Semi-implicit finite difference methods for three-dimensional shallow water flow

1992 ◽  
Vol 15 (6) ◽  
pp. 629-648 ◽  
Author(s):  
Vincenzo Casulli ◽  
Ralph T. Cheng
Keyword(s):  
Finite Difference ◽  
Shallow Water ◽  
Water Flow ◽  
Finite Difference Methods ◽  
Three Dimensional ◽  
Shallow Water Flow ◽  
Implicit Finite Difference ◽  
Difference Methods

scholarly journals A Comparative Study between Implicit and Crank-Nicolson Finite Difference Method for Option Pricing

2020 ◽  
Vol 40 (1) ◽  
pp. 13-27
Author(s):  
Tanmoy Kumar Debnath ◽  
ABM Shahadat Hossain
Keyword(s):  
Finite Difference ◽  
Finite Difference Method ◽  
Option Pricing ◽  
Difference Method ◽  
Finite Difference Methods ◽  
Put Option ◽  
Black Scholes ◽  
Implicit Finite Difference ◽  
Difference Methods ◽  
Crank Nicolson

In this paper, we have applied the finite difference methods (FDMs) for the valuation of European put option (EPO). We have mainly focused the application of Implicit finite difference method (IFDM) and Crank-Nicolson finite difference method (CNFDM) for option pricing. Both these techniques are used to discretized Black-Scholes (BS) partial differential equation (PDE). We have also compared the convergence of the IFDM and CNFDM to the analytic BS price of the option. This turns out a conclusion that both these techniques are fairly fruitful and excellent for option pricing. GANIT J. Bangladesh Math. Soc.Vol. 40 (2020) 13-27

Characteristics of finite difference methods for dispersive shallow water equations

2016 ◽  
Vol 31 (3) ◽  
Author(s):  
Zinaida I. Fedotova ◽  
Gayaz S. Khakimzyanov
Keyword(s):  
Numerical Methods ◽  
Finite Difference ◽  
Shallow Water ◽  
Shallow Water Equations ◽  
Finite Difference Methods ◽  
Difference Schemes ◽  
Finite Difference Schemes ◽  
Hydrodynamic Equations ◽  
Difference Methods

AbstractThe paper contains a description of the most important properties of numerical methods for solving nonlinear dispersive hydrodynamic equations and their distinctions from similar properties of finite difference schemes approximating classic dispersion-free shallow water equations.

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