A weighted finite difference method for subdiffusive Black–Scholes model

Finite difference method for a combustion model

We study a projection and upwind finite difference scheme for a combustion model problem. Convergence to weak solutions is proved under the Courant-Friedrichs-Lewy condition. More assumptions are given on the ignition temperature; then convergence to strong detonation wave solutions or to weak detonation wave solutions is proved.

Chebyshev finite difference method for solving a mathematical model arising in wastewater treatment plants

The Chebyshev finite difference method is applied to solve a system of two coupled nonlinear Lane-Emden differential equations arising in mathematical modelling of the excess sludge production from wastewater treatment plants. This method is based on a combination of the useful properties of Chebyshev polynomials approximation and finite difference method. The approach consists of reducing the ...

Finite difference method for solving partial integro-differential equations

In this paper, we have introduced a new method for solving a class of the partial integro-differential equation with the singular kernel by using the finite difference method. First, we employing an algorithm for solving the problem based on the Crank-Nicholson scheme with given conditions. Furthermore, we discrete the singular integral for solving of the problem. Also, the numerical results ob...

A Method for Defuzzication by Weighted Distance

A finite difference method for the smooth solution of linear Volterra integral equations

The present paper proposes a fast numerical method for the linear Volterra integral equations withregular and weakly singular kernels having smooth solutions. This method is based on the approx-imation of the kernel, to simplify the integral operator and then discretization of the simpliedoperator using a forward dierence formula. To analyze and verify the accuracy of the method, weexamine samp...