𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Positive numerical solution for a nonarbitrage liquidity model using nonstandard finite difference schemes

✍ Scribed by González-Parra, Gilberto; Arenasm, Abraham J.; Chen-Charpentier, Benito M.


Book ID
120533743
Publisher
John Wiley and Sons
Year
2013
Tongue
English
Weight
510 KB
Volume
30
Category
Article
ISSN
0749-159X

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


A new positivity-preserving nonstandard
✍ Ronald E. Mickens; P. M. Jordan 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 116 KB 👁 1 views

## Abstract An improved positivity‐preserving nonstandard finite difference scheme for the linear damped wave equation is presented. Unlike an earlier such scheme developed by the authors, the new scheme involves three time levels and is therefore able to include the effects of the equation's relax

Numerical simulation for a Duffing oscil
✍ Wen-Xian Xie; Li Cai; Wei Xu 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 634 KB

The present paper is devoted to the numerical solution of the Fokker-Planck (FP) equation associated to the Duffing oscillator driven by colored noise. We propose an improved discretization of the standard FP operator-splitting method which renders the scheme unconditionally stable. This scheme is s