A new linearized ADI compact difference method on graded meshes for a nonlinear 2D and 3D PIDE with a WSK (Q6663436)
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scientific article; zbMATH DE number 7967259
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| English | A new linearized ADI compact difference method on graded meshes for a nonlinear 2D and 3D PIDE with a WSK |
scientific article; zbMATH DE number 7967259 |
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A new linearized ADI compact difference method on graded meshes for a nonlinear 2D and 3D PIDE with a WSK (English)
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14 January 2025
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high-dimensional nonlinear PIDE
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Crank-Nicolson method
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ADI method
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compact difference method
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linear interpolation
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