Results 21 to 30 of about 72 (68)
Application of Discrete Dividends to American Option Pricing [PDF]
, 2017 Dividends are a detail of financial instruments pricing which is often being oversimplified. However, companies do declare (and pay out) flows which can be significant. In this paper we briefly review some known approaches to this topic. We analyse a few
Koleva-Petkova, Dessislava +1 more
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PARALLEL IMPLEMENTATIONS OF THE FAST SWEEPING METHOD
, 2008 . The fast sweeping method is an efficient iterative method for hyperbolic problems. It combines Gauss-Seidel iteration with alternating sweeping ordering. In this paper several parallel implementations of the fast sweeping method are presented.
Hongkai Zhao
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The main idea of this paper is first to propose an equivalent system of stochastic differential equations for multi-site fisheries using an equivalent system of Itô stochastic differential equations. The proposed model, based on Fish Aggregating Devices (
Babacar M. Ndiaye +2 more
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, 2003 . We consider the nonlinear system of equations that results from the Van Leer flux vector-splitting discretization of the one dimensional Euler equations. This nonlinear system is linearized at the discrete solution.
Reusken, Arnold, Arnold Reusken
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Finite Element Iterative Methods for the 3D Steady Navier--Stokes Equations. [PDF]
Entropy (Basel), 2021 He Y.
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A GENERAL CLASS OF FINITE-DIFFERENCE METHODS FOR THE LINEAR TRANSPORT EQUATION ∗
, 2008 . A wide family of finite-difference methods for the linear advection equation, based on a six-point stencil, is presented. The family depends on three parameters and includes most of the classical linear schemes.
Daniele Funaro, Giuseppe Pontrelli
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, 2007 . We present a multiple-patch phase space method for computing trajectories on two-dimensional manifolds possibly embedded in a higher-dimensional space. The dynamics of tra-jectories are given by systems of ordinary differential equations (ODEs).
Olof Runborg +3 more
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Scattered Node Compact Finite Difference-Type Formulas Generated from Radial Basis Functions
, 2008 In standard equispaced finite difference (FD) formulas, symmetries can make the order of accuracy relatively high compared to the number of nodes in the FD stencil. With scattered nodes, such symmetries are no longer available.
Grady B. Wright A, Bengt Fornberg B
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Convergence Proof of Jacobi Iterative Method for A Discretized 2D Convection-Diffusion Equation
, 1998 We prove that the Jacobi iterative method converges from any initial values for solving the linear system resulting from a fourth-order compact finite difference discretization of the 2D convection-diffusion equation with constant convection coefficients.
Shiqing Zhang, Deyu Sang
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An Accurate and Stable Multigrid Method for Convection-Diffusion Equations
, 1995 : We introduce a high-order compact difference scheme with multigrid algorithm to solve the convection-diffusion equations with constant coefficients. This high-order discretization scheme is shown to be more accurate and stable than the usual five-point
Jun Zhang +2 more
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