Search Results

• A Consistent Fourth-Order Compact Finite Difference Scheme for Solving Vorticity-Stream Function Form of Incompressible Navier-Stokes Equations

  Tao Wang, Tiegang Liu

  2018-09-18

  DOI:10.4208/nmtma.OA-2018-0043

  44687 4985 pp. 312-330

• Analytic and Experimental Studies of the Errors in Numerical Methods for the Valuation of Options

  P. Lin, J. J. H. Miller & G. I. Shishkin

  2008-01-01

  38673 3669 pp. 150-164

• A Finite Difference Scheme on $a$ $priori$ Adapted Meshes for a Singularly Perturbed Parabolic Convection-Diffusion Equation

  Grigory I. Shishkin

  2008-01-01

  37896 3350 pp. 214-234

• Error Estimate of a New Conservative Finite Difference Scheme for the Klein-Gordon-Dirac System

  Shasha Bian, Yue Cheng, Boling Guo, Tingchun Wang

  2023-01-13

  DOI:10.4208/nmtma.OA-2022-0049

  35009 3309 pp. 140-164

• Numerical Solution of Partial Differential Equations in Arbitrary Shaped Domains Using Cartesian Cut-Stencil Finite Difference Method. Part II: Higher-Order Schemes

  M. Esmaeilzadeh, R.M. Barron

  2022-07-19

  DOI:10.4208/nmtma.OA-2021-0129

  38627 2839 pp. 819-850

• Artificial Boundary Conditions for Time-Fractional Telegraph Equation

  Wang Kong, Zhongyi Huang

  2022-03-23

  DOI:10.4208/nmtma.OA-2021-0067

  46346 3002 pp. 360-386

• Numerical Solution of Partial Differential Equations in Arbitrary Shaped Domains Using Cartesian Cut-Stencil Finite Difference Method. Part I: Concepts and Fundamentals

  M. Esmaeilzadeh, R.M. Barron, R. Balachandar

  2020-12-02

  DOI:10.4208/nmtma.OA-2019-0143

  53489 3136 pp. 881-907

• An Unconditionally Stable Laguerre Based Finite Difference Method for Transient Diffusion and Convection-Diffusion Problems

  Wescley T. B. de Sousa, Carlos F. T. Matt

  2019-04-22

  DOI:10.4208/nmtma.OA-2018-0026

  44555 2796 pp. 681-708

• Numerical Method for Singularly Perturbed Third Order Ordinary Differential Equations of Convection-Diffusion Type

  J. Christy Roja, A. Tamilselvan

  2014-07-01

  DOI:10.4208/nmtma.2014.y12030

  40396 3854 pp. 265-287

• A Fitted Numerov Method for Singularly Perturbed Parabolic Partial Differential Equation with a Small Negative Shift Arising in Control Theory

  R. Nageshwar Rao, P. Pramod Chakravarthy

  2014-07-01

  DOI:10.4208/nmtma.2014.1316nm

  41700 4537 pp. 23-40

• Entirely Exponential-Type Scheme (E2S) for Optimization Problems with Singularly Perturbed ODE Constraints: The Model Problem

  Mengyu Li, Tiegang Liu, Kui Cao, Chengliang Feng, Bin Zhang, Weixiong Yuan

  2025-09-01

  DOI:10.4208/nmtma.OA-2024-0135

  5194 452 pp. 817-844

• New Sixth-Order Compact Schemes for Poisson/Helmholtz Equations

  Kejia Pan, Kang Fu, Jin Li, Hongling Hu, Zhilin Li

  2023-04-10

  DOI:10.4208/nmtma.OA-2022-0073

  38334 2963 pp. 393-409

• Numerical Solution to the Multi-Term Time Fractional Diffusion Equation in a Finite Domain

  Gongsheng Li, Chunlong Sun, Xianzheng Jia, Dianhu Du

  2016-09-01

  DOI:10.4208/nmtma.2016.y13024

  40009 2775 pp. 337-357

• A Numerical Study of Blowup in the Harmonic Map Heat Flow Using the MMPDE Moving Mesh Method

