Algorithm 986
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(8)- Algorithm 986: A suite of compact finite difference schemes
- Fourth-order compact scheme for option pricing under the Merton's and Kou's jump-diffusion models
- A Matlab suite for second generation wavelets on an interval and the corresponding adaptive grid
- Spectral graph wavelet regularization and adaptive wavelet for the backward heat conduction problem
- Fourth order compact scheme for space fractional advection-diffusion reaction equations with variable coefficients
- Algorithm 929
- LTFAT
- The formally second-order BDF ADI difference/compact difference scheme for the nonlocal evolution problem in three-dimensional space
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