel solution of optimal shape design problem governed by Helmholtz/potential flow equations
• Pricing American options using LU decomposition
• Proceedings of EUROGEN99 : short course on evolutionary algorithms in engineering and computer science
• Two iterative methods for solving the Stokes problem

Works about Toivanen, Jari