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Explicit Finite Difference Methods for the Delay Pseudoparabolic Equations [PDF]
The Scientific World Journal, 2014 Finite difference technique is applied to numerical solution of the initial-boundary value problem for the semilinear delay Sobolev or pseudoparabolic equation. By the method of integral identities two-level difference scheme is constructed. For the time
I. Amirali +3 more
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Finite Difference Methods for Option Pricing under Lévy Processes: Wiener-Hopf Factorization Approach [PDF]
The Scientific World Journal, 2013 In the paper, we consider the problem of pricing options in wide classes of Lévy processes. We propose a general approach to the numerical methods based on a finite difference approximation for the generalized Black-Scholes equation.
Oleg Kudryavtsev
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Finite-difference methods for solving 1D Poisson problem
Discrete and Continuous Models and Applied Computational Science, 2022 The paper discusses the formulation and analysis of methods for solving the one-dimensional Poisson equation based on finite-difference approximations - an important and very useful tool for the numerical study of differential equations. In fact, this is
Serge Ndayisenga +2 more
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Explicit Stable Finite Difference Methods for Diffusion-Reaction Type Equations
Mathematics, 2021 By the iteration of the theta-formula and treating the neighbors explicitly such as the unconditionally positive finite difference (UPFD) methods, we construct a new 2-stage explicit algorithm to solve partial differential equations containing a ...
Humam Kareem Jalghaf +4 more
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IET Microwaves, Antennas & Propagation, 2023 A stochastic contour path finite‐difference time‐domain (S‐CP‐FDTD) algorithm is presented for electromagnetic wave propagation in metallic enclosures with uncertain slot size. The correlation coefficient between the field and size of slot was set to one.
Xutong Wang +6 more
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Deep FDM: Enhanced finite difference methods by deep learning
Franklin Open, 2023 In this work, we propose a new idea to improve numerical methods for solving partial differential equations (PDEs) through a deep learning approach.
Tatiana Kossaczká +2 more
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IET Microwaves, Antennas & Propagation, 2023 An efficient and highly accurate method for extracting the singularity of scalar potential time‐domain Green's function (TDGF) of layered media is presented.
Seyyed Abbas Sahafi +2 more
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Efficient Dispersive GSTC-FDTD Algorithm Using the Drude Dispersion Model
IEEE Access, 2022 Metasurfaces are artificial sheets with sub-wavelength thickness and they are two-dimensional equivalents of metamaterials. The generalized sheet transition conditions (GSTCs) have been recently proposed for electromagnetic analysis of the metasurfaces ...
Sangeun Jang +2 more
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Finite Difference Methods for the BSDEs in Finance
International Journal of Financial Studies, 2018 This paper gives a review of numerical methods for solving the BSDEs, especially, finite difference methods. For numerical methods of finite difference, we should divide them into three branches.
Guangbao Guo
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Some finite difference methods for solving linear fractional KdV equation
Frontiers in Applied Mathematics and Statistics, 2023 The time-fractional Korteweg de Vries equation can be viewed as a generalization of the classical KdV equation. The KdV equations can be applied in modeling tsunami propagation, coastal wave dynamics, and oceanic wave interactions.
Appanah Rao Appadu, Abey Sherif Kelil
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