Results 151 to 160 of about 1,147,753 (236)

A maximum-principle preserving and unconditionally energy-stable linear second-order finite difference scheme for Allen-Cahn equations

Applied Mathematics Letters, 2021
In this paper, we propose a new linear second-order finite difference scheme for Allen–Cahn equations. We use a modified Leap-Frog finite difference scheme with stabilized term and a central finite difference scheme for temporal and spatial ...
Jundong Feng, Yingcong Zhou, T. Hou
semanticscholar   +1 more source

A compact finite difference scheme for fractional Black-Scholes option pricing model

, 2021
In this paper, we present a numerical technique for solving the time-fractional Black-Scholes (TFBS) equation describing European options. The time-fractional derivative is described by means of Caputo and a compact finite difference method is employed ...
P. Roul, V. P. Goura
semanticscholar   +1 more source

Home - About - Disclaimer - Privacy