Displaying similar documents to “C-N difference schemes for dissipative symmetric regularized long wave equations with damping term.”

Finite volume methods for the valuation of American options

Julien Berton, Robert Eymard (2006)

ESAIM: Mathematical Modelling and Numerical Analysis

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We consider the use of finite volume methods for the approximation of a parabolic variational inequality arising in financial mathematics. We show, under some regularity conditions, the convergence of the upwind implicit finite volume scheme to a weak solution of the variational inequality in a bounded domain. Some results, obtained in comparison with other methods on two dimensional cases, show that finite volume schemes can be accurate and efficient.

Convergence of Fourier spectral method for resonant long-short nonlinear wave interaction

Abdur Rashid, Shakaib Akram (2010)

Applications of Mathematics

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In this paper, the evolution equations with nonlinear term describing the resonance interaction between the long wave and the short wave are studied. The semi-discrete and fully discrete Crank-Nicholson Fourier spectral schemes are given. An energy estimation method is used to obtain error estimates for the approximate solutions. The numerical results obtained are compared with exact solution and found to be in good agreement.