Some methods for removing singularity and infinity in numerical simulations

MaRDI QIDQ5506204zbMATH OpenFDO

Authors Hitoshi Imai

Publication date 28 January 2009

Mathematics Subject Classification ID

Theoretical approximation of solutions to ordinary differential equations (34A45) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

Recommendations

• Numerical treatment of polar coordinate singularities
• Neutralizing nearby singularities in numerical quadrature
• Removal of apparent singularity in grid computations
• Annihilation of boundary singularities via suitable Green's functions
• The solution of infinitely ill-conditioned weakly-singular problems

Cited in

(3)

• Removal of apparent singularity in grid computations
• On the Hoggard-Whalley-Wilmott equation for the pricing of options with transaction costs
• Computational technique for treating the nonlinear Black-Scholes equation with the effect of transaction costs

This page was built for publication: Some methods for removing singularity and infinity in numerical simulations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5506204)