adi schemes Latest Research Papers

On higher-order compact ADI schemes for the variable coefficient wave equation

Applied Mathematics and Computation ◽

10.1016/j.amc.2021.126565 ◽

2022 ◽

Vol 412 ◽

pp. 126565

Author(s):

Alexander Zlotnik ◽

Raimondas Čiegis

Keyword(s):

Wave Equation ◽

Variable Coefficient ◽

Higher Order ◽

Adi Schemes

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HOC-ADI schemes for two-dimensional Ginzburg–Landau equation in superconductivity

Mathematics and Computers in Simulation ◽

10.1016/j.matcom.2021.05.031 ◽

2021 ◽

Author(s):

Linghua Kong ◽

Yiyang Luo ◽

Lan Wang ◽

Meng Chen ◽

Zhi Zhao

Keyword(s):

Landau Equation ◽

Two Dimensional ◽

Ginzburg Landau ◽

Ginzburg Landau Equation ◽

Adi Schemes

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Linearized ADI schemes for two-dimensional space-fractional nonlinear Ginzburg–Landau equation

Computers & Mathematics with Applications ◽

10.1016/j.camwa.2020.05.027 ◽

2020 ◽

Vol 80 (5) ◽

pp. 1201-1220 ◽

Cited By ~ 4

Author(s):

Qifeng Zhang ◽

Xiaoman Lin ◽

Kejia Pan ◽

Yunzhu Ren

Keyword(s):

Dimensional Space ◽

Landau Equation ◽

Two Dimensional ◽

Ginzburg Landau ◽

Ginzburg Landau Equation ◽

Adi Schemes

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Accelerated implementation of the ADI schemes for the Heston model with stochastic correlation

Journal of Computational Science ◽

10.1016/j.jocs.2019.07.009 ◽

2019 ◽

Vol 36 ◽

pp. 101022

Author(s):

L. Teng ◽

A. Clevenhaus

Keyword(s):

Heston Model ◽

Stochastic Correlation ◽

Adi Schemes

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Linearized compact ADI schemes for nonlinear time-fractional Schrödinger equations

Applied Mathematics Letters ◽

10.1016/j.aml.2018.05.007 ◽

2018 ◽

Vol 84 ◽

pp. 160-167 ◽

Cited By ~ 28

Author(s):

Xiaoli Chen ◽

Yana Di ◽

Jinqiao Duan ◽

Dongfang Li

Keyword(s):

Schrodinger Equations ◽

Schrödinger Equations ◽

Fractional Schrödinger Equations ◽

Adi Schemes

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ADI schemes for valuing European options under the Bates model

Applied Numerical Mathematics ◽

10.1016/j.apnum.2018.04.003 ◽

2018 ◽

Vol 130 ◽

pp. 143-156 ◽

Cited By ~ 6

Author(s):

Karel J. in 't Hout ◽

Jari Toivanen

Keyword(s):

European Options ◽

Adi Schemes

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Derivatives pricing under beta stochastic volatility model using ADI schemes

Applied Mathematical Sciences ◽

10.12988/ams.2018.8574 ◽

2018 ◽

Vol 12 (17) ◽

pp. 825-840

Author(s):

Abdelkamel Alj ◽

Abdelghani Benjouad

Keyword(s):

Stochastic Volatility ◽

Stochastic Volatility Model ◽

Derivatives Pricing ◽

Volatility Model ◽

Adi Schemes

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Alternating Direction Implicit (ADI) schemes for a PDE-based image osmosis model

Journal of Physics Conference Series ◽

10.1088/1742-6596/904/1/012014 ◽

2017 ◽

Vol 904 ◽

pp. 012014 ◽

Cited By ~ 3

Author(s):

L. Calatroni ◽

C. Estatico ◽

N. Garibaldi ◽

S. Parisotto

Keyword(s):

Alternating Direction Implicit ◽

Alternating Direction ◽

Adi Schemes

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Improved ADI Scheme for Linear Hyperbolic Equations: Extension to Nonlinear Cases and Compact ADI Schemes

Journal of Scientific Computing ◽

10.1007/s10915-017-0366-2 ◽

2017 ◽

Vol 72 (2) ◽

pp. 500-521 ◽

Cited By ~ 1

Author(s):

Geng Zhang ◽

Dan Cai ◽

Yong Du

Keyword(s):

Hyperbolic Equations ◽

Adi Schemes ◽

Adi Scheme ◽

Linear Hyperbolic Equations

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ADI Schemes for 2D Subdiffusion Equation

Lecture Notes in Computer Science - Numerical Analysis and Its Applications ◽

10.1007/978-3-319-57099-0_38 ◽

2017 ◽

pp. 350-358

Author(s):

Sandra Živanovic ◽

Boško S. Jovanović

Keyword(s):

Adi Schemes ◽

Subdiffusion Equation

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adi schemes
Recently Published Documents

TOTAL DOCUMENTS

H-INDEX

On higher-order compact ADI schemes for the variable coefficient wave equation

HOC-ADI schemes for two-dimensional Ginzburg–Landau equation in superconductivity

Linearized ADI schemes for two-dimensional space-fractional nonlinear Ginzburg–Landau equation

Accelerated implementation of the ADI schemes for the Heston model with stochastic correlation

Linearized compact ADI schemes for nonlinear time-fractional Schrödinger equations

ADI schemes for valuing European options under the Bates model

Derivatives pricing under beta stochastic volatility model using ADI schemes

Alternating Direction Implicit (ADI) schemes for a PDE-based image osmosis model

Improved ADI Scheme for Linear Hyperbolic Equations: Extension to Nonlinear Cases and Compact ADI Schemes

ADI Schemes for 2D Subdiffusion Equation

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adi schemesRecently Published Documents

TOTAL DOCUMENTS

H-INDEX

On higher-order compact ADI schemes for the variable coefficient wave equation

HOC-ADI schemes for two-dimensional Ginzburg–Landau equation in superconductivity

Linearized ADI schemes for two-dimensional space-fractional nonlinear Ginzburg–Landau equation

Accelerated implementation of the ADI schemes for the Heston model with stochastic correlation

Linearized compact ADI schemes for nonlinear time-fractional Schrödinger equations

ADI schemes for valuing European options under the Bates model

Derivatives pricing under beta stochastic volatility model using ADI schemes

Alternating Direction Implicit (ADI) schemes for a PDE-based image osmosis model

Improved ADI Scheme for Linear Hyperbolic Equations: Extension to Nonlinear Cases and Compact ADI Schemes

ADI Schemes for 2D Subdiffusion Equation

adi schemes
Recently Published Documents