Algorithm 986
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Related Items (6)
FOURTH-ORDER COMPACT SCHEME FOR OPTION PRICING UNDER THE MERTON’S AND KOU’S JUMP-DIFFUSION MODELS ⋮ Fourth order compact scheme for space fractional advection-diffusion reaction equations with variable coefficients ⋮ Spectral graph wavelet regularization and adaptive wavelet for the backward heat conduction problem ⋮ A Matlab suite for second generation wavelets on an interval and the corresponding adaptive grid ⋮ Algorithm 986 ⋮ The formally second-order BDF ADI difference/compact difference scheme for the nonlocal evolution problem in three-dimensional space
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