Found 12 Documents (Results 1–12)
Sixth-order quasi-compact difference scheme for the time-dependent diffusion equation. (English) Zbl 07843796
A high-order compact LOD method for solving the three-dimensional reaction-diffusion equation with nonlinear reaction term. (English) Zbl 1524.35153
A linearized compact ADI scheme for semilinear parabolic problems with distributed delay. (English) Zbl 1466.65076
Convergence rates of the numerical methods for the delayed PDEs from option pricing under regime switching hard-to-borrow models. (English) Zbl 1480.91318
A two-level linearized compact ADI scheme for two-dimensional nonlinear reaction-diffusion equations. (English) Zbl 1415.65202
High order locally one-dimensional methods for solving two-dimensional parabolic equations. (English) Zbl 1448.65094
Stability and convergence of difference schemes for multi-dimensional parabolic equations with variable coefficients and mixed derivatives. (English) Zbl 1390.65071
Finite difference schemes satisfying an optimality condition for the unsteady heat equation. (English) Zbl 1540.80015
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