Nonlinear Self-Adjointness and Conservation Laws for the Hyperbolic Geometric Flow Equation

On Black-Scholes equation; method of Heir-equations‎, ‎nonlinear self-adjointness and conservation laws

In this paper, Heir-equations method is applied to investigate nonclassical symmetries and new solutions of the Black-Scholes equation. Nonlinear self-adjointness is proved and infinite number of conservation laws are computed by a new conservation laws theorem.

on black-scholes equation; method of heir-equations‎, ‎nonlinear self-adjointness and conservation laws

in this paper, heir-equations method is applied to investigate nonclassical symmetries and new solutions of the black-scholes equation. nonlinear self-adjointness is proved and infinite number of conservation laws are computed by a new conservation laws theorem.

The comparison of two high-order semi-discrete central schemes for solving hyperbolic conservation laws

This work presents two high-order, semi-discrete, central-upwind schemes for computing approximate solutions of 1D systems of conservation laws. We propose a central weighted essentially non-oscillatory (CWENO) reconstruction, also we apply a fourth-order reconstruction proposed by Peer et al., and afterwards, we combine these reconstructions with a semi-discrete central-upwind numerical flux ...

A Nonlinear Flux Split Method for Hyperbolic Conservation Laws

Numerical solution of nonlinear hyperbolic conservation laws using exponential splines

Previous theoretical (McCartin 1989a) and computational (McCartin 1989b) results on exponential splines are herein applied to provide approximate solutions of high order accuracy to nonlinear hyperbolic conservation laws. The automatic selection of certain "tension" parameters associated with the exponential spline allows the sharp resolution of shocks and the suppression of any attendant oscil...