An ETD Crank-Nicolson method for reaction-diffusion systems (Q2910812)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An ETD Crank-Nicolson method for reaction-diffusion systems |
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An ETD Crank-Nicolson method for reaction-diffusion systems (English)
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11 September 2012
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exponential time Runge-Kutta method
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reaction-diffusion equation
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convergence
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initial damping
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chemotaxis
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exotic options
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exponential time differencing
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nonlinear Black-Scholes equation
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transaction cost
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Crank-Nicolson-method
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stability
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