A new generalized Laguerre spectral approximation and its applications

DOI10.1016/j.cam.2005.01.017zbMath1080.65097OpenAlexW2021084174MaRDI QIDQ5921639

Ben-yu Guo, Xiao-yong Zhang

Publication date: 22 September 2005

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

Full work available at URL: https://doi.org/10.1016/j.cam.2005.01.017

zbMATH Keywords

convergencenumerical resultsquantum mechanicsBlack-Scholes equationfinancial mathematicsmixed spherical harmonic-generalized Laguerre spectral methodgeneralized Laguerre approximation

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Closed and approximate solutions to the Schrödinger, Dirac, Klein-Gordon and other equations of quantum mechanics (81Q05) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) PDEs in connection with quantum mechanics (35Q40) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

Related Items (7)

New form of Laguerre fractional differential equation and applications ⋮ Spectral collocation method for solving Fredholm integral equations on the half-line ⋮ Hermite pesudospectral method and modified Hermite spectral method for long-short wave equations ⋮ Mapped spectral collocation methods for Volterra integral equations with noncompact kernels ⋮ Laguerre collocation method for solving Lane-Emden type equations ⋮ Generalized mapped nodal Laguerre spectral collocation method for Volterra delay integro-differential equations with noncompact kernels ⋮ Integration processes of delay differential equation based on modified Laguerre functions

Cites Work

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• Laguerre-Galerkin method for nonlinear partial differential equations on a semi-infinite interval
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• Error estimation of Hermite spectral method for nonlinear partial differential equations
• Nystroem interpolants based on zeros of Laguerre polynomials for some Weiner-Hopf equations
• Mixed Laguerre-Legendre pseudospectral method for incompressible fluid flow in an infinite strip
• Stable and Efficient Spectral Methods in Unbounded Domains Using Laguerre Functions
• Hermite pseudospectral method for nonlinear partial differential equations
• A Spectral Method for the Vorticity Equation on the Surface

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