Found 16 Documents (Results 1–16)
A new high accuracy two-level implicit off-step discretization for the system of two space dimensional quasi-linear parabolic partial differential equations. (English) Zbl 1308.65146
MSC:
65M06
A Haar wavelet quasilinearization approach for numerical simulation of Burgers’ equation. (English) Zbl 1302.35337
A predictor-corrector compact finite difference scheme for Burgers’ equation. (English) Zbl 1288.65129
A semi-adaptive compact splitting method for the numerical solution of 2-dimensional quenching problems. (English) Zbl 1280.65086
The numerical approximation of nonlinear Black–Scholes model for exotic path-dependent American options with transaction cost. (English) Zbl 1255.91434
A high order spectral volume solution to the Burgers equation using the Hopf-Cole transformation. (English) Zbl 1253.76087
Spline solution of the generalized Burgers’-Fisher equation. (English) Zbl 1260.65077
Reviewer: Yajuan Sun (Beijing)
The inverse problem of finding the time-dependent diffusion coefficient of the heat equation from integral overdetermination data. (English) Zbl 1259.65142
Reviewer: Jiguang Sun (Dover)
On the stability of a compact finite difference scheme for option pricing. (English) Zbl 1246.91126
Günther, Michael (ed.) et al., Progress in industrial mathematics at ECMI 2010. Proceedings of the 16th European conference on mathematics for industry, Wuppertal, Germany, July 26–30, 2010. Berlin: Springer (ISBN 978-3-642-25099-6/hbk; 978-3-642-25100-9/ebook). Mathematics in Industry 17, 215-221 (2012).
High-order compact finite difference scheme for option pricing in stochastic volatility models. (English) Zbl 1244.91100
Compact alternating direction implicit method for two-dimensional time fractional diffusion equation. (English) Zbl 1242.65158
Numerical solutions of nonlinear Burgers equation with modified cubic B-splines collocation method. (English) Zbl 1242.65209
Vortex design problem. (English) Zbl 1457.76050
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