Monotone finite-difference schemes with second order approximation based on regularization approach for the dirichlet boundary problem of the gamma equation
We investigate the initial boundary value problem for the Gamma equation transformed from
the nonlinear Black-Scholes equation for pricing option to a quasilinear parabolic equation …
the nonlinear Black-Scholes equation for pricing option to a quasilinear parabolic equation …
[HTML][HTML] Численное моделирование гидродинамических аварий: размыв дамб и затопление территорий
СС Храпов - Вестник Санкт-Петербургского университета …, 2023 - cyberleninka.ru
Построена математическая модель совместной динамики поверхностных вод и
влекомых наносов, в которой учитываются нелинейная динамика жидкости и …
влекомых наносов, в которой учитываются нелинейная динамика жидкости и …
Numerical Modeling of Hydrodynamic Accidents: Erosion of Dams and Flooding of Territories
SS Khrapov - Vestnik St. Petersburg University, Mathematics, 2023 - Springer
A mathematical and numerical model of the joint dynamics of surface water and traction
sediment is built, which takes into account the nonlinear dynamics of the fluid and bottom …
sediment is built, which takes into account the nonlinear dynamics of the fluid and bottom …
Mathematical modeling and numerical analyses of transport phenomena with variable cross-diffusion and nonlinear radiation
C Nwaigwe - Computational Thermal Sciences: An …, 2021 - dl.begellhouse.com
This study proposes a mathematical model and the numerical scheme, with rigorous stability
and convergence analyses, for a channel flow problem incorporating a nonstandard …
and convergence analyses, for a channel flow problem incorporating a nonstandard …
A third (fourth) order stable computational scheme for 2D Burgers type nonlinear parabolic partial differential equations on a non-uniformly spaced grid network
N Jha, M Wagley - Authorea Preprints, 2024 - techrxiv.org
An implicit compact scheme is proposed to approximate the solution of parabolic partial
differential equations (PDEs) of Burger's type in two-dimensions. These nonlinear PDEs are …
differential equations (PDEs) of Burger's type in two-dimensions. These nonlinear PDEs are …
[PDF][PDF] A finite-difference scheme for initial boundary value prob-lem of the Gamma equation in the pricing of financial derivatives
TTH Le Minh Hieua, DNHT Hanha - researchgate.net
In the article, we consider the initial boundary value problem for the Gamma equation, which
can be derived by transforming the nonlinear Black-Scholes equation for option price into a …
can be derived by transforming the nonlinear Black-Scholes equation for option price into a …