Results 71 to 80 of about 22,621 (165)

An Efficient Numerical Model for the Black–Scholes Equations

open access: yesJournal of Applied Mathematics
In this paper, a novel numerical model for the Black–Scholes equations is developed. To address some potential issues that may arise when solving this equation using the conventional model, the original Black–Scholes equation is reformulated as a ...
Yan Zhou, Yunxing Zhang
doaj   +1 more source

Error estimates of characteristic finite elements for bilinear convection–diffusion optimal control problems

open access: yesResults in Applied Mathematics
This paper investigates a fully discrete characteristic finite element approximation of bilinear unsteady convection–diffusion optimal control problems. The characteristic line method is used to treat the convection term and the finite element method is ...
Yuchun Hua, Yuelong Tang
doaj   +1 more source

On convection and diffusion [PDF]

open access: yesQuarterly of Applied Mathematics, 1970
openaire   +2 more sources

Dynamic confinement controls the porous-to-free convection transition. [PDF]

open access: yesProc Natl Acad Sci U S A
Schwendener DM   +4 more
europepmc   +1 more source

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