scientific article
From MaRDI portal
Publication:3540581
zbMath1154.65070MaRDI QIDQ3540581
No author found.
Publication date: 24 November 2008
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Symbolic computation and algebraic computation (68W30) KdV equations (Korteweg-de Vries equations) (35Q53) Second-order nonlinear hyperbolic equations (35L70) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Software, source code, etc. for problems pertaining to partial differential equations (35-04)
Related Items (23)
Approximate solution of nonlinear Black-Scholes equation via a fully discretized fourth-order method ⋮ Two optimized symmetric eight-step implicit methods for initial-value problems with oscillating solutions ⋮ A new methodology for the development of numerical methods for the numerical solution of the Schrödinger equation ⋮ A new methodology for the construction of numerical methods for the approximate solution of the Schrödinger equation ⋮ High order multistep methods with improved phase-lag characteristics for the integration of the Schrödinger equation ⋮ A new two-step hybrid method for the numerical solution of the Schrödinger equation ⋮ Computation of the eigenvalues of the Schrödinger equation by exponentially-fitted Runge-Kutta-Nyström methods ⋮ On a sparse and stable solver on graded meshes for solving high-dimensional parabolic pricing PDEs ⋮ Pricing the financial Heston-Hull-White model with arbitrary correlation factors via an adaptive FDM ⋮ Inverse multi-quadric RBF for computing the weights of FD method: application to American options ⋮ A hybrid method with phase-lag and derivatives equal to zero for the numerical integration of the Schrödinger equation ⋮ Two-step high order hybrid explicit method for the numerical solution of the Schrödinger equation ⋮ A computationally efficient scheme for the non-linear diffusion equation ⋮ Pricing multi-asset option problems: a Chebyshev pseudo-spectral method ⋮ Mathematical analysis of a tumour-immune interaction model: a moving boundary problem ⋮ Study of a time-dependent PDE arising in absorption with chemical reaction using a numerical method ⋮ Exponentially and trigonometrically fitted methods for the solution of the Schrödinger equation ⋮ Pricing options under stochastic volatility jump model: a stable adaptive scheme ⋮ A discrete eigenfunctions method for computing mixed hyperbolic problems based on an implicit difference scheme ⋮ A variable mesh C-SPLAGE method of accuracy \(O(k^2h_l^{-1}+kh_l+h_l^3)\) for 1D nonlinear parabolic equations ⋮ A new Numerov-type method for the numerical solution of the Schrödinger equation ⋮ A family of Runge-Kutta methods with zero phase-lag and derivatives for the numerical solution of the Schrödinger equation and related problems ⋮ High order phase fitted multistep integrators for the Schrödinger equation with improved frequency tolerance
Uses Software
This page was built for publication:
