An unconditionally stable difference scheme is developed and fully analyzed for two-
dimensional convection-diffusion-reaction equations with nonlinear coefficients and external …

In this work we propose a simple and efficient algorithm to numerically approximate the time-
dependent implied volatility for jump–diffusion models in option pricing that generalize the …

We extend previous studies of channel flows to porous media flows with combined effects
ofboth heat and mass transfer. We consider a temperaturedependent viscosity fluid and a …

Purpose The purpose of this paper is to formulate and analyse a convergent numerical
scheme and apply it to investigate the coupled problem of fluid flow with heat and mass …

We investigate the heat and mass transfer in a variable-viscosity channel flow
simultaneously accounting for viscous dissipation, external pollutant injection and Soret …

This paper investigates the nonlinear dispersion of a pollutant in a non-isothermal
incompressible flow of a temperature-dependent viscosity fluid in a rectangular channel …

In this paper, we consider compact and monotone difference schemes of the fourth order of
approximation for linear, semilinear, and quasi-linear equations of the parabolic type. For …

For a linearized finite-difference scheme approximating the Dirichlet problem for a
multidimensional quasilinear parabolic equation with unbounded nonlinearity, we establish …

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 …

В настоящей работе рассматриваются компактные и монотонные разностные схемы
четвертого порядка аппроксимации для линейных, полулинейных и квазилинейных …