Search Results

• A Two-Level Factored Crank-Nicolson Method for Two-Dimensional Nonstationary Advection-Diffusion Equation with Time Dependent Dispersion Coefficients and Source Terms

  Eric Ngondiep

  2021-06-08

  45737 3211 Pages:1005-1026

• A Robust Three-Level Time Split High-Order Leapfrog/Crank-Nicolson Scheme for Two-Dimensional Sobolev and Regularized Long Wave Equations Arising in Fluid Mechanics

  Eric Ngondiep

  2025-03-14

  11243 820 Pages:956-988

• Error Estimate of a Second Order Accurate Scalar Auxiliary Variable (SAV) Numerical Method for the Epitaxial Thin Film Equation

  Qing Cheng, Cheng Wang

  2021-11-17

  118890 6054 Pages:1318-1354

• On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options Under Regime-Switching Kou’s Jump-Diffusion Models

  Xiaoting Gan, Junfeng Yin, Rui Li

  2023-06-21

  36866 2943 Pages:1290-1314

• Alternating Direction Implicit Orthogonal Spline Collocation on Non-Rectangular Regions

  Bernard Bialecki, Ryan I. Fernandes

  2021-01-13

  42472 4274 Pages:461-476

• Fitted Finite Volume Method for Pricing American Options under Regime-Switching Jump-Diffusion Models Based on Penalty Method

  Xiaoting Gan, Jun-Feng Yin, Rui Li

  2020-04-10

  45128 3374 Pages:748-773