Found 24 Documents (Results 1–24)
On high-order compact schemes for the multidimensional time-fractional Schrödinger equation. (English) Zbl 1486.65101
A case study on pricing foreign exchange options using the modified Craig-Sneyd ADI scheme. (English) Zbl 1483.91255
A fourth-order compact ADI scheme for two-dimensional Riesz space fractional nonlinear reaction-diffusion equation. (English) Zbl 07475998
A formally second order BDF ADI difference scheme for the three-dimensional time-fractional heat equation. (English) Zbl 1480.65207
An ADI compact difference scheme for the two-dimensional semilinear time-fractional mobile-immobile equation. (English) Zbl 1476.35150
A note on the numerical resolution of Heston PDEs. (English) Zbl 1466.65060
Reviewer: Xiaofei Zhao (Wuhan)
A new high order ADI numerical difference formula for time-fractional convection-diffusion equation. (English) Zbl 1474.35675
On inexact alternating direction implicit iteration for continuous Sylvester equations. (English) Zbl 1474.65112
Reviewer: Carlos A. De Moura (Rio de Janeiro)
An alternating direction implicit Galerkin finite element method for the distributed-order time-fractional mobile-immobile equation in two dimensions. (English) Zbl 1524.65584
Sixth-order compact ADI splitting method for the nonlinear Schrödinger equation in three-dimensions. (Chinese. English summary) Zbl 1463.65242
Numerically pricing convertible bonds under stochastic volatility or stochastic interest rate with an ADI-based predictor-corrector scheme. (English) Zbl 1448.91325
A POD-based reduced-order Crank-Nicolson/fourth-order alternating direction implicit (ADI) finite difference scheme for solving the two-dimensional distributed-order Riesz space-fractional diffusion equation. (English) Zbl 1452.65145
Maximum norm error estimates of a linear CADI method for the Klein-Gordon-Schrödinger equations. (English) Zbl 1447.65019
Linearized ADI schemes for two-dimensional space-fractional nonlinear Ginzburg-Landau equation. (English) Zbl 1447.65042
Alternating direction ghost-fluid methods for solving the heat equation with interfaces. (English) Zbl 1447.65027
A compact ADI scheme for two-dimensional fractional sub-diffusion equation with Neumann boundary condition. (English) Zbl 1442.65152
Alternating direction implicit time integrations for finite difference acoustic wave propagation: parallelization and convergence. (English) Zbl 1519.76217
Pseudo-transient ghost fluid methods for the Poisson-Boltzmann equation with a two-component regularization. (English) Zbl 1460.92087
Unconditional \(L_\infty\) convergence of a compact ADI scheme for coupled nonlinear Schrödinger system. (English) Zbl 1437.65092
Reviewer: Bülent Karasözen (Ankara)
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