In this paper, the numerical solution for two-dimensional nonlinear parabolic equations is
studied using an alternating-direction implicit (ADI) Crank–Nicolson (CN) difference scheme …

The finite difference schemes for equations depicting the fluid flow, heat and mass transfer of
viscoelastic fluid in porous media based on fractional constitutive model are analyzed, when …

In this paper, we are concerned with the convergence rates of an implicit-explicit (IMEX)
difference scheme for solving a two-dimensional partial integro-differential equation (PIDE) …

This study deals with a class of variable coefficients second-order parabolic moving
boundary problems. The evolution of the domain is considered to be an unknown function …

This paper proposes a fourth-order numerical scheme for solving multi-asset nonlinear
variable coefficient Black–Scholes PDEs. First, using the Newton linearization technique, we …

本文旨在对二维具有变系数的分数阶偏微分方程构造一种有效的有限差分格式,
通过对误差的分析得到该差分格式的收敛阶为, 其中τ 表示时间步长, h 1, h 2 表示空间步长, 1< …

In this paper, utilizing Legendre polynomials as the basis functions in both space and time,
we present a modified domain decomposition spectral method for 2-dimensional parabolic …