Publication:2973858

zbMath1362.65080MaRDI QIDQ2973858

Ronald E. Mickens, Talitha M. Washington

Publication date: 5 April 2017

zbMATH Keywords

Black-Scholes equation; nonlinear reaction-diffusion equation; nonstandard finite difference methodology

Mathematics Subject Classification ID

91G60: Numerical methods (including Monte Carlo methods)

35K57: Reaction-diffusion equations

34A34: Nonlinear ordinary differential equations and systems

65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs

65L05: Numerical methods for initial value problems involving ordinary differential equations

65L12: Finite difference and finite volume methods for ordinary differential equations