JSTOR Daily

Alternating Direction Implicit Orthogonal Spline Collocation Methods for an Evolution Equation with a Positive-Type Memory Term

SIAM Journal on Numerical Analysis, Vol. 46, No. 1 (2007/2008), pp. 344-364 (21 pages) New numerical techniques are presented for the solution of a class of linear partial integro-differential ...
JSTOR Daily

AN ALTERNATING DIRECTION IMPLICIT BACKWARD DIFFERENTIATION ORTHOGONAL SPLINE COLLOCATION METHOD FOR LINEAR VARIABLE COEFFICIENT PARABOLIC EQUATIONS

We present a new fully discrete method to solve a linear variable coefficient parabolic equation on a rectangular region. The scheme is an alternating direction implicit method which uses the third ...
Risk

Hybrid finite-difference/pseudospectral methods for the Heston and Heston–Hull–White partial differential equations

We propose a hybrid spatial finite-difference/pseudospectral discretization for European option-pricing problems under the Heston and Heston–Hull–White models. In ...
Nature

Finite-Difference Time-Domain Methods in Electromagnetic Simulation

Finite-Difference Time-Domain (FDTD) methods have become a cornerstone in the simulation of electromagnetic phenomena, enabling researchers to solve Maxwell’s equations through discretisation in both ...