An efficient alternating direction explicit method for solving a nonlinear partial differential equation
DOI10.1155/2020/9647416zbMath1459.65156OpenAlexW3107499138WikidataQ114070206 ScholiaQ114070206MaRDI QIDQ2217068
Aynura Aliyeva, Mojtaba Ranjbar, Somayeh Pourghanbar, Jalil Manafian Heris, Yusif S. Gasimov
Publication date: 18 December 2020
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2020/9647416
Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22)
Related Items (6)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Approximation of stochastic advection diffusion equations with stochastic alternating direction explicit methods.
- New stable group explicit finite difference method for solution of diffusion equation
- Simple, accurate, and efficient revisions to MacCormack and Saulyev schemes: high Péclet numbers
- A numerical method for European option pricing with transaction costs nonlinear equation
- On the numerical solution of nonlinear Black-Scholes equations
- Numerical solution of linear and nonlinear Black-Scholes option pricing equations
- A combined mixed finite element ADI scheme for solving Richards' equation with mixed derivatives on irregular grids
- An unconditionally stable parallel difference scheme for telegraph equation
- Option pricing with transaction costs and a nonlinear Black-Scholes equation
- Approximation of stochastic parabolic differential equations with two different finite difference schemes
- Dynamics and control of the seven-mode truncation system of the 2-d Navier-Stokes equations
- Parameter determination in a partial differential equation from the overspecified data
- Optimal control problem for nonstationary Schrödinger equation
- Numerical convergence properties of option pricing PDEs with uncertain volatility
- The Mathematics of Financial Derivatives
- Understanding <scp>Saul'yev</scp>‐type unconditionally stable schemes from exponential splitting
- On the stability of alternating‐direction explicit methods for advection‐diffusion equations
- Convective Difference Schemes
- Numerical schemes for the forward–backward heat equation
This page was built for publication: An efficient alternating direction explicit method for solving a nonlinear partial differential equation