Pages that link to "Item:Q1335617"
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The following pages link to High order difference schemes for unsteady one-dimensional diffusion- convection problems (Q1335617):
Displayed 37 items.
- Numerical pricing of financial derivatives using Jain's high-order compact scheme (Q387081) (← links)
- A full analysis of a new second order finite volume approximation based on a low-order scheme using general admissible spatial meshes for the unsteady one dimensional heat equation (Q402976) (← links)
- Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model (Q503351) (← links)
- Numerical solution of unsteady advection dispersion equation arising in contaminant transport through porous media using neural networks (Q521250) (← links)
- High-order compact solution of the one-dimensional heat and advection-diffusion equations (Q611542) (← links)
- A high-order exponential scheme for solving 1D unsteady convection-diffusion equations (Q629515) (← links)
- A numerical study of Asian option with high-order compact finite difference scheme (Q721576) (← links)
- An implicit high accuracy variable mesh scheme for 1D nonlinear singular parabolic partial differential equations (Q878936) (← links)
- An optimal time-stepping algorithm for unsteady advection-diffusion problems (Q893114) (← links)
- Two-level compact implicit schemes for three-dimensional parabolic problems (Q980063) (← links)
- Numerical modelling of linear and nonlinear diffusion equations by compact finite difference method (Q984000) (← links)
- A sixth-order compact finite difference scheme to the numerical solutions of Burgers' equation (Q1004436) (← links)
- On the numerical solution of nonlinear Black-Scholes equations (Q1004743) (← links)
- Fast computational approach to the delta Greek of non-linear Black-Scholes equations (Q1636795) (← links)
- High order ADI method for solving unsteady convection-diffusion problems (Q1877100) (← links)
- Spectral-like resolution compact ADI finite difference method for the multi-dimensional Schrödinger equations (Q1933867) (← links)
- Higher order ADI method with completed Richardson extrapolation for solving unsteady convection-diffusion equations (Q2006621) (← links)
- A mass-conservative higher-order ADI method for solving unsteady convection-diffusion equations (Q2125745) (← links)
- Fourth order compact scheme for space fractional advection-diffusion reaction equations with variable coefficients (Q2186918) (← links)
- Stability and error estimates of a new high-order compact ADI method for the unsteady 3D convection-diffusion equation (Q2333170) (← links)
- An efficient box-scheme for convection-diffusion equations with sharp contrast in the diffusion coefficients (Q2386187) (← links)
- High-order compact finite difference scheme for pricing Asian option with moving boundary condition (Q2415424) (← links)
- A fourth-order compact ADI method for solving two-dimensional unsteady convection--diffusion problems (Q2433796) (← links)
- An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs (Q2453260) (← links)
- A high-order Padé ADI method for unsteady convection-diffusion equations (Q2490266) (← links)
- A high-order compact method for nonlinear Black–Scholes option pricing equations of American options (Q2885511) (← links)
- High-order finite difference schemes for the solution of the generalized Burgers-Fisher equation (Q3107235) (← links)
- A compact finite difference method for the solution of the generalized Burgersâ Fisher equation (Q3404540) (← links)
- Time‐splitting procedures for the solution of the two‐dimensional transport equation (Q3579692) (← links)
- A high-order ADI method for parabolic problems with variable coefficients (Q3603589) (← links)
- High-order compact scheme for solving nonlinear Black–Scholes equation with transaction cost (Q3636736) (← links)
- Spline solution of the generalized Burgers'-Fisher equation (Q4650243) (← links)
- High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation (Q4812335) (← links)
- Computation of Delta Greek for Non-linear Models in Mathematical Finance (Q5274981) (← links)
- Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation (Q5315457) (← links)
- A highly accurate adaptive finite difference solver for the Black–Scholes equation (Q5850760) (← links)
- An efficient high-order compact finite difference method for the Helmholtz equation (Q5859053) (← links)