نتایج جستجو برای: positivity
تعداد نتایج: 21000 فیلتر نتایج به سال:
Journal:
Journal of Mathematical Modeling
2016
Classical explicit finite difference schemes are unsuitable for the solution of the famous Black-Scholes partial differential equation, since they impose severe restrictions on the time step. Furthermore, they may produce spurious oscillations in the solution. We propose a new scheme that is free of spurious oscillations and guarantees the positivity of the solution for arbitrary stepsizes. The...
Journal:
:Nuclear Physics B - Proceedings Supplements
2004
Journal:
:Ergodic Theory and Dynamical Systems
1986
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