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
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2025
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Hur kan vi öka antalet kvinnliga studenter inom IT och datavetenskap?: En studie av en intervention
2025
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Numerical Ross Recovery for Diffusion Processes Using a PDE Approach
Part of Applied Mathematical Finance, p. 46-66, 2020
- DOI for Numerical Ross Recovery for Diffusion Processes Using a PDE Approach
- Download full text (pdf) of Numerical Ross Recovery for Diffusion Processes Using a PDE Approach
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Part of Geoscientific Model Development, p. 2245-2258, 2020
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Part of Mathematics and Computers in Simulation, p. 205-217, 2020
All publications
Articles in journal
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Numerical Ross Recovery for Diffusion Processes Using a PDE Approach
Part of Applied Mathematical Finance, p. 46-66, 2020
- DOI for Numerical Ross Recovery for Diffusion Processes Using a PDE Approach
- Download full text (pdf) of Numerical Ross Recovery for Diffusion Processes Using a PDE Approach
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Part of Geoscientific Model Development, p. 2245-2258, 2020
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Part of Mathematics and Computers in Simulation, p. 205-217, 2020
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BENCHOP–SLV: The BENCHmarking project in Option Pricing – Stochastic and local volatility problems
Part of International Journal of Computer Mathematics, p. 1910-1923, 2019
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Special issue-Computational and algorithmic finance
Part of Journal of Computational Science, p. 180-181, 2018
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Part of Computers and Mathematics with Applications, p. 2330-2344, 2018
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Part of Geoscientific Model Development, p. 4563-4576, 2018
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Radial basis function generated finite differences for option pricing problems
Part of Computers and Mathematics with Applications, p. 1462-1481, 2018
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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
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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
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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
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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
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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
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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
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An IMEX-scheme for pricing options under stochastic volatility models with jumps
Part of SIAM Journal on Scientific Computing, 2014
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Iterative methods for pricing American options under the Bates model
Part of Procedia Computer Science, p. 1136-1144, 2013
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Gender-aware course reform in Scientific Computing
Part of International journal of engineering education, p. 403-414, 2013
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A multigrid preconditioner for an adaptive Black–Scholes solver
Part of BIT Numerical Mathematics, p. 217-233, 2011
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Numerical option pricing in the presence of bubbles
Part of Quantitative finance (Print), p. 1125-1128, 2011
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Pricing American options using a space-time adaptive finite difference method
Part of Mathematics and Computers in Simulation, p. 1922-1935, 2010
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A highly accurate adaptive finite difference solver for the Black–Scholes equation
Part of International Journal of Computer Mathematics, p. 2104-2121, 2009
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Space-time adaptive finite difference method for European multi-asset options
Part of Computers and Mathematics with Applications, p. 1159-1180, 2007
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Pricing European multi-asset options using a space-time adaptive FD-method
Part of Computing and Visualization in Science, p. 173-183, 2007
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Preconditioned implicit solution of linear hyperbolic equations with adaptivity
Part of Journal of Computational and Applied Mathematics, p. 269-289, 2004
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Semi-Toeplitz preconditioning for the linearized Navier-Stokes equations
Part of BIT Numerical Mathematics, p. 307-341, 2004
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Implicit solution of hyperbolic equations with space-time adaptivity
Part of BIT Numerical Mathematics, p. 134-158, 2002
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Deferred correction in space and time
Part of Journal of Scientific Computing, p. 541-550, 2002
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A nearly optimal preconditioner for the Navier-Stokes equations
Part of Numerical Linear Algebra with Applications, p. 229-243, 2001
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Implicit high-order difference methods and domain decomposition for hyperbolic problems
Part of Applied Numerical Mathematics, p. 493-500, 2000
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A fast domain decomposition high order Poisson solver
Part of Journal of Scientific Computing, p. 223-243, 1999
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A semi-circulant preconditioner for the convection-diffusion equation
Part of Numerische Mathematik, p. 211-248, 1998
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A domain decomposition method for almost incompressible flow
Part of Computers & Fluids, p. 771-789, 1996
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Analysis of semi-Toeplitz preconditioners for first-order PDEs
Part of SIAM Journal on Scientific Computing, p. 47-64, 1996
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Toeplitz preconditioners with block structure for first-order PDEs
Part of Numerical Linear Algebra with Applications, p. 21-44, 1996
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A domain decomposition method for first-order PDEs
Part of SIAM Journal on Matrix Analysis and Applications, p. 1241-1267, 1995
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A fast modified sine transform for solving block-tridiagonal systems with Toeplitz blocks
Part of Numerical Algorithms, p. 375-389, 1994
Articles, review/survey
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Part of Quaternary Science Reviews, p. 103-114, 2016
Chapters in book
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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
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Part of Numerical Mathematics and Advanced Applications, p. 607-615, 2016
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Part of Numerical Analysis and Applied Mathematics, p. 2373-2376, 2013
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A new parallel preconditioner for the Euler equations
Part of Applied Parallel Computing, p. 230-238, 1998
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A domain decomposition method for hyperbolic problems in 2D
Part of Parallel Computational Fluid Dynamics, p. 373-380, 1995
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Part of Hypercube and Distributed Computers, p. 353-354, 1989
Reports
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2025
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Hur kan vi öka antalet kvinnliga studenter inom IT och datavetenskap?: En studie av en intervention
2025
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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
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Space-Time Adaptive Finite Difference Method for European Multi-Asset Options
2004
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Pricing European Multi-asset Options Using a Space-time Adaptive FD-method
2003
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Preconditioned implicit solution of linear hyperbolic equations with adaptivity
2003
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Analysis of a semi-Toeplitz preconditioner for a convection-diffusion problem
2002
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Implicit solution of hyperbolic equations with space-time adaptivity
2000