Semi-implicit finite difference methods for the two-dimensional shallow water equations

1990 ◽  
Vol 86 (1) ◽  
pp. 56-74 ◽  
Author(s):  
Vincenzo Casulli
Keyword(s):  
Finite Difference ◽  
Shallow Water ◽  
Shallow Water Equations ◽  
Finite Difference Methods ◽  
Two Dimensional ◽  
Implicit Finite Difference ◽  
Difference Methods

Finite difference methods for 2D shallow water equations with dispersion

2019 ◽  
Vol 34 (2) ◽  
pp. 105-117 ◽  
Author(s):  
Gayaz S. Khakimzyanov ◽  
Zinaida I. Fedotova ◽  
Oleg I. Gusev ◽  
Nina Yu. Shokina
Keyword(s):  
Finite Difference ◽  
Shallow Water ◽  
Shallow Water Equations ◽  
Finite Difference Methods ◽  
Original System ◽  
Difference Schemes ◽  
Finite Difference Schemes ◽  
Elliptic Type ◽  
Two Dimensional ◽  
Nonlinear Hyperbolic System

Abstract Basic properties of some finite difference schemes for two-dimensional nonlinear dispersive equations for hydrodynamics of surface waves are considered. It is shown that stability conditions for difference schemes of shallow water equations are qualitatively different in the cases the dispersion is taken into account, or not. The difference in the behavior of phase errors in one- and two-dimensional cases is pointed out. Special attention is paid to the numerical algorithm based on the splitting of the original system of equations into a nonlinear hyperbolic system and a scalar linear equation of elliptic type.

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.

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

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