Search Results

• ADI Finite Difference Schemes for Option Pricing in the Heston Model with Correlation

  K. J. In't Hout, S. Foulon

  2010-07-01

  35277 2890 pp. 303-320

• Pollution-Free Finite Difference Schemes for Non-Homogeneous Helmholtz Equation

  K. Wang, Y. S. Wong

  2014-11-01

  33882 2752 pp. 787-815

• Stability of High Order Finite Difference Schemes with Implicit-Explicit Time-Marching for Convection-Diffusion and Convection-Dispersion Equations

  Meiqi Tan, Juan Cheng, Chi-Wang Shu

  2021-03-25

  39153 2667 pp. 362-383

• On Compact High Order Finite Difference Schemes for Linear Schrödinger Problem on Non-Uniform Meshes

  Mindaugas Radziunas, Raimondas Ciegis, Aleksas Mirinavicius

  2021-10-20

  34214 2690 pp. 303-314

• Higher-Order Linearized Multistep Finite Difference Methods for Non-Fickian Delay Reaction-Diffusion Equations

  Qifeng Zhang, Ming Mei, Chengjian Zhang

  2016-01-08

  33116 4176 pp. 1-19

• Construction and Analysis of Weighted Sequential Splitting FDTD Methods for the 3D Maxwell's Equations

  Vrushali A. Bokil, Puttha Sakkaplangkul

  2018-08-15

  32548 2608 pp. 747-784

• Alternating Schemes of Parallel Computation for the Diffusion Problems

  S. Zhu & J. Zhao

  2007-04-01

  28811 2497 pp. 198-209

• Convergence Analysis of Yee-FDTD Schemes for 3D Maxwell's Equations in Linear Dispersive Media

  ​Puttha Sakkaplangkul, Vrushali A. Bokil

  2021-05-25

  41422 2696 pp. 524-568

• Numerical Analysis of the Finite Difference Time Domain Methods with High Accuracy in Time for Maxwell Equations

  Liping Gao, Xiaosong Zhang, Rengang Shi

  2025-08-04

  DOI:10.4208/ijnam2025-1037

  6366 561 pp. 843-859

• Finite Difference Schemes for the Korteweg-de Vries-Kawahara Equation

  U. Koley

  2016-05-03

  32222 2639 pp. 344-367

• A Systematic Method to Construct Mimetic Finite-Difference Schemes for Incompressible Flows

  Chiara Sorgentone, Bernardo Favini

  2017-06-01

  32212 2727 pp. 419-436

• High Order Method for Variable Coefficient Integro-Differential Equations and Inequalities Arising in Option Pricing

  Pradeep Kumar Sahu, Kuldip Singh Patel

  2023-05-22

  DOI:10.4208/ijnam2023-1023

  28452 2451 pp. 538-556

• Sixth-Order Compact Differencing with Staggered Boundary Schemes and 3(2) Bogacki-Shampine Pairs for Pricing Free-Boundary Options

  Chinonso Nwankwo, Weizhong Dai

  2024-10-09

  DOI:10.4208/ijnam2024-1032

  14109 1160 pp. 793-821

• A Multigrid-Based Fourth Order Finite Difference Method for Elliptic Interface Problems with Variable Coefficients

  Yiming Ren, Shan Zhao

  2025-08-04

  DOI:10.4208/ijnam2025-1038

  6370 562 pp. 860-896

• Efficient Finite Difference Methods for Acoustic Scattering from Circular Cylindrical Obstacle

  Rui Guo, Kun Wang, Liwei Xu

  2016-11-08

  32180 2803 pp. 986-1002

• Uniform $L^p$-Bound of the Allen-Cahn Equation and Its Numerical Discretization

  Jiang Yang, Qiang Du, Wei Zhang

  2018-08-14

  33564 3859 pp. 213-227 Open Access

• Numerical Schemes for Multi Phase Quadrature Domains

  Farid Bozorgnia, Mahmoudreza Bazarganzadeh

  2014-11-01

  32563 2668 pp. 726-744

• Numerical Approximations for the Null Controllers of Structurally Damped Plate Dynamics

  Pelin G. Geredeli, Carson Givens, Ahmed Zytoon

  2023-03-30

  DOI:10.4208/ijnam2023-1013

  29644 2599 pp. 329-352

• Stability-Preserving Finite-Difference Methods for General Multi-Dimensional Autonomous Dynamical Systems

  Dobromir T. Dimitrov, Hristo V. Kojouharov

  2007-04-01

  29724 2534 pp. 280-290

• High Performance Computing in Petroleum Applications

  R. E. Ewing, G. Qin, W. Zhao

  2005-11-03

  30913 2457 pp. 43-57

• Comparison of Solvers for 2D Schrödinger Problems

  F. J. Gaspar, C. Rodrigo, R. Ciegis, A. Mirinavicius

  2021-10-20

  34249 4025 pp. 131-147

• A Finite-Difference Scheme for a Linear Multi-Term Fractional-in-Time Differential Equation with Concentrated Capacities

  Aleksandra Delić, Sandra Živanović, Zorica Milovanović Jeknić

  2021-03-24

  32061 2592 pp. 265-286

• Data Dependent Stability of Forward in Time and Centred in Space (FTCS) Scheme for Scalar Hyperbolic Equations

  R. Kumar Dubey

  2016-09-03

  34383 2802 pp. 689-704

• Expanded Mixed Finite Element Domain Decomposition Methods on Triangular Grids

  A. Arraras sand L. Portero

  2021-10-20

  34393 2724 pp. 255-270

• A Posteriori Error Estimation for a Defect-Correction Method Applied to Convection-Diffusion Problems

  Torsten Linss, Natalia Kopteva

  2010-07-01

  31427 2680 pp. 718-733

• Image Zooming Algorithm Based on Partial Differential Equations Technique

  R. Gao, J.-P. Song, X.-C. Tai

  2009-06-01

  31052 2635 pp. 284-292

• An Improved Explicit Scheme for Age-Dependent Population Models with Spatial Diffusion

  Galena Pelovska

  2008-05-01

  31167 3370 pp. 466-490