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 2889 Pages:303-320

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

  K. Wang, Y. S. Wong

  2014-11-01

  33882 2752 Pages: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

  39152 2666 Pages: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

  34213 2690 Pages: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 4173 Pages: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 Pages:747-784

• Alternating Schemes of Parallel Computation for the Diffusion Problems

  S. Zhu & J. Zhao

  2007-04-01

  28811 2497 Pages: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

  41421 2696 Pages: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

  6365 561 Pages:843-859

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

  U. Koley

  2016-05-03

  32221 2638 Pages:344-367

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

  Chiara Sorgentone, Bernardo Favini

  2017-06-01

  32211 2726 Pages: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

  28452 2449 Pages: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

  14107 1160 Pages:793-821

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

  Yiming Ren, Shan Zhao

  2025-08-04

  6369 562 Pages:860-896

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

  Rui Guo, Kun Wang, Liwei Xu

  2016-11-08

  32178 2803 Pages: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 3857 Pages:213-227 Open-access

• Numerical Schemes for Multi Phase Quadrature Domains

  Farid Bozorgnia, Mahmoudreza Bazarganzadeh

  2014-11-01

  32562 2668 Pages:726-744

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

  Pelin G. Geredeli, Carson Givens, Ahmed Zytoon

  2023-03-30

  29644 2599 Pages:329-352

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

  Dobromir T. Dimitrov, Hristo V. Kojouharov

  2007-04-01

  29723 2533 Pages:280-290

• High Performance Computing in Petroleum Applications

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

  2005-11-03

  30913 2457 Pages:43-57

• Comparison of Solvers for 2D Schrödinger Problems

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

  2021-10-20

  34248 4025 Pages: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

  32060 2591 Pages: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

  34382 2802 Pages:689-704

• Expanded Mixed Finite Element Domain Decomposition Methods on Triangular Grids

  A. Arraras sand L. Portero

  2021-10-20

  34393 2724 Pages: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 Pages:718-733

• Image Zooming Algorithm Based on Partial Differential Equations Technique

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

  2009-06-01

  31051 2635 Pages:284-292

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

  Galena Pelovska

  2008-05-01

  31165 3370 Pages:466-490