Results 271 to 280 of about 685,779 (325)

Financial Applications of Symbolically Generated Compact Finite Difference Formulae

2007
We introduce the standard fourth order compact finite difference formulae. We show how these formulae apply in the special case of the heat equation. It is well known that the American option pricing problem may be formulated in terms of the Black Scholes partial differential equation (PDE) together with a free boundary condition.
Jichao Zhao, Robert M. Corless, Matt Davison   +2 more
openaire   +1 more source

Pointwise error analysis of the BDF3 compact finite difference scheme for viscous Burgers' equations

Applied Numerical Mathematics, 2022
Tao Guo, M. A. Zaky, A. Hendy, W. Qiu
semanticscholar   +1 more source

High-order compact finite difference schemes for the time-fractional Black-Scholes model governing European options

Chaos, Solitons & Fractals, 2022
N. Abdi, H. Aminikhah, A. Sheikhani
semanticscholar   +1 more source

A new three-level fourth-order compact finite difference scheme for the extended Fisher-Kolmogorov equation

Applied Numerical Mathematics, 2022
Shuguang Li, Da Xu, Jie Zhang, C. Sun
semanticscholar   +1 more source

Axisymmetric compact finite-difference lattice Boltzmann method for blood flow simulations

Physical Review E, 2019
An axisymmetric compact finite-difference lattice Boltzmann method is proposed to simulate both Newtonian and non-Newtonian flow of blood through a lumen. The curvature of the arteries could be accurately resolved using body-fitted mesh owing to the proposed finite-difference formulation.
M. Sakthivel, Kameswararao Anupindi
openaire   +2 more sources

Numerical approximation of time fractional partial integro-differential equation based on compact finite difference scheme

Chaos, Solitons & Fractals, 2022
Ziyang Luo, Xingdong Zhang, Shuo Wang, Lin Yao   +3 more
semanticscholar   +1 more source

Compact finite difference method for the fractional diffusion equation

Journal of Computational Physics, 2009
The author apply for solving the one-dimensional fractional diffusion equation \[ \frac{\partial u}{\partial t}=_{0}D^{1-\gamma} _{t} [K_{\gamma}\frac{\partial^{2}u}{\partial x^{2}}]+f(x,t),\quad x\in(L_{0},L_{1}), \quad t\in (0,T) \] a special finite difference method using the Grunwald discretization process for the fractional derivative.
openaire   +1 more source

Analysis of a conservative fourth-order compact finite difference scheme for the Klein–Gordon–Dirac equation

Computational and Applied Mathematics, 2021
Jiyong Li, Ting-chun Wang
semanticscholar   +1 more source

A high-order compact finite difference method on nonuniform time meshes for variable coefficient reaction–subdiffusion problems with a weak initial singularity

BIT Numerical Mathematics, 2021
Yuan-Ming Wang
semanticscholar   +1 more source

Sixth Order Compact Finite Difference Scheme for Poisson Interface Problem with Singular Sources

Computers and Mathematics with Applications, 2021
Qi Feng, B. Han, P. Minev
semanticscholar   +1 more source