Results 31 to 40 of about 685,779 (325)
A parallel compact-TVD method for compressible fluid dynamics employing shared and distributed-memory paradigms [PDF]
, 2011 A novel multi-block compact-TVD finite difference method for the simulation of compressible flows is presented. The method combines distributed and shared-memory paradigms to take advantage of the configuration of modern supercomputers that host many ...
Emerson, David +2 more
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Novel 3D coupled convection–diffusion model algorithm
AIP Advances, 2022 The potential of a partial differential equations model is to anticipate its computational behavior. The simulation of a transient 3D coupled convection–diffusion system using a numerical model is described. The main objective of this article is to offer
Muhammad Saqib +5 more
doaj +1 more source
Invariant compact finite difference schemes
, 2019 In this paper, we propose a method, that is based on equivariant moving frames, for development of high order accurate invariant compact finite difference schemes that preserve Lie symmetries of underlying partial differential equations. In this method, variable transformations that are obtained from the extended symmetry groups of PDEs are used to ...
Ozbenli, Ersin, Vedula, Prakash
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High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids [PDF]
, 2014 We derive high-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids. The schemes are fourth-order accurate in space and second-order accurate in time for vanishing correlation.
Benhamou +25 more
core +4 more sources
Compact finite difference method for American option pricing
Journal of Computational and Applied Mathematics, 2007 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhao, Jichao +2 more
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AIMS Mathematics, 2023 In this paper, we present a general conservative eighth-order compact finite difference scheme for solving the coupled Schrödinger-KdV equations numerically.
Jiadong Qiu, Danfu Han, Hao Zhou
doaj +1 more source
On Secrecy Rate Analysis of MIMO Wiretap Channels Driven by Finite-Alphabet Input [PDF]
, 2012 This work investigates the effect of finite-alphabet source input on the secrecy rate of a multi-antenna wiretap system. Existing works have characterized maximum achievable secrecy rate or secrecy capacity for single and multiple antenna systems based ...
Bashar, Shafi +2 more
core +3 more sources
Accurate Simulation of Contaminant Transport Using High-Order Compact Finite Difference Schemes
Journal of Applied Mathematics, 2014 Numerical simulation of advective-dispersive contaminant transport is carried out by using high-order compact finite difference schemes combined with second-order MacCormack and fourth-order Runge-Kutta schemes.
Gurhan Gurarslan
doaj +1 more source
Asymptotics of large eigenvalues for a class of band matrices
, 2012 We investigate the asymptotic behaviour of large eigenvalues for a class of finite difference self-adjoint operators with compact resolvent in $l^2$
ANNE BOUTET DE MONVEL +7 more
core +1 more source
Efficient hedging in Bates model using high-order compact finite differences [PDF]
, 2017 We evaluate the hedging performance of the scheme developed in B. Düring, A. Pitkin, ”High-order compact finite difference scheme for option pricing in stochastic volatility jump models”, 2017.
B Düring, DS Bates, S Salmi
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