Nonlinear stability and convergence of finite-differnce methods for the "good" Boussinesq equation.
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 second order accuracy....
Our aim is to find roots of the non-unique behavior of gases which can be observed in certain axisymmetric nozzle geometries under special flow regimes. For this purpose, we use several versions of the compressible Euler equations. We show that the main reason for the non-uniqueness is hidden in the energy decomposition into its internal and kinetic parts, and their complementary behavior. It turns out that, at least for inviscid compressible flows, a bifurcation can occur only at flow regimes with...
Models introduced by R. F. Streater describe the evolution of the density and temperature of a cloud of self-gravitating particles. We study nonuniqueness of steady states in annular domains in , d ≥ 2.