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Implicit–explicit numerical schemes for jump–diffusion processes

✍ Scribed by Maya Briani; Roberto Natalini; Giovanni Russo

Book ID
106270601
Publisher
Springer Milan
Year
2007
Tongue
English
Weight
269 KB
Volume
44
Category
Article
ISSN
0008-0624

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📜 SIMILAR VOLUMES

Convergence of two implicit numerical sc
Convergence of two implicit numerical schemes for diffusion mathematical models with delay
✍ P. García; M.A. Castro; J.A. Martín; A. Sirvent 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 534 KB

In this paper two implicit numerical difference schemes for mixed problems for a delay diffusion model are proposed. Consistence, convergence and some properties of stability for these schemes are studied. Illustrative examples of numerical results are also included.