Results 41 to 50 of about 1,075 (91)
Low Volatility Options and Numerical Diffusion of Finite Difference Schemes [PDF]
, 2010 2000 Mathematics Subject Classification: 65M06, 65M12.In this paper we explore the numerical diffusion introduced by two nonstandard finite difference schemes applied to the Black-Scholes partial differential equation for pricing discontinuous payoff and
Milev, Mariyan, Tagliani, Aldo
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LDG schemes with second order implicit time discretization for a fractional sub-diffusion equation
Results in Applied Mathematics, 2019 In this paper, we propose new local discontinuous Galerkin (LDG) schemes for solving a time fractional sub-diffusion equation. The new LDG schemes is constructed rely on the splitting of time fractional derivative and space derivative.
Can Li, Xiaorui Sun, Fengqun Zhao
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On the Two-phase Fractional Stefan Problem
Advanced Nonlinear Studies, 2020 The classical Stefan problem is one of the most studied free boundary problems of evolution type. Recently, there has been interest in treating the corresponding free boundary problem with nonlocal diffusion.
del Teso Félix +2 more
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Invariant conservative finite-difference schemes for the one-dimensional shallow water magnetohydrodynamics equations in Lagrangian coordinates [PDF]
Open Communications in Nonlinear Mathematical PhysicsInvariant finite-difference schemes for the one-dimensional shallow water equations in the presence of a magnetic field for various bottom topographies are constructed. Based on the results of the group classification recently carried out by the authors,
E. I. Kaptsov, V. A. Dorodnitsyn
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A moving mesh method with variable relaxation time
, 2006 We propose a moving mesh adaptive approach for solving time-dependent partial differential equations. The motion of spatial grid points is governed by a moving mesh PDE (MMPDE) in which a mesh relaxation time \tau is employed as a regularization ...
Adjerid +20 more
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Behavior of different numerical schemes for population genetic drift problems [PDF]
, 2016 In this paper, we focus on numerical methods for the genetic drift problems, which is governed by a degenerated convection-dominated parabolic equation.
Chen, Minxin +4 more
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, 2013 The cutoff method, which cuts off the values of a function less than a given number, is studied for the numerical computation of nonnegative solutions of parabolic partial differential equations.
Alexander +53 more
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Solving Vertical Transport and Chemistry in Air Pollution Models. [PDF]
, 2000 For the time integration of stiff transport-chemistry problems from air pollution modelling, standard ODE solvers are not feasible due to the large number of species and the 3D nature.
Berkvens, P.J.F. +4 more
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Positivity-Preserving Finite Difference WENO Schemes with Constrained Transport for Ideal Magnetohydrodynamic Equations [PDF]
, 2015 In this paper, we utilize the maximum-principle-preserving flux limiting technique, originally designed for high order weighted essentially non-oscillatory (WENO) methods for scalar hyperbolic conservation laws, to develop a class of high order ...
Christlieb, Andrew J. +3 more
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Tellus: Series A, Dynamic Meteorology and Oceanography, 2018 This article proposes a new grid system for the sphere, which consists of three orthogonal and almost uniform grids. The basic one is a latitude-longitude grid covering an annular band around the equator.
Göran Starius
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