High-Order Compact Finite Difference Method for Black–Scholes PDE

Mathematical Analysis and its Applications - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-81-322-2485-3_32 ◽

2015 ◽

pp. 393-403

Author(s):

Kuldip Singh Patel ◽

Mani Mehra

Keyword(s):

Finite Difference ◽

Finite Difference Method ◽

Difference Method ◽

Compact Finite Difference ◽

Compact Finite Difference Method ◽

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Exponential high-order compact finite difference method for convection-dominated diffusion problems on nonuniform grids

Numerical Heat Transfer Part B Fundamentals ◽

10.1080/10407790.2019.1607115 ◽

2019 ◽

Vol 75 (3) ◽

pp. 145-177

Author(s):

F. Tian ◽

Y. B. Ge ◽

Z. F. Tian

Keyword(s):

Finite Difference ◽

Finite Difference Method ◽

Difference Method ◽

Nonuniform Grids ◽

Compact Finite Difference ◽

Compact Finite Difference Method ◽

Convection Dominated ◽

Diffusion Problems

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A high-order compact finite difference method on nonuniform time meshes for variable coefficient reaction–subdiffusion problems with a weak initial singularity

BIT Numerical Mathematics ◽

10.1007/s10543-020-00841-0 ◽

2021 ◽

Author(s):

Yuan-Ming Wang

Keyword(s):

Finite Difference ◽

Finite Difference Method ◽

Difference Method ◽

Variable Coefficient ◽

Initial Singularity ◽

Compact Finite Difference ◽

Compact Finite Difference Method

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A high-order compact finite difference method and its extrapolation for fractional mobile/immobile convection–diffusion equations

CALCOLO ◽

10.1007/s10092-016-0207-y ◽

2016 ◽

Vol 54 (3) ◽

pp. 733-768 ◽

Author(s):

Yuan-Ming Wang

Keyword(s):

Finite Difference ◽

Finite Difference Method ◽

Difference Method ◽

Diffusion Equations ◽

Compact Finite Difference ◽

Convection Diffusion ◽

Compact Finite Difference Method

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A high-order linearized compact finite difference method for nonlinear fractional mobile/immobile equations

2020 Chinese Control And Decision Conference (CCDC) ◽

10.1109/ccdc49329.2020.9164462 ◽

2020 ◽

Author(s):

Tao Wang ◽

Haixia Li

Keyword(s):

Finite Difference ◽

Finite Difference Method ◽

Difference Method ◽

Compact Finite Difference ◽

Compact Finite Difference Method

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High‐order compact finite difference method for the multi‐term time fractional mixed diffusion and diffusion‐wave equation

Mathematical Methods in the Applied Sciences ◽

10.1002/mma.7207 ◽

2021 ◽

Author(s):

Bo Yu

Keyword(s):

Wave Equation ◽

Finite Difference ◽

Finite Difference Method ◽

Difference Method ◽

Diffusion Wave ◽

Compact Finite Difference ◽

Compact Finite Difference Method ◽

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Analysis of a high-order compact finite difference method for Robin problems of time-fractional sub-diffusion equations with variable coefficients

Applied Numerical Mathematics ◽

10.1016/j.apnum.2020.05.023 ◽

2020 ◽

Vol 156 ◽

pp. 467-492

Author(s):

Yuan-Ming Wang ◽

Lei Ren

Keyword(s):

Finite Difference ◽

Finite Difference Method ◽

Difference Method ◽

Variable Coefficients ◽

Diffusion Equations ◽

Compact Finite Difference ◽

Compact Finite Difference Method

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Implementation of high-order compact finite-difference method to parabolized Navier-Stokes schemes

International Journal for Numerical Methods in Fluids ◽

10.1002/fld.1774 ◽

2008 ◽

Vol 58 (6) ◽

pp. 659-685 ◽

Author(s):

Vahid Esfahanian ◽

Kazem Hejranfar ◽

Hossein Mahmoodi Darian

Keyword(s):

Finite Difference ◽

Finite Difference Method ◽

Difference Method ◽

Navier Stokes ◽

Compact Finite Difference ◽

Compact Finite Difference Method

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Two different temporal domain integration schemes combined with compact finite difference method to solve modified Burgers’ equation

Ain Shams Engineering Journal ◽

10.1016/j.asej.2021.05.021 ◽

2021 ◽

Author(s):

Ravneet Kaur ◽

Shallu ◽

V.K. Kukreja ◽

Nabendra Parumasur ◽

Pravin Singh

Keyword(s):

Finite Difference ◽

Finite Difference Method ◽

Difference Method ◽

Burgers Equation ◽

Compact Finite Difference ◽

Compact Finite Difference Method ◽

Integration Schemes ◽

Temporal Domain ◽

Modified Burgers Equation ◽

Domain Integration

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Fourth Order Compact Finite Difference Method for Solving One Dimensional Wave Equation

International Journal Of Engineering & Applied Sciences ◽

10.24107/ijeas.281431 ◽

2016 ◽

Vol 8 (4) ◽

pp. 30-30

Author(s):

Gemechis File Duressa ◽

Tesfaye Aga Bullo ◽

Gashu Gadisa Kiltu

Keyword(s):

Wave Equation ◽

Finite Difference ◽

Finite Difference Method ◽

Fourth Order ◽

Difference Method ◽

Compact Finite Difference ◽

One Dimensional ◽

Compact Finite Difference Method ◽

Dimensional Wave

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The symmetric compact finite difference method for nonlinear two-order boundary value problems

The 2nd International Conference on Information Science and Engineering ◽

10.1109/icise.2010.5689512 ◽

2010 ◽

Author(s):

Xiaopeng Lian ◽

Danfu Han

Keyword(s):

Finite Difference ◽

Finite Difference Method ◽

Boundary Value Problems ◽

Difference Method ◽

Boundary Value ◽

Compact Finite Difference ◽

Compact Finite Difference Method

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