Higher Order Compact Finite Difference Schemes for Unsteady Boundary Layer Flow Problems
Author
Abstract
Suggested Citation
DOI: 10.1155/2013/941096
Download full text from publisher
References listed on IDEAS
- Bertram Düring & Michel Fournié & Ansgar Jüngel, 2003.
"High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation,"
International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 6(07), pages 767-789.
- Düring, Bertram & Fournié, Michel & Jüngel, Ansgar, 2001. "High order compact finite difference schemes for a nonlinear Black-Scholes equation," CoFE Discussion Papers 01/07, University of Konstanz, Center of Finance and Econometrics (CoFE).
- S. S. Motsa & P. G. Dlamini & M. Khumalo, 2012. "Solving Hyperchaotic Systems Using the Spectral Relaxation Method," Abstract and Applied Analysis, Hindawi, vol. 2012, pages 1-18, December.
- S. S. Motsa & P. G. Dlamini & M. Khumalo, 2012. "Solving Hyperchaotic Systems Using the Spectral Relaxation Method," Abstract and Applied Analysis, John Wiley & Sons, vol. 2012(1).
- Hayat, T. & Abbas, Z., 2008. "Heat transfer analysis on the MHD flow of a second grade fluid in a channel with porous medium," Chaos, Solitons & Fractals, Elsevier, vol. 38(2), pages 556-567.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Vusi Mpendulo Magagula, 2019. "On the Multidomain Bivariate Spectral Local Linearisation Method for Solving Systems of Nonsimilar Boundary Layer Partial Differential Equations," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2019, pages 1-18, June.
- S. S. Motsa & P. G. Dlamini & M. Khumalo, 2014. "Spectral Relaxation Method and Spectral Quasilinearization Method for Solving Unsteady Boundary Layer Flow Problems," Advances in Mathematical Physics, John Wiley & Sons, vol. 2014(1).
- Hayat, T. & Abbas, Z. & Sajid, M., 2009. "MHD stagnation-point flow of an upper-convected Maxwell fluid over a stretching surface," Chaos, Solitons & Fractals, Elsevier, vol. 39(2), pages 840-848.
- Shengwu Zhou & Wei Li & Yu Wei & Cui Wen, 2012. "A Positivity‐Preserving Numerical Scheme for Nonlinear Option Pricing Models," Journal of Applied Mathematics, John Wiley & Sons, vol. 2012(1).
- Ahmadian, D. & Farkhondeh Rouz, O. & Ivaz, K. & Safdari-Vaighani, A., 2020. "Robust numerical algorithm to the European option with illiquid markets," Applied Mathematics and Computation, Elsevier, vol. 366(C).
- Wei, Dongming & Erlangga, Yogi Ahmad & Zhumakhanova, Gulzat, 2024. "A finite element approach to the numerical solutions of Leland’s model," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 582-593.
- Hayat, T. & Abbas, Z. & Javed, T. & Sajid, M., 2009. "Three-dimensional rotating flow induced by a shrinking sheet for suction," Chaos, Solitons & Fractals, Elsevier, vol. 39(4), pages 1615-1626.
- Fournié, Michel & Düring, Bertram & Jüngel, Ansgar, 2004. "Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation," CoFE Discussion Papers 04/02, University of Konstanz, Center of Finance and Econometrics (CoFE).
- Rashmi Mannu & Vaithinathan Karthikeyan & Murugendrappa Malalkere Veerappa & Vellaisamy A. L. Roy & Anantha-Iyengar Gopalan & Gopalan Saianand & Prashant Sonar & Binrui Xu & Kwang-Pill Lee & Wha-Jung , 2021. "Facile Use of Silver Nanoparticles-Loaded Alumina/Silica in Nanofluid Formulations for Enhanced Catalytic Performance toward 4-Nitrophenol Reduction," IJERPH, MDPI, vol. 18(6), pages 1-22, March.
- repec:plo:pone00:0107622 is not listed on IDEAS
- Yesen Sun & Wenxiu Gong & Hongliang Dai & Long Yuan, 2023. "Numerical Method for American Option Pricing under the Time‐Fractional Black–Scholes Model," Mathematical Problems in Engineering, John Wiley & Sons, vol. 2023(1).
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wly:jnlamp:v:2013:y:2013:i:1:n:941096. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://onlinelibrary.wiley.com/journal/3197 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/a/wly/jnlamp/v2013y2013i1n941096.html