Lina von Sydow
Professor vid Institutionen för informationsteknologi; Beräkningsvetenskap
- Telefon:
- 018-471 27 85
- Mobiltelefon:
- 070-624 24 38
- E-post:
- Lina.von.Sydow@it.uu.se
- Besöksadress:
- Hus 10, Lägerhyddsvägen 1
- Postadress:
- Box 337
751 05 UPPSALA
- Akademiska meriter:
- TeknD, docent, excellent lärare
- CV:
- Ladda ned CV
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Kort presentation
Jag är professor i beräkningsvetenskap vid institutionen för informationsteknologi.
Jag är sektionsdekan för den matematisk-datavetenskapliga sektionen sedan 1 juli 2023.
Min forskning rör beräkningsvetenskapliga frågeställningar inom finans och ismodellering. Tidigare var mitt forskningsfokus inom områdesuppdelningsmetoder och snabba lösare för PDE.
Jag undervisar på kurser inom beräkningsvetenskap, främst sådana specialiserade på tillämpningar inom finans.
Nyckelord
- computational finance
- domain decomposition methods
- fast solvers
- ice sheet modeling
- partial differential equations
- scientific computing
Biografi
- Disputation i maj 1995 på avhandlingen Domain Decomposition Methods and Fast Solvers for First-order PDEs.
- Postdoc vid Oxford University 1996/97.
- Fast anställning som universitetslektor vid Uppsala Universitet sedan 1997.
- Docent 2000.
- Excellent lärare 2013.
- Prefekt vid institutionen för informationsteknologi 2018-2023.
- Sektionsdekan vid matematisk-datavetenskapliga sektionen sedan 1 juli 2023.
Forskning
Min nuvarande forskning handlar om beräkningsmetoder för
Tidigare var mitt forskningsområde
Min Google Scholar profil hittar du här.
Publikationer
Senaste publikationer
- A full Stokes subgrid scheme in two dimensions for simulation of grounding line migration in ice sheets using Elmer/ICE (v8.3) (2020)
- A high order method for pricing of financial derivatives using radial basis function generated finite differences (2020)
- Numerical Ross Recovery for Diffusion Processes Using a PDE Approach (2020)
- BENCHOP–SLV (2019)
- Forward deterministic pricing of options using Gaussian radial basis functions (2018)
Alla publikationer
Artiklar
- A full Stokes subgrid scheme in two dimensions for simulation of grounding line migration in ice sheets using Elmer/ICE (v8.3) (2020)
- A high order method for pricing of financial derivatives using radial basis function generated finite differences (2020)
- Numerical Ross Recovery for Diffusion Processes Using a PDE Approach (2020)
- BENCHOP–SLV (2019)
- Forward deterministic pricing of options using Gaussian radial basis functions (2018)
- The Kolmogorov forward fractional partial differential equation for the CGMY-process with applications in option pricing (2018)
- Special issue-Computational and algorithmic finance (2018)
- Radial basis function generated finite differences for option pricing problems (2018)
- Dynamically coupling full Stokes and shallow shelf approximation for marine ice sheet flow using Elmer/Ice (v8.3) (2018)
- Accurate and stable time stepping in ice sheet modeling (2017)
- Preconditioning for radial basis function partition of unity methods (2016)
- Shallow ice approximation, second order shallow ice approximation, and full Stokes models (2016)
- Numerical option pricing without oscillations using flux limiters (2015)
- BENCHOP—The BENCHmarking project in Option Pricing (2015)
- Adaptive finite differences and IMEX time-stepping to price options under Bates model (2015)
- An IMEX-scheme for pricing options under stochastic volatility models with jumps (2014)
- Gender-aware course reform in Scientific Computing (2013)
- Iterative methods for pricing American options under the Bates model (2013)
- Numerical option pricing in the presence of bubbles (2011)
- A multigrid preconditioner for an adaptive Black–Scholes solver (2011)
- Pricing American options using a space-time adaptive finite difference method (2010)
- A highly accurate adaptive finite difference solver for the Black–Scholes equation (2009)
- Space-time adaptive finite difference method for European multi-asset options (2007)
- Pricing European multi-asset options using a space-time adaptive FD-method (2007)
- Preconditioned implicit solution of linear hyperbolic equations with adaptivity (2004)
- Semi-Toeplitz preconditioning for the linearized Navier-Stokes equations (2004)
- Deferred correction in space and time (2002)
- Implicit solution of hyperbolic equations with space-time adaptivity (2002)
- A nearly optimal preconditioner for the Navier-Stokes equations (2001)
- Implicit high-order difference methods and domain decomposition for hyperbolic problems (2000)
- A fast domain decomposition high order Poisson solver (1999)
- A semi-circulant preconditioner for the convection-diffusion equation (1998)
- Toeplitz preconditioners with block structure for first-order PDEs (1996)
- A domain decomposition method for almost incompressible flow (1996)
- Analysis of semi-Toeplitz preconditioners for first-order PDEs (1996)
- A domain decomposition method for first-order PDEs (1995)
- A fast modified sine transform for solving block-tridiagonal systems with Toeplitz blocks (1994)
Böcker
Kapitel
Konferenser
- Pricing of basket options using dimension reduction and adaptive finite differences in space, and discontinuous Galerkin in time (2016)
- On discontinuous Galerkin for time integration in option pricing problems with adaptive finite differences in space (2013)
- A new parallel preconditioner for the Euler equations (1998)
- A domain decomposition method for hyperbolic problems in 2D (1995)
- Parallelization of iterative solution methods and preconditioners for non-diagonally dominant, block-tridiagonal systems of equations (1989)
Rapporter
- High-order adaptive space-discretizations for the Black-Scholes equation (2006)
- Space-Time Adaptive Finite Difference Method for European Multi-Asset Options (2004)
- Preconditioned implicit solution of linear hyperbolic equations with adaptivity (2003)
- Pricing European Multi-asset Options Using a Space-time Adaptive FD-method (2003)
- Analysis of a semi-Toeplitz preconditioner for a convection-diffusion problem (2002)
- Implicit solution of hyperbolic equations with space-time adaptivity (2000)