  Ronald D. Haynes, Weizhang Huang, Paul A. Zegeling

  2013-06-01

  DOI:10.4208/nmtma.2013.1130nm

  39386 3651 pp. 364-383

• Computing Viscous Flow in an Elastic Tube

  Yi Li, Ioannis Sgouralis, Anita T. Layton

  2014-07-01

  DOI:10.4208/nmtma.2014.1303si

  39868 3627 pp. 555-574

• A Parameter-Uniform Finite Difference Method for a Coupled System of Convection-Diffusion Two-Point Boundary Value Problems

  Eugene O'Riordan, Jeanne Stynes, Martin Stynes

  2008-01-01

  38736 3517 pp. 176-197

• High Order Scheme for Schrödinger Equation with Discontinuous Potential I: Immersed Interface Method

  Hao Wu

  2011-04-01

  DOI:10.4208/nmtma.2011.m1036

  41490 3517 pp. 576-597

• Simulating Three-Dimensional Free Surface Viscoelastic Flows Using Moving Finite Difference Schemes

  Yubo Zhang, Tao Tang

  2011-04-01

  DOI:10.4208/nmtma.2011.m9017

  39604 4150 pp. 92-112

• Effect of Space Dimensions on Equilibrium Solutions of Cahn-Hilliard and Conservative Allen-Cahn Equations

  Hyun Geun Lee, Junxiang Yang, Junseok Kim, Jintae Park

  2020-03-16

  DOI:10.4208/nmtma.OA-2019-0159

  45672 2890 pp. 644-664

• Error Estimates and Superconvergence of a High-Accuracy Difference Scheme for a Parabolic Inverse Problem with Unknown Boundary Conditions

  Liping Zhou, Shi Shu, Haiyuan Yu

  2019-10-12

  DOI:10.4208/nmtma.OA-2018-0019

  46060 2709 pp. 1119-1140

• Penalized Schemes for Hamilton-Jacobi-Bellman Quasi-Variational Inequalities Arising in Regime Switching Utility Maximization with Optimal Stopping

  Jingtang Ma, Jianjun Ma, Haofei Wu

  2024-05-11

  DOI:10.4208/nmtma.OA-2023-0094

  21404 1774 pp. 404-428

• Finite Difference Method for Inhomogeneous Fractional Dirichlet Problem

  Jing Sun, Weihua Deng, Daxin Nie

  2022-07-19

  DOI:10.4208/nmtma.OA-2021-0173

  39805 3028 pp. 744-767

• A Novel Numerical Approach to Time-Fractional Parabolic Equations with Nonsmooth Solutions

  Dongfang Li, Weiwei Sun, Chengda Wu

  2021-01-26

  DOI:10.4208/nmtma.OA-2020-0129

  48564 2912 pp. 355-376

• Finite Difference Schemes for the Tempered Fractional Laplacian

  Zhijiang Zhang, Weihua Deng, Hongtao Fan

  2018-12-17

  DOI:10.4208/nmtma.OA-2017-0141

  44256 3000 pp. 492-516

• Spectral Deferred Correction Methods for Fractional Differential Equations

  Chunwan Lv, Mejdi Azaiez, Chuanju Xu

  2021-01-13

  DOI:10.4208/nmtma.2018.s03

  44958 2898 pp. 729-751

• Error Splitting Preservation for High Order Finite Difference Schemes in the Combination Technique

  Christian Hendricks, Matthias Ehrhardt, Michael Guenther

  2017-10-01

  DOI:10.4208/nmtma.2017.m1511

  38301 2624 pp. 689-710

• Evaluation Finite Moment Log-Stable Option Pricing by a Spectral Method

  Xu Guo, Leevan Ling

  2018-09-17

  DOI:10.4208/nmtma.2017-OA-0131

  51270 2886 pp. 437-452