1 Department of Mathematics, Mawlana Bhashani Science and Technology University, Tangail, Bangladesh. 2 Department of Mathematics, Uttara University, Dhaka, Bangladesh. This study presents a ...

ABSTRACT: This study presents a comprehensive numerical investigation of fourth-order nonlinear boundary value problems (BVPs) using an efficient and accurate computational approach. The present work ...

We study the stability of finite difference schemes for hyperbolic initial boundary value problems in one space dimension. Assuming l 2 -stability for the discretization of the hyperbolic operator as ...

This is a preview. Log in through your library . Abstract Laplace- and Helmholtz-type boundary value problems with singularities are considered. A sequence of approximations to the exact boundary ...

A free-boundary formulation is considered for the price of American options under jump-diffusion models with finite jump activity. On the free boundary a Cauchy boundary condition holds, due to the ...