Demonstratio MathematicaFractional derivatives are widely used in various fields to model the historical dependence or spatial globalization of the solutions because of their nonlocal properties.
Chen Xu +3 more
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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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Error analysis of a continuous-discontinuous Galerkin finite element method for generalized 2D vorticity dynamics [PDF]
, 2005 A detailed a priori error estimate is provided for a continuous-discontinuous Galerkin finite element method suitable for two-dimensional geophysical flows.
Bokhove, O. +2 more
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Optimal convergence rates for the three-dimensional turbulent flow equations [PDF]
, 2012 In this paper we are concerned with the convergence rate of solutions to the three-dimensional turbulent flow equations. By combining the $L^p$-$L^q$ estimates for the linearized equations and an elaborate energy method, the convergence rates are ...
Bian, Dongfen, Guo, Boling
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Well-posedness and maximum principles for lattice reaction-diffusion equations
Advances in Nonlinear Analysis, 2017 Existence, uniqueness and continuous dependence results together with maximum principles represent key tools in the analysis of lattice reaction-diffusion equations.
Slavík Antonín +2 more
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A comparative study of the efficiency of jet schemes
, 2012 We present two versions of third order accurate jet schemes, which achieve high order accuracy by tracking derivative information of the solution along characteristic curves.
Chidyagwai, Prince +3 more
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Uniformly convergent extended cubic B-spline collocation method for two parameters singularly perturbed time-delayed convection-diffusion problems. [PDF]
BMC Res Notes, 2023 Negero NT.
europepmc +1 more source
A tension spline fitted numerical scheme for singularly perturbed reaction-diffusion problem with negative shift. [PDF]
BMC Res Notes, 2023 Ejere AH +3 more
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Double exponential quadrature for fractional diffusion. [PDF]
Numer Math (Heidelb), 2023 Rieder A.
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The Effect of On-Site Potentials on Supratransmission in One-Dimensional Hamiltonian Lattices. [PDF]
Entropy (Basel), 2023 Bountis T, Macías-Díaz JE.
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