This paper is concerned with numerical methods for a class of two-dimensional quasilinear elliptic boundary value problems. A compact finite difference method with a nonisotropic mesh is proposed for ...
Abstract: In this paper, a parallel iterative finite difference method (PIFD) for solving 2D Poisson's equation on a distributed system using Message Passing Interface (MPI) is investigated. This ...
National Council of Humanities, Sciences and Technologies, CONAHCyT (Consejo Nacional de Humanidades, Ciencias y Tecnologías, CONAHCyT). México. Coordination of Scientific Research, CIC-UMSNH ...
Finite-difference approximations for the first derivative, valid halfway between equidistant gridpoints, are in general much more accurate than the corresponding approximations, which are valid at ...
Absolute value equations (AVEs), characterised by the inclusion of absolute value functions in the variables, present inherently non‐smooth and computationally challenging problems that are often ...
According to Basel III, financial institutions have to charge a credit valuation adjustment (CVA) to account for a possible counterparty default. Calculating this measure and its sensitivities is one ...