Symmetric finite volume element approximations of second order linear hyperbolic integro-differential equations

DOI10.1016/J.CAMWA.2015.09.019MaRDI QIDQ2006536zbMATH OpenOpenAlexFDO

Authors Xiao-Ting Gan, Jun-Feng Yin

Publication date 11 October 2020

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.camwa.2015.09.019

zbMATH Keywords

backward Euler schemebarycenter dual meshesCrank-Nicolson schemehyperbolic integro-differential equationssymmetric finite volume element

Mathematics Subject Classification ID

Initial-boundary value problems for second-order hyperbolic equations (35L20) Integro-partial differential equations (35R09) Integro-partial differential equations (45K05) Finite volume methods for initial value and initial-boundary value problems involving PDEs (65M08) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

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Cites work

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Cited in

(6)

• Modulus-based successive overrelaxation iteration method for pricing American options with the two-asset Black-Scholes and Heston's models based on finite volume discretization
• Explicit Finite Element Methods for Symmetric Hyperbolic Equations
• scientific article; zbMATH DE number 2076176 (Why is no real title available?)
• Finite volume element method for second order hyperbolic equations
• Optimal control of hyperbolic integro-differential systems
• An efficient symmetric finite volume element method for second-order variable coefficient parabolic integro-differential equations

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