scholarly journals Polynomial differential quadrature method for numerical solution of the generalized Black-Scholes ‎equation

2021 ◽  
Vol 2 (1) ◽  
pp. 119-130
Author(s):  
‎Zahra‎‎ ‎ sarvari ◽  
Mojtaba Ranjbar ◽  
Shahram Rezapour ◽  
◽  
◽  
...  
Keyword(s):  
Numerical Solution ◽  
Differential Quadrature Method ◽  
Differential Quadrature ◽  
Quadrature Method ◽  
Black Scholes

Differential Quadrature Method in Computational Mechanics: A Review

1996 ◽  
Vol 49 (1) ◽  
pp. 1-28 ◽  
Author(s):  
Charles W. Bert ◽  
Moinuddin Malik
Keyword(s):  
Numerical Solution ◽  
Computational Mechanics ◽  
Differential Quadrature Method ◽  
Differential Quadrature ◽  
Solution Technique ◽  
General Interest ◽  
Quadrature Method ◽  
Physical Sciences ◽  
Boundary Problems ◽  
Potential Alternative

The differential quadrature method is a numerical solution technique for initial and/or boundary problems. It was developed by the late Richard Bellman and his associates in the early 70s and, since then, the technique has been successfully employed in a variety of problems in engineering and physical sciences. The method has been projected by its proponents as a potential alternative to the conventional numerical solution techniques such as the finite difference and finite element methods. This paper presents a state-of-the-art review of the differential quadrature method, which should be of general interest to the computational mechanics community.

scholarly journals Differential Quadrature Solution of Hyperbolic Telegraph Equation

2012 ◽  
Vol 2012 ◽  
pp. 1-18 ◽  
Author(s):  
B. Pekmen ◽  
M. Tezer-Sezgin
Keyword(s):  
Numerical Solution ◽  
Good Accuracy ◽  
Differential Quadrature Method ◽  
Telegraph Equation ◽  
Differential Quadrature ◽  
Time Interval ◽  
Quadrature Method ◽  
Time Level ◽  
Time Direction ◽  
Grid Points

Differential quadrature method (DQM) is proposed for the numerical solution of one- and two-space dimensional hyperbolic telegraph equation subject to appropriate initial and boundary conditions. Both polynomial-based differential quadrature (PDQ) and Fourier-based differential quadrature (FDQ) are used in space directions while PDQ is made use of in time direction. Numerical solution is obtained by using Gauss-Chebyshev-Lobatto grid points in space intervals and equally spaced and/or GCL grid points for the time interval. DQM in time direction gives the solution directly at a required time level or steady state without the need of iteration. DQM also has the advantage of giving quite good accuracy with considerably small number of discretization points both in space and time direction.

Numerical Solution of a Uniform Beam Problem Using g-spline-Based Differential Quadrature Method

2013 ◽  
Vol 16 (2) ◽  
pp. 139-201 ◽  
Author(s):  
Osama H. Mohammed ◽  
◽  
Fadhel S. Fadhel ◽  
Mustafa A. Saeed ◽  
◽  
...  
Keyword(s):  
Numerical Solution ◽  
Differential Quadrature Method ◽  
Differential Quadrature ◽  
Quadrature Method ◽  
Uniform Beam
Sign in / Sign up

Export Citation Format

Share Document