Parabolic partial differential equations (PDEs) are fundamental in modelling a wide range of diffusion processes in physics, finance and engineering. The numerical approximation of these equations ...

This is a preview. Log in through your library . Abstract A correction for truncation errors associated with implicit finite difference method (FDM) of the groundwater transport equation with reaction ...

We provide a bound for the error committed when using a Fourier method to price European options, when the underlying follows an exponential Lévy dynamic. The price ...

This is a preview. Log in through your library . Abstract This paper investigates the error analysis of a mixed finite element method with Crank–Nicolson time ...

General aspects of polynomial interpolation theory. Formulations in different basis, e.g. Lagrange, Newton etc. and their approximation and computational properties ...