Results 41 to 50 of about 194,427 (265)

COMPACT FINITE DIFFERENCE SCHEMES OF THE TIME FRACTIONAL BLACK-SCHOLES MODEL

Journal of Applied Analysis & Computation, 2020
Summary: In this paper, three compact difference schemes for the time-fractional Black-Scholes model governing European option pricing are presented. Firstly, in order to obtain the fourth-order accuracy in space by applying the Padé approximation, we eliminate the convection term of the B-S equation by an exponential transformation.
Tian, Zhaowei, Zhai, Shuying, Weng, Zhifeng   +2 more
openaire   +1 more source

High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation [PDF]

International Journal of Theoretical and Applied Finance, 2001
A nonlinear Black-Scholes equation which models transaction costs arising in the hedging of portfolios is discretized semi-implicitly using high order compact finite difference schemes. A new compact scheme, generalizing the compact schemes of Rigal [29], is derived and proved to be unconditionally stable and non-oscillatory. The numerical results are
Düring, Bertram, Fournié, Michel, Jüngel, Ansgar   +2 more
openaire   +6 more sources

High-resolution finite compact difference schemes for hyperbolic conservation laws [PDF]

Journal of Computational Physics, 2006
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Shen, Yiqing, Yang, Guowei, Gao, Zhi
openaire   +2 more sources

The design of new high-order group iterative method in the solution of two-dimensional fractional cable equation

Alexandria Engineering Journal, 2021
In this article, a new high-order explicit group iterative scheme is developed for the solution of the two-dimensional time fractional cable equation.
Muhammad Asim Khan, Norhashidah Hj. Mohd Ali, Nur Nadiah Abd Hamid   +2 more
doaj   +1 more source

Investigation of Oxygen‐Free Wetting Behavior of Aluminum on Copper via Molecular Dynamics Simulations and Experiments

Advanced Engineering Materials, EarlyView.
The wettability of aluminum droplets (Al) on different copper substrates (Cu), where liquid Al spreads on solid Cu surfaces to form a liquid–solid interface, is studied numerically and experimentally. The experimental and numerical results show good agreement in the fast‐spreading regime.
Shan Lyu, Timon Steinhoff, Finn‐Lennard Janthur, Sarah Seffer, Jörg Hermsdorf, Christian Klose, Ludger Overmeyer, Hans‐Jürgen Maier, Nina Merkert   +8 more
wiley   +1 more source

A Compact Scheme for a Partial Integro-Differential Equation with Weakly Singular Kernel [PDF]

Journal of Sciences, Islamic Republic of Iran, 2017
Compact finite difference scheme is applied for a partial integro-differential equation with a weakly singular kernel. The product trapezoidal method is applied for discretization of the integral term. The order of accuracy in space and time is , where .
J. Biazar, A. Aasaraai, M. B. Mehrlatifan   +2 more
doaj  

Corrosion and Process Analysis of a Preoxidized MgO Recyclate‐Based Cermet Anode in Laboratory‐Scale Na‐Cryolite Molten Salt Electrolysis of Aluminum at 1000°C

Advanced Engineering Materials, EarlyView.
EDX elemental map of the pre‐oxidized MgO–steel cermet anode cross section after electrolysis. The development of inert anodes for aluminum electrolysis remains challenging due to the high corrosivity of cryolite‐based melts at 950°C–1000°C. This study investigates the corrosion and process behavior of a carbon‐free MgO–steel cermet anode derived from ...
Alexander Adamczyk, Farhan Hossain, Felipe A. Garcia Paz, Serhii Yaroshevskyi, Felix Drechsler, Daniel Vogt, Christos G. Aneziris, Alexandros Charitos   +7 more
wiley   +1 more source

High-order blended compact difference schemes for the 3D elliptic partial differential equation with mixed derivatives and variable coefficients

Advances in Difference Equations, 2020
Blended compact difference (BCD) schemes with fourth- and sixth-order accuracy are proposed for approximating the three-dimensional (3D) variable coefficients elliptic partial differential equation (PDE) with mixed derivatives.
Tingfu Ma, Yongbin Ge
doaj   +1 more source

High-Effectiveness and -Accuracy Difference Scheme Based on Nonuniform Grids for Solving Convection–Diffusion Equations with Boundary Layers

Axioms, 2023
In this paper, some rational high-accuracy compact finite difference schemes on nonuniform grids (NRHOC) are introduced for solving convection–diffusion equations.
Fang Tian, Mingjing Wang, Yongbin Ge
doaj   +1 more source

Additive Manufacturing of Continuous Fibre Reinforced Composites: Process, Characterisation, Modelling, and Sustainability

Advanced Engineering Materials, EarlyView.
Additive manufacturing provides precise control over the placement of continuous fibres within polymer matrices, enabling customised mechanical performance in composite components. This article explores processing strategies, mechanical testing, and modelling approaches for additive manufactured continuous fibre‐reinforced composites.
Cherian Thomas, Amir Hosein Sakhaei
wiley   +1 more source