๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Compact difference schemes of high-order accuracy

โœ Scribed by M. V. Kutniv, V. L. Makarov


Book ID
113072847
Publisher
Springer US
Year
2012
Tongue
English
Weight
158 KB
Volume
183
Category
Article
ISSN
1573-8795

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


High-Order Compact-Difference Schemes fo
โœ J.S Shang ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 228 KB

Two high-order compact-difference schemes have been developed for solving three-dimensional, time-dependent Maxwell equations. Spurious high-frequency oscillatory components of the numerical solution, which are considered to be among the principal sources of time instability, are effectively suppres

Numerical pricing of options using high-
โœ D.Y. Tangman; A. Gopaul; M. Bhuruth ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 262 KB

We consider high-order compact (HOC) schemes for quasilinear parabolic partial differential equations to discretise the Black-Scholes PDE for the numerical pricing of European and American options. We show that for the heat equation with smooth initial conditions, the HOC schemes attain clear fourth