Numerical study on gas flow through a micro–nano porous medium based on finite difference schemes on quasi-uniform grids

International Journal of Non-Linear Mechanics ◽

10.1016/j.ijnonlinmec.2018.05.023 ◽

2018 ◽

Vol 105 ◽

pp. 186-191 ◽

Author(s):

Riccardo Fazio ◽

Alessandra Jannelli ◽

Tiziana Rotondo

Keyword(s):

Porous Medium ◽

Finite Difference ◽

Gas Flow ◽

Numerical Study ◽

Difference Schemes ◽

Finite Difference Schemes ◽

Uniform Grids ◽

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Stability of central finite difference schemes on non-uniform grids for the Black–Scholes PDE with Neumann boundary condition

10.1063/1.4756624 ◽

2012 ◽

Author(s):

K. Volders

Keyword(s):

Boundary Condition ◽

Finite Difference ◽

Neumann Boundary Condition ◽

Neumann Boundary ◽

Difference Schemes ◽

Finite Difference Schemes ◽

Uniform Grids ◽

Black Scholes ◽

Central Finite Difference

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High-Order Compact Finite Difference Schemes for Option Pricing in Stochastic Volatility Models on Non-Uniform Grids

SSRN Electronic Journal ◽

10.2139/ssrn.2295581 ◽

2013 ◽

Author(s):

Bertram Düring ◽

Michel Fournie ◽

Christof Heuer

Keyword(s):

Finite Difference ◽

Option Pricing ◽

Stochastic Volatility ◽

Difference Schemes ◽

Finite Difference Schemes ◽

Stochastic Volatility Models ◽

Compact Finite Difference ◽

Volatility Models ◽

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Very high-order compact finite difference schemes on non-uniform grids for incompressible Navier–Stokes equations

Journal of Computational Physics ◽

10.1016/j.jcp.2006.11.007 ◽

2007 ◽

Vol 224 (2) ◽

pp. 1064-1094 ◽

Author(s):

Ratnesh K. Shukla ◽

Mahidhar Tatineni ◽

Xiaolin Zhong

Keyword(s):

Finite Difference ◽

Stokes Equations ◽

Difference Schemes ◽

Navier Stokes ◽

Finite Difference Schemes ◽

Navier Stokes Equations ◽

Compact Finite Difference ◽

Uniform Grids ◽

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Stability of Central Finite Difference Schemes on Non–Uniform Grids for 1D Partial Differential Equations with Variable Coefficients

10.1063/1.3498327 ◽

2010 ◽

Author(s):

Kim Volders ◽

Theodore E. Simos ◽

George Psihoyios ◽

Ch. Tsitouras

Keyword(s):

Partial Differential Equations ◽

Finite Difference ◽

Differential Equations ◽

Variable Coefficients ◽

Difference Schemes ◽

Finite Difference Schemes ◽

Partial Differential ◽

Uniform Grids ◽

Central Finite Difference

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Numerical Study of N-Wave Propagation Using Optimized Compact Finite Difference Schemes

AIAA Journal ◽

10.2514/2.1948 ◽

2003 ◽

Vol 41 (2) ◽

pp. 316-319 ◽

Author(s):

In Bo Shim ◽

Jae Wook Kim ◽

Duck Joo Lee

Keyword(s):

Wave Propagation ◽

Finite Difference ◽

Numerical Study ◽

Difference Schemes ◽

Finite Difference Schemes ◽

Compact Finite Difference ◽

Compact Finite Difference Schemes ◽

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Stability of central finite difference schemes on non-uniform grids for the Black–Scholes equation

Applied Numerical Mathematics ◽

10.1016/j.apnum.2009.05.011 ◽

2009 ◽

Vol 59 (10) ◽

pp. 2593-2609 ◽

Author(s):

K.J. in 't Hout ◽

K. Volders

Keyword(s):

Finite Difference ◽

Difference Schemes ◽

Finite Difference Schemes ◽

Uniform Grids ◽

Black Scholes ◽

Central Finite Difference

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Numerical Study of Fisher’s Equation by Finite Difference Schemes

Applied Mathematics ◽

10.4236/am.2017.88083 ◽

2017 ◽

Vol 08 (08) ◽

pp. 1100-1116 ◽

Author(s):

Bader Saad Alshammari ◽

Daoud Suleiman Mashat

Keyword(s):

Finite Difference ◽

Numerical Study ◽

Difference Schemes ◽

Finite Difference Schemes ◽

Fisher’S Equation ◽

Fisher's Equation

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Two new compact finite-difference schemes for the solution of boundary value problems in second-order non-linear ordinary differential equations, using non-uniform grids

Journal of Computational Methods in Sciences and Engineering ◽

10.3233/jcm-2008-81-201 ◽

2008 ◽

Vol 8 (1-2) ◽

pp. 3-18

Author(s):

L.K. Bieniasz

Keyword(s):

Finite Difference ◽

Differential Equations ◽

Ordinary Differential Equations ◽

Boundary Value Problems ◽

Boundary Value ◽

Difference Schemes ◽

Finite Difference Schemes ◽

Compact Finite Difference ◽

Linear Ordinary Differential Equations ◽

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High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2014.04.016 ◽

2014 ◽

Vol 271 ◽

pp. 247-266 ◽

Author(s):

Bertram Düring ◽

Michel Fournié ◽

Christof Heuer

Keyword(s):

Finite Difference ◽

Option Pricing ◽

Stochastic Volatility ◽

Difference Schemes ◽

Finite Difference Schemes ◽

Stochastic Volatility Models ◽

Compact Finite Difference ◽

Volatility Models ◽

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Numerical Study of One Dimensional Fishers KPP Equation with Finite Difference Schemes

American Journal of Computational Mathematics ◽

10.4236/ajcm.2017.71006 ◽

2017 ◽

Vol 07 (01) ◽

pp. 70-83 ◽

Author(s):

Shahid Hasnain ◽

Muhammad Saqib

Keyword(s):

Finite Difference ◽

Numerical Study ◽

Difference Schemes ◽

Finite Difference Schemes ◽

Kpp Equation ◽

One Dimensional

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