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

  35148 2830 Pages:303-320

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

  K. Wang, Y. S. Wong

  2014-11-01

  33782 2711 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

  38994 2622 Pages:362-383

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

  M. Radziunas, R. Ciegis & A. Mirinavicius

  2021-10-20

  34115 2663 Pages:303-314

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

  Q.-F. Zhang, M. Mei & C.-J. Zhang

  2016-01-08

  33010 4102 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

  32453 2571 Pages:747-784

• Alternating Schemes of Parallel Computation for the Diffusion Problems

  S. Zhu & J. Zhao

  2007-04-01

  28729 2467 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

  41295 2650 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

  6226 517 Pages:843-859

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

  U. Koley

  2016-05-03

  32118 2605 Pages:344-367

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

  Chiara Sorgentone & Bernardo Favini

  2017-06-01

  32107 2695 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

  28337 2424 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

  13994 1116 Pages:793-821

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

  R. Guo, K. Wang & L.-W. Xu

  2016-11-08

  32067 2773 Pages:986-1002

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

  Yiming Ren, Shan Zhao

  2025-08-04

  6234 508 Pages:860-896

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

  Jiang Yang, Qiang Du, Wei Zhang

  2018-08-14

  33451 3776 Pages:213-227 Open-access

• Numerical Schemes for Multi Phase Quadrature Domains

  F. Bozorgnia & M. Bazarganzadeh

  2014-11-01

  32466 2643 Pages:726-744

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

  Pelin G. Geredeli, Carson Givens, Ahmed Zytoon

  2023-03-30

  29543 2566 Pages:329-352

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

  D. T. Dimitrov & H. V. Kojouharov

  2007-04-01

  29635 2502 Pages:280-290

• High Performance Computing in Petroleum Applications

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

  2005-11-03

  30824 2427 Pages:43-57

• Comparison of Solvers for 2D Schrödinger Problems

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

  2021-10-20

  34149 3974 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

  31976 2561 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

  34278 2767 Pages:689-704

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

  Galena Pelovska

  2008-05-01

  31078 3344 Pages:466-490

• Analysis of Pollution-Free Approaches for Multi-Dimensional Helmholtz Equations

  Kun Wang, Yau Shu Wong, Jizu Huang

  2018-11-22

  33648 2762 Pages:412-435

• Expanded Mixed Finite Element Domain Decomposition Methods on Triangular Grids

  A. Arraras sand L. Portero

  2021-10-20

  34291 2692 Pages:255-270

• The Arakawa Jacobian Method and a Fourth-Order Essentially Nonoscillatory Scheme for the Beta-Plane Barotropic Equations

  A. Kacimi, T. Aliziane & B. Khouider

  2013-10-01

  33964 2676 Pages:571-587