A new approach to the construction of finite-difference methods is presented. It is shown how the multi-point differentiators can generate regularizing algorithms with a stepsize h being a ...

Group Assingment in Numerical Valuation of Options with Jumps in the Underlying - Finite Difference Method for Option Pricing under the Merton Jump-Diffusion Model Introduction: Various alternative ...

The backward difference method is a finite difference technique employed to approximate the derivatives of functions. Unlike the forward difference method, which uses information from points ahead of ...

ZTEM (Z-Axis Tipper Electromagnetic System) is a frequency-domain airborne electromagnetic exploration method that utilizes natural field sources. This method is highly efficient and capable of ...

ABSTRACT: A new numerical approach, called the “subdomain Chebyshev spectral method” is presented for calculation of the spatial derivatives in a curved coordinate system, which may be employed for ...

ABSTRACT: We proposed a higher-order accurate explicit finite-difference scheme for solving the two-dimensional heat equation. It has a fourth-order approximation in the space variables, and a ...

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 ...