Numerical analysis of three-time-level finite difference schemes for unsteady diffusion-convection problems

DOI10.1002/NME.1620300207zbMATH Open0714.76072OpenAlexW4231816812MaRDI QIDQ3200802FDOQ3200802

Authors: Alain Rigal 

Publication date: 1990

Published in: International Journal for Numerical Methods in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nme.1620300207

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zbMATH Keywords

stabilitynumerical analysiswave equationdissipationFourier analysisnumerical diffusionclassical conservative approximationLF schemeslinear diffusion-convection model problemparabolicity of the numerical schemesparasitic solutions characteristic of three-level schemesthree- time-level second order finite difference schemesweighted schemes

Mathematics Subject Classification ID

Finite difference methods applied to problems in fluid mechanics (76M20) Diffusion (76R50)

Cited In (13)

• An Analysis of the Blended Three-Step Backward Differentiation Formula Time-Stepping Scheme for the Navier-Stokes-Type System Related to Soret Convection
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• High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation
• Numerical analysis of two‐level finite difference schemes for unsteady diffusion–convection problems
• A numerical method for European option pricing with transaction costs nonlinear equation
• Stability analysis of three-level difference schemes for initial-boundary problems for multidimensional convective-diffusion equations
• Numerical solution of linear and nonlinear Black-Scholes option pricing equations
• Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs
• A single-node characteristic collocation method for unsteady-state convection-diffusion equations in three-dimensional spaces
• Computing option pricing models under transaction costs
• Finite difference schemes for three-dimensional time-dependent convection-diffusion equation using full global discretization
• Fourier analysis of several finite difference schemes for the one-dimensional unsteady convection-diffusion equation

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