Redefined cubic B-splines collocation method for solving convection–diffusion equations

Discrete Collocation Method for Solving Fredholm Volterra Intergro-Differential Equations

B-splines Method with Redefined Basis Functions for Solving Barrier Options Pricing Model

In this paper, we construct a numerical method to the solution of Black-Scholes partial differential equation modelling Barrier option pricing problem on a single asset. We use finite difference approximations for temporal derivative and then the option price is approximated with the redefined B-spline functions. Stability of this method has been discussed and shown that it is unconditionally s...

A collocation method for solving integral equations

A collocation method is formulated and justified for numerical solution of the Fredholm second-kind integral equations. As an application the Lippmann-Schwinger equation is considered. The results obtained provide an error estimate and a justification of the limiting procedure used in the earlier papers by the author, dealing with many-body scattering problems in the case of small scatterers, a...

Cubic splines method for solving fourth-order obstacle problems

In this paper, we develop a new cubic spline method for computing approximate solution of a system of fourth-order boundary value problems associated with obstacle, unilateral and contact problems. It is shown that the present method is of order two and gives approximations which are better than those produced by some other collocation, finite difference and spline methods. Numerical examples a...

Cubic B-Spline Collocation Method for One-Dimensional Heat and Advection-Diffusion Equations

Numerical solutions of one-dimensional heat and advection-diffusion equations are obtained by collocation method based on cubic B-spline. Usual finite difference scheme is used for time and space integrations. Cubic B-spline is applied as interpolation function. The stability analysis of the scheme is examined by the Von Neumann approach. The efficiency of the method is illustrated by some test...