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Numerical simulation and applications of the convection–diffusion–reaction equation with the radial basis function in a finite-difference mode

This paper develops two local mesh-free methods for designing stencil weights and spatial discretization, respectively, for parabolic partial differential equations (PDEs) of ...
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CSCI 5636: Numerical Solution of Partial Differential Equations

Partial differential equations (PDE) describe the behavior of fluids, structures, heat transfer, wave propagation, and other physical phenomena of scientific and engineering interest. This course ...
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CONVERGENCE OF A FINITE DIFFERENCE SCHEME TO WEAK SOLUTIONS OF THE SYSTEM OF PARTIAL DIFFERENTIAL EQUATIONS ARISING IN MEAN FIELD GAMES

Mean field-type models describing the limiting behavior of stochastic differential games as the number of players tends to +∞ were recently introduced by Lasry and Lions. Under suitable assumptions, ...
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A FINITE DIFFERENCE SCHEME FOR THE GENERALIZED NONLINEAR SCHRÖDINGER EQUATION WITH VARIABLE COEFFICIENTS

This is a preview. Log in through your library . Abstract A finite difference scheme for the generalized nonlinear Schrödinger equation with variable coefficients is developed. The scheme is shown to ...
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Alternating direction implicit finite difference schemes for the Heston-Hull-White partial differential equation

In this paper we investigate the effectiveness of alternating direction implicit (ADI) time-discretization schemes in the numerical solution of the three-dimensional Heston-Hull-White partial ...