Lina von Sydow
Professor at Department of Information Technology; Division of Scientific Computing
- Telephone:
- +46 18 471 27 85
- Mobile phone:
- +46 70 624 24 38
- E-mail:
- Lina.von.Sydow@it.uu.se
- Visiting address:
- Hus 10, Regementsvägen 10
- Postal address:
- Box 337
751 05 UPPSALA
- CV:
- Download CV
Short presentation
I am Professor in Scientific Computing at the Department of Information Technology.
I am Section Dean for the section of Mathematics and Computer Science since July 1 2023.
My research is concerned with aspects of scientific computing in finance and ice sheet modeling. Previously, my main research focus was in domain decomposition methods and fast solvers for PDEs.
I teach courses in scientific computing, mainly ones specialized on applications in finance.
Keywords
- scientific computing
- computational finance
- ice sheet modeling
- fast solvers
- domain decomposition methods
- partial differential equations
Biography
- PhD thesis defence in May 1995 with thesis Domain Decomposition Methods and Fast Solvers for First-order PDEs.
- Postdoc at Oxford University 1996/97.
- Permanent position as senior lecturer at Uppsala Universitet since 1997.
- Docent 2000.
- Excellent teacher 2013.
- Head of the Department of Information technology 2018-2023.
- Section Dean for the section of Mathematics and Computer Science since July 1 2023.
Research
My current research is concerned with numerical methods in
Previously my research area was
You find my Google Scholar profile here.

Publications
Recent publications
2025
Hur kan vi öka antalet kvinnliga studenter inom IT och datavetenskap?: En studie av en intervention
2025
Part of Geoscientific Model Development, p. 2245-2258, 2020
Numerical Ross Recovery for Diffusion Processes Using a PDE Approach
Part of Applied Mathematical Finance, p. 46-66, 2020
Part of Mathematics and Computers in Simulation, p. 205-217, 2020
All publications
Articles in journal
Part of Geoscientific Model Development, p. 2245-2258, 2020
Numerical Ross Recovery for Diffusion Processes Using a PDE Approach
Part of Applied Mathematical Finance, p. 46-66, 2020
Part of Mathematics and Computers in Simulation, p. 205-217, 2020
BENCHOP–SLV: The BENCHmarking project in Option Pricing – Stochastic and local volatility problems
Part of International Journal of Computer Mathematics, p. 1910-1923, 2019
Special issue-Computational and algorithmic finance
Part of Journal of Computational Science, p. 180-181, 2018
Part of Computers and Mathematics with Applications, p. 2330-2344, 2018
Part of Geoscientific Model Development, p. 4563-4576, 2018
Radial basis function generated finite differences for option pricing problems
Part of Computers and Mathematics with Applications, p. 1462-1481, 2018
Forward deterministic pricing of options using Gaussian radial basis functions
Part of Journal of Computational Science, p. 209-217, 2018
- DOI for Forward deterministic pricing of options using Gaussian radial basis functions
- Download full text (pdf) of Forward deterministic pricing of options using Gaussian radial basis functions
Accurate and stable time stepping in ice sheet modeling
Part of Journal of Computational Physics, p. 29-47, 2017
- DOI for Accurate and stable time stepping in ice sheet modeling
- Download full text (pdf) of Accurate and stable time stepping in ice sheet modeling
Preconditioning for radial basis function partition of unity methods
Part of Journal of Scientific Computing, p. 1089-1109, 2016
- DOI for Preconditioning for radial basis function partition of unity methods
- Download full text (pdf) of Preconditioning for radial basis function partition of unity methods
BENCHOP—The BENCHmarking project in Option Pricing
Part of International Journal of Computer Mathematics, p. 2361-2379, 2015
- DOI for BENCHOP—The BENCHmarking project in Option Pricing
- Download full text (pdf) of BENCHOP—The BENCHmarking project in Option Pricing
Adaptive finite differences and IMEX time-stepping to price options under Bates model
Part of International Journal of Computer Mathematics, p. 2515-2529, 2015
- DOI for Adaptive finite differences and IMEX time-stepping to price options under Bates model
- Download full text (pdf) of Adaptive finite differences and IMEX time-stepping to price options under Bates model
Numerical option pricing without oscillations using flux limiters
Part of Computers and Mathematics with Applications, p. 1-10, 2015
- DOI for Numerical option pricing without oscillations using flux limiters
- Download full text (pdf) of Numerical option pricing without oscillations using flux limiters
An IMEX-scheme for pricing options under stochastic volatility models with jumps
Part of SIAM Journal on Scientific Computing, 2014
Iterative methods for pricing American options under the Bates model
Part of Procedia Computer Science, p. 1136-1144, 2013
Gender-aware course reform in Scientific Computing
Part of International journal of engineering education, p. 403-414, 2013
A multigrid preconditioner for an adaptive Black–Scholes solver
Part of BIT Numerical Mathematics, p. 217-233, 2011
Numerical option pricing in the presence of bubbles
Part of Quantitative finance (Print), p. 1125-1128, 2011
Pricing American options using a space-time adaptive finite difference method
Part of Mathematics and Computers in Simulation, p. 1922-1935, 2010
A highly accurate adaptive finite difference solver for the Black–Scholes equation
Part of International Journal of Computer Mathematics, p. 2104-2121, 2009
Space-time adaptive finite difference method for European multi-asset options
Part of Computers and Mathematics with Applications, p. 1159-1180, 2007
Pricing European multi-asset options using a space-time adaptive FD-method
Part of Computing and Visualization in Science, p. 173-183, 2007
Preconditioned implicit solution of linear hyperbolic equations with adaptivity
Part of Journal of Computational and Applied Mathematics, p. 269-289, 2004
Semi-Toeplitz preconditioning for the linearized Navier-Stokes equations
Part of BIT Numerical Mathematics, p. 307-341, 2004
Implicit solution of hyperbolic equations with space-time adaptivity
Part of BIT Numerical Mathematics, p. 134-158, 2002
Deferred correction in space and time
Part of Journal of Scientific Computing, p. 541-550, 2002
A nearly optimal preconditioner for the Navier-Stokes equations
Part of Numerical Linear Algebra with Applications, p. 229-243, 2001
Implicit high-order difference methods and domain decomposition for hyperbolic problems
Part of Applied Numerical Mathematics, p. 493-500, 2000
A fast domain decomposition high order Poisson solver
Part of Journal of Scientific Computing, p. 223-243, 1999
A semi-circulant preconditioner for the convection-diffusion equation
Part of Numerische Mathematik, p. 211-248, 1998
A domain decomposition method for almost incompressible flow
Part of Computers & Fluids, p. 771-789, 1996
Analysis of semi-Toeplitz preconditioners for first-order PDEs
Part of SIAM Journal on Scientific Computing, p. 47-64, 1996
Toeplitz preconditioners with block structure for first-order PDEs
Part of Numerical Linear Algebra with Applications, p. 21-44, 1996
A domain decomposition method for first-order PDEs
Part of SIAM Journal on Matrix Analysis and Applications, p. 1241-1267, 1995
A fast modified sine transform for solving block-tridiagonal systems with Toeplitz blocks
Part of Numerical Algorithms, p. 375-389, 1994
Articles, review/survey
Part of Quaternary Science Reviews, p. 103-114, 2016
Chapters in book
High order methods and domain decomposition
Part of Absorbing Boundaries and Layers, Domain Decomposition Methods, p. 341-347, Nova Science Publishers, 2001
Comprehensive doctoral thesis
Conference papers
Part of Numerical Mathematics and Advanced Applications, p. 607-615, 2016
Part of Numerical Analysis and Applied Mathematics, p. 2373-2376, 2013
A new parallel preconditioner for the Euler equations
Part of Applied Parallel Computing, p. 230-238, 1998
A domain decomposition method for hyperbolic problems in 2D
Part of Parallel Computational Fluid Dynamics, p. 373-380, 1995
Part of Hypercube and Distributed Computers, p. 353-354, 1989
Reports
2025
Hur kan vi öka antalet kvinnliga studenter inom IT och datavetenskap?: En studie av en intervention
2025
High-order adaptive space-discretizations for the Black-Scholes equation
2006
- Download full text (pdf) of High-order adaptive space-discretizations for the Black-Scholes equation
Space-Time Adaptive Finite Difference Method for European Multi-Asset Options
2004
Pricing European Multi-asset Options Using a Space-time Adaptive FD-method
2003
Preconditioned implicit solution of linear hyperbolic equations with adaptivity
2003
Analysis of a semi-Toeplitz preconditioner for a convection-diffusion problem
2002
Implicit solution of hyperbolic equations with space-time adaptivity
2000