Association schemes. I
Luboš Bauer (1981)
Archivum Mathematicum
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Displaying similar documents to “Association schemes. II”
Association schemes. I
A new 4-point quaternary approximating subdivision scheme.
Mustafa, Ghulam, Khan, Faheem (2009)
Abstract and Applied Analysis
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A family of sixth-order compact finite-difference schemes for the three-dimensional Poisson equation.
Kyei, Yaw, Roop, John Paul, Tang, Guoqing (2010)
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On some problems of the theory of the difference schemes
Janenko, N. N.
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Nonstandard Finite Difference Schemes with Application to Finance: Option Pricing
Milev, Mariyan, Tagliani, Aldo (2010)
Serdica Mathematical Journal
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2000 Mathematics Subject Classification: 65M06, 65M12. The paper is devoted to pricing options characterized by discontinuities in the initial conditions of the respective Black-Scholes partial differential equation. Finite difference schemes are examined to highlight how discontinuities can generate numerical drawbacks such as spurious oscillations. We analyze the drawbacks of the Crank-Nicolson scheme that is most frequently used numerical method in Finance because of its...
Difference schemes for pluriparabolic equations.
Gordeziani, E., Gordeziani, D. (2000)
Bulletin of TICMI
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An analysis of the influence of data extrema on some first and second order central approximations of hyperbolic conservation laws
Michael Breuss (2010)
ESAIM: Mathematical Modelling and Numerical Analysis
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We discuss the occurrence of oscillations when using central schemes of the Lax-Friedrichs type (LFt), Rusanov's method and the staggered and non-staggered second order Nessyahu-Tadmor (NT) schemes. Although these schemes are monotone or TVD, respectively, oscillations may be introduced at local data extrema. The dependence of oscillatory properties on the numerical viscosity coefficient is investigated rigorously for the LFt schemes, illuminating also the properties of Rusanov's...