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 …
We consider the difference maximum principle with input data of variable sign and its application to the investigation of the monotonicity and convergence of finite-difference …
LM Hieu, NHN Xuan - Vestnik St. Petersburg University, Mathematics, 2024 - Springer
The purpose of this article is to introduce an approximation method for solving the Dirichlet initial boundary value problem (IBVP) for the telegraph equation. The approach involves the …
A system of generalized fuzzy random differential equations with boundary conditions is investigated, which is a fuzzy version of a system of general random differential equations …
In this article, we present a study on constructing a second order local approximation monotone difference schemes on spatial non-uniform grids for the parabolic equation of …
This paper presents an approximation method to solve the boundary value problem (BVP) for partial differential equations (PDEs) of a kind of the fourth order with the idea of …