SIAM Journal on Numerical Analysis, Vol. 26, No. 6 (Dec., 1989), pp. 1474-1486 (13 pages) An explicit finite difference algorithm is developed to approximate the solution of a nonlinear and nonlocal ...

This project revisits the Black–Scholes equation and explores its numerical resolution using finite-difference schemes. We implement and compare explicit and implicit methods, assess their accuracy ...

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 ...

Abstract: This paper proposes a generalized and controllable-stability conformal method to address stability challenges inherent in conformal finite-difference time-domain (CFDTD) algorithms. A ...

SIAM Journal on Numerical Analysis contains research articles on the development and analysis of numerical methods including their convergence, stability, and error ...

Notifications You must be signed in to change notification settings This is a numerical solution to a Sturm-Liouville-type ordinary differential equation using methods from numerical analysis. The ...

ABSTRACT: This paper presents a comprehensive numerical study of the two-dimensional time-dependent heat conduction equation using the Forward Time Centered Space (FTCS) finite difference scheme. The ...