Conditional full stability of positivity-preserving finite difference scheme for diffusion-advection-reaction models

DOI10.1016/j.cam.2018.02.031zbMath1427.65154OpenAlexW2792201771MaRDI QIDQ2279852

Vera N. Egorova, Rafael Company, Lucas Jodar

Publication date: 16 December 2019

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10251/121432

zbMATH Keywords

finite differencesemi-discretizationnumerical analysisexponential time differencingdiffusion-advection-reaction

Mathematics Subject Classification ID

Reaction-diffusion equations (35K57) 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) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)

Related Items (2)

A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems ⋮ An ETD method for multi‐asset American option pricing under jump‐diffusion model

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Finite difference methods for pricing American put option with rationality parameter: numerical analysis and computing
• A mixed derivative terms removing method in multi-asset option pricing problems
• Two boundedness and monotonicity preserving methods for a generalized Fisher-KPP equation
• An explicit positivity-preserving finite-difference scheme for the classical Fisher-Kolmogorov-Petrovsky-Piscounov equation
• Computational examples of reaction-convection-diffusion equations solution under the influence of fluid flow: first example
• Exponential time differencing for stiff systems
• Finite difference approximations of multidimensional unsteady convection-diffusion-reaction equations
• Numerical simulations of time-dependent partial differential equations
• Penalty methods for the numerical solution of American multi-asset option problems
• Bifurcation and spatiotemporal patterns in a homogeneous diffusive predator-prey system
• Dynamics of pattern formation in biomimetic systems
• High-order computational methods for option valuation under multifactor models
• Quadratic Convergence for Valuing American Options Using a Penalty Method
• User’s guide to viscosity solutions of second order partial differential equations
• On Traveling Wave Solutions of Fisher's Equation in Two Spatial Dimensions
• Fourth-Order Time-Stepping for Stiff PDEs
• Linearly implicit Runge-Kutta methods for advection-reaction-diffusion equations
• Positive 1D and 2D systems

This page was built for publication: Conditional full stability of positivity-preserving finite difference scheme for diffusion-advection-reaction models