Determination of an unknown parameter in a semi-linear parabolic equation.
Dehghan, Mehdi (2002)
Mathematical Problems in Engineering
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Displaying similar documents to “New schemes for a two-dimensional inverse problem with temperature overspecification.”
Determination of an unknown parameter in a semi-linear parabolic equation.
Finite difference approximations for a class of nonlocal parabolic equations.
Lin, Yanping, Xu, Shuzhan, Yin, Hong-Ming (1997)
International Journal of Mathematics and Mathematical Sciences
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On some finite difference schemes for solution of hyperbolic heat conduction problems
Raimondas Čiegis, Aleksas Mirinavičius (2011)
Open Mathematics
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We consider the accuracy of two finite difference schemes proposed recently in [Roy S., Vasudeva Murthy A.S., Kudenatti R.B., A numerical method for the hyperbolic-heat conduction equation based on multiple scale technique, Appl. Numer. Math., 2009, 59(6), 1419–1430], and [Mickens R.E., Jordan P.M., A positivity-preserving nonstandard finite difference scheme for the damped wave equation, Numer. Methods Partial Differential Equations, 2004, 20(5), 639–649] to solve an initial-boundary...
High-order compact implicit difference methods for parabolic equations in geodynamo simulation.
Liu, Don, Kuang, Weijia, Tangborn, Andrew (2009)
Advances in Mathematical Physics
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On the numerical solution of the one-dimensional convection-diffusion equation.
Dehghan, Mehdi (2005)
Mathematical Problems in Engineering
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On the numerical solution of the diffusion equation with a nonlocal boundary condition.
Dehghan, Mehdi (2003)
Mathematical Problems in Engineering
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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)
Advances in Numerical Analysis
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Low Volatility Options and Numerical Diffusion of Finite Difference Schemes
Milev, Mariyan, Tagliani, Aldo (2010)
Serdica Mathematical Journal
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2000 Mathematics Subject Classification: 65M06, 65M12. In this paper we explore the numerical diffusion introduced by two nonstandard finite difference schemes applied to the Black-Scholes partial differential equation for pricing discontinuous payoff and low volatility options. Discontinuities in the initial conditions require applying nonstandard non-oscillating finite difference schemes such as the exponentially fitted finite difference schemes suggested by D. Duffy and...
Immersed interface method for a system of linear reaction-diffusion equations with nonlinear singular own sources
J. D. Kandilarov (2007)
Kragujevac Journal of Mathematics
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Solution of the porous media equation by a compact finite difference method.
Sari, Murat (2009)
Mathematical Problems in Engineering
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Convergence of a numerical scheme for a nonlinear oblique derivative boundary value problem
Florian Mehats (2010)
ESAIM: Mathematical Modelling and Numerical Analysis
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We present here a discretization of a nonlinear oblique derivative boundary value problem for the heat equation in dimension two. This finite difference scheme takes advantages of the structure of the boundary condition, which can be reinterpreted as a Burgers equation in the space variables. This enables to obtain an energy estimate and to prove the convergence of the scheme. We also provide some numerical simulations of this problem and a numerical study of the stability of the...