Jari Toivanen

Publication Activity (10 Years)

Years Active: 1994-2024
Publications (10 Years): 9

Top Topics

Helmholtz Stereopsis

Fourier Transform

Diffusion Models

Top Venues

Int. J. Comput. Math.

J. Comput. Sci.

SIAM J. Sci. Comput.

Publications

Raino A. E. Mäkinen, Jari Toivanen
Short Communication: Monte Carlo Expected Wealth and Risk Measure Trade-Off Portfolio Optimization. SIAM J. Financial Math. 15 (2) (2024)
Jari Toivanen, Monika Wolfmayr
A fast Fourier transform based direct solver for the Helmholtz problem. Numer. Linear Algebra Appl. 27 (3) (2020)
Erkki Heikkola, Kazufumi Ito, Jari Toivanen
A Parallel Domain Decomposition Method for the Helmholtz Equation in Layered Media. SIAM J. Sci. Comput. 41 (5) (2019)
Jari Toivanen, Monika Wolfmayr
A fast Fourier transform based direct solver for the Helmholtz problem. CoRR (2018)
Karel J. in 't Hout, Andrey Itkin, Lina von Sydow, Jari Toivanen
Special issue - Computational and algorithmic finance. J. Comput. Sci. 24 (2018)
Mirko Myllykoski, Tuomo Rossi, Jari Toivanen
On solving separable block tridiagonal linear systems using a GPU implementation of radix-4 PSCR method. J. Parallel Distributed Comput. 115 (2018)
Maciej Balajewicz, Jari Toivanen
Reduced order models for pricing European and American options under stochastic volatility and jump-diffusion models. J. Comput. Sci. 20 (2017)
Maciej Balajewicz, Jari Toivanen
Reduced Order Models for Pricing American Options under Stochastic Volatility and Jump-Diffusion Models. ICCS (2016)
Maciej Balajewicz, Jari Toivanen
Reduced Order Models for Pricing European and American Options under Stochastic Volatility and Jump-Diffusion Models. CoRR (2016)
Karel J. in 't Hout, Andrey Itkin, Cornelis W. Oosterlee, Jari Toivanen
Editorial. Int. J. Comput. Math. 92 (12) (2015)
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) (2015)
Lina von Sydow, Jari Toivanen, C. Zhang
Adaptive finite differences and IMEX time-stepping to price options under Bates model. Int. J. Comput. Math. 92 (12) (2015)
Santtu Salmi, Jari Toivanen, Lina von Sydow
An IMEX-Scheme for Pricing Options under Stochastic Volatility Models with Jumps. SIAM J. Sci. Comput. 36 (5) (2014)
Santtu Salmi, Jari Toivanen, Lina von Sydow
Iterative Methods for Pricing American Options under the Bates Model. ICCS (2013)
Santtu Salmi, Jari Toivanen
Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models. Int. J. Comput. Math. 89 (9) (2012)
Charbel Farhat, Jari Toivanen
A hybrid discontinuous Galerkin method for computing the ground state solution of Bose-Einstein condensates. J. Comput. Phys. 231 (14) (2012)
Mirko Myllykoski, Tuomo Rossi, Jari Toivanen
Fast Poisson Solvers for Graphics Processing Units. PARA (2012)
Jari Toivanen, Cornelis W. Oosterlee, Song-Ping Zhu
Computational methods for PDEs in finance. Int. J. Comput. Math. 89 (9) (2012)
Tuomas Airaksinen, Anssi Pennanen, Jari Toivanen
A damping preconditioner for time-harmonic wave equations in fluid and elastic material. J. Comput. Phys. 228 (5) (2009)
Samuli Ikonen, Jari Toivanen
Operator splitting methods for pricing American options under stochastic volatility. Numerische Mathematik 113 (2) (2009)
Kazufumi Ito, Jari Toivanen
Lagrange Multiplier Approach with Optimized Finite Difference Stencils for Pricing American Options under Stochastic Volatility. SIAM J. Sci. Comput. 31 (4) (2009)
Jari Toivanen
Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model. SIAM J. Sci. Comput. 30 (4) (2008)
Kazufumi Ito, Zhonghua Qiao, Jari Toivanen
A domain decomposition solver for acoustic scattering by elastic objects in layered media. J. Comput. Phys. 227 (19) (2008)
Ferrante Neri, Jari Toivanen, Raino A. E. Mäkinen
An adaptive evolutionary algorithm with intelligent mutation local searchers for designing multidrug therapies for HIV. Appl. Intell. 27 (3) (2007)
Lauri Lehtovaara, Jari Toivanen, Jussi Eloranta
Solution of time-independent Schrödinger equation by the imaginary time propagation method. J. Comput. Phys. 221 (1) (2007)
Tuomas Airaksinen, Erkki Heikkola, Anssi Pennanen, Jari Toivanen
An algebraic multigrid based shifted-Laplacian preconditioner for the Helmholtz equation. J. Comput. Phys. 226 (1) (2007)
Ferrante Neri, Jari Toivanen, Giuseppe Leonardo Cascella, Yew-Soon Ong
An Adaptive Multimeme Algorithm for Designing HIV Multidrug Therapies. IEEE ACM Trans. Comput. Biol. Bioinform. 4 (2) (2007)
Kazufumi Ito, Jari Toivanen
Preconditioned iterative methods on sparse subspaces. Appl. Math. Lett. 19 (11) (2006)
Samuli Ikonen, Jari Toivanen
Operator splitting methods for American option pricing. Appl. Math. Lett. 17 (7) (2004)
Erkki Heikkola, Tuomo Rossi, Jari Toivanen
A Parallel Fictitious Domain Method for the Three-Dimensional Helmholtz Equation. SIAM J. Sci. Comput. 24 (5) (2003)
Kaisa Miettinen, Marko M. Mäkelä, Jari Toivanen
Numerical Comparison of Some Penalty-Based Constraint Handling Techniques in Genetic Algorithms. J. Glob. Optim. 27 (4) (2003)
Nicolas Barberou, Marc Garbey, Matthias Hess, Michael M. Resch, Tuomo Rossi, Jari Toivanen, Damien Tromeur-Dervout
Efficient metacomputing of elliptic linear and non-linear problems. J. Parallel Distributed Comput. 63 (5) (2003)
Janne Martikainen, Tuomo Rossi, Jari Toivanen
A fast direct solver for elliptic problems with a divergence constraint. Numer. Linear Algebra Appl. 9 (8) (2002)
Tuomo Rossi, Jari Toivanen
A Parallel Fast Direct Solver for Block Tridiagonal Systems with Separable Matrices of Arbitrary Dimension. SIAM J. Sci. Comput. 20 (5) (1999)
Tuomo Rossi, Jari Toivanen
Parallel fictitious domain method for a non-linear elliptic neumann boundary value problem. Numer. Linear Algebra Appl. 6 (1) (1999)
Tuomo Rossi, Jari Toivanen
A Nonstandard Cyclic Reduction Method, Its Variants and Stability. SIAM J. Matrix Anal. Appl. 20 (3) (1999)
Erkki Heikkola, Tuomo Rossi, Jari Toivanen
A Parallel Fictitious Domain Method for the Three-Dimensional Helmholtz Equation. PPSC (1999)
Raino A. E. Mäkinen, Tuomo Rossi, Jari Toivanen
A Parallel Fast Direct Solver with Applications. HPCN Europe (1998)
Tuomo Rossi, Jari Toivanen
A Parallel Fast Direct Solver for the Discrete Solution of Separable Elliptic Equations. PPSC (1997)
Tuomo Rossi, Jari Toivanen
Numerical Experiments with a Parallel Fast Direct Elliptic Solver on Cray T3E. Euro-Par (1997)
Raino A. E. Mäkinen, Pekka Neittaanmäki, Jacques Périaux, Mourad Sefrioui, Jari Toivanen
Parallel Genetic Solution for Multiobjective MDO. Parallel CFD (1996)
Raino A. E. Mäkinen, Jari Toivanen
Parallel Solution of Optimal Shape Design Problem Governed by Helmholtz/Potential Flow Equations. PPSC (1995)
Jari Toivanen, Jari Honkola, Jari Nurmi, Jyrki Tuominen
A VHDL-based bus model for multi-PCB system design. EURO-DAC (1994)