A nonstandard finite difference scheme for convection-diffusion equations having constant coefficients

DOI10.1016/J.AMC.2012.12.068MaRDI QIDQ2444255zbMATH OpenOpenAlexFDO

Authors Matthias Ehrhardt, Ronald E. Mickens

Publication date 9 April 2014

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2012.12.068

zbMATH Keywords

air pollutionBlack-Scholes equationconvection-diffusion equationnonstandard finite difference methodnumerical examplesoption pricingpositivitysubequation method

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Numerical methods (including Monte Carlo methods) (91G60) Ecology (92D40)

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